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Volatility spillovers across global asset classes : evidence from time and frequency domains

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 194-202

Persistent link: https://www.econbiz.de/10012035042

Comovement of exchange rates : a wavelet analysis

Andrieş, Alin Marius; Ihnatov, Iulian; Tiwari, Aviral Kumar - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 574-588

Persistent link: https://www.econbiz.de/10011562523

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

On the relationship of gold, crude oil, stocks with financial stress : a causality-in-quantiles approach

Das, Debojyoti; Kumar, Surya Bhushan; Tiwari, Aviral Kumar - In: Finance research letters 27 (2018), pp. 169-174

Persistent link: https://www.econbiz.de/10012006847

Are exchange rates interdependent? : evidence using wavelet analysis

Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245

Persistent link: https://www.econbiz.de/10011774731

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

Revisiting the financial volatility : derivative products relationship on Euronext.liffe using a frequency domain analysis

Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Brussels economic review 56 (2013) 3/4, pp. 349-364

Persistent link: https://www.econbiz.de/10010400880

Oil Price Volatility and Changes in Corporate Debt : An Empirical Study in the Indian Landscape

Hammoudeh, Shawkat M.; Tripathi, Nitya; Raj, Asha Binu; … - 2023

debt and crude oil price volatility in nonfinancial, BG, and SA firms in India. We use financial variables, crude oil … hypotheses. The results revealed that debt position and crude oil price volatility significantly have different effects on … business group (BG) and stand-alone (SA) firms. Crude oil price volatility is positively related to changes in the debt …

Persistent link: https://www.econbiz.de/10014353193

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

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