Khamis Hamed Al‐Yahyaee - Publications, H-index & Citations

Khamis Hamed Al‐Yahyaee

muscat university

35H指数

103论文数

4.1K被引数

收录论文 34

发表时间

Jump risk and high moment connectedness among cryptocurrencies: insights from pre-COVID, pandemic, and geopolitical tensions 跳跃风险和高阶矩连通性在加密货币中的表现：来自疫情前、疫情期间及地缘政治紧张时期的见解

Financial Innovation

IF7.2

2026-05-11

OAAI

Eray Gemici; Walid Mensi; Mouna Guesmi; Khamis Hamed Al-Yahyaee; Sang Hoon Kang

Tail dependence and systemic risk spillovers between green bond and G7 stock markets

Eurasian Economic Review

IF2.3

2026-01-28

PREAI

Walid Mensi; Waqas Hanif; Khamis Hamed Al-Yahyaee; Abdullah Al-Ghazali

Risk connectedness and portfolio optimization across agricultural commodity markets: soybean oil, corn, wheat, soybeans and oats 农业商品市场中的风险关联与投资组合优化：豆油、玉米、小麦、大豆和燕麦

Agricultural Finance Review

IF1.9

2025-11-01

PREAI

Belhoula, Mohamed Malek; Ghorbali, Bassem; Mensi, Walid; Al-Yahyaee, Khamis

Modeling intraday jumps and cojumps in oil and currency markets: the role of US macroeconomic news

REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING

IF2.1

2025-10-01

PREAI

Mensi, Walid; El-Khoury, Rim; Reboredo, Juan Carlos; Sensoy, Ahmet; Al-Yahyaee, Khamis Hamed

Switching spillovers and connectedness across green bond, oil, and stock markets: an examination in portfolio management 绿色债券、石油和股票市场之间的切换溢出效应与关联性：一项投资组合管理视角的检验

Journal of Sustainable Finance & Investment

IF4.3

2025-09-09

PREAI

Walid Mensi; Yeonjeong Lee; Rim El Khoury; Khamis Hamed Al-Yahyaee; Seong-Min Yoon

Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications

FINANCIAL INNOVATION

IF7.2

2024-04-08

OAAI

Mensi, Waild; Gubareva, Mariya; Al-Yahyaee, Khamis Hamed; Teplova, Tamara; Kang, Sang Hoon

High frequency multiscale relationships among major cryptocurrencies: portfolio management implications (vol 7, 75, 2021)

FINANCIAL INNOVATION

IF7.2

2021-10-29

OAAI

Mensi, Walid; Rehman, Mobeen Ur; Shafullah, Muhammad; Al-Yahyaee, Khamis Hamed; Sensoy, Ahmet

High frequency multiscale relationships among major cryptocurrencies: portfolio management implications

FINANCIAL INNOVATION

IF7.2

2021-09-13

OAAI

Mensi, Walid; Rehman, Mobeen Ur; Shafiullah, Muhammad; Al-Yahyaee, Khamis Hamed; Sensoy, Ahmet

Financial statement comparability and corporate investment efficiency 财务报表可比性与企业投资效率

MEDITARI ACCOUNTANCY RESEARCH

IF4.4

2020-11-23

PREAI

Alhadi, Ahmed; Habib, Ahsan; Taylor, Grantley; Hasan, Mostafa; Al-Yahyaee, Khamis

Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2020-11-01

PREAI

Mensi, Walid; Al-Yahyaee, Khamis Hamed; Al-Jarrah, Idries Mohammad Wanas; Xuan Vinh Vo; Kang, Sang Hoon

Investment committees and corporate cash holdings

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2020-11-01

OAAI

Al-Hadi, Ahmed; Eulaiwi, Baban; Al-Yahyaee, Khamis Hamed; Duong, Lien; Taylor, Grantley

US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices

GLOBAL FINANCE JOURNAL

IF5.5

2020-11-01

PREAI

Hussain, Syed Mujahid; Ben Omrane, Walid; Al-Yahyaee, Khamis

Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE

IF6.9

2020-10-01

PREAI

Mensi, Walid; Rehman, Mobeen Ur; Maitra, Debasish; Al-Yahyaee, Khamis Hamed; Sensoy, Ahmet

Investment Board Committee and Investment Efficiency in a Unique Environment

EMERGING MARKETS FINANCE AND TRADE

IF3.1

2020-09-20

PREAI

Eulaiwi, Baban; Al-Hadi, Ahmed; Al-Yahyaee, Khamis Hamed; Taylor, Grantley

Why cryptocurrency markets are inefficient: The impact of liquidity and volatility

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2020-04-01

PREAI

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; Yoon, Seong-Min; Kang, Sang Hoon

Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2020-01-01

PREAI

Mensi, Walid; Rehman, Mobeen Ur; Al-Yahyaee, Khamis Hamed

Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis

FINANCE RESEARCH LETTERS

IF6.9

2019-12-01

OAAI

Mensi, Walid; Lee, Yun-Jung; Al-Yahyaee, Khamis Hamed; Sensoy, Ahmet; Yoon, Seong-Min

Is there a relation between labor investment inefficiency and corporate tax avoidance?劳动投资效率低下与企业避税之间是否存在关系？

ECONOMIC MODELLING

IF4.7

2019-11-01

PREAI

Taylor, Grantley; Al-Hadi, Ahmed; Richardson, Grant; Alfarhan, Usamah; Al-Yahyaee, Khamis

Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2019-07-01

PREAI

Al-Yahyaee, Khamis Hamed; Rehman, Mobeen Ur; Mensi, Walid; Al-Jarran, Idries Mohammad Wanas

Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2019-07-01

PREAI

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Al-Jarrah, Idries Mohammad Wanas; Hamdi, Atef; Kang, Sang Hoon

研究方向