Idries Mohammad Wanas Al-Jarrah

Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications

Walid Mensi, Shawkat Hammoudeh, Idries Mohammad Wanas Al-Jarrah et al. · Energy Economics · 2017 · 200 citations

Economics, Islamic Equity Aggregates, Portfolio Implications +9

Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches

Khamis Hamed Al‐Yahyaee, Mobeen Ur Rehman, Walid Mensi et al. · The North American Journal of Economics and Finance · 2019 · 128 citations

Economics, Volatility Modeling, Computational Finance +11

Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications

Walid Mensi, Mobeen Ur Rehman, Khamis Hamed Al‐Yahyaee et al. · The North American Journal of Economics and Finance · 2019 · 96 citations

Empirical Finance, Economics, Computational Finance +11

Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks

Walid Mensi, Shawkat Hammoudeh, Idries Mohammad Wanas Al-Jarrah et al. · Journal of International Financial Markets Institutions and Money · 2018 · 67 citations

Risk Spillovers, Financial System, Economics +10

Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal

Khamis Hamed Al‐Yahyaee, Walid Mensi, Idries Mohammad Wanas Al-Jarrah et al. · The North American Journal of Economics and Finance · 2019 · 64 citations

Volatility Modeling, Economics, Financial Economics +10