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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Pestieau, Pierre"
~person:"Tiwari, Aviral Kumar"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
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Volatility
Theorie
340
Theory
340
Volatilität
161
Estimation
148
Schätzung
147
Hedging
104
Welt
102
World
102
Börsenkurs
94
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94
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86
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86
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81
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51
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research-article
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Lien, Da-hsiang Donald
McAleer, Michael
Pestieau, Pierre
Tiwari, Aviral Kumar
Gupta, Rangan
157
Bouri, Elie
93
Ma, Feng
92
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
44
Pierdzioch, Christian
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Lucey, Brian M.
40
Andersen, Torben
39
Demirer, Rıza
39
Wei, Yu
39
Liang, Chao
37
Salisu, Afees A.
37
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Ji, Qiang
35
Todorov, Viktor
35
Roubaud, David
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Serletis, Apostolos
30
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Energy economics
24
Econometric reviews
12
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
International review of economics & finance : IREF
10
Journal of econometrics
9
Applied economics
8
Journal of risk and financial management : JRFM
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Research in international business and finance
4
Econometrics : open access journal
3
The journal of futures markets
3
Applied financial economics
2
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International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of financial analysis
2
Journal of economic surveys
2
Risks : open access journal
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The econometrics journal
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Annals of financial economics
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Brussels economic review
1
Econometric theory
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Economics letters
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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 quarterly journal of the Institute for Advanced Studies
1
International Journal of Financial Studies : open access journal
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International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of economic theory
1
International journal of law and management
1
International journal of managerial finance : IJMF
1
Istanbul business research
1
Journal of Asia Pacific business
1
Journal of behavioral and experimental finance
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Journal of commodity markets
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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
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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