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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:"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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10
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Richards, Timothy J.
Tiwari, Aviral Kumar
Zhang, Yaojie
Goodwin, Barry K.
27
Gupta, Rangan
24
Shumway, C. Richard
22
Chavas, Jean-Paul
21
Huffman, Wallace E.
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Bahmani-Oskooee, Mohsen
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Alston, Julian Mark
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Hammoudeh, Shawkat
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Just, Richard E.
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Ma, Feng
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Baghestani, Hamid
9
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9
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9
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9
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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
Energy economics
27
Finance research letters
14
Economic modelling
11
International journal of finance & economics : IJFE
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
6
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
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Computational economics
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International journal of forecasting
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Journal of forecasting
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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 finance review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economics & business
2
Pacific-Basin finance journal
2
Theoretical economics letters
2
Brussels economic review
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Bulletin of economic research
1
Canadian journal of agricultural economics : CJAE
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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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Economic inquiry : journal of the Western Economic Association International
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Economics : the open-access, open-assessment journal
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Financial innovation : FIN
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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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