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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"Emerging markets review"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Journal of quantitative economics"
~language:"eng"
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~subject:"Preismanagement"
~subject:"Volatility"
~subject:"Zustandsraummodell"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Richards, Timothy J.
Tiwari, Aviral Kumar
Gupta, Rangan
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Ma, Feng
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Hammoudeh, Shawkat
13
Abakah, Emmanuel Joel Aikins
9
Bouri, Elie
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Xuan Vinh Vo
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American journal of agricultural economics
Applied econometrics and international development
Applied economics
Emerging markets review
International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Journal of commodity markets
Journal of quantitative economics
Energy economics
19
Finance research letters
11
Economic modelling
7
Computational economics
4
Research in international business and finance
4
Applied economics letters
3
International journal of finance & economics : IJFE
3
Journal of risk and financial management : JRFM
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of industrial organization
2
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
2
Journal of retailing
2
Review of industrial organization
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
Annual review of resource economics
1
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European review of agricultural economics
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
1
Istanbul business research
1
Journal of Asia Pacific business
1
Journal of behavioral and experimental finance
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economics and finance
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
24
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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
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:
5
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:
6
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:
7
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
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
A sequential Bayesian change-point analysis of BRICS currency returns
Tiwari, Aviral Kumar
;
Taufemback, Cleiton Guollo
; …
- In:
Journal of quantitative economics
19
(
2021
)
2
,
pp. 393-402
Persistent link: https://www.econbiz.de/10012584982
Saved in:
10
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
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