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Walid Mensi

Sultan Qaboos University

SCHOLARLY PAPERS

9

DOWNLOADS

336

TOTAL CITATIONS

1

Scholarly Papers (9)

1.

Connectedness between Defi, Cryptocurrency, Stock, and Safe-Haven Assets

Number of pages: 16 Posted: 24 Nov 2022
Juan C. Reboredo, Walid Mensi and Andrea Ugolini
Universidade de Santiago de Compostela - Faculty of Economic Science and Business Studies, Sultan Qaboos University and Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 122 (600,462)

Abstract:

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DeFi, Cryptocurrency, Safe-haven asset, Financial conditions, Spillovers.

2.

Does Ai Stock Indexes Hedge And/Or Safe Havens for Crude Oil?

Number of pages: 21 Posted: 13 Aug 2025
Paris School of Business, Sultan Qaboos University and Sultan Qaboos University
Downloads 86 (783,685)

Abstract:

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AI stocks, oil, safe haven, quantile connectedness

3.

Upside/Downside Spillovers between Oil and Chinese Stock Sectors: From the Global Financial Crisis to Global Pandemic

Number of pages: 51 Posted: 17 Aug 2022
Sultan Qaboos University, University of Algarve, University of Economics Ho Chi Minh City and Department of Economics, Pusan National University
Downloads 71 (875,328)

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Chinese sector stocks, Crude oil futures, Asymmetric spillovers, COVID-19, Financial crisis

4.

Time-frequency effects of oil prices and COVID-19 on linkages between Chinese and ASIAN stock markets

Number of pages: 32 Posted: 13 Sep 2023
Walid Mensi, Mobeen Ur Rehman and Xuan Vinh Vo
Sultan Qaboos University, Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST) and University of Economics Ho Chi Minh City
Downloads 57 (989,921)
Citation 1

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Asian markets; oil prices; frequency co-movements; COVID-19; wavelet

5.

Switching Dependence between European Sector Stocks and Oil Markets During Russia–Ukraine Tensions

Posted: 23 Mar 2024 Last Revised: 06 May 2026
Sultan Qaboos University, Pusan National University, Notre Dame University and Department of Economics, Pusan National University

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Crude oil, European stock sectors, Tail dependence, Dependence-switching copula, Russia-Ukraine tensions

6.

Investor Sentiment and the Dynamic Risk-Return Relationship in Real Estate Investment Trust Markets

Posted: 12 Dec 2023 Last Revised: 06 May 2026
Sultan Qaboos University, Notre Dame University, Pusan National University and Department of Economics, Pusan National University

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Real estate investment trust (REIT), Investor sentiment, Risk-return trade-off, COVID-19 pandemic

7.

Risk Spillovers and Diversification Benefits between Crude Oil and Agricultural Commodity Futures Markets

Posted: 06 Sep 2023
Walid Mensi and Mobeen Ur Rehman
Sultan Qaboos University and Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST)

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commodity prices; spillovers; diversification benefits; copula

8.

Systemic Risk-Sharing between Natural Gas, Oil, and Stock Markets in the Top Energy Producer and Consumer Countries

Posted: 14 Jul 2023 Last Revised: 06 May 2026
Pusan National University, applied science university, Sultan Qaboos University, University of Manouba and Department of Economics, Pusan National University

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Natural gas, Oil, stock markets, spillovers, Tail dependence

9.

Systemic Risk Spillovers Between Stock Returns of the Banking and Financial Sectors: Evidence from Developed and Emerging Europe

Posted: 10 Apr 2023 Last Revised: 06 May 2026
University of Algarve, Sultan Qaboos University, Tecnologico de Monterrey (ITESM) and Department of Economics, Pusan National University

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Bank stock returns; Developed and emerging Europe; Non-linear dependence; Spillovers; Copulas; CoVaR