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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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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
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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
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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Does economic policy uncertainty affect cryptocurrency markets? : evidence from Twitter-based uncertainty measures
Wu, Wanshan; Tiwari, Aviral Kumar; Gozgor, Giray; … - In: Research in international business and finance 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013286535
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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
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Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad; Roubaud, David; Tiwari, Aviral Kumar - In: Energy economics 109 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
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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
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Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
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Quantile risk spillovers between energy and agricultural commodity markets : evidence from pre and during COVID-19 outbreak
Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 113 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013540565