Thông tin nhà nghiên cứu KH&CN

Mã NNC: CB.1489858

PGS. TS Walid Mensi

Cơ quan/đơn vị công tác: Viện Nghiên cứu Kinh doanh - Trường Đại học Kinh tế TP. Hồ Chí Minh

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Danh sách các Bài báo/Công bố KH&CN
Danh sách các Nhiệm vụ KH&CN đã tham gia

[1]	Good and bad high-frequency volatility spillovers among developed and emerging stock markets Walid Mensi, Ramzi Nekhili, Xuan Vinh Vo, Sang Hoon Kang International Journal of Emerging Markets - Năm xuất bản: 2021; ISSN/ISBN:
[2]	Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets Walid Mensi, Salem Adel Ziadat, Xuan Vinh Vo, Sang Hoon Kang Computational Economics - Năm xuất bản: 2023; ISSN/ISBN:
[3]	Dynamic spillovers and connectedness between crude oil and green bond markets Imran Yousaf, Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Resources Policy - Năm xuất bản: 2024; ISSN/ISBN:
[4]	Dynamics of extreme spillovers across European sustainability markets Walid Mensi, Ismail O Fasanya, Xuan Vinh Vo, Sang Hoon Kang Eurasian Economic Review - Năm xuất bản: 2024; ISSN/ISBN:
[5]	Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Computational Economics - Năm xuất bản: 2024; ISSN/ISBN:
[6]	Dynamic spillover and connectedness in higher moments of European stock sector markets Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Research in International Business and Finance - Năm xuất bản: 2024; ISSN/ISBN:
[7]	Multifractality during upside/downside trends in the MENA stock markets: the effects of the global financial crisis, oil crash and COVID-19 pandemic Walid Mensi, Imran Yousaf, Xuan Vinh Vo, Sang Hoon Kang International Journal of Emerging Markets - Năm xuất bản: 2022; ISSN/ISBN:
[8]	Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets Walid Mensi, Zhuhua Jiang, Xuan Vinh Vo, Seong‐Min Yoon Australian Economic Papers - Năm xuất bản: 2023; ISSN/ISBN:
[9]	Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, Sang Hoon Kang Finance Research Letters - Năm xuất bản: 2022; ISSN/ISBN:
[10]	Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications Walid Mensi, Aylin Aslan, Xuan Vinh Vo, Sang Hoon Kang International Review of Economics & Finance - Năm xuất bản: 2022; ISSN/ISBN:
[11]	Frequency connectedness and spillovers among oil and Islamic sector stock markets: Portfolio hedging implications Walid Mensi, Sami Al Kharusi, Xuan Vinh Vo, Sang Hoon Kang Borsa Istanbul Review - Năm xuất bản: 2022; ISSN/ISBN:
[12]	COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Economic Analysis and Policy - Năm xuất bản: 2022; ISSN/ISBN:
[13]	Switching connectedness between real estate investment trusts, oil, and gold markets Walid Mensi, Juan C Reboredo, Andrea Ugolini, Xuan Vinh Vo Finance Research Letters - Năm xuất bản: 2022; ISSN/ISBN:
[14]	The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters SRM Ali, W Mensi, KI Anik, M Rahman, SH Kang Economic Analysis and Policy - Năm xuất bản: 2021; ISSN/ISBN:
[15]	Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis Walid Mensi, Syed Riaz Mahmood Ali, Xuan Vinh Vo, Sang Hoon Kang Resources Policy - Năm xuất bản: 2022; ISSN/ISBN:
[16]	Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo Resources Policy - Năm xuất bản: 2021; ISSN/ISBN:
[17]	Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo, Seong-Min Yoon Resources Policy - Năm xuất bản: 2021; ISSN/ISBN:
[18]	Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries Walid Mensi, Shawkat Hammoudeh, Xuan Vinh Vo, Sang Hoon Kang Journal of International Financial Markets, Institutions and Money - Năm xuất bản: 2021; ISSN/ISBN:
[19]	Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo Resources policy - Năm xuất bản: 2021; ISSN/ISBN:
[20]	Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain Walid Mensi, Mobeen Ur Rehman, Debasish Maitra, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo Resources Policy - Năm xuất bản: 2021; ISSN/ISBN:
[21]	Asymmetric multifractality and dynamic efficiency in DeFi markets Walid Mensi, Anoop S Kumar, Xuan Vinh Vo, Sang Hoon Kang Journal of Economics and Finance - Năm xuất bản: 2023; ISSN/ISBN:
[22]	Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management Walid Mensi, Muhammad Abubakr Naeem, Xuan Vinh Vo, Sang Hoon Kang Economic Analysis and Policy - Năm xuất bản: 2021; ISSN/ISBN:
[23]	Upward/Downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Resources Policy - Năm xuất bản: 2022; ISSN/ISBN:
[24]	Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets Walid Mensi, Abdel Razzaq Al Rababa'a, Xuan Vinh Vo, Sang Hoon Kang Energy Economics - Năm xuất bản: 2021; ISSN/ISBN:
[25]	Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications Walid Mensi, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo, Sang Hoon Kang Economic Analysis and Policy - Năm xuất bản: 2021; ISSN/ISBN:
[26]	Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo Resources Policy - Năm xuất bản: 2020; ISSN/ISBN:
[27]	Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data Walid Mensi, Khamis Hamed Al-Yahyaee, Idries Mohammad Wanas Al-Jarrah, Xuan Vinh Vo, Sang Hoon Kang North American Journal of Economics and Finance - Năm xuất bản: 2020; ISSN/ISBN:
[28]	Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo Resources Policy - Năm xuất bản: 2020; ISSN/ISBN:
[29]	Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor Walid Mensi, Jose Arroeola Hernandez, Seong Min Yoon, Xuan Vinh Vo, Sang Hoon Kang International Review of Financial Analysis - Năm xuất bản: 2020; ISSN/ISBN:
[30]	Dynamic spillover and connectedness between oil futures and European Bonds Khamis Hamed Al-Yahyaee, Xuan Vinh Vo, Sang Hoon Kang, Walid Mensi North American Journal of Economics and Finance - Năm xuất bản: 2020; ISSN/ISBN:
[31]	Upside-Downside Multifractality and Efficiency of Green Bonds: The Roles of Global Factors and COVID-19 Xuan Vinh Vo, Sang Hoon Kang, Walid Mensi Finance Research Letters - Năm xuất bản: 2020; ISSN/ISBN:
[32]	Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond Mobeen Ur Rehman, Xuan Vinh Vo, Walid Mensi International Review of Financial Analysis - Năm xuất bản: 2020; ISSN/ISBN:
[33]	Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo, Seong-Min Yoon Resources Policy - Năm xuất bản: 2021; ISSN/ISBN: 03014207
[34]	Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo Resources Policy - Năm xuất bản: 2021; ISSN/ISBN: 03014207
[35]	Asymmetric multifractality and dynamic efficiency in DeFi markets Walid Mensi, Anoop S Kumar, Xuan Vinh Vo, Sang Hoon Kang Journal of Economics and Finance - Năm xuất bản: 2023; ISSN/ISBN:
[36]	Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets Walid Mensi, Abdel Razzaq Al Rababa'a, Xuan Vinh Vo, Sang Hoon Kang Energy Economics - Năm xuất bản: 2021; ISSN/ISBN: 0140-9883
[37]	Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets Walid Mensi, Zhuhua Jiang, Xuan Vinh Vo, Seong‐Min Yoon Australian Economic Papers - Năm xuất bản: 2023; ISSN/ISBN: 14678454
[38]	COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Economic Analysis and Policy - Năm xuất bản: 2022; ISSN/ISBN: 03135926
[39]	Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management Walid Mensi, Muhammad Abubakr Naeem, Xuan Vinh Vo, Sang Hoon Kang Economic Analysis and Policy - Năm xuất bản: 2021; ISSN/ISBN: 03135926
[40]	Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo Resources Policy - Năm xuất bản: 2020; ISSN/ISBN: 03014207
[41]	Dynamic spillover and connectedness between oil futures and European Bonds Khamis Hamed Al-Yahyaee, Xuan Vinh Vo, Sang Hoon Kang, Walid Mensi North American Journal of Economics and Finance - Năm xuất bản: 2020; ISSN/ISBN: 10629408
[42]	Dynamic spillover and connectedness in higher moments of European stock sector markets Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Research in International Business and Finance - Năm xuất bản: 2024; ISSN/ISBN: 02755319
[43]	Dynamic spillovers and connectedness between crude oil and green bond markets Imran Yousaf, Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Resources Policy - Năm xuất bản: 2024; ISSN/ISBN: 03014207
[44]	Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence f-rom hourly data Walid Mensi, Khamis Hamed Al-Yahyaee, Idries Mohammad Wanas Al-Jarrah, Xuan Vinh Vo, Sang Hoon Kang North American Journal of Economics and Finance - Năm xuất bản: 2020; ISSN/ISBN: 10629408
[45]	Dynamics of extreme spillovers across European sustainability markets Walid Mensi, Ismail O Fasanya, Xuan Vinh Vo, Sang Hoon Kang Eurasian Economic Review - Năm xuất bản: 2024; ISSN/ISBN: 2147429X
[46]	Frequency connectedness and spillovers among oil and Islamic sector stock markets: Portfolio hedging implications Walid Mensi, Sami Al Kharusi, Xuan Vinh Vo, Sang Hoon Kang Borsa Istanbul Review - Năm xuất bản: 2022; ISSN/ISBN: 22148450
[47]	Good and bad high-frequency volatility spillovers among developed and emerging stock markets Walid Mensi, Ramzi Nekhili, Xuan Vinh Vo, Sang Hoon Kang International Journal of Emerging Markets - Năm xuất bản: 2021; ISSN/ISBN: 17468809
[48]	Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond Mobeen Ur Rehman, Xuan Vinh Vo, Walid Mensi International Review of Financial Analysis - Năm xuất bản: 2020; ISSN/ISBN: 10575219
[49]	Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications Walid Mensi, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo, Sang Hoon Kang Economic Analysis and Policy - Năm xuất bản: 2021; ISSN/ISBN: 03135926
[50]	Multifractality during upside/downside trends in the MENA stock markets: the effects of the global financial crisis, oil crash and COVID-19 pandemic Walid Mensi, Imran Yousaf, Xuan Vinh Vo, Sang Hoon Kang International Journal of Emerging Markets - Năm xuất bản: 2022; ISSN/ISBN: 17468809
[51]	Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis Walid Mensi, Syed Riaz Mahmood Ali, Xuan Vinh Vo, Sang Hoon Kang Resources Policy - Năm xuất bản: 2022; ISSN/ISBN: 03014207
[52]	Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo Resources policy - Năm xuất bản: 2021; ISSN/ISBN: 03014207
[53]	Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo Resources Policy - Năm xuất bản: 2020; ISSN/ISBN: 03014207
[54]	Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain Walid Mensi, Mobeen Ur Rehman, Debasish Maitra, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo Resources Policy - Năm xuất bản: 2021; ISSN/ISBN: 03014207
[55]	Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, Sang Hoon Kang Finance Research Letters - Năm xuất bản: 2022; ISSN/ISBN: 15446123
[56]	Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor Walid Mensi, Jose Arroeola Hernandez, Seong Min Yoon, Xuan Vinh Vo, Sang Hoon Kang International Review of Financial Analysis - Năm xuất bản: 2020; ISSN/ISBN: 10575219
[57]	Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets Walid Mensi, Salem Adel Ziadat, Xuan Vinh Vo, Sang Hoon Kang Computational Economics - Năm xuất bản: 2023; ISSN/ISBN: 09277099
[58]	Switching connectedness between real estate investment trusts, oil, and gold markets Walid Mensi, Juan C Reboredo, Andrea Ugolini, Xuan Vinh Vo Finance Research Letters - Năm xuất bản: 2022; ISSN/ISBN: 1544-6123
[59]	The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence f-rom the largest oil importers and exporters SRM Ali, W Mensi, KI Anik, M Rahman, SH Kang Economic Analysis and Policy - Năm xuất bản: 2021; ISSN/ISBN: 03135926
[60]	Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications Walid Mensi, Aylin Aslan, Xuan Vinh Vo, Sang Hoon Kang International Review of Economics & Finance - Năm xuất bản: 2022; ISSN/ISBN: 10590560
[61]	Upside-Downside Multifractality and Efficiency of Green Bonds: The Roles of Global Factors and COVID-19 Xuan Vinh Vo, Sang Hoon Kang, Walid Mensi Finance Research Letters - Năm xuất bản: 2020; ISSN/ISBN: 1544-6123
[62]	Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Computational Economics - Năm xuất bản: 2024; ISSN/ISBN: 15729974
[63]	Upward/Downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang Resources Policy - Năm xuất bản: 2022; ISSN/ISBN: 03014207
[64]	Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries Walid Mensi, Shawkat Hammoudeh, Xuan Vinh Vo, Sang Hoon Kang Journal of International Financial Markets, Institutions and Money - Năm xuất bản: 2021; ISSN/ISBN: 10424431