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Green bonds and oil price shocks and uncertainty : a safe haven analysis

Mokni, Khaled; Mensi, Walid; Hammoudeh, Shawkat; Ajmi, … - In: International economics : a journal published by CEPII … 172 (2022), pp. 238-254

Persistent link: https://www.econbiz.de/10014339415

Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility

Tabash, Mosab I.; Sheikh, Umaid A.; Mensi, Walid; Kang, … - In: Borsa Istanbul Review 24 (2024) 6, pp. 1146-1165

This study quantifies the shock transmission mechanism between the trade policy uncertainty (TPU) index and Sharia-compliant stock sectoral conditional volatility in the Gulf Cooperation Council (GCC) countries. We employ a comprehensive analysis that includes the time-domain extended joint and...

Persistent link: https://www.econbiz.de/10015152585

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

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

Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond

Mensi, Walid; Ur Rehman, Mobeen; Vo Xuan Vinh - In: International review of financial analysis 81 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013411188

Tail dependence structures between economic policy uncertainty and foreign exchange markets : nonparametric quantiles methods

Al-Yahyaee, Khamis Hamed; Shahzad, Syed Jawad Hussain; … - In: International economics : a journal published by CEPII … 161 (2020), pp. 66-82

Persistent link: https://www.econbiz.de/10012642528

Can uncertainty indices predict Bitcoin prices? : a revisited analysis using partial and multivariate wavelet approaches

Al-Yahyaee, Khamis Hamed; Ur Rehman, Mobeen; Mensi, Walid; … - In: The North American journal of economics and finance : a … 49 (2019), pp. 47-56

Persistent link: https://www.econbiz.de/10012269150

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

Long-run relationships between US financial credit markets and risk factors : evidence from the quantile ARDL approach

Mensi, Walid; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Finance research letters 29 (2019), pp. 101-110

Persistent link: https://www.econbiz.de/10012417962

Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index

Hazgui, Samah; Sebai, Saber; Mensi, Walid - In: Studies in economics and finance 39 (2022) 3, pp. 419-443

Persistent link: https://www.econbiz.de/10013355177