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Economics and Finance

D-Index
63
Citations
13499
World Ranking
707
National Ranking
1

Overview

Walid Mensi is affiliated with Sultan Qaboos University in Oman. Their research is primarily situated within the field of Economics, Econometrics, and Finance, with a total of 380 publications in this domain. Mensi's work spans several subfields, including Economics and Econometrics, Finance, Renewable Energy, Sustainability and the Environment, General Economics, Econometrics and Finance, and General Energy.

The main research topics that Mensi focuses on include:

  • Market Dynamics and Volatility
  • Energy, Environment, Economic Growth
  • Energy, Environment, and Transportation Policies
  • Financial Risk and Volatility Modeling
  • Monetary Policy and Economic Impact
  • Complex Systems and Time Series Analysis
  • Global Energy Security and Policy

Mensi has published extensively in a range of academic venues. The most frequent publication venues include:

  • Resources Policy
  • SSRN Electronic Journal
  • The North American Journal of Economics and Finance
  • Economic Analysis and Policy
  • International Economics

Their recent papers demonstrate a focus on the interconnections between financial and energy markets, as well as the impact of external shocks on market dynamics. Notable papers include:

  • Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices, 2020, Resources Policy
  • Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets, 2021, Energy Economics
  • Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets, 2021, Journal of International Financial Markets Institutions and Money
  • Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management, 2021, Economic Analysis and Policy

Mensi collaborates frequently with a group of co-authors who have contributed to a significant number of joint works. These co-authors include:

  • Sang Hoon Kang
  • Xuan Vinh Vo
  • Khamis Hamed Al-Yahyaee
  • Mobeen Ur Rehman
  • Seong-Min Yoon

Best Publications

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

    Walid Mensi;Shawkat Hammoudeh;Juan Carlos Reboredo;Duc Khuong Nguyen

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

    Walid Mensi;Makram Beljid;Adel Boubaker;Shunsuke Managi;Shunsuke Managi

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

    Refk Selmi;Walid Mensi;Walid Mensi;Shawkat Hammoudeh;Jamal Bouoiyour

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

    Walid Mensi;Shawkat Hammoudeh;Juan Carlos Reboredo;Duc Khuong Nguyen

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

    Walid Mensi;Walid Mensi;Shawkat Hammoudeh;Syed Jawad Hussain Shahzad;Muhammad Shahbaz

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

    Walid Mensi;Ahmet Sensoy;Xuan Vinh Vo;Sang Hoon Kang

  • Dynamic spillovers among major energy and cereal commodity prices

    Walid Mensi;Shawkat Hammoudeh;Duc Khuong Nguyen;Seong-Min Yoon

  • Dynamic spillovers among major energy and cereal commodity prices

    Walid Mensi;Shawkat Hammoudeh;Duc Khuong Nguyen;Seong-Min Yoon

  • Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets

    Khamis Hamed Al-Yahyaee;Walid Mensi;Walid Mensi;Seong Min Yoon

  • Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors

    Shawkat Hammoudeh;Walid Mensi;Juan Carlos Reboredo;Duc Khuong Nguyen

  • Global financial crisis and spillover effects among the U.S. and BRICS stock markets

    Walid Mensi;Walid Mensi;Shawkat Hammoudeh;Duc Khuong Nguyen;Sang Hoon Kang

  • Asymmetric spillover and network connectedness between Gold, Brent oil and EU subsector markets

    Unknown

  • Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management

    Unknown

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

    Walid Mensi;Walid Mensi;Shawkat Hammoudeh;Idries Mohammad Wanas Al-Jarrah;Ahmet Sensoy

  • Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

    Walid Mensi;Walid Mensi;Abdel Razzaq Al Rababa'a;Xuan Vinh Vo;Sang Hoon Kang

  • Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets

    Walid Mensi;Walid Mensi;Ferihane Zaraa Boubaker;Khamis Hamed Al-Yahyaee;Sang Hoon Kang

  • Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach

    Walid Mensi;Walid Mensi;Besma Hkiri;Khamis H. Al-Yahyaee;Sang Hoon Kang

  • Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum

    Walid Mensi;Walid Mensi;Khamis Hamed Al-Yahyaee;Sang Hoon Kang

  • Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia

    Walid Mensi;Walid Mensi;Shawkat Hammoudeh;Sang Hoon Kang

  • Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices

    Waqas Hanif;Waqas Hanif;Jose Arreola Hernandez;Walid Mensi;Walid Mensi;Sang Hoon Kang

  • Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?

    Walid Mensi;Walid Mensi;Shawkat Hammoudeh;Juan C. Reboredo;Duc Khuong Nguyen

  • Extreme dependence and risk spillovers between oil and Islamic stock markets

    Syed Jawad Hussain Shahzad;Walid Mensi;Walid Mensi;Shawkat Hammoudeh;Mobeen Ur Rehman

  • Time-varying volatility spillovers between stock and precious metal markets with portfolio implications

    Walid Mensi;Walid Mensi;Khamis Hamed Al-Yahyaee;Sang Hoon Kang

  • The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes

    Walid Mensi;Walid Mensi;Aviral Tiwari;Elie Bouri;David Roubaud

  • How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process

    Walid Mensi;Shawkat Hammoudeh;Seong-Min Yoon

Frequent Co-Authors

Shawkat Hammoudeh
Shawkat Hammoudeh Drexel University
Sang Hoon Kang
Sang Hoon Kang Pusan National University
Khamis Hamed Al-Yahyaee
Khamis Hamed Al-Yahyaee Muscat University
Seong-Min Yoon
Seong-Min Yoon Pusan National University
Xuan Vinh Vo
Xuan Vinh Vo University of Economics Ho Chi Minh City
Duc Khuong Nguyen
Duc Khuong Nguyen Pôle Universitaire Léonard de Vinci
Syed Jawad Hussain Shahzad
Syed Jawad Hussain Shahzad Montpellier Business School
Ahmet Sensoy
Ahmet Sensoy Bilkent University
Aviral Kumar Tiwari
Aviral Kumar Tiwari Indian Institute of Management Bodh Gaya
Juan C. Reboredo
Juan C. Reboredo University of Santiago de Compostela

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