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~language:"eng"
~language:"nor"
~language:"rus"
~person:"Tiwari, Aviral Kumar"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatility
Estimation
84
Schätzung
84
Volatilität
63
India
53
Indien
53
Stock market
51
Welt
51
World
51
Aktienmarkt
50
Börsenkurs
49
Share price
49
Time series analysis
48
Zeitreihenanalyse
48
State space model
47
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47
Causality analysis
45
Kausalanalyse
45
Capital income
39
Kapitaleinkommen
39
Cointegration
38
Kointegration
38
Spillover effect
35
Spillover-Effekt
35
Economic growth
34
Oil price
34
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20
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Tiwari, Aviral Kumar
McAleer, Michael
246
Gupta, Rangan
217
Caporale, Guglielmo Maria
133
Bouri, Elie
101
Bollerslev, Tim
98
Chang, Chia-Lin
92
Ma, Feng
91
Andersen, Torben
87
Pierdzioch, Christian
77
Spagnolo, Nicola
74
Hammoudeh, Shawkat
73
Bahmani-Oskooee, Mohsen
72
Diebold, Francis X.
61
Härdle, Wolfgang
60
Koopman, Siem Jan
56
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Asai, Manabu
53
Wohar, Mark E.
52
Clements, Adam
51
Mensi, Walid
51
Todorov, Viktor
51
McMillan, David G.
50
Caporin, Massimiliano
48
Salisu, Afees A.
48
Aizenman, Joshua
47
Dijk, Dick van
46
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Demirer, Rıza
43
Kočenda, Evžen
43
Zhang, Yaojie
43
Chiarella, Carl
42
Christoffersen, Peter F.
42
Corbet, Shaen
42
Engle, Robert F.
42
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Energy economics
18
Finance research letters
8
Applied economics
5
International review of economics & finance : IREF
5
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Brussels economic review
1
Computational economics
1
ERF working papers series
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of finance & economics : IJFE
1
International journal of law and management
1
Istanbul business research
1
Journal of Asia Pacific business
1
Journal of behavioral and experimental finance
1
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1
Journal of economics and finance
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
OPEC energy review
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Technological forecasting & social change : an international journal
1
The North American journal of economics and finance : a journal of theory and practice
1
Theoretical economics letters
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ECONIS (ZBW)
63
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63
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date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna
;
Hamdi, Besma
;
Tiwari, Aviral Kumar
; …
- In:
International journal of law and management
65
(
2023
)
6
,
pp. 485-510
Persistent link: https://www.econbiz.de/10014432902
Saved in:
9
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:
10
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
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