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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60

Persistent link: https://www.econbiz.de/10011533698

Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets

Mensi, Walid; Jiang, Zhuhua; Xuan Vinh Vo; Yoon, Seong-min - In: Australian economic papers 62 (2023) 4, pp. 597-615

Persistent link: https://www.econbiz.de/10014443716

How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis

Mensi, Walid; Ur Rehman, Mobeen; Hammoudeh, Shawkat; … - In: International economics : a journal published by CEPII … 173 (2023), pp. 212-232

Persistent link: https://www.econbiz.de/10014373763

How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 42 (2014), pp. 343-354

Persistent link: https://www.econbiz.de/10010503579

Dynamic spillovers among major energy and cereal commodity prices

Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243

Persistent link: https://www.econbiz.de/10010504821

Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold

Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22

Persistent link: https://www.econbiz.de/10009760820

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Xuan Vinh Vo; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834

Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Al-Jarrah, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 104-120

Persistent link: https://www.econbiz.de/10012269157

Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets

Mensi, Walid; Gubareva, Mariya; Ko, Hee-Un; Xuan Vinh Vo; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-27

spillover between cryptocurrencies and volatility indices for the major traditional markets varies substantially across … influence over the volatility indices. Our results have important policy implications for enhancing financial stability and … deliver valuable insights for deploying volatility-based financial instruments that can potentially provide cryptocurrency …

Persistent link: https://www.econbiz.de/10014289114

Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar; … - 2019

Persistent link: https://www.econbiz.de/10012144916