Walid Mensi

Economics and Econometrics · 2013–2021

A researcher in the Science corpus: 23 papers; trusts 95 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 502 citations into it; #4,594 of 23,481 by trust here, #1,100 by citations
• Finance — 262 citations into it; #7,791 of 10,518 by trust here, #3,009 by citations
• Renewable Energy, Sustainability and the Environment — 94 citations into it
• Information Systems — 53 citations into it
• Statistics and Probability — 20 citations into it
• Management Science and Operations Research — 10 citations into it
• Economics & Operations Research — 9 citations into it
• General Energy — 9 citations into it

Whom Walid Mensi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Shawkat Hammoudeh
3. Francis X. Diebold
4. Mohamed Arouri
5. Farooq Malik
6. Juan Carlos Reboredo
7. Teresa Serra
8. Ş. Nazlıoğlu
9. Tim Bollerslev
10. Perry Sadorsky

Who trusts Walid Mensi overall

1. Sang Hoon Kang
2. K. Al-Yahyaee
3. Ikram Jebabli
4. Qiang Ji
5. Elie Bouri
6. Ahmet Sensoy
7. Seong‐Min Yoon
8. Eric Olson
9. M. Balcılar
10. Shawkat Hammoudeh

Papers from Walid Mensi's perspective

Ordered by how strongly the researchers Walid Mensi trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Dynamic Conditional Correlation
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
5. Oil price risk and emerging stock markets
6. Extreme Correlation of International Equity Markets
7. Shock and volatility transmission in the oil, US and Gulf equity markets
8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
9. Computation and Analysis of Multiple Structural-Change Models
10. Multivariate GARCH Models: A Survey

Their papers

• Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013) — 537 citations
• Do global factors impact BRICS stock markets? A quantile regression approach (2014) — 419 citations
• Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2016) — 213 citations
• Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia (2015) — 143 citations
• Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method (2017) — 342 citations
• Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018) — 254 citations
• Dynamic spillovers among major energy and cereal commodity prices (2014) — 251 citations
• Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach (2017) — 157 citations
• Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? (2015) — 125 citations
• Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018) — 482 citations
• Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches (2019) — 134 citations
• Why cryptocurrency markets are inefficient: The impact of liquidity and volatility (2020) — 125 citations
• Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014) — 223 citations
• Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices (2021) — 129 citations
• Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021) — 211 citations
• Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies (2021) — 124 citations
• Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020) — 119 citations
• Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum (2019) — 138 citations
• Energy, precious metals, and GCC stock markets: Is there any risk spillover? (2019) — 127 citations
• Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets (2018) — 156 citations