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~language:"eng"
~person:"Sosvilla-Rivero, Simón"
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH model"
~subject:"EU countries"
~type_genre:"Article in journal"
~type_genre:"Case study"
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ARCH model
EU countries
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112
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112
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80
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80
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66
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66
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60
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Sosvilla-Rivero, Simón
Tiwari, Aviral Kumar
Gros, Daniel
75
Belke, Ansgar
72
De Grauwe, Paul
72
Ma, Feng
66
Apergēs, Nikolaos
54
Gupta, Rangan
54
McAleer, Michael
52
Haan, Jakob de
49
Eichengreen, Barry
47
Williams, Colin C.
46
Hughes Hallett, Andrew
45
Afonso, António
44
Rodríguez-Pose, Andrés
44
Nicolaïdes, Phedon A.
43
Caporale, Guglielmo Maria
42
Wolff, Guntram B.
42
Chevallier, Julien
41
Sapir, André
41
Begg, Iain
40
Bouri, Elie
39
Hagen, Jürgen von
38
Nijkamp, Peter
38
Egger, Peter
36
Serletis, Apostolos
36
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35
Beetsma, Roel
35
Issing, Otmar
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Scharrer, Hans-Eckart
33
Zhang, Yaojie
33
Arestis, Philip
32
Hammoudeh, Shawkat
32
Hamori, Shigeyuki
32
Kang, Sang Hoon
32
Kumar, Dilip
32
Tsionas, Efthymios G.
32
Eijffinger, Sylvester C. W.
31
McMillan, David G.
31
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9
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8
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6
International review of economics & finance : IREF
5
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4
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3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
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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Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Baltic journal of economics
1
Bulletin of economic research
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1
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1
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1
International journal of forecasting
1
Journal of Asia Pacific business
1
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1
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ECONIS (ZBW)
76
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1
Dynamic dependence and spillover among the energy related ETFs : from the hedging effectiveness perspective
Ji, Hao
;
Naeem, Muhammad
;
Zhang, Jing
;
Tiwari, Aviral Kumar
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046908
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
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
4
Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets
Gómez Puig, Marta
;
Pieterse-Bloem, Mary
; …
- In:
Journal of multinational financial management
68
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014424768
Saved in:
5
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
6
Quantile risk spillovers between energy and agricultural commodity markets : evidence from pre and during COVID-19 outbreak
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
113
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013540565
Saved in:
7
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
8
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
9
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
10
Quantifying sovereign risk in the euro area
Singh, Manish K.
;
Gómez Puig, Marta
;
Sosvilla-Rivero, …
- In:
Economic modelling
95
(
2021
),
pp. 76-96
Persistent link: https://www.econbiz.de/10012695852
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