Similar Search Results

Mean reversion property in Indian commodities futures market

Ahamed, Naseem; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 5, pp. 443-450

Persistent link: https://www.econbiz.de/10011419068

A frequency domain causality investigation between futures and spot prices of Indian commodity markets

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Economic modelling 40 (2014), pp. 250-258

Persistent link: https://www.econbiz.de/10010425645

Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach

Kumar, Satish; Tiwari, Aviral Kumar; Raheem, I. D.; Ji, … - In: Applied economics 52 (2020) 28, pp. 3055-3072

Persistent link: https://www.econbiz.de/10012221480

Comovements of gold futures markets and the spot market : a wavelet analysis

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 19-24

Persistent link: https://www.econbiz.de/10011982447

Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach

Kumar, Satish; Tiwari, Aviral Kumar; Raheem, Ibrahim Dolapo - 2019

We apply pair vine copulas, specifically the C-vine and R-vine copulas, to examine the conditional multivariate dependence pattern/structure and R-vine copula-based value-at-risk (VaR) to assess financial portfolio risk. We examine the co-dependencies of 13 major commodity markets (which include...

Persistent link: https://www.econbiz.de/10012137783

Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Hammoudeh, … - In: Energy economics 78 (2019), pp. 615-628

Persistent link: https://www.econbiz.de/10012160046

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

Connectedness in international crude oil markets

Bhanja, Niyati; Nasreen, Samia; Dar, Arif Billah; … - In: Computational economics 59 (2022) 1, pp. 227-262

Persistent link: https://www.econbiz.de/10013168983

Financial modeling and risk management of energy and environmental instruments and derivates

Jana, Rabin K. (ed.); Tiwari, Aviral Kumar (ed.); … - 2022

Persistent link: https://www.econbiz.de/10013288059

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357