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The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework

Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: Energy economics 40 (2013), pp. 714-733

Persistent link: https://www.econbiz.de/10010354948

Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches

Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 86 (2020), pp. 1-27

Persistent link: https://www.econbiz.de/10012512191

Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches

Tiwari, Aviral Kumar; Pathak, Rajesh; DasGupta, Ranjan; … - In: Applied economics 53 (2021) 58, pp. 6770-6788

Persistent link: https://www.econbiz.de/10012697968

Oil price-inflation pass-through in the United States over 1871 to 2018 : a wavelet coherency analysis

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 51-55

Persistent link: https://www.econbiz.de/10012299583

Oil prices and trade balance: a frequency domain analysis for India

Arouri, Mohamed; Tiwari, Aviral Kumar; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014

adopt the approach proposed by Breitung and Candelon (2006) along-with the traditional VAR based conditional … Grangercausality. Results of VAR based conditional Granger-causality provide evidence of bidirectional causal relationship in both …

Persistent link: https://www.econbiz.de/10010754766

Oil prices and trade balance: A frequency domain analysis for India

Tiwari, Aviral Kumar; Arouri, Mohamed; Teulon, Frédéric - In: Economics Bulletin 34 (2014) 2, pp. 663-680

VAR-based conditional Granger causality. The results of VAR-based conditional Granger causality provide evidence of a …

Persistent link: https://www.econbiz.de/10010756145

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

Oil prices and trade balance: A wavelet based analysis for India

Tiwari, Aviral Kumar; Olayeni, Olaolu Richard - In: Economics Bulletin 33 (2013) 3, pp. 2270-2286

The study examinations lead-lag relationship between real oil price (ROP) and real trade balance (RTB) for India using monthly data and covering period from January 1980 to December 2011. To in depth examine the issue, study decomposes the time-frequency relationship between ROP and RTB...

Persistent link: https://www.econbiz.de/10010691438

The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework

Tiwari, Aviral Kumar; Mutascu, Mihai Ioan; Albulescu, … - In: Energy Economics 40 (2013) C, pp. 714-733

The purpose of this paper is to assess the empirical influence of oil prices on the real effective exchange rate in Romania in a wavelet transform framework. More precisely, we investigate to what extent oil prices impact the real effective exchange rate in an Eastern European transition...

Persistent link: https://www.econbiz.de/10010718777

Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets

Shahbaz, Muhammad; Tiwari, Aviral Kumar; Tahir, … - Volkswirtschaftliche Fakultät, … - 2013

This study analyzes the time-frequency relationship between oil price and exchange rate for Pakistan by using measures of continuous wavelet such as wavelet power, cross-wavelet power, and cross-wavelet coherency. The results of cross-wavelet analysis indicate that covariance between oil price...

Persistent link: https://www.econbiz.de/10011107478