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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

The effects of public sentiments and feelings on stock market behavior: Evidence from Australia

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Journal of economic behavior & organization : JEBO 193 (2022), pp. 443-472

Persistent link: https://www.econbiz.de/10013190001

Any signs of green growth? : a spatial panel analysis of regional air pollution in South Korea

Hille, Erik; Lambernd, Bernhard; Tiwari, Aviral Kumar - In: Environmental and resource economics 80 (2021) 4, pp. 719-760

Persistent link: https://www.econbiz.de/10012698698

Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach

Kumar, Satish; Tiwari, Aviral Kumar; Raheem, I. D.; Ji, … - In: Applied economics 52 (2020) 28, pp. 3055-3072

Persistent link: https://www.econbiz.de/10012221480

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

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

Volatility connectedness of major cryptocurrencies : the role of investor happiness

Bouri, Elie; Gabauer, David; Gupta, Rangan; Tiwari, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012814541

The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis

Tiwari, Aviral Kumar; Raheem, Ibrahim Dolapo; Bozoklu, Seref - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1569-1590

Persistent link: https://www.econbiz.de/10012815114

Is finance-growth nexus nonlinear? : evidence from linear and nonlinear causality analysis

Sethi, Dinabandhu; Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic growth and financial development : effects of …, (pp. 73-102). 2021

This chapter examines the direction of causality between financial development and economic growth in 44 developed and developing countries for the period of 1965-2016. Using bank-based indicators, our empirical results provide the evidence of linear Granger-causality running from economic...

Persistent link: https://www.econbiz.de/10012792675

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