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~language:"eng"
~language:"est"
~person:"Tiwari, Aviral Kumar"
~person:"Wohar, Mark E."
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Volatility
Zeitreihenanalyse
Estimation
161
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161
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109
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102
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102
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95
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Tiwari, Aviral Kumar
Wohar, Mark E.
Gupta, Rangan
214
Gil-Alaña, Luis A.
193
Bahmani-Oskooee, Mohsen
97
Bouri, Elie
96
Ma, Feng
94
McAleer, Michael
93
Caporale, Guglielmo Maria
92
Phillips, Peter C. B.
91
Franses, Philip Hans
86
Hammoudeh, Shawkat
71
McMillan, David G.
64
Taylor, Robert
64
Bollerslev, Tim
58
Kang, Sang Hoon
57
Leybourne, Stephen James
56
Moosa, Imad A.
54
Koopman, Siem Jan
53
Mensi, Walid
53
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52
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52
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51
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50
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49
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48
Xuan Vinh Vo
48
Pierdzioch, Christian
47
Teräsvirta, Timo
47
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45
Kumar, Dilip
45
Lütkepohl, Helmut
44
Zhang, Yaojie
44
Andersen, Torben
43
Corbet, Shaen
43
Apergēs, Nikolaos
42
Engle, Robert F.
42
Lucey, Brian M.
42
Narayan, Paresh Kumar
42
Salisu, Afees A.
42
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Energy economics
26
Finance research letters
11
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10
International review of economics & finance : IREF
8
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3
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3
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2
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2
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2
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2
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2
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2
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2
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Indian economic review : official journal of Delhi School of Economics
1
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ECONIS (ZBW)
161
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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
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
4
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
5
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:
6
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
7
Oil price volatility and changes in corporate debt : an empirical study in the Indian landscape
Hammoudeh, Shawkat
;
Nand Tripathi, Nitya
;
Binu Raj, Asha
; …
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014581042
Saved in:
8
Time-varying relationship between international monetary policy and energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014637528
Saved in:
9
Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar
;
Sharma, Gagan Deep
;
Rao, Amar
; …
- In:
Energy economics
134
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
Saved in:
10
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
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