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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Tiwari, Aviral Kumar"
~subject:"Spillover effect"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Spillover effect
Volatilität
Estimation
95
Schätzung
95
Volatility
87
Welt
67
World
67
Time series analysis
57
Zeitreihenanalyse
57
Börsenkurs
53
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53
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53
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53
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51
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50
Causality analysis
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Spillover-Effekt
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2
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Chang, Chia-Lin
Tiwari, Aviral Kumar
Gupta, Rangan
179
Bouri, Elie
106
Ma, Feng
93
Kang, Sang Hoon
83
McAleer, Michael
74
Hammoudeh, Shawkat
73
Xuan Vinh Vo
73
Bahmani-Oskooee, Mohsen
72
Mensi, Walid
72
Wohar, Mark E.
54
McMillan, David G.
53
Yoon, Seong-min
53
Bollerslev, Tim
51
Lucey, Brian M.
51
Ji, Qiang
48
Corbet, Shaen
46
Wang, Yudong
46
Kumar, Dilip
45
Umar, Zaghum
45
Pierdzioch, Christian
44
Zhang, Yaojie
44
Caporale, Guglielmo Maria
43
Demirer, Rıza
43
Shahzad, Syed Jawad Hussain
43
Hamori, Shigeyuki
41
Roubaud, David
41
Wei, Yu
41
Salisu, Afees A.
40
Andersen, Torben
39
Chevallier, Julien
39
Balcilar, Mehmet
38
Liang, Chao
38
Uddin, Mohammed Gazi Salah
38
Hegerty, Scott W.
37
Audretsch, David B.
36
Apergēs, Nikolaos
35
Guesmi, Khaled
35
Todorov, Viktor
35
Brooks, Robert
34
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Energy economics
29
Finance research letters
9
International review of economics & finance : IREF
8
Applied economics
7
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
4
Research in international business and finance
4
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3
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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Brussels economic review
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of computational economics and econometrics
1
International journal of law and management
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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International review of financial analysis
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Istanbul business research
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Journal of behavioral and experimental finance
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Journal of commodity markets
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OPEC energy review
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Risks : open access journal
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Studies in economics and finance
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Technological forecasting & social change : an international journal
1
The Korean economic review
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The North American journal of economics and finance : a journal of theory and practice
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
108
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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
Dynamic dependence and spillover among the energy related ETFs : from the hedging effectiveness perspective
Ji, Hao
;
Naeem, Muhammad
;
Zhang, Jing
;
Tiwari, Aviral Kumar
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046908
Saved in:
7
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:
8
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:
9
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:
10
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
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