Walid Mensi

Walid Mensi

Associate Professor, Department of Economics and Finance, College of Economics and Political Sciences, Sultan Qaboos University, Oman

Dr. Walid Mensi is an associate professor in Finance. His research interests include emerging stock markets, energy finance, Islamic finance, financial asset pricing, corporate finance, commodity asset valuation, risk management, and derivatives. Dr. Walid Mensi has published several articles in referred journals including Journal of Banking & Finance, Energy Economics, Emerging Markets Review, International Review of Economics and Finance, International Review of Financial Analysis, Journal of International Financial Markets, Institutions and Money, Economic Modelling, Pacific Basin Finance Journal, Applied Economics, North American Journal of Economics & Finance, Finance Research Letters, Review of International Economics, World Economy, Resources Policy, Financial Innovation, International Journal of Emerging Markets.

Areas of Interest:

  • Energy Markets
  • Risk Management
  • Islamic Finance

Education:

  • PhD, Finance, University of Tunis el Manar, Tunisia. 2013
  • M.Sc., Finance, Faculty of Management and Economic Sciences of Tunis, Tunisia, 2007
  • B.Sc., Management (finance), Tunis University, 2003

Experience:

  • Associate Professor, Department of Economics and Finance, College of Economics and Political Sciences, Sultan Qaboos University, Oman, Sep 2017- Present
  • Assistant Professor, Department of Finance and Economics, College of Economics and Political Sciences, Sultan Qaboos University, Oman - 2015-2017
  • Assistant Professor, Department of Finance, Faculty of Management and Economic Sciences of Tunis El Manar University, 2011
  • Research & Teaching Assistant, Department of finance, Faculty of Management and Economic Sciences of Tunis El Manar University, 2007-2011

Latest Publications:

  • 1. Mensi, W., Aslan, A., Vo, X.V., Kang, S.H., (2023). “Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications”. International Review of Economics & Finance 83, 219-232. Link: https://www.sciencedirect.com/science/article/pii/S1059056022002143 . Impact Factor: 3.399 Q1
  • 2. Mensi, W., El Kouri, R., Ali, S., Vo, X.V., Kang, S.H., (2023) “Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis” Research in International Business and Finance, 65, 101929. [Elsevier]  Link: https://www.sciencedirect.com/science/article/pii/S0275531923000557 . Impact Factor: 4.091 Q1
  • 3. Ugolini, A., Reboredo, J.C., Mensi, W., (2023). “Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets” Finance Research Letters, 53, 103692. Link: https://www.sciencedirect.com/science/article/pii/S1544612323000661 .  Impact Factor: 9.848 Q1
Short- and Long-Run Tail Dependence Switching in MENA Stock Markets: The Roles of Oil, BITCOIN, Gold and VIX

Areas of Interest: Energy Markets Risk Management Islamic Finance Education: PhD, Finance, University of Tunis el Manar, Tunisia.... Read More

September, 2019

Working Papers
Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate

Areas of Interest: Energy Markets Risk Management Islamic Finance Education: PhD, Finance, University of Tunis el Manar, Tunisia.... Read More

December, 2014

Working Papers
Initiatives & Partnerships

Data Portal

http://www.erfdataportal.com/index.php/catalog

The Forum

ERF Policy Brief