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Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets

Mensi, Walid; Ziadat, Salem Adel; Vo Xuan Vinh; Kang, … - In: Computational economics 64 (2024) 4, pp. 2233-2262

Persistent link: https://www.econbiz.de/10015144010

Oil, Gold and International Stock Markets : Extreme Spillovers, Connectedness and its Determinants

mensi, walid; Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq - 2022

This study examines the lower and upper return spillovers and connectedness between important commodity (crude oil and gold) and main international stock markets using the quantile connectedness approach by Ando et al. (2018). The results show stronger return spillovers during bearish and...

Persistent link: https://www.econbiz.de/10013308737

Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants

Mensi, Walid; Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq - In: The quarterly review of economics and finance 95 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014631290

Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications

Mensi, Walid; Aslan, Aylin; Vo Xuan Vinh; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232

Persistent link: https://www.econbiz.de/10014239971

Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis

Mensi, Walid; El Khoury, Rim; Syed Riaz Mahmood Ali; Vo … - In: Research in international business and finance 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014432490

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 dependence and portfolio management between oil, gold, silver, and MENA stock markets

Mensi, Walid; Mishra, Tapas; Ko, Hee-Un; Vo Xuan Vinh; … - In: Research in international business and finance 70 (2024) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10015053318

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

Extreme dependencies and spillovers between gold and stock markets : evidence from MENA countries

Mensi, Walid; Maitra, Debasish; Selmi, Refk; Vo Xuan Vinh - In: Financial innovation : FIN 9 (2023) 1, pp. 1-27

This study addresses whether gold exhibits the function of a hedge or safe haven as often referred to in academia. It contributes to the existing literature by (i) revisiting this question for the principal stock markets in the Middle East and North Africa (MENA) region and (ii) using the...

Persistent link: https://www.econbiz.de/10014289027