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~language:"eng"
~language:"nor"
~person:"Tiwari, Aviral Kumar"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Volatility
Estimation
86
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86
Volatilität
66
Welt
57
World
57
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53
Indien
53
Stock market
52
Aktienmarkt
51
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48
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Tiwari, Aviral Kumar
McAleer, Michael
246
Gupta, Rangan
225
Caporale, Guglielmo Maria
133
Bouri, Elie
105
Bollerslev, Tim
98
Chang, Chia-Lin
93
Ma, Feng
93
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87
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80
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74
Hammoudeh, Shawkat
73
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72
Diebold, Francis X.
61
Härdle, Wolfgang
61
Koopman, Siem Jan
57
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Asai, Manabu
53
Mensi, Walid
52
Todorov, Viktor
52
Wohar, Mark E.
52
Clements, Adam
51
McMillan, David G.
51
Salisu, Afees A.
51
Caporin, Massimiliano
50
Aizenman, Joshua
47
Dijk, Dick van
46
Wang, Yudong
46
Xuan Vinh Vo
46
Demirer, Rıza
44
Kočenda, Evžen
44
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Zhang, Yaojie
44
Lucey, Brian M.
43
Chiarella, Carl
42
Christoffersen, Peter F.
42
Corbet, Shaen
42
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Energy economics
20
Finance research letters
8
Applied economics
5
International review of economics & finance : IREF
5
Research in international business and finance
4
International journal of finance & economics : IJFE
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Brussels economic review
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ERF working papers series
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1
International journal of law and management
1
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1
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OPEC energy review
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
66
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66
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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
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
Saved in:
8
Time-varying relationship between international monetary policy and energy markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014637528
Saved in:
9
Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar
;
Sharma, Gagan Deep
;
Rao, Amar
; …
- In:
Energy economics
134
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
Saved in:
10
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Technological forecasting & social change : an …
186PA
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014250438
Saved in:
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