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~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:"Pick, Daniel H."
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"State space model"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
~type_genre:"Rezension"
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State space model
USA
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24
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18
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17
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12
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12
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Pick, Daniel H.
Richards, Timothy J.
Tiwari, Aviral Kumar
Zhang, Yaojie
Goodwin, Barry K.
27
Gupta, Rangan
25
Shumway, C. Richard
22
Chavas, Jean-Paul
21
Huffman, Wallace E.
20
Bahmani-Oskooee, Mohsen
18
Alston, Julian Mark
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Hammoudeh, Shawkat
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Ma, Feng
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13
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Yen, Steven T.
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Lence, Sergio H.
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9
Baghestani, Hamid
9
Gil-Alaña, Luis A.
9
Gopinath, Munisamy
9
Lien, Da-hsiang Donald
9
Roberts, Michael J.
9
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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
25
Finance research letters
14
Economic modelling
11
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
International journal of finance & economics : IJFE
6
Research in international business and finance
6
Applied economics letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Computational economics
4
International journal of forecasting
4
Journal of forecasting
4
Agricultural and resource economics review : ARER
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of financial analysis
3
Journal of agricultural and applied economics
3
Journal of risk and financial management : JRFM
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Agricultural finance review
2
Canadian journal of agricultural economics : CJAE
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of agricultural & food industrial organization
2
Journal of economics & business
2
Pacific-Basin finance journal
2
Theoretical economics letters
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Brussels economic review
1
Bulletin of economic research
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Central Bank review / The Central Bank of the Republic of Turkey
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Contemporary economic policy : a journal of Western Economic Association International
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Economia internazionale
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Economic inquiry : journal of the Western Economic Association International
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Economic systems
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Economics / Journal articles : the open-access, open-assessment journal
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
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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
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
5
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
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
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:
8
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:
9
Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Applied economics
54
(
2022
)
50
,
pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306
Saved in:
10
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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