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subject:"Volatility"
~isPartOf:"Energy economics"
~person:"Härdle, Wolfgang"
~person:"Tiwari, Aviral Kumar"
~subject:"Risikomaß"
~subject:"USA"
~subject:"Wechselkurs"
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Volatility
Risikomaß
USA
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Estimation
6
Schätzung
6
Oil price
4
Volatilität
4
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4
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Härdle, Wolfgang
Tiwari, Aviral Kumar
Ma, Feng
6
Bouri, Elie
5
Wang, Yudong
4
Yoon, Seong-min
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Dutta, Anupam
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2
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2
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2
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2
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2
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Energy economics
SFB 649 discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
4
Applied quantitative finance
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Emerging Markets Finance and Trade, 2015
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Selected issues in macroeconomic and regional modeling : Romania as an emerging country in the EU
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The empirical economics letters : a monthly international journal of economics
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1
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
2
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Saved in:
3
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
4
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
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