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Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach

Mensi, Walid; Lee, Yun-Jung; Vo Xuan Vinh; Yoon, Seong-min - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012822250

Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor

Mensi, Walid; Hernandez, Jose Arroeola; Yoon, Seong-min; … - In: International review of financial analysis 74 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012803817

Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic

Mensi, Walid; Hanif, Waqas; Vo Xuan Vinh; Choi, Ki-hong; … - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014484004

Upside/Downside Spillovers between Oil and Chinese Stock Sectors : From the Global Financial Crisis to Global Pandemic

mensi, walid; Hanif, Waqas; Vo Xuan Vinh; Yoon, Seong-min - 2022

This paper examines the effects of the COVID-19 outbreak, recent fluctuation in oil prices, and global and European financial crises on dependence structure and asymmetric risk spillovers between crude oil and Chinese stock sectors. Using time-varying symmetric and asymmetric copula functions...

Persistent link: https://www.econbiz.de/10013492729

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

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

Multifractality during upside/downside trends in the MENA stock markets : the effects of the global financial crisis, oil crash and COVID-19 pandemic

Mensi, Walid; Yousaf, Imran; Vo Xuan Vinh; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 10, pp. 4408-4435

Persistent link: https://www.econbiz.de/10014456152

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

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