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Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar; … - 2019

Persistent link: https://www.econbiz.de/10012144916

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

An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets

Mensi, Walid; Tiwari, Aviral Kumar; Al-Yahyaee, Khamis Hamed - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 168-177

Persistent link: https://www.econbiz.de/10012176113

Oil Price Volatility and Changes in Corporate Debt : An Empirical Study in the Indian Landscape

Hammoudeh, Shawkat; Tripathi, Nitya; Binu Raj, Asha; … - 2023

Changes in crude oil prices affect corporate debt position. This study investigates the association between changes in debt and crude oil price volatility in nonfinancial, BG, and SA firms in India. We use financial variables, crude oil prices, and macroeconomics data from 2004 to 2020 for...

Persistent link: https://www.econbiz.de/10014353193

Does crude oil price volatility affect risk-taking capability in business group firms : evidence from India?

Nand Tripathi, Nitya; Tiwari, Aviral Kumar; Hammoudeh, … - In: International journal of managerial finance : IJMF 20 (2024) 5, pp. 1368-1397

Persistent link: https://www.econbiz.de/10015197904

Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches

Khalfaoui, Rabeh; Tiwari, Aviral Kumar; Kablan, … - In: Energy economics 101 (2021), pp. 1-36

Persistent link: https://www.econbiz.de/10013161506

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

Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look

Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 83 (2019), pp. 445-466

Persistent link: https://www.econbiz.de/10012176162

Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Hammoudeh, … - In: Energy economics 78 (2019), pp. 615-628

Persistent link: https://www.econbiz.de/10012160046

The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis

Tiwari, Aviral Kumar; Raheem, Ibrahim D.; Bozoklu, Seref; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1569-1590

Persistent link: https://www.econbiz.de/10012815114