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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Gupta, Rangan"
~person:"Tiwari, Aviral Kumar"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
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Volatilität
Ölpreis
Volatility
28
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11
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11
Börsenkurs
8
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Gupta, Rangan
Tiwari, Aviral Kumar
Ma, Feng
21
Hammoudeh, Shawkat
18
Bouri, Elie
14
Wang, Yudong
14
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
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8
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7
Sadorsky, Perry A.
7
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6
Dai, Zhifeng
6
Do, Hung Xuan
6
Liang, Chao
6
Lucey, Brian M.
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
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5
Filis, George
5
Gong, Xu
5
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Liu, Bing-Yue
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Liu, Li
5
Naeem, Muhammad Abubakr
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Sitara Karim
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Soytaş, Uǧur
5
Wang, Jiqian
5
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5
Yin, Libo
5
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4
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4
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16
International review of economics & finance : IREF
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Research in international business and finance
8
Applied economics letters
5
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International journal of finance & economics : IJFE
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4
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OPEC energy review
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ECONIS (ZBW)
28
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1
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
2
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
3
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
4
Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Energy economics
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
Saved in:
5
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
6
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad
;
Roubaud, David
;
Tiwari, Aviral Kumar
- In:
Energy economics
109
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
Saved in:
7
Quantile risk spillovers between energy and agricultural commodity markets : evidence from pre and during COVID-19 outbreak
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
113
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013540565
Saved in:
8
Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh
;
Tiwari, Aviral Kumar
;
Kablan, …
- In:
Energy economics
101
(
2021
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
Saved in:
9
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
10
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
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