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Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications
Ahmadian-Yazdi, Farzaneh; Roudari, Soheil; Omidi, Vahid; … - In: International review of economics & finance : IREF 95 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015143895
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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
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COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - In: International economics : the quarterly journal in … 180 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
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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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Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
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Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 41 (2017), pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
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Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? : a comparison with gold
Selmi, Refk; Mensi, Walid; Hammoudeh, Shawkat; … - In: Energy economics 74 (2018), pp. 787-801
Persistent link: https://www.econbiz.de/10011972972
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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
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Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat; Kang, Sang Hoon; Mensi, Walid; … - In: The world economy : the leading journal on … 39 (2016) 11, pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
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Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Finance research letters 21 (2017), pp. 26-33
Persistent link: https://www.econbiz.de/10011807276