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Tail risk contagion across electricity markets in crisis periods

Abdullah, Mohammad; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 127 (2023) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10014490825

A wavelet-based analysis of the co-movement between sukuk bonds and Shariah stock indices in the GCC region : implications for risk diversification

Nasreen, Samia; Naqvi, Syed Asif Ali; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 13 (2020) 4/63, pp. 1-21

Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC financial markets. Bivariate and multivariate...

Persistent link: https://www.econbiz.de/10012302496

Time-varying co-movements between energy market and global financial markets : implication for portfolio diversification and hedging strategies

Elsayed, Ahmed H.; Nasreen, Samia; Tiwari, Aviral Kumar - In: Energy economics 90 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517574

Energy-growth nexus in an era of globalization

Shahbaz, Muhammad (ed.); Tiwari, Aviral Kumar (ed.); … - 2022

Persistent link: https://www.econbiz.de/10012626150

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

Connectedness and directional spillovers in energy sectors : international evidence

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Applied economics 54 (2022) 22, pp. 2554-2569

Persistent link: https://www.econbiz.de/10013171104

Quantile Time-Frequency Price Connectedness Between Green Bond, Green Equity, Sustainable Investments and Clean Energy Markets

Chatziantoniou, Ioannis; Aikins Abakah, Emmanuel Joel; … - 2021

In this study, we propose a novel quantile frequency connectedness approach that enables the investigation of propagation mechanisms by virtue of the quantile and frequency. This approach allows to analyze different frequencies given a particular quantile or analyze different quantile...

Persistent link: https://www.econbiz.de/10013312737

Asymmetric spillover effects in energy markets

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: International review of economics & finance : IREF 92 (2024), pp. 470-502

Persistent link: https://www.econbiz.de/10014534924

Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis

Shahbaz, Muhammad; Trabelsi, Nader; Tiwari, Aviral Kumar; … - In: Energy economics 104 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013364293

Financial modeling, risk management of energy and environmental instruments and derivatives : past, present, and future

Jana, Rabin K.; Tiwari, Aviral Kumar; Hammoudeh, Shawkat; … - In: Financial modeling and risk management of energy and …, (pp. 1-7). 2022

Persistent link: https://www.econbiz.de/10013349876