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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

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

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

Frequency interdependence and portfolio management between gold, oil and sustainability stock markets

Nekhili, Ramzi; Ziadat, Salem Adel; Mensi, Walid - In: International economics : the quarterly journal in … 178 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014578360

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

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

Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries

Choi, Ki-hong; Nekhili, Ramzi; Mensi, Walid; Boubaker, … - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10015202585

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

Interplay of crises : unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war

Alshater, Muneer Maher; Hanif, Waqas; El Khoury, Rim; … - In: Borsa Istanbul Review 24 (2024) 4, pp. 747-771

This study investigates the time-varying frequency of spillovers between European stock markets and oil during the COVID-19 pandemic and the Russia-Ukraine war. Using the spillover index by Diebold & Yilmaz, 2012 and Baruník & Křehlík, 2018, we analyze high-frequency data at a 5-min interval...

Persistent link: https://www.econbiz.de/10014635385

Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis

Mensi, Walid; Ziadat, Salem Adel; Vo Xuan Vinh; Kang, … - In: International journal of emerging markets 19 (2024) 6, pp. 1586-1625

Persistent link: https://www.econbiz.de/10014575558