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Dr. Walid Mensi

Title:Assistant Professor
Room #:1023
Email:mensi@squ.edu.om
Ext. #:2905

Fields of Interest:

Risk management, Emerging markets, Commodity markets, Islamic finance, Corporate finance

Education:

Ph.D., Finance, University of Tunis El Manar, Tunisia, 2013
M.Sc., Finance, University of Tunis El Manar, Tunisia, 2007
B.Sc., Finance, University of Tunis El Manar, Tunisia, 2003
Dr. Walid Mensi is an assistant professor in Finance in Faculty of Management and Economic Sciences of Tunis (University of Tunis El Manar, Tunisia) and College of Economics and Political Sciences (Sultan Qaboos University (SQU)). His dissertation titled “The determinants of informational efficiency of stock markets: Theoretical framework and empirical investigations in the emerging markets context”. He have taught courses in several areas of Finance including principles of finance, working capital management, portfolio management, financial asset pricing, corporate finance, corporate evaluation, international finance, financial analysis, principle of finance, financial theory and accounting. His research interests include emerging stock markets, Islamic finance, financial asset pricing, corporate finance, commodity asset valuation, risk management, foreign exchange markets, and energy economics. Dr. Walid Mensi has published more than 35 articles in referred journals. His publication record includes publications in prestigious journals including Journal of Banking & Finance, Energy Economics, Emerging Markets Review, International Review of Economics and Finance, 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, Physica A: Statistical Mechanics and its Applications, International Economics.

Selected Publications:

  • Mensi, W., Hammoudeh, S., Shahzad, J., Shahbaz, M., 2017“Modelling systemic risk and dependence structure between oil and stock markets using variational mode decomposition-based copula method” Journal of Banking & Finance 75, 258-279.
  • Mensi, W., Hkiri, B., Yahyaee, K.H., Kang, S.H, 2017. “Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach” International Review of Economics and Finance.
  • Mensi, W., Tiwari, A., Bouri, E., Roubaud, D., Yahyaee K.H., M. 2017 “The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes” Energy Economics 66, 122-139.
  • Mensi, W., Zarraa, F., Yahyaee, K.H, Kang, S.H. 2017. “Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets” Finance Research Letters Forthcoming.
  • Mensi, W., Hammoudeh, S., Tiwari, A. 2016. “New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile” Emerging Markets Review 28, 155–183.