Walid Mensi - Economic Research Forum (ERF)

Walid Mensi

Research Fellows

Assistant Professor, Department of Finance and Economics, Sultan Qaboos University, Oman


Areas of Interest:

  • Quantitative Finance
  • Financial Markets Dynamics
  • Foreign Exchange Markets

Education:

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

Experience:

  • Assistant Professor, Department of Finance and Economics, College of Economics and Political Sciences, Sultan Qaboos University, Oman – present
  • 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:

  • “Correlations and volatility spillovers across commodity and stock markets: Linking Energies, Food, and Gold”. Economic Modelling 32 pp. 15-22, 2013 (with A. Boubaker, M. Beljid & S. Managi).
  • “Further evidence on the time-varying efficiency of crude oil markets”. Energy Study Review, 19(2), pp. 38-51, 2013 (with C. Aloui, D.K. Nguyen & M. Hamdi).
  • “Board effectiveness, conglomerate diversification, and firm performance: the Tunisian case”. International Journal of Management Science and Engineering Management, 7(3) pp. 174-182, 2012 (with A. Boubaker & C. Aloui).
Working Papers

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

This paper investigates asymmetric volatility spillovers, forecasts and portfolio diversification between the USD/euro exchange market ... read more


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