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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

What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Global finance journal 55 (2023), pp. 1-35

Persistent link: https://www.econbiz.de/10014248585

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

Volatility spillover dynamics between large-, mid-, and small-cap stocks in the time-frequency domain : implications for portfolio management

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Dash, Ashutosh - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-22

The connectedness dynamics between large-, mid-, and small-cap stocks is investigated using the forecasted error variance decomposition (FEVD) spillover framework of Diebold and Yilmaz in the time-frequency domain. Total volatility spillover (i.e., connectedness) is elevated between large-,...

Persistent link: https://www.econbiz.de/10012795342

Extreme downside risk connectedness and portfolio hedging among the G10 currencies

Abakah, Emmanuel Joel Aikins; Brahim, Mariem; Carlotti, … - In: International economics : the quarterly journal in … 178 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014578289

Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: International review of finance : the official journal … 23 (2023) 1, pp. 187-205

Persistent link: https://www.econbiz.de/10014251352

Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic : implications for hedging and investments strategies

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Global finance journal 51 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013433155

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

Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Empirical economics : a quarterly journal of the … 65 (2023) 3, pp. 1027-1103

Persistent link: https://www.econbiz.de/10014330173

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