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walid Mensi

Global rank #11581 86%

Institution: Université de Tunis El Manar

Primary Field: Energy (weighted toward more recent publications)

First Publication: 2013

Most Recent: 2017

RePEc ID: pme773 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.21 1.01 0.00 3.92
All Time 0.00 3.05 1.01 0.00 8.19

Publication Statistics

Raw Publications 12
Coauthorship-Adjusted Count 6.26

Publications (12)

Year Article Journal Tier Authors
2017 The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes Energy Economics A 5
2017 Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching Applied Economics C 4
2017 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method Journal of Banking & Finance B 4
2017 Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications Energy Economics A 5
2017 Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas Energy Economics A 5
2017 Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes Applied Economics C 4
2016 Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models Review of International Economics B 4
2015 Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate Energy Economics A 3
2015 Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia Economic Modeling C 3
2014 How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process Energy Economics A 3
2014 Dynamic spillovers among major energy and cereal commodity prices Energy Economics A 4
2013 Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold Economic Modeling C 4