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~language:"eng"
~language:"spa"
~person:"McAleer, Michael"
~person:"Tiwari, Aviral Kumar"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
~type_genre:"Collection of articles of several authors"
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Time series analysis
Volatilität
Volatility
138
Estimation
124
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123
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110
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110
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84
Welt
77
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77
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McAleer, Michael
Tiwari, Aviral Kumar
Gupta, Rangan
214
Gil-Alaña, Luis A.
193
Bahmani-Oskooee, Mohsen
97
Bouri, Elie
96
Ma, Feng
94
Caporale, Guglielmo Maria
92
Phillips, Peter C. B.
91
Franses, Philip Hans
82
Hammoudeh, Shawkat
71
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65
Taylor, Robert
64
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63
Kang, Sang Hoon
57
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56
Leybourne, Stephen James
56
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54
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53
Mensi, Walid
53
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52
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50
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49
Perron, Pierre
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Harvey, Andrew C.
48
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48
Xuan Vinh Vo
48
Pierdzioch, Christian
47
Ghysels, Eric
46
Kumar, Dilip
45
Chang, Tsangyao
44
Engle, Robert F.
44
Zhang, Yaojie
44
Apergēs, Nikolaos
43
Corbet, Shaen
43
Andersen, Torben
42
Lucey, Brian M.
42
Narayan, Paresh Kumar
42
Salisu, Afees A.
42
Hegerty, Scott W.
41
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Energy economics
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Econometric reviews
14
Applied economics
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Finance research letters
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Indian growth and development review
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ECONIS (ZBW)
194
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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
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
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