Similar Search Results

Inflation co-movement dynamics : a cross-country investigation using a continuous wavelet approach

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-43

The economic literature provides evidence that inflation rates can co-move across nations because of a host of reasons, ranging from low frequency changes in monetary policy to similar high frequency shocks. Hence, this paper investigates inflation rate co-movements between nine (9) African...

Persistent link: https://www.econbiz.de/10012800212

Re-examination of international bond market dependence : evidence from a pair copula approach

Abakah, Emmanuel Joel Aikins; Addo, Emmanuel; … - In: International review of financial analysis 74 (2021), pp. 1-35

Persistent link: https://www.econbiz.de/10012803932

Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model

Shi, Yongjing; Tiwari, Aviral Kumar; Gozgor, Giray; Lu, Zhou - In: Research in international business and finance 53 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012549821

Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches

Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 86 (2020), pp. 1-27

Persistent link: https://www.econbiz.de/10012512191

Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model

Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan; … - In: Energy economics 88 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012516211

Do urbanization, income, and trade affect electricity consumption across Chinese provinces?

Gregori, Tullio; Tiwari, Aviral Kumar - In: Energy economics 89 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012516967

Time-varying co-movements between energy market and global financial markets : implication for portfolio diversification and hedging strategies

Elsayed, Ahmed H.; Nasreen, Samia; Tiwari, Aviral Kumar - In: Energy economics 90 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517574

Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; Wohar, … - In: Energy economics 92 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518924

Electricity consumption and economic growth at the state and sectoral level in India : evidence using heterogeneous panel data methods

Tiwari, Aviral Kumar; Eapen, Leena Mary; Nair, Sthanu R. - In: Energy economics 94 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012649322

Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation

Pradhan, Ashis Kumar; Mittal, Ishan; Tiwari, Aviral Kumar - In: Macroeconomics and finance in emerging market economies 14 (2021) 3, pp. 291-307

Persistent link: https://www.econbiz.de/10012649582