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Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices

Hanif, Waqas; Hernandez, Jose Arreola; Mensi, Walid; … - In: Energy economics 101 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013161674

Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors

Hanif, Waqas; Mensi, Walid; Vo Xuan Vinh - In: Finance research letters 40 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012819863

Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors

Hammoudeh, Shawkat; Mensi, Walid; Reboredo, Juan Carlos; … - In: Pacific-Basin finance journal 30 (2014), pp. 189-206

Persistent link: https://www.econbiz.de/10010496348

Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas

Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Energy economics 67 (2017), pp. 476-495

Persistent link: https://www.econbiz.de/10011897955

The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes

Mensi, Walid; Tiwari, Aviral Kumar; Bouri, Elie; … - In: Energy economics 66 (2017), pp. 122-139

Persistent link: https://www.econbiz.de/10011896437

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Journal of banking & finance 75 (2017), pp. 258-279

Persistent link: https://www.econbiz.de/10011742164

Tail dependence risk exposure and diversification potential of Islamic and conventional banks

Hernandez, Jose Arreola; Al-Yahyaee, Khamis Hamed; … - In: Applied economics 51 (2019) 44, pp. 4856-4869

Persistent link: https://www.econbiz.de/10012197121

Extreme dependence and risk spillovers between oil and Islamic stock markets

Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Emerging markets review 34 (2018), pp. 42-63

Persistent link: https://www.econbiz.de/10012114666

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

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