• 321 Citations
  • 11 h-Index
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Fingerprint Dive into the research topics where Khamis Al Yahyaee is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Stock Market Mathematics
Market Efficiency Mathematics
stock market Earth & Environmental Sciences
Transmitter Mathematics
Wavelet Analysis Mathematics
precious metal Earth & Environmental Sciences
Connectedness Mathematics
Cross-correlation Mathematics

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Research Output 2010 2019

  • 321 Citations
  • 11 h-Index
  • 41 Article
3 Citations (Scopus)

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

Al Yahyaee, K., Rehman, M. U., Mensi, W. & Al-Jarrah, I. M. W., Jul 1 2019, In : North American Journal of Economics and Finance. 49, p. 47-56 10 p.

Research output: Contribution to journalArticle

Volatility index
Policy uncertainty

Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks

Mensi, W., Hammoudeh, S., Al-Jarrah, I. M. W., Al Yahyaee, K. & Kang, S. H., Jan 1 2019, In : Journal of International Financial Markets, Institutions and Money.

Research output: Contribution to journalArticle

Hedging effectiveness
Stock index
Commodity markets

Tail dependence risk exposure and diversification potential of Islamic and conventional banks

Hernandez, J. A., Al Yahyaee, K., Hammoudeh, S. & Mensi, W., Jan 1 2019, In : Applied Economics.

Research output: Contribution to journalArticle

Tail dependence
Risk diversification
Risk exposure
Islamic financial institutions
Bank relationships
4 Citations (Scopus)

Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications

Mensi, W., Rehman, M. U., Al Yahyaee, K., Al-Jarrah, I. M. W. & Kang, S. H., Apr 1 2019, In : North American Journal of Economics and Finance. 48, p. 283-294 12 p.

Research output: Contribution to journalArticle

Risk reduction
Frequency analysis
1 Citation (Scopus)
Downside risk
Comparative analysis
Commodity markets
Diversification benefits
Volatility forecasting