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Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
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Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Trabelsi, Nader - In: Applied economics 54 (2022) 31, pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
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What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?
Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Global finance journal 55 (2023), pp. 1-35
Persistent link: https://www.econbiz.de/10014248585
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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
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Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Empirical economics : a quarterly journal of the … 65 (2023) 3, pp. 1027-1103
Persistent link: https://www.econbiz.de/10014330173
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Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Journal of international financial markets, … 60 (2019), pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
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Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Emerging markets review 34 (2018), pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
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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
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Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency domain
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Abakah, … - In: Applied economics 55 (2023) 12, pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
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Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: International journal of managerial finance : IJMF 21 (2025) 1, pp. 286-327
Persistent link: https://www.econbiz.de/10015197946