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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

Does Economic Policy Uncertainty Connect Financial Markets? Evidence from Oil and Commodity Currencies

Albulescu, Claudiu - 2019

We explore the possible causal effect of economic policy uncertainty on the connectedness of crude oil and currency markets using a sample of commodity currencies from advanced and emerging nations. A battery of linear and nonlinear Granger-based causality tests indicate the presence of a causal...

Persistent link: https://www.econbiz.de/10012896152

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

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

Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities

Tiwari, Aviral Kumar; Khalfaoui, Rabeh; Solarin Sakiru … - In: Energy economics 76 (2018), pp. 470-494

Persistent link: https://www.econbiz.de/10011976711

The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes

Mensi, Walid; Tiwari, Aviral Kumar; Bouri, Elie; … - In: Energy economics 66 (2017), pp. 122-139

Persistent link: https://www.econbiz.de/10011896437

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

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

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

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

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