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Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid; Hammoudeh, Shawkat; Vo Xuan Vinh; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
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Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid; Al Rababa'a, Abdel Razzaq; Vo Xuan Vinh; … - In: Energy economics 98 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
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Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Mensi, Walid; Yousaf, Imran; Vo Xuan Vinh; Kang, Sang Hoon - In: Journal of international financial markets, … 76 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013412815
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Extreme dependence, connectedness, and causality between US sector stocks and oil shocks
Mensi, Walid; Gök, Remzi; Gemici, Eray; Vo Xuan Vinh; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-26
Persistent link: https://www.econbiz.de/10015333022
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How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid; Ur Rehman, Mobeen; Hammoudeh, Shawkat; Vo … - In: International economics : a journal published by CEPII … 173 (2023), pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
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Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid; Lee, Yun-Jung; Vo Xuan Vinh; Yoon, Seong-min - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
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Switching connectedness between real estate investment trusts, oil, and gold markets
Mensi, Walid; Reboredo, Juan Carlos; Ugolini, Andrea; … - In: Finance research letters 49 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013479353
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Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic
Mensi, Walid; Hanif, Waqas; Vo Xuan Vinh; Choi, Ki-hong; … - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014484004
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Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid; Hkiri, Besma; Al-Yahyaee, Khamis Hamed; … - In: International review of economics & finance : IREF 54 (2018), pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
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Multi-scale features of interdependence between oil prices and stock prices
Ngo Thai Hung; Vo Xuan Vinh - In: Asia Pacific financial markets 30 (2023) 3, pp. 475-504
Persistent link: https://www.econbiz.de/10014362616