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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
7032013
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
5442014
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
5302018
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
3532017
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
3252018
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
2922020
Dynamic spillovers among major energy and cereal commodity prices
W Mensi, S Hammoudeh, DK Nguyen, SM Yoon
Energy Economics 43, 225-243, 2014
2912014
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
2642014
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
2622016
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
2072017
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
1852021
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
1722018
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
1722018
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
1692019
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
1682015
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
1422018
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
1392015
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
1362019
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
1342020
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
1252019
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