Details about walid Mensi

Access statistics for papers by walid Mensi.

Last updated 2018-01-02. Update your information in the RePEc Author Service.

Short-id: pme773

Working Papers

2016

1. Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting
   MPRA Paper, University Library of Munich, Germany View citations (1)

2014

2. Do global factors impact BRICS stock markets? A quantile regression approach
   Working Papers, Department of Research, Ipag Business School View citations (249)
   See also Journal Article Do global factors impact BRICS stock markets? A quantile regression approach, Emerging Markets Review, Elsevier (2014) View citations (235) (2014)
3. Dynamic spillovers among major energy and cereal commodity prices
   Working Papers, Department of Research, Ipag Business School View citations (170)
   See also Journal Article Dynamic spillovers among major energy and cereal commodity prices, Energy Economics, Elsevier (2014) View citations (158) (2014)
4. Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate
   Working Papers, Economic Research Forum View citations (1)

2013

5. Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold
   MPRA Paper, University Library of Munich, Germany View citations (356)
   See also Journal Article Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold, Economic Modelling, Elsevier (2013) View citations (357) (2013)

Journal Articles

2017

1. Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
   Applied Economics, 2017, 49, (25), 2456-2479 View citations (15)
2. Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach
   Emerging Markets Review, 2017, 32, (C), 130-147 View citations (26)
3. Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis
   Finance Research Letters, 2017, 21, (C), 26-33 View citations (19)
4. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
   Energy Economics, 2017, 67, (C), 454-475 View citations (98)
5. Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches
   Physica A: Statistical Mechanics and its Applications, 2017, 471, (C), 351-363 View citations (23)
6. Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis
   Physica A: Statistical Mechanics and its Applications, 2017, 471, (C), 135-146 View citations (38)
7. Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching
   Applied Economics, 2017, 49, (13), 1255-1272 View citations (18)
8. Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches
   Physica A: Statistical Mechanics and its Applications, 2017, 466, (C), 310-324 View citations (17)
9. Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
   Journal of Banking & Finance, 2017, 75, (C), 258-279 View citations (177)
10. Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
    Energy Economics, 2017, 67, (C), 476-495 View citations (36)
11. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
    Energy Economics, 2017, 66, (C), 122-139 View citations (72)
12. Time-varying volatility spillovers between stock and precious metal markets with portfolio implications
    Resources Policy, 2017, 53, (C), 88-102 View citations (49)

2016

13. Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models
    Review of International Economics, 2016, 24, (1), 1-19 View citations (40)
14. Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting
    The World Economy, 2016, 39, (11), 1703-1727 View citations (5)
15. Global financial crisis and spillover effects among the U.S. and BRICS stock markets
    International Review of Economics & Finance, 2016, 42, (C), 257-276 View citations (92)
16. New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile
    Emerging Markets Review, 2016, 28, (C), 155-183 View citations (43)

2015

17. Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
    Emerging Markets Review, 2015, 24, (C), 101-121 View citations (74)
18. Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia
    Economic Modelling, 2015, 51, (C), 340-358 View citations (83)
19. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
    Energy Economics, 2015, 48, (C), 46-60 View citations (57)

2014

20. Do global factors impact BRICS stock markets? A quantile regression approach
    Emerging Markets Review, 2014, 19, (C), 1-17 View citations (235)
    See also Working Paper Do global factors impact BRICS stock markets? A quantile regression approach, Working Papers (2014) View citations (249) (2014)
21. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
    Pacific-Basin Finance Journal, 2014, 30, (C), 189-206 View citations (96)
22. Dynamic spillovers among major energy and cereal commodity prices
    Energy Economics, 2014, 43, (C), 225-243 View citations (158)
    See also Working Paper Dynamic spillovers among major energy and cereal commodity prices, Working Papers (2014) View citations (170) (2014)
23. How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process
    Energy Economics, 2014, 42, (C), 343-354 View citations (73)
24. Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements
    International Review of Economics & Finance, 2014, 30, (C), 101-119 View citations (32)
25. Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods
    International Economics, 2014, (140), 89-106 View citations (22)

2013

26. Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold
    Economic Modelling, 2013, 32, (C), 15-22 View citations (357)
    See also Working Paper Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold, MPRA Paper (2013) View citations (356) (2013)

2012

27. Board effectiveness, conglomerate diversification, and firm performance: the tunisian case
    Economics Bulletin, 2012, 32, (1), A2
28. Crude oil market efficiency: An empirical investigation via the Shannon entropy
    International Economics, 2012, (129), 119–137 View citations (7)

2008

29. More on corporate diversification, firm size and value creation
    Economics Bulletin, 2008, 7, (3), 1-7 View citations (3)