Walid Mensi

Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold

Walid Mensi, Beljid Makram, Adel Boubaker et al. · Economic Modelling · 2013 · 542 citations

Business, Economics, Finance +14

Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold

Refk Selmi, Walid Mensi, Shawkat Hammoudeh et al. · Energy Economics · 2018 · 513 citations

Business, Economics, Finance +14

Do global factors impact BRICS stock markets? A quantile regression approach

Walid Mensi, Shawkat Hammoudeh, Juan C. Reboredo et al. · Emerging Markets Review · 2014 · 429 citations

Social Sciences, Economics, Finance +8

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

Walid Mensi, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad et al. · Journal of Banking & Finance · 2016 · 344 citations

Business, Economics, Finance +17

Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices

Walid Mensi, Ahmet Şensoy, Xuan Vinh Vo et al. · Resources Policy · 2020 · 286 citations · Full text

Social Sciences, Economics, Commodity Markets +12