Wajdi Moussa

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

Articles by Wajdi Moussa

Original research

During a health crisis should you invest in gold or oil?

Employing advanced econometric models, this paper analyzes the volatility behavior of gold and oil prices during the Covid-19 pandemic.

30 Sep 2025

オリジナル・リサーチ

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

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