• 276 Citations
  • 9 h-Index
20102019
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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

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2010 2019

  • 276 Citations
  • 9 h-Index
  • 40 Article
2 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

Uncertainty
Wavelets
Comovement
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

Commodities
Spillover
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
3 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

Comovement
Risk reduction
Hedging
Commonality
Frequency analysis
Downside risk
Comparative analysis
Commodity markets
Diversification benefits
Volatility forecasting