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~isPartOf:"Applied economics"
~language:"eng"
~language:"zho"
~person:"Tiwari, Aviral Kumar"
~subject:"Börsenkurs"
~subject:"Causality analysis"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Tiwari, Aviral Kumar
Gupta, Rangan
7
Jawadi, Fredj
7
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6
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5
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Hatemi-J, Abdulnasser
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Ngo, Thanh
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6
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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ECONIS (ZBW)
7
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1
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:
2
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
Saved in:
3
Regime dependent causality relationship between energy consumption and GDP growth : evidence from OECD countries
Emirmahmutoglu, Furkan
;
Denaux, Zulal
;
Omay, Tolga
; …
- In:
Applied economics
53
(
2021
)
19
,
pp. 2230-2241
Persistent link: https://www.econbiz.de/10012501154
Saved in:
4
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
5
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:
6
Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
- In:
Applied economics
51
(
2019
)
37
,
pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
Saved in:
7
Oil price-inflation pass-through in Romania during the inflation targeting regime
Albulescu, Claudiu Tiberiu
;
Oros, Cornel
;
Tiwari, …
- In:
Applied economics
49
(
2017
)
15
,
pp. 1527-1542
Persistent link: https://www.econbiz.de/10011813625
Saved in:
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