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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

Has co-movement dynamics in emerging stock markets changed after global financial crisis? : new evidence from wavelet analysis

Das, Debojyoti; Kannadhasan, M.; Tiwari, Aviral Kumar; … - In: Applied economics letters 25 (2018) 20, pp. 1447-1453

Persistent link: https://www.econbiz.de/10012137404

New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Emerging markets review 28 (2016), pp. 155-183

Persistent link: https://www.econbiz.de/10011670987

Dynamics of FII flows and stock market returns in a major developing country : How does economic uncertainty matter?

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Hammoudeh, … - In: The World Economy 43 (2019) 8, pp. 2263-2284

Persistent link: https://www.econbiz.de/10012097857

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

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

The threshold role of FDI flows in the energy-growth nexus : an endogenous growth perspective

Olayeni, Olaolu Richard; Jemiluyi, Olufunmilayo Olayemi; … - In: The energy journal 44 (2023) 5, pp. 21-43

Persistent link: https://www.econbiz.de/10014380614

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