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~isPartOf:"Agricultural and resource economics review : ARER"
~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:"Balli, Faruk"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Estimation
Volatilität
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34
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34
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33
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25
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Balli, Faruk
Gupta, Rangan
McAleer, Michael
Richards, Timothy J.
Tiwari, Aviral Kumar
Bahmani-Oskooee, Mohsen
22
Gil-Alaña, Luis A.
17
Hammoudeh, Shawkat
15
Moosa, Imad A.
15
Ma, Feng
14
Wohar, Mark E.
13
Sosvilla-Rivero, Simón
12
Umar, Zaghum
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Zhu, Huiming
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Xuan Vinh Vo
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Yoon, Seong-min
9
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Bouri, Elie
8
Narayan, Paresh Kumar
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8
Arize, Augustine Chuck
7
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7
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7
Kang, Sang Hoon
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Kutan, Ali Mustafa
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Salisu, Afees A.
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Agricultural and resource economics review : ARER
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
37
Finance research letters
29
The North American journal of economics and finance : a journal of financial economics studies
25
Research in international business and finance
16
Applied economics letters
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Econometric reviews
13
Journal of risk and financial management : JRFM
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Economic modelling
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International journal of finance & economics : IJFE
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of econometrics
9
Annals of financial economics
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Journal of forecasting
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Journal of macroeconomics
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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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The empirical economics letters : a monthly international journal of economics
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Tourism economics : the business and finance of tourism and recreation
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Applied financial economics
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Computational economics
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Defence and peace economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of forecasting
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International review of financial analysis
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Journal of economics and finance
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Journal of multinational financial management
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Structural change and economic dynamics : SC+ED
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Econometrics : open access journal
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Economia internazionale
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Economics and Business Letters : EBL
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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Financial innovation : FIN
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Journal of applied economics
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ECONIS (ZBW)
57
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1
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
2
Asymmetric spillover effects in energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 470-502
Persistent link: https://www.econbiz.de/10014534924
Saved in:
3
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:
4
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
5
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
6
Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility : evidence from country level analysis
Syed Mabruk Billah
;
Hadhri, Sinda
;
Balli, Faruk
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 350-371
Persistent link: https://www.econbiz.de/10014535351
Saved in:
7
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
8
Sectoral uncertainty spillovers in emerging markets : a quantile time-frequency connectedness approach
Tam Hoang‑Nhat Dang
;
Balli, Faruk
;
Balli, Hatice Ozer
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10014535528
Saved in:
9
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
10
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
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