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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
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Continuous wavelet transform and rolling correlation of European stock markets
Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: International review of economics & finance : IREF 42 (2016), pp. 237-256
Persistent link: https://www.econbiz.de/10011625112
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Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
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Extreme co-movements and dependencies among major international exchange rates : a copula approach
Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 56-69
Persistent link: https://www.econbiz.de/10012034997
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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