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Price discovery and volatility spillovers in futures and spot commodity markets : some Indian evidence
Mahalik, Mantu Kumar; Acharya, Debashis; Babu, M. Suresh - In: Journal of advances in management research : JAMR 11 (2014) 2, pp. 211-226
Persistent link: https://www.econbiz.de/10010395296
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Unwrapping the intricate interplay between energy dependency and macroeconomic volatility in OECD countries
Sahu, Anjan Kumar; Mahalik, Mantu Kumar - In: Economic papers 43 (2024) 4, pp. 389-410
Persistent link: https://www.econbiz.de/10015399195
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Index futures volatility and trading activity : measuring causality at a multiple horizon
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 247-255
Persistent link: https://www.econbiz.de/10011982593
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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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How do energy market shocks affect economic activity in the US under changing financial conditions?
Balcilar, Mehmet; Usman, Ojonugwa; Roubaud, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 85-114). 2022
Persistent link: https://www.econbiz.de/10013282727
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Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad; Roubaud, David; Tiwari, Aviral Kumar - In: Energy economics 109 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
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The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah; Bouri, Elie; Roubaud, David; Zoubi, … - In: International review of financial analysis 52 (2017), pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
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Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang; Bouri, Elie; Roubaud, David; Shahzad, Syed … - In: Energy economics 75 (2018), pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
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Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain; Naifar, Nader; Hammoudeh, … - In: Energy economics 68 (2017), pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
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The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using implied volatility indexes
Mensi, Walid; Tiwari, Aviral Kumar; Bouri, Elie; … - In: Energy economics 66 (2017), pp. 122-139
Persistent link: https://www.econbiz.de/10011896437