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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Annals of financial economics"
~isPartOf:"Applied economics"
~isPartOf:"European review of agricultural economics"
~isPartOf:"Food policy : economics planning and politics of food and agriculture"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Technological forecasting & social change : an international journal"
~language:"eng"
~person:"Huffman, Wallace E."
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~subject:"State space model"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Huffman, Wallace E.
Richards, Timothy J.
Tiwari, Aviral Kumar
Gupta, Rangan
16
Ma, Feng
15
Abakah, Emmanuel Joel Aikins
9
Hammoudeh, Shawkat
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Liang, Chao
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Hamori, Shigeyuki
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Mensi, Walid
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American journal of agricultural economics
Annals of financial economics
Applied economics
European review of agricultural economics
Food policy : economics planning and politics of food and agriculture
International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Technological forecasting & social change : an international journal
Energy economics
21
Finance research letters
11
Economic modelling
7
Computational economics
4
International journal of finance & economics : IJFE
4
Research in international business and finance
4
Applied economics letters
3
Journal of risk and financial management : JRFM
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Theoretical economics letters
2
Brussels economic review
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Economia internazionale
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of business and economics
1
International journal of computational economics and econometrics
1
International journal of law and management
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Istanbul business research
1
Journal of Asia Pacific business
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Journal of behavioral and experimental finance
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Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
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Journal of commodity markets
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Journal of economics and finance
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Journal of quantitative economics
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OPEC energy review
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Structural change and economic dynamics : SC+ED
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Studies in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
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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
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
186PA
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
Saved in:
5
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
Saved in:
6
Tail risk dependence, co-movement and predictability between green bond and green stocks
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
55
(
2023
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10013494416
Saved in:
7
Connectedness and directional spillovers in energy sectors : international evidence
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
54
(
2022
)
22
,
pp. 2554-2569
Persistent link: https://www.econbiz.de/10013171104
Saved in:
8
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
9
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
10
The Indian inflation-growth relationship revisited : robust evidence from time-frequency analysis
Tiwari, Aviral Kumar
;
Olayeni, Richard O.
;
Olofin, …
- In:
Applied economics
51
(
2019
)
51
,
pp. 5559-5576
Persistent link: https://www.econbiz.de/10012197258
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