Wajdi Moussa

Wajdi Moussa is PhD in Management Science Quantitative Methods. His research areas are Quantitative Finance, Econometrics, Financial Markets, and Financial Crises. He is an Associate Professor at the Quantitative Methods Department of the Higher Institute of Management of Tunis, Tunisia.

Articles by Wajdi Moussa

Original research

Dynamic spillover between the crude oil, natural gas and BRICS stock markets

This paper investigates the dynamic spillover between crude oil, natural gas and the stock markets in Brazil, Russia, India, China and South Africa (BRICS).

22 Aug 2022

Original research

Estimating the hedging potentials of Bitcoin and energy returns

This paper investigates the significance of oil, gold and coal returns on Bitcoin returns for a research duration of January 2011 to September 2018 on a monthly periodic basis.

18 Dec 2020