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~person:"Tiwari, Aviral Kumar"
~subject:"GAS"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Tiwari, Aviral Kumar
Gupta, Rangan
34
McAleer, Michael
29
Ma, Feng
26
Engle, Robert F.
25
Bauwens, Luc
20
Bouri, Elie
18
Molnár, Peter
16
Koopman, Siem Jan
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Silvennoinen, Annastiina
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Teräsvirta, Timo
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Zhang, Yaojie
14
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13
Chiang, Thomas C.
12
Hamori, Shigeyuki
12
Yoon, Seong-min
11
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10
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Herwartz, Helmut
10
Ledoit, Olivier
10
Lyócsa, Štefan
10
Mittnik, Stefan
10
Paolella, Marc S.
10
Wang, Jiqian
10
Wolf, Michael
10
Conrad, Christian
9
Kang, Sang Hoon
9
Karanasos, Menelaos
9
Nguyen, Duc Khuong
9
Otranto, Edoardo
9
Allen, David E.
8
Corbet, Shaen
8
Floros, Christos
8
Haas, Markus
8
Kumar, Dilip
8
Maheswaran, S.
8
Manera, Matteo
8
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8
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1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model
Shi, Yongjing
;
Tiwari, Aviral Kumar
;
Gozgor, Giray
;
Lu, Zhou
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
Saved in:
6
Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Saved in:
7
Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
- In:
Applied economics
51
(
2019
)
37
,
pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
Saved in:
8
Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies : evidence from wavelet nonlinear denoised based quantile and Granger-causality...
Hamdi, Besma
;
Aloui, Mouna
;
Alqahtani, Faisal
;
Tiwari, …
- In:
Energy economics
80
(
2019
),
pp. 536-552
Persistent link: https://www.econbiz.de/10012173684
Saved in:
9
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
10
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
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