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~language:"eng"
~language:"fra"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Volatility
Estimation
110
Schätzung
110
Volatilität
109
Welt
76
World
76
Stock market
75
Aktienmarkt
74
Börsenkurs
74
Share price
74
Forecasting model
71
Prognoseverfahren
71
Capital income
69
Kapitaleinkommen
69
Oil price
61
Ölpreis
61
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57
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57
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53
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53
Time series analysis
51
Zeitreihenanalyse
51
Causality analysis
48
Kausalanalyse
48
State space model
46
Zustandsraummodell
46
Spillover effect
40
Spillover-Effekt
40
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40
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40
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38
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38
Portfolio selection
38
Portfolio-Management
38
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34
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33
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Risk
30
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27
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27
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109
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109
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1
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Tiwari, Aviral Kumar
Zhang, Yaojie
Gupta, Rangan
159
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Kang, Sang Hoon
54
Bollerslev, Tim
52
Mensi, Walid
51
McMillan, David G.
50
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Pierdzioch, Christian
44
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Andersen, Torben
40
Lucey, Brian M.
40
Demirer, Rıza
39
Wei, Yu
39
Salisu, Afees A.
38
Liang, Chao
37
Ji, Qiang
36
Yoon, Seong-min
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Todorov, Viktor
35
Roubaud, David
34
Brooks, Robert
32
Hamori, Shigeyuki
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Ryu, Doojin
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
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Energy economics
26
Applied economics
11
Finance research letters
10
Research in international business and finance
6
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic modelling
4
International journal of finance & economics : IJFE
4
International journal of forecasting
4
Journal of forecasting
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Pacific-Basin finance journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Brussels economic review
1
Bulletin of economic research
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of law and management
1
International review of financial analysis
1
Istanbul business research
1
Journal of Asia Pacific business
1
Journal of behavioral and experimental finance
1
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1
Journal of economics and finance
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Journal of risk and financial management : JRFM
1
OPEC energy review
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Technological forecasting & social change : an international journal
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The North American journal of economics and finance : a journal of theory and practice
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The journal of futures markets
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Theoretical economics letters
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ECONIS (ZBW)
109
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1
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
2
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
Saved in:
3
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
4
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
5
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
6
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
Saved in:
7
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
8
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
9
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
10
Oil price volatility and changes in corporate debt : an empirical study in the Indian landscape
Hammoudeh, Shawkat
;
Nand Tripathi, Nitya
;
Binu Raj, Asha
; …
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014581042
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