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~language:"eng"
~person:"Tiwari, Aviral Kumar"
~subject:"Volatility"
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Volatility
Oil market
7
Ölmarkt
7
Oil price
6
Volatilität
6
Ölpreis
6
Welt
4
World
4
Energiemarkt
2
Energy market
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Time series analysis
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Zeitreihenanalyse
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1996-2018
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ARCH model
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Brent
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Capital income
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Commodity derivative
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Correlation
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Crude oil market
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DCC-MGARCH
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Dynamic correlation
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Efficient market hypothesis
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Effizienzmarkthypothese
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Energiewirtschaft
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Estimation
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Financial market
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Finanzkrise
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Finanzmarkt
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Futures
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Generalised Hurst exponent
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Geopolitics
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Geopolitik
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Index construction
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Tiwari, Aviral Kumar
Gupta, Rangan
15
Wang, Yudong
12
Wei, Yu
12
Reitz, Stefan
9
Yin, Libo
9
Hammoudeh, Shawkat
8
Xu, Yahua
8
Ma, Feng
7
Peersman, Gert
7
Baumeister, Christiane
6
Brunetti, Celso
6
Ji, Qiang
6
Liu, Li
6
Lyu, Yongjian
6
Valenti, Daniele
6
Yoon, Seong-min
6
Zhang, Yue-jun
6
Balcilar, Mehmet
5
Joëts, Marc
5
Krusell, Per
5
Mensi, Walid
5
Molnár, Peter
5
Stadtmann, Georg
5
Wen, Fenghua
5
Wohar, Mark E.
5
Zhang, Bing
5
Zhang, Yaojie
5
Baffes, John
4
Bornstein, Gideon
4
Corbet, Shaen
4
Dutta, Anupam
4
Guesmi, Khaled
4
Harrison, Andre
4
Hu, Yang
4
Kshirsagar, Varun
4
Lee, Thomas
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Li, Xiafei
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Lin, Boqiang
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Computational economics
1
Energy economics
1
Journal of commodity markets
1
OPEC energy review
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Connectedness in international crude oil markets
Bhanja, Niyati
;
Nasreen, Samia
;
Dar, Arif Billah
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10013168983
Saved in:
2
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
Saved in:
3
Existence of long memory in crude oil and petroleum products : generalised Hurst exponent approach
Tiwari, Aviral Kumar
;
Umar, Zaghum
;
Alqahtani, Faisal
- In:
Research in international business and finance
57
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013332984
Saved in:
4
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
5
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
6
Geopolitical risks and the predictability of regional oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
;
Tiwari, …
- In:
OPEC energy review
43
(
2019
)
3
,
pp. 342-361
Persistent link: https://www.econbiz.de/10013339003
Saved in:
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