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Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 83 (2019), pp. 445-466
Persistent link: https://www.econbiz.de/10012176162
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Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies : evidence using quantile coherency and NGCoVaR approaches
Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 81 (2019), pp. 1011-1028
Persistent link: https://www.econbiz.de/10012173042
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The alpha momentum effect in commodity markets
Zaremba, Adam; Mikutowski, Mateusz; Szczygielski, Jan Jakub - In: Energy economics 93 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
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Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan; … - In: Energy economics 88 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
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Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; Wohar, … - In: Energy economics 92 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
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Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon; Tiwari, Aviral Kumar; Albulescu, … - In: Energy economics 84 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
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Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh; … - In: Energy economics 84 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
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Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches
Khalfaoui, Rabeh; Tiwari, Aviral Kumar; Kablan, … - In: Energy economics 101 (2021), pp. 1-36
Persistent link: https://www.econbiz.de/10013161506
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Dependence structure and dynamic connectedness between green bonds and financial markets : fresh insights from time-frequency analysis before and during COVID-19 pandemic
Elsayed, Ahmed H.; Naifar, Nader; Nasreen, Samia; … - In: Energy economics 107 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013202451
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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