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~accessRights:"restricted"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Blazsek, Szabolcs"
~person:"Huffman, Wallace E."
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~subject:"Multivariate distribution"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Blazsek, Szabolcs
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Kim, Jong-Min
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American journal of agricultural economics
Applied econometrics and international development
Applied economics
International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Energy economics
3
Finance research letters
2
International review of financial analysis
2
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Macroeconomics and finance in emerging market economies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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ECONIS (ZBW)
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1
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
2
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
Saved in:
3
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
4
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
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