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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"McAleer, Michael"
~person:"Richards, Timothy J."
~person:"Tiwari, Aviral Kumar"
~subject:"Estimation"
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McAleer, Michael
Richards, Timothy J.
Tiwari, Aviral Kumar
Bahmani-Oskooee, Mohsen
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15
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Xuan Vinh Vo
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American journal of agricultural economics
Applied economics
International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Econometric Institute research papers
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Energy economics
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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
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:
3
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
4
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
Saved in:
5
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
51
(
2019
)
30
,
pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
Saved in:
6
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
Saved in:
7
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
8
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
9
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
10
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
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