Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold W Mensi, M Beljid, A Boubaker, S Managi Economic modelling 32, 15-22, 2013 | 703 | 2013 |
Do global factors impact BRICS stock markets? A quantile regression approach W Mensi, S Hammoudeh, JC Reboredo, DK Nguyen Emerging Markets Review 19, 1-17, 2014 | 544 | 2014 |
Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold R Selmi, W Mensi, S Hammoudeh, J Bouoiyour Energy Economics 74, 787-801, 2018 | 530 | 2018 |
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method W Mensi, S Hammoudeh, SJH Shahzad, M Shahbaz Journal of Banking & Finance 75, 258-279, 2017 | 353 | 2017 |
Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets KH Al-Yahyaee, W Mensi, SM Yoon Finance Research Letters 27, 228-234, 2018 | 325 | 2018 |
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices W Mensi, A Sensoy, XV Vo, SH Kang Resources Policy 69, 101829, 2020 | 292 | 2020 |
Dynamic spillovers among major energy and cereal commodity prices W Mensi, S Hammoudeh, DK Nguyen, SM Yoon Energy Economics 43, 225-243, 2014 | 291 | 2014 |
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors S Hammoudeh, W Mensi, JC Reboredo, DK Nguyen Pacific-Basin Finance Journal 30, 189-206, 2014 | 264 | 2014 |
Global financial crisis and spillover effects among the US and BRICS stock markets W Mensi, S Hammoudeh, DK Nguyen, SH Kang International Review of Economics & Finance 42, 257-276, 2016 | 262 | 2016 |
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications W Mensi, S Hammoudeh, IMW Al-Jarrah, A Sensoy, SH Kang Energy Economics 67, 454-475, 2017 | 207 | 2017 |
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets W Mensi, AR Al Rababa'a, XV Vo, SH Kang Energy Economics 98, 105262, 2021 | 185 | 2021 |
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets W Mensi, FZ Boubaker, KH Al-Yahyaee, SH Kang Finance Research Letters 25, 230-238, 2018 | 172 | 2018 |
Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach W Mensi, B Hkiri, KH Al-Yahyaee, SH Kang International Review of Economics & Finance 54, 74-102, 2018 | 172 | 2018 |
Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum W Mensi, KH Al-Yahyaee, SH Kang Finance Research Letters 29, 222-230, 2019 | 169 | 2019 |
Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia W Mensi, S Hammoudeh, SH Kang Economic Modelling 51, 340-358, 2015 | 168 | 2015 |
Extreme dependence and risk spillovers between oil and Islamic stock markets SJH Shahzad, W Mensi, S Hammoudeh, MU Rehman, KH Al-Yahyaee Emerging Markets Review 34, 42-63, 2018 | 142 | 2018 |
Are Sharia stocks, gold and US Treasury hedges and/or safe havens for the oil-based GCC markets? W Mensi, S Hammoudeh, JC Reboredo, DK Nguyen Emerging Markets Review 24, 101-121, 2015 | 139 | 2015 |
Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches KH Al-Yahyaee, MU Rehman, W Mensi, IMW Al-Jarrah The North American Journal of Economics and Finance 49, 47-56, 2019 | 136 | 2019 |
Why cryptocurrency markets are inefficient: The impact of liquidity and volatility KH Al-Yahyaee, W Mensi, HU Ko, SM Yoon, SH Kang The North American Journal of Economics and Finance 52, 101168, 2020 | 134 | 2020 |
Energy, precious metals, and GCC stock markets: Is there any risk spillover? KH Al-Yahyaee, W Mensi, A Sensoy, SH Kang Pacific-Basin finance journal 56, 45-70, 2019 | 125 | 2019 |