Access Statistics for walid Mensi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold 0 1 6 138 2 6 13 366
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 0 134 1 1 6 453
Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting 0 0 0 7 1 1 1 106
Dynamic spillovers among major energy and cereal commodity prices 0 0 1 52 0 0 2 227
Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate 0 0 0 12 0 0 0 67
Total Working Papers 0 1 7 343 4 8 22 1,219


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 0 8 0 0 2 27
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 1 1 1 36 1 2 8 129
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 1 1 1 14 1 1 3 111
Board effectiveness, conglomerate diversification, and firm performance: the tunisian case 0 0 0 19 0 0 1 89
Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold 0 1 3 151 2 6 18 542
Crude oil market efficiency: An empirical investigation via the Shannon entropy 0 0 1 15 0 0 2 57
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach 0 0 0 6 0 0 9 83
Do global factors impact BRICS stock markets? A quantile regression approach 1 8 19 125 5 18 43 514
Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting 0 0 0 7 1 1 1 83
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 1 1 3 34 2 2 6 166
Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis 0 0 0 12 0 2 3 55
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 3 34 1 3 12 160
Dynamic spillovers among major energy and cereal commodity prices 0 0 4 65 0 0 13 322
Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches 0 0 1 11 0 0 3 70
Global financial crisis and spillover effects among the U.S. and BRICS stock markets 1 3 5 51 1 5 16 304
Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis 1 1 1 28 1 3 5 106
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process 2 2 2 57 3 3 12 245
Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching 2 3 3 24 5 7 14 80
Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches 0 0 0 6 3 13 15 75
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method 0 0 2 49 1 3 13 250
More on corporate diversification, firm size and value creation 1 1 2 51 1 1 4 199
New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile 0 0 1 13 1 1 6 77
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas 0 0 0 20 0 0 0 82
Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia 0 0 0 30 0 0 8 158
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 0 0 0 29 0 0 3 141
Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods 0 0 0 10 0 0 4 63
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate 0 0 0 59 0 0 2 173
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 0 23 0 0 2 89
Time-varying volatility spillovers between stock and precious metal markets with portfolio implications 0 1 1 30 0 2 6 170
Total Journal Articles 11 23 53 1,017 29 73 234 4,620


Statistics updated 2025-07-04