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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"European review of agricultural economics"
~isPartOf:"Food policy : economics planning and politics of food and agriculture"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Technological forecasting & social change : an international journal"
~language:"eng"
~person:"Caporin, Massimiliano"
~person:"Huffman, Wallace E."
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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Caporin, Massimiliano
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Richards, Timothy J.
Tiwari, Aviral Kumar
Ma, Feng
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11
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American journal of agricultural economics
Applied econometrics and international development
Applied economics
European review of agricultural economics
Food policy : economics planning and politics of food and agriculture
International review of economics & finance : IREF
Technological forecasting & social change : an international journal
Energy economics
22
Finance research letters
8
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
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2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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2
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2
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2
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2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
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1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
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1
Istanbul business research
1
Journal of Asia Pacific business
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of economic surveys
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Journal of economics and finance
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Journal of financial econometrics
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Journal of financial economics
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Journal of quantitative economics
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Journal of risk
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OPEC energy review
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
17
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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
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
6
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:
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
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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