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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

Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications

Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Energy economics 67 (2017), pp. 454-475

Persistent link: https://www.econbiz.de/10011897952

Dynamic spillover and connectedness between oil futures and European bonds

Mensi, Walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012822033

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

Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets

Mensi, Walid; Gök, Remzi; Gemici, Eray; Kang, Sang Hoon - In: International economics : the quarterly journal in … 181 (2025), pp. 1-28

Persistent link: https://www.econbiz.de/10015329622

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

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

Quantile connectedness and spillovers analysis between oil and international REIT markets

Mensi, Walid; Nekhili, Ramzi; Kang, Sang Hoon - In: Finance research letters 48 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013462887

Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications

Maitra, Debasish; Ur Rehman, Mobeen; Dash, Saumya Ranjan; … - In: Energy economics 102 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013162436

Oil Price and the Automobile Industry : Dynamic Connectedness and Portfolio Implications with Downside Risk

Prachi, Jain; Maitra, Debasish; Kang, Sang Hoon - 2022

The paper examines the interactions of downside risks between crude oil and the automobile sector through the employment of Diebold and Yilmaz (2012) and Diebold and Yılmaz (2014) framework in a static and time-varying perspective. The network connectedness is found to intensify during the...

Persistent link: https://www.econbiz.de/10013302035