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~language:"eng"
~language:"est"
~language:"vie"
~person:"Gupta, Rangan"
~person:"Tiwari, Aviral Kumar"
~subject:"Causality analysis"
~subject:"State space model"
~type_genre:"Article in journal"
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Causality analysis
State space model
Estimation
248
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248
Volatility
208
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208
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197
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Gupta, Rangan
Tiwari, Aviral Kumar
Chang, Tsangyao
49
Pradhan, Rudra Prakash
48
Shahbaz, Muhammad
46
Balcilar, Mehmet
42
Odhiambo, Nicholas M.
41
Su, Chi-Wei
38
Hatemi-J, Abdulnasser
32
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31
Hammoudeh, Shawkat
31
Koopman, Siem Jan
29
Tang, Chor Foon
29
Lee, Chien-chiang
27
Shahzad, Syed Jawad Hussain
24
Uddin, Mohammed Gazi Salah
21
Narayan, Paresh Kumar
20
Huber, Martin
18
Tao, Ran
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Imbens, Guido
17
Payne, James E.
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Ur Rehman, Mobeen
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Wolde-Rufael, Yemane
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Aloui, Chaker
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Wu, Tsung-Pao
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13
Caporale, Guglielmo Maria
13
Chan, Joshua
13
Dar, Arif Billah
13
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13
Öztürk, İlhan
13
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Applied economics
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International review of economics & finance : IREF
7
Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economic policy in emerging economies
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OPEC energy review
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ECONIS (ZBW)
151
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151
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1
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:
2
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
186PA
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
Saved in:
3
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
4
Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty
Doğan, Buhari
;
Trabelsi, Nader
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 36-62
Persistent link: https://www.econbiz.de/10014428166
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
7
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:
8
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
Saved in:
9
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:
10
The threshold role of FDI flows in the energy-growth nexus : an endogenous growth perspective
Olayeni, Olaolu Richard
;
Jemiluyi, Olufunmilayo Olayemi
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 21-43
Persistent link: https://www.econbiz.de/10014380614
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