Details about Aviral Kumar Tiwari
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Last updated 2023-12-05. Update your information in the RePEc Author Service.
Short-id: pti107
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Working Papers
2022
- Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries ( E7 + 1): New evidence from cross‐quantilogram approach
Post-Print, HAL
- The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression
Post-Print, HAL View citations (2)
See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2022)
- The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone
Post-Print, HAL
See also Journal Article in Current Issues in Tourism (2022)
2021
- Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries
Post-Print, HAL View citations (5)
See also Journal Article in Resources Policy (2021)
- Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis
Post-Print, HAL
See also Journal Article in International Journal of Housing Markets and Analysis (2021)
- Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach
Post-Print, HAL
See also Chapter (2022)
- Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches
Post-Print, HAL View citations (6)
See also Journal Article in Energy Economics (2021)
- Nexus between Carbon Dioxide Emissions and Economic Growth in G7 Countries: Fresh Insights via Wavelet Coherence Analysis
MPRA Paper, University Library of Munich, Germany View citations (6)
Also in Post-Print, HAL (2021) View citations (4)
See also Journal Article in Journal of Environmental Planning and Management (2023)
- Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
MPRA Paper, University Library of Munich, Germany View citations (13)
See also Journal Article in Resources Policy (2021)
- Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
Post-Print, HAL View citations (1)
See also Journal Article in Resources Policy (2021)
2020
- Convergence and club convergence of CO2 emissions at state levels: A nonlinear analysis of the USA
MPRA Paper, University Library of Munich, Germany
- Copula-based local dependence among energy, agriculture and metal commodities markets
Working Papers, HAL View citations (33)
See also Journal Article in Energy (2020)
- Copula-based local dependence between energy, agriculture and metal commodity markets
Papers, arXiv.org View citations (14)
- Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Energy (2021)
- The role of ICT and financial development in CO2 emissions and economic growth
MPRA Paper, University Library of Munich, Germany View citations (33)
Also in Research Africa Network Working Papers, Research Africa Network (RAN) (2019) View citations (9) Working Papers of the African Governance and Development Institute., African Governance and Development Institute. (2019) View citations (9) Working Papers, European Xtramile Centre of African Studies (EXCAS) (2019) View citations (9)
- Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India
Post-Print, HAL View citations (3)
See also Journal Article in Resources Policy (2020)
- Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Journal of Behavioral and Experimental Finance (2021)
2019
- Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management
Post-Print, HAL View citations (20)
See also Journal Article in Resources Policy (2019)
- Dependence Structure between Business Cycles and CO2 Emissions in the U.S.: Evidence from the Time-Varying Markov-Switching Copula Models
MPRA Paper, University Library of Munich, Germany View citations (22)
See also Journal Article in Energy (2019)
- Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach
Working Papers, European Xtramile Centre of African Studies (EXCAS) View citations (2)
Also in Working Papers of the African Governance and Development Institute., African Governance and Development Institute. (2019) View citations (2) Research Africa Network Working Papers, Research Africa Network (RAN) (2019) View citations (2)
See also Journal Article in Applied Economics (2020)
- Electricity Consumption and Economic Growth at the State-level in India: Evidence using Heterogeneous Panel Data Methods
Working papers, Indian Institute of Management Kozhikode
- Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model
Working Papers, University of Pretoria, Department of Economics View citations (6)
See also Journal Article in Energy Economics (2020)
- Is the Housing Market in the United States Really Weakly-Efficient?
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Applied Economics Letters (2020)
- Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Advances in Decision Sciences (2021)
- Resource Curse Hypothesis and Role of Oil Prices in USA
MPRA Paper, University Library of Munich, Germany View citations (15)
See also Journal Article in Resources Policy (2019)
- SHORT- AND LONG-RUN TAIL DEPENDENCE SWITCHING IN MENA STOCK MARKETS: THE ROLES OF OIL, BITCOIN, GOLD AND VIX
Working Papers, Economic Research Forum View citations (2)
- Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in International Review of Economics & Finance (2020)
- Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Journal of Property Investment & Finance (2020)
- Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Economics and Business Letters (2020)
- The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in The Quarterly Review of Economics and Finance (2020)
- Tourism-induced financial development in Malaysia: New evidence from the tourism development index
Post-Print, HAL View citations (5)
See also Journal Article in Tourism Economics (2019)
2018
- A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices
Working Papers, University of Pretoria, Department of Economics View citations (8)
See also Journal Article in Resources Policy (2019)
- Analysing the distribution properties of Bitcoin returns
Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (1)
- Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities
Post-Print, HAL View citations (2)
See also Journal Article in Energy Economics (2018)
- Comovements of gold futures markets and the spot market
Post-Print, HAL View citations (15)
- Extreme co-movements and dependencies among major international exchange rates
Post-Print, HAL View citations (13)
- Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility
Working Papers, University of Pretoria, Department of Economics View citations (4)
- Index futures volatility and trading activity: Measuring causality at a multiple horizon
Post-Print, HAL View citations (6)
See also Journal Article in Finance Research Letters (2018)
- Informational efficiency of Bitcoin—An extension
Post-Print, HAL View citations (118)
See also Journal Article in Economics Letters (2018)
- Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches
Working Papers, University of Pretoria, Department of Economics View citations (3)
See also Journal Article in Annals of Financial Economics (AFE) (2021)
- Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas
Working Papers, University of Pretoria, Department of Economics View citations (7)
See also Journal Article in The Quarterly Review of Economics and Finance (2020)
- Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis
Working Papers, University of Pretoria, Department of Economics View citations (14)
See also Journal Article in Structural Change and Economic Dynamics (2019)
- Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach
Working Papers, University of Pretoria, Department of Economics View citations (3)
See also Journal Article in Finance Research Letters (2019)
- Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in The North American Journal of Economics and Finance (2019)
2017
- Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2019)
- Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
Post-Print, HAL View citations (283)
Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (9)
See also Journal Article in Finance Research Letters (2017)
- Oil Returns and Volatility: The Role of Mergers and Acquisitions
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Energy Economics (2018)
- Oil price-inflation pass-through in Romania during the inflation targeting regime
Post-Print, HAL View citations (5)
See also Journal Article in Applied Economics (2017)
- Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test
Post-Print, HAL View citations (1)
See also Journal Article in Research in International Business and Finance (2017)
- Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in The Quarterly Review of Economics and Finance (2018)
2016
- A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)
Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2016)
- A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests
Post-Print, HAL
Also in Working Papers, HAL (2014) 
See also Journal Article in Bulletin of Economic Research (2016)
- Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
Post-Print, HAL View citations (153)
See also Journal Article in Resources Policy (2016)
- Chaos in G7 Stock Markets using Over One Century of Data: A Note
Working Papers, University of Pretoria, Department of Economics
See also Journal Article in Research in International Business and Finance (2019)
- Co-movements and contagion between international stock index futures markets
Post-Print, HAL View citations (1)
See also Journal Article in Empirical Economics (2017)
- Continuous wavelet transform and rolling correlation of European stock markets
Post-Print, HAL View citations (27)
See also Journal Article in International Review of Economics & Finance (2016)
- Dynamic Inter-relationships among tourism, economic growth and energy consumption in India
MPRA Paper, University Library of Munich, Germany View citations (22)
- Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
Working papers, University of Connecticut, Department of Economics View citations (1)
Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
- Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries
Working Papers, University of Pretoria, Department of Economics View citations (2)
- What drives Bitcoin price?
Post-Print, HAL View citations (87)
See also Journal Article in Economics Bulletin (2016)
2015
- Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach
Post-Print, HAL View citations (10)
- Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis
Post-Print, HAL View citations (12)
Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (21)
- The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis
Post-Print, HAL View citations (36)
Also in Working papers of CATT, HAL (2014)  Working Papers, HAL (2014) View citations (1)
See also Journal Article in Energy Economics (2015)
- The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014
Working Papers, University of Pretoria, Department of Economics
- Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices
Working Papers, University of Pretoria, Department of Economics View citations (1)
See also Journal Article in Applied Economics (2016)
- Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013
Working Papers, University of Pretoria, Department of Economics View citations (2)
See also Journal Article in Journal of Economics and Finance (2018)
- What Determines Bitcoin’s Value?
Working Papers, HAL 
Also in Working papers of CATT, HAL (2015)
2014
- A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS
Working Papers, HAL 
Also in Papers, arXiv.org (2014)
- Causality between consumer price and producer price: Evidence from Mexico
Working Papers, Department of Research, Ipag Business School View citations (33)
See also Journal Article in Economic Modelling (2014)
- Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches
Working Papers, Department of Research, Ipag Business School View citations (3)
- Energy Utilization and Economic Growth in France: Evidence from Asymmetric Causality Test
Working Papers, Department of Research, Ipag Business School View citations (48)
- Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India
Working Papers, Department of Research, Ipag Business School View citations (6)
- Oil price and macroeconomy in India – An evolutionary cospectral coherence approach
Working Papers, Department of Research, Ipag Business School
- Oil prices and trade balance: a frequency domain analysis for India
Working Papers, Department of Research, Ipag Business School View citations (49)
See also Journal Article in Economics Bulletin (2014)
- Revisiting the inflation - output gap relationship for France using a wavelet transform approach
Post-Print, HAL View citations (27)
See also Journal Article in Economic Modelling (2014)
- Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis
Working Papers, Department of Research, Ipag Business School View citations (2)
Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (1)
- The behaviour of US and UK public debt: further evidence based on time varying parameters
Working Papers, HAL View citations (1)
See also Journal Article in Journal Transition Studies Review (2016)
2013
- Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets
MPRA Paper, University Library of Munich, Germany View citations (25)
See also Journal Article in Journal of Applied Statistics (2015)
- Estabilidad política y tributación
(Taxation and political stability)
MPRA Paper, University Library of Munich, Germany View citations (1)
Also in MPRA Paper, University Library of Munich, Germany (2011)
- Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis
Post-Print, HAL 
See also Journal Article in Brussels Economic Review (2013)
2012
- Are fluctuations in electricity consumption per capita transitory? evidence from developed and developing economies
MPRA Paper, University Library of Munich, Germany View citations (6)
See also Journal Article in Renewable and Sustainable Energy Reviews (2013)
- Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets
MPRA Paper, University Library of Munich, Germany View citations (6)
- Does CPI Granger-Cause WPI? New Extensions from Frequency Domain Approach in Pakistan
MPRA Paper, University Library of Munich, Germany View citations (6)
See also Journal Article in Economic Modelling (2012)
- Economic Growth, Energy Consumption, Financial Development, International Trade and CO2 Emissions in Indonesia
MPRA Paper, University Library of Munich, Germany View citations (21)
Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (23)
See also Journal Article in Renewable and Sustainable Energy Reviews (2013)
- Financial Development and Income Inequality: Is there any Financial Kuznets curve in Iran?
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2015)
- Is Energy Consumption Per Capita Stationary? Evidence from First and Second Generation Panel Unit Root Tests
MPRA Paper, University Library of Munich, Germany View citations (7)
See also Journal Article in Economics Bulletin (2016)
- Taxation and political stability
MPRA Paper, University Library of Munich, Germany View citations (3)
Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (2)
- The environmental Kuzents Curve and the role of coal consumption in India: cointegration and causality analysis in an open economy
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article in Renewable and Sustainable Energy Reviews (2013)
2011
- Analysis of renewable and nonrenewable energy consumption, real GDP and CO2 emissions: A structural VAR approach in Romania
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article in Bulletin of Energy Economics (BEE) (2015)
- Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test
MPRA Paper, University Library of Munich, Germany
- Does Defence Spending Stimulate Economic Growth in India?
MPRA Paper, University Library of Munich, Germany View citations (6)
- India's trade with USA and her trade balance: An empirical analysis
MPRA Paper, University Library of Munich, Germany
- Is per capita GDP non-linear stationary in SAARC countries?
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article in European Economic Letters (2012)
- Revisiting the relationship between electricity consumption, capital and economic growth: Cointegration and causality analysis in Romania
MPRA Paper, University Library of Munich, Germany View citations (7)
See also Journal Article in Journal for Economic Forecasting (2012)
- The effects of financial development, economic growth, coal consumption and trade openness on environment performance in South Africa
MPRA Paper, University Library of Munich, Germany View citations (13)
2010
- Determinants of capital Structure: comparison of empirical evidence for the use of different estimators
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in Theoretical and Applied Economics (2014)
- Does financial development increase rural-urban income inequality? Cointegration analysis in the case of Indian economy
MPRA Paper, University Library of Munich, Germany View citations (1)
- Economic growth and and FDI in ASIA: A panel data approach
MPRA Paper, University Library of Munich, Germany View citations (9)
- Impact of supply of money on food prices in India: A causality analysis
MPRA Paper, University Library of Munich, Germany View citations (1)
- Is trade deficit sustainable in India? An inquiry
MPRA Paper, University Library of Munich, Germany View citations (1)
- Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India
MPRA Paper, University Library of Munich, Germany 
See also Journal Article in Global Business Review (2013)
- On the dynamics of energy consumption and employment in public and private sector
MPRA Paper, University Library of Munich, Germany View citations (8)
Journal Articles
2023
- A risk-neutral approach to the RAROC method of loan pricing using account-level data
Journal of Risk Finance, 2023, 24, (2), 212-225 View citations (1)
- A time-varying Granger causality analysis between water stock and green stocks using novel approaches
Energy Economics, 2023, 126, (C)
- An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Technological Forecasting and Social Change, 2023, 186, (PA) View citations (2)
- An empirical analysis of the dynamic relationship between clean and dirty energy markets
Energy Economics, 2023, 124, (C)
- An explainable artificial intelligence approach to understanding drivers of economic energy consumption and sustainability
Energy Economics, 2023, 125, (C)
- Analyzing the connectedness between crude oil and petroleum products: Evidence from USA
International Journal of Finance & Economics, 2023, 28, (3), 2278-2347
- CO2 Emission Allowances Risk Prediction with GAS and GARCH Models
Computational Economics, 2023, 61, (2), 775-805
- Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
Economic Modelling, 2023, 118, (C) View citations (5)
- Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht
Resources Policy, 2023, 80, (C)
- Does financialization enhance renewable energy development in Sub-Saharan African countries?
Energy Economics, 2023, 125, (C)
- Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty
The Quarterly Review of Economics and Finance, 2023, 89, (C), 36-62
- Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches
Technological Forecasting and Social Change, 2023, 192, (C)
- Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method
Resources Policy, 2023, 83, (C)
- Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks
International Review of Financial Analysis, 2023, 90, (C)
- Effects of CO2, Renewables and Fuel Prices on the Economic Growth in New Zealand
International Journal of Energy Economics and Policy, 2023, 13, (4), 555-562
- Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique
Technological Forecasting and Social Change, 2023, 189, (C) View citations (1)
- Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
Energy Economics, 2023, 118, (C) View citations (3)
- How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis
Emerging Markets Review, 2023, 55, (C)
- 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
Applied Economics, 2023, 55, (12), 1312-1327
- Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy
Journal of Risk Finance, 2023, 24, (3), 285-315
- Investor’s values and investment decision towards ESG stocks
Review of Accounting and Finance, 2023, 22, (4), 449-465
- Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques
Resources Policy, 2023, 82, (C)
- Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis
Journal of Environmental Planning and Management, 2023, 66, (1), 31-66 View citations (6)
See also Working Paper (2021)
- Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis
Empirical Economics, 2023, 65, (3), 1027-1103
- Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
International Review of Finance, 2023, 23, (1), 187-205
- Risk Connectedness Between Green and Conventional Assets with Portfolio Implications
Computational Economics, 2023, 62, (2), 609-637
- Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy
Energy Economics, 2023, 118, (C)
- Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war
Resources Policy, 2023, 85, (PA)
- Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach
Energy Economics, 2023, 120, (C)
- Tail risk contagion across electricity markets in crisis periods
Energy Economics, 2023, 127, (PB)
- Tail risk dependence, co-movement and predictability between green bond and green stocks
Applied Economics, 2023, 55, (2), 201-222 View citations (3)
- The influence of economic policy uncertainty shocks on art market
Applied Economics, 2023, 55, (29), 3404-3421
- The role of structural social capital in driving social-oriented sustainable agricultural entrepreneurship
Energy Economics, 2023, 124, (C)
- Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market
Resources Policy, 2023, 85, (PA)
- Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak
Resources Policy, 2023, 81, (C) View citations (1)
- U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging
International Review of Financial Analysis, 2023, 87, (C) View citations (6)
- Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology
International Review of Financial Analysis, 2023, 89, (C)
- What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?
Global Finance Journal, 2023, 55, (C) View citations (2)
2022
- Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey
Istanbul Business Research, 2022, 51, (2), 535-561
- Are the top six cryptocurrencies efficient? Evidence from time‐varying long memory
International Journal of Finance & Economics, 2022, 27, (3), 3730-3740 View citations (2)
- Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19
Economic Analysis and Policy, 2022, 75, (C), 548-562 View citations (6)
- Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis
Applied Economics, 2022, 54, (31), 3621-3634 View citations (3)
- Connectedness and directional spillovers in energy sectors: international evidence
Applied Economics, 2022, 54, (22), 2554-2569 View citations (3)
- Connectedness in International Crude Oil Markets
Computational Economics, 2022, 59, (1), 227-262 View citations (1)
- DELINEATION OF BLOCKCHAIN TECHNOLOGY IN FINANCE: A SCIENTOMETRIC VIEW
Annals of Financial Economics (AFE), 2022, 17, (04), 1-26
- Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods
IJFS, 2022, 10, (3), 1-14
- Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic
Energy Economics, 2022, 107, (C) View citations (26)
- Do employees' salaries and board of director's remuneration impact gold demand?: An empirical study
Resources Policy, 2022, 75, (C)
- Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
Global Finance Journal, 2022, 51, (C) View citations (62)
- Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality
JRFM, 2022, 15, (5), 1-18
- Economic policy uncertainty and financing structure: A new panel data evidence from selected Asian economies
Research in International Business and Finance, 2022, 60, (C) View citations (7)
- Examining the heterogeneity of financial development in the energy-environment nexus in the era of climate change: Novel evidence around the world
Energy Economics, 2022, 116, (C) View citations (4)
- Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors
JRFM, 2022, 15, (10), 1-17 View citations (3)
- Factors That Influence the Safe Disposal Behavior of E-Waste by Electronics Consumers
Sustainability, 2022, 14, (9), 1-16
- Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
Annals of Operations Research, 2022, 313, (1), 1-7
- GAS and GARCH based value-at-risk modeling of precious metals
Resources Policy, 2022, 75, (C) View citations (7)
- Impact of Information Communication Technology on labor productivity: A panel and cross-sectional analysis
Technology in Society, 2022, 68, (C) View citations (5)
- Interplay of Workplace Sustainability, Sustainable Work Performance, Optimism, and Resilience: The Moderating Role of Green Creativity in Luxury Hotels
Sustainability, 2022, 14, (22), 1-15 View citations (1)
- Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach
Annals of Operations Research, 2022, 315, (1), 429-461 View citations (1)
- Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
International Review of Economics & Finance, 2022, 78, (C), 141-152 View citations (1)
- Modeling the critical success factors of implementing net zero emission (NZE) and promoting resilience and social value creation
Technological Forecasting and Social Change, 2022, 181, (C) View citations (4)
- Quantifying systemic risk in US industries using neural network quantile regression
Research in International Business and Finance, 2022, 61, (C) View citations (7)
- Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
Energy Economics, 2022, 113, (C) View citations (40)
- Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
Finance Research Letters, 2022, 47, (PA) View citations (5)
- Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods
International Journal of Finance & Economics, 2022, 27, (4), 4515-4540 View citations (1)
- Services trade–ICT–tourism nexus in selected Asian countries: new evidence from panel data techniques
Current Issues in Tourism, 2022, 25, (15), 2388-2403
- Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
The North American Journal of Economics and Finance, 2022, 62, (C) View citations (4)
- The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2022, 161, (1), 29-50 View citations (2)
See also Working Paper (2022)
- The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis
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- The connectedness in the world petroleum futures markets using a Quantile VAR approach
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The North American Journal of Economics and Finance, 2022, 62, (C) View citations (4)
- The stability of interaction channels between tourism and financial development in 10 top tourism destinations: Evidence from a Fourier Toda-Yamamoto estimator
Tourism Economics, 2022, 28, (7), 1914-1942
- The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone
Current Issues in Tourism, 2022, 25, (24), 3973-3993 
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2021
- A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns
Journal of Quantitative Economics, 2021, 19, (2), 393-402
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- Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA
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- COVID-19 and environmental concerns: A rapid review
Renewable and Sustainable Energy Reviews, 2021, 148, (C) View citations (14)
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See also Working Paper (2021)
- Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market
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International Journal of Housing Markets and Analysis, 2021, 14, (5), 1042-1061 
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- Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching
Energy, 2021, 220, (C) View citations (7)
- Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications
Energies, 2021, 14, (22), 1-4
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Energy Economics, 2021, 94, (C) View citations (15)
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Applied Economics Letters, 2021, 28, (6), 482-486 View citations (5)
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- Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Applied Economics, 2021, 53, (58), 6770-6788
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- Nexus between tourism and environmental pollution in South Asia: a comparative analysis using time-varying and non-parametric techniques
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- Re-examination of international bond market dependence: Evidence from a pair copula approach
International Review of Financial Analysis, 2021, 74, (C) View citations (14)
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Applied Economics, 2021, 53, (19), 2230-2241 View citations (1)
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Energy Economics, 2021, 104, (C) View citations (19)
- Revisiting the sustainable versus conventional investment dilemma in COVID-19 times
Energy Policy, 2021, 156, (C) View citations (14)
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Energy, 2021, 219, (C) View citations (30)
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- Synchronisation of policy related uncertainty, financial stress and economic activity in the United States
International Journal of Finance & Economics, 2021, 26, (4), 6406-6415 View citations (2)
- The Spillover of Inflation among the G7 Countries
JRFM, 2021, 14, (8), 1-20 View citations (3)
- Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution
Technological Forecasting and Social Change, 2021, 162, (C) View citations (60)
- Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
Resources Policy, 2021, 72, (C) View citations (14)
See also Working Paper (2021)
- Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
Resources Policy, 2021, 74, (C) View citations (1)
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- Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management
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2020
- A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification
JRFM, 2020, 13, (4), 1-21 View citations (4)
- Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India
Resources Policy, 2020, 68, (C) View citations (9)
- Analyzing volatility spillovers between oil market and Asian stock markets
Resources Policy, 2020, 66, (C) View citations (54)
- Banking sector performance and economic growth: evidence from Southeast European countries
Post-Communist Economies, 2020, 32, (2), 267-284 View citations (6)
- Copula-based local dependence among energy, agriculture and metal commodities markets
Energy, 2020, 202, (C) View citations (34)
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- Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model
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- Do urbanization, income, and trade affect electricity consumption across Chinese provinces?
Energy Economics, 2020, 89, (C) View citations (8)
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- Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Energy Economics, 2020, 92, (C) View citations (8)
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Economic Systems, 2020, 44, (1)
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- Macroeconomic factors and frequency domain causality between Gold and Silver returns in India
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- Revisiting the Role of Gender in Health Taxonomy: Evidence from the Elderly in India
Advances in Decision Sciences, 2020, 24, (2), 104-133
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International Review of Economics & Finance, 2020, 68, (C), 105-130 View citations (6)
See also Working Paper (2019)
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- Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches
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- Testing the efficiency of metal's market: new evidence from a generalized spectral test
Studies in Economics and Finance, 2020, 37, (2), 311-321 View citations (1)
- Testing the white noise hypothesis in high-frequency housing returns of the United States
Economics and Business Letters, 2020, 9, (3), 178-188 
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- The hydroelectricity consumption and economic growth in Asian countries - evidence using an asymmetric cointegration approach
Applied Economics, 2020, 52, (37), 3999-4017 View citations (2)
- The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains
The Quarterly Review of Economics and Finance, 2020, 78, (C), 70-87 View citations (3)
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- Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals
Energy Economics, 2020, 85, (C) View citations (72)
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Energy Economics, 2020, 90, (C) View citations (47)
- Tourism-induced income distribution in Malaysia: a practical experience of a truly Asian economy
Current Issues in Tourism, 2020, 23, (23), 2910-2929 View citations (1)
- Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India
Resources Policy, 2020, 68, (C) View citations (6)
See also Working Paper (2020)
- Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach
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2019
- A time varying approach on the price elasticity of electricity in India during 1975–2013
Energy, 2019, 183, (C), 385-397 View citations (9)
- A wavelet analysis for exploring the relationship between economic policy uncertainty and tourist footfalls in the USA
Current Issues in Tourism, 2019, 22, (15), 1789-1796 View citations (5)
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Resources Policy, 2019, 60, (C), 118-124 View citations (22)
See also Working Paper (2018)
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Finance Research Letters, 2019, 31, (C) View citations (16)
- Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look
Energy Economics, 2019, 83, (C), 445-466 View citations (32)
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Journal of Quantitative Economics, 2019, 17, (3), 551-577 View citations (7)
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See also Working Paper (2019)
- Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data
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See also Working Paper (2017)
- Bitcoin returns and risk: A general GARCH and GAS analysis
Finance Research Letters, 2019, 30, (C), 187-193 View citations (47)
- Chaos in G7 stock markets using over one century of data: A note
Research in International Business and Finance, 2019, 47, (C), 304-310 View citations (5)
See also Working Paper (2016)
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Resources Policy, 2019, 62, (C), 57-65 View citations (65)
- Correlations and volatility spillovers between oil, natural gas, and stock prices in India
Resources Policy, 2019, 62, (C), 282-291 View citations (31)
- Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile‐on‐quantile regression methods
The World Economy, 2019, 42, (7), 2172-2214 View citations (8)
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Energy, 2019, 188, (C) View citations (21)
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- Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
International Review of Financial Analysis, 2019, 63, (C), 273-284 View citations (18)
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Energy Economics, 2019, 78, (C), 615-628 View citations (27)
- Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach
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Energy Economics, 2019, 83, (C), 375-388 View citations (51)
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Resources Policy, 2019, 64, (C) View citations (37)
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Energy Economics, 2019, 84, (C) View citations (48)
- FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis
Energy Economics, 2019, 84, (C) View citations (21)
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Annals of Operations Research, 2019, 283, (1), 1211-1225 View citations (5)
- Intellectual capital and firm performance: evidence from Indian banking sector
Applied Economics, 2019, 51, (57), 6054-6067 View citations (6)
- Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation
Risks, 2019, 7, (3), 1-20
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Resources Policy, 2019, 64, (C) View citations (15)
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Applied Economics Letters, 2019, 26, (20), 1664-1669 View citations (1)
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Structural Change and Economic Dynamics, 2019, 50, (C), 51-55 View citations (19)
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- Output Gap, Money Growth and Interest Rate in Japan: Evidence from Wavelet Analysis
Arthaniti: Journal of Economic Theory and Practice, 2019, 18, (2), 171-184 View citations (1)
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Economies, 2019, 7, (1), 1-10 View citations (3)
- Relationship between Exchange Rate and Equity Prices in an Emerging Market: A Continuous Wavelet-based Analysis for Bangladesh
International Journal of Business and Economics, 2019, 18, (2), 165-193
- Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis
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- Reprint of: Chaos in G7 stock markets using over one century of data: A note
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Resources Policy, 2019, 64, (C) View citations (14)
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- Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach
Finance Research Letters, 2019, 28, (C), 398-411 View citations (22)
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- Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis
Applied Economics Letters, 2019, 26, (12), 999-1006 View citations (1)
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Physica A: Statistical Mechanics and its Applications, 2019, 531, (C) View citations (3)
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Energy Economics, 2019, 84, (C) View citations (10)
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Applied Economics, 2019, 51, (51), 5559-5576 View citations (2)
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- The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches
Resources Policy, 2019, 62, (C), 66-76 View citations (6)
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Structural Change and Economic Dynamics, 2019, 50, (C), 90-101 View citations (36)
- The importance of oil assets for portfolio optimization: The analysis of firm level stocks
Energy Economics, 2019, 78, (C), 217-234 View citations (19)
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Finance Research Letters, 2019, 31, (C) View citations (31)
- The relationship between Bitcoin returns and trade policy uncertainty
Finance Research Letters, 2019, 29, (C), 75-82 View citations (43)
- Time-frequency co-movements between the largest nonferrous metal futures markets
Resources Policy, 2019, 61, (C), 393-398 View citations (9)
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Physica A: Statistical Mechanics and its Applications, 2019, 535, (C) View citations (35)
- Time-varying predictability of oil market movements over a century of data: The role of US financial stress
The North American Journal of Economics and Finance, 2019, 50, (C) View citations (17)
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- Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
Scottish Journal of Political Economy, 2019, 66, (5), 673-702 View citations (4)
- Tourism-induced financial development in Malaysia: New evidence from the tourism development index
Tourism Economics, 2019, 25, (5), 757-778 View citations (5)
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- Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market
International Economics, 2019, 158, (C), 77-90 View citations (10)
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2018
- A global food–energy–water nexus with heterogeneity, non-stationarity and cross-sectional dependence
Quality & Quantity: International Journal of Methodology, 2018, 52, (6), 2723-2755 View citations (3)
- An empirical analysis of nature, magnitude and determinants of farmers’ indebtedness in India
International Journal of Social Economics, 2018, 45, (6), 888-908 View citations (3)
- Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities
Energy Economics, 2018, 76, (C), 470-494 View citations (18)
See also Working Paper (2018)
- Comovements of gold futures markets and the spot market: A wavelet analysis
Finance Research Letters, 2018, 24, (C), 19-24 View citations (17)
- Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis
Journal of Business Cycle Research, 2018, 14, (2), 219-241 View citations (4)
- Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach
Resources Policy, 2018, 55, (C), 244-252 View citations (31)
- Does international tourism affect international trade and economic growth? The Indian experience
Empirical Economics, 2018, 54, (3), 945-957 View citations (3)
- EXECUTIVE TENURE AND FIRM PERFORMANCE: AN EMPIRICAL EXAMINATION OF THE INDIAN CORPORATE LANDSCAPE
Advances in Decision Sciences, 2018, 22, (1), 321-350
- Efficiency or speculation? A dynamic analysis of the Bitcoin market
Economics Bulletin, 2018, 38, (4), 2037-2046 View citations (8)
- Extreme co-movements and dependencies among major international exchange rates: A copula approach
The Quarterly Review of Economics and Finance, 2018, 69, (C), 56-69 View citations (15)
- Foreign tourist arrivals in India from major source countries: an empirical analysis
Current Issues in Tourism, 2018, 21, (10), 1137-1156
- Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis
Applied Economics Letters, 2018, 25, (20), 1447-1453 View citations (10)
- Impact of oil price risk on sectoral equity markets: Implications on portfolio management
Energy Economics, 2018, 72, (C), 120-134 View citations (45)
- Index futures volatility and trading activity: Measuring causality at a multiple horizon
Finance Research Letters, 2018, 24, (C), 247-255 View citations (7)
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- Information spillovers and connectedness networks in the oil and gas markets
Energy Economics, 2018, 75, (C), 71-84 View citations (66)
- Informational efficiency of Bitcoin—An extension
Economics Letters, 2018, 163, (C), 106-109 View citations (141)
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- Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks
Applied Economics, 2018, 50, (46), 4985-4998 View citations (2)
- Oil returns and volatility: The role of mergers and acquisitions
Energy Economics, 2018, 71, (C), 62-69 View citations (7)
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- On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach
Finance Research Letters, 2018, 27, (C), 169-174 View citations (37)
- Output and stock prices: New evidence from the robust wavelet approach
Finance Research Letters, 2018, 27, (C), 154-160 View citations (5)
- The causality of dollarisation, interest rate and exchange rate: evidence from Laos
Global Business and Economics Review, 2018, 20, (1), 115-125
- The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach
Finance Research Letters, 2018, 27, (C), 91-98 View citations (15)
- The nexus between access to electricity and labour productivity in developing countries
Energy Policy, 2018, 122, (C), 715-726 View citations (27)
- Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Journal of Economics and Finance, 2018, 42, (4), 795-806 View citations (1)
See also Working Paper (2015)
- Unemployment persistence in EU countries: new evidence using bounded unit root tests
Applied Economics Letters, 2018, 25, (12), 807-810 View citations (11)
- Volatility spillovers across global asset classes: Evidence from time and frequency domains
The Quarterly Review of Economics and Finance, 2018, 70, (C), 194-202 View citations (78)
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2017
- A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices
Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 182-192 View citations (29)
- Are exchange rates interdependent? Evidence using wavelet analysis
Applied Economics, 2017, 49, (33), 3231-3245 View citations (8)
- Are tourist arrivals stationary? Evidence from BRIC countries
Current Issues in Tourism, 2017, 20, (3), 221-224
- Co-movements and contagion between international stock index futures markets
Empirical Economics, 2017, 52, (4), 1529-1568 View citations (6)
See also Working Paper (2016)
- Do global financial crises validate assertions of fractal market hypothesis?
International Economics and Economic Policy, 2017, 14, (1), 153-165 View citations (8)
- Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
Finance Research Letters, 2017, 23, (C), 87-95 View citations (296)
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- Evaluation of Gold Market in India and its Price Determinants
Applied Econometrics and International Development, 2017, 17, (1), 143-154 View citations (2)
- Exchange Rates and International Reserves in India
South Asia Economic Journal, 2017, 18, (1), 76-93 View citations (2)
- Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis
Physica A: Statistical Mechanics and its Applications, 2017, 471, (C), 135-146 View citations (34)
- Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Research in International Business and Finance, 2017, 42, (C), 1-8 View citations (9)
- Is there any convergence in health expenditures across EU countries?
Economics Bulletin, 2017, 37, (3), 2095-2101 View citations (4)
- Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?
Economics Bulletin, 2017, 37, (4), 2374-2383
- Oil price–inflation pass-through in Romania during the inflation targeting regime
Applied Economics, 2017, 49, (15), 1527-1542 View citations (5)
See also Working Paper (2017)
- Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India
Asian Journal of Agriculture and Development, 2017, 14, (2) 
Also in Asian Journal of Agriculture and Development, 2017, 14, (2), 63-81 (2017)
- Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test
Research in International Business and Finance, 2017, 42, (C), 1089-1095 View citations (1)
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- The Stationary of Productivity Shocks: Evidence from 25 OECD and Big-7 Countries
International Journal of Economics and Financial Issues, 2017, 7, (1), 613-618
- The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
Energy Economics, 2017, 66, (C), 122-139 View citations (58)
- The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania
Economic Modelling, 2017, 67, (C), 261-274 View citations (18)
- The time-varying correlation between output and prices in the United States over the period 1800–2014
Economic Systems, 2017, 41, (1), 98-108 View citations (2)
2016
- A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS
Bulletin of Economic Research, 2016, 68, (2), 133-150 
See also Working Paper (2016)
- A comparison of different univariate forecasting models forSpot Electricity Price in India
Economics Bulletin, 2016, 36, (2), 1039-1057
- A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2016, 10, 1-15 View citations (3)
See also Working Paper (2016)
- Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
Resources Policy, 2016, 49, (C), 290-301 View citations (159)
See also Working Paper (2016)
- Comovement of Exchange Rates: A Wavelet Analysis
Emerging Markets Finance and Trade, 2016, 52, (3), 574-588 View citations (10)
- Continuous wavelet transform and rolling correlation of European stock markets
International Review of Economics & Finance, 2016, 42, (C), 237-256 View citations (30)
See also Working Paper (2016)
- Does renewable and/or non-renewable energy consumption matter for total factor productivity (TFP) growth? Evidence from the BRICS
Renewable and Sustainable Energy Reviews, 2016, 65, (C), 610-616 View citations (16)
- Frequency based co-movement of inflation in selected euro area countries
OECD Journal: Journal of Business Cycle Measurement and Analysis, 2016, 2015, (2), 1-13 View citations (4)
- Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests
Economics Bulletin, 2016, 36, (3), 1656-1669 View citations (5)
See also Working Paper (2012)
- Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets
Finance Research Letters, 2016, 17, (C), 33-40 View citations (13)
- New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile
Emerging Markets Review, 2016, 28, (C), 155-183 View citations (35)
- Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests
Applied Energy, 2016, 179, (C), 272-283 View citations (33)
- Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests
Renewable and Sustainable Energy Reviews, 2016, 57, (C), 1409-1427 View citations (3)
- Spillovers between output and stock prices: a wavelet approach
Studies in Economics and Finance, 2016, 33, (4), 625-637 View citations (1)
- Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks
Research in International Business and Finance, 2016, 37, (C), 527-540 View citations (7)
- The Behaviour of US and UK Public Debt: Further Evidence Based on Time Varying Parameters
Journal Transition Studies Review, 2016, 23, (1), 11-19 
See also Working Paper (2014)
- The place of gold in the cross-market dependencies
Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (5), 567-586
- The revenues-spending nexus in Romania: a TAR and MTAR approach
Economic Research-Ekonomska Istraživanja, 2016, 29, (1), 735-745
- Time-frequency relationship between US output with commodity and asset prices
Applied Economics, 2016, 48, (3), 227-242 View citations (8)
See also Working Paper (2015)
- What drives Bitcoin price?
Economics Bulletin, 2016, 36, (2), 843-850 View citations (76)
See also Working Paper (2016)
- Whether tourist arrivals in India convergent?
Annals of Tourism Research, 2016, 61, (C), 252-255 View citations (3)
2015
- A Structural VAR analysis of Fiscal shocks on current accounts in Greece
Theoretical and Applied Economics, 2015, XXII, (3(604), Autumn), 5-20 View citations (2)
- An analysis of dependence between Central and Eastern European stock markets
Economic Systems, 2015, 39, (3), 474-490 View citations (10)
- Analysis of renewable and nonrenewable energy consumption, real GDP and CO2 emissions: A structural VAR approach in Romania
Bulletin of Energy Economics (BEE), 2015, 3, (3), 105-118 View citations (2)
See also Working Paper (2011)
- Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries
Computational Economics, 2015, 45, (1), 91-109 View citations (8)
- Analyzing time-frequency relationship between oil price and exchange rate in Pakistan through wavelets
Journal of Applied Statistics, 2015, 42, (4), 690-704 View citations (18)
See also Working Paper (2013)
- DETERMINANTS OF CAPITAL STRUCTURE: A QUANTILE REGRESSION ANALYSIS
Studies in Business and Economics, 2015, 10, (1), 16-34 View citations (1)
- Exchange Rate and Monetary Fundamentals: Long Run Relationship Revisited
Panoeconomicus, 2015, 62, (1), 33-54
- Financial Development and Income Inequality: Is There Any Financial Kuznets Curve in Iran?
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2015, 124, (2), 357-382 View citations (33)
See also Working Paper (2012)
- Fiscal sustainability in E.U.27
European Economic Letters, 2015, 4, (1), 1-4
- Frequency domain causality analysis of stock market and economic activity in India
International Review of Economics & Finance, 2015, 39, (C), 224-238 View citations (16)
- IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS
Annals of Financial Economics (AFE), 2015, 10, (01), 1-23 View citations (41)
- Is the Labour Force Participation Rate Non-Stationary in Romania?
Review of Economic Perspectives, 2015, 14, (4), 411-426
- Long-term trends in non-renewable resource commodity prices: fresh evidence in the presence of structural breaks
International Journal of Global Energy Issues, 2015, 38, (4/5/6), 373-392
- Oil Price and Exchange Rate in Malaysia: A Time-Frequency Analysis
Asian Economic and Financial Review, 2015, 5, (4), 661-670 View citations (1)
- On the dynamics of Indian GDP, crude oil production and imports
OPEC Energy Review, 2015, 39, (2), 162-183
- Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa: a hidden cointegration analysis
Applied Economics, 2015, 47, (9), 861-882 View citations (17)
- Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis
Journal of Applied Statistics, 2015, 42, (3), 662-675 View citations (2)
- Stock returns and inflation in Pakistan
Economic Modelling, 2015, 47, (C), 23-31 View citations (30)
- Testing the mean reversion in prices of agricultural commodities in India
Economics Bulletin, 2015, 35, (3), 1928-1940
- Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
Computational Economics, 2015, 46, (4), 575-611 View citations (15)
- The measurement of fiscal behavior in some European countries: Panel data perspective
Theoretical and Applied Economics, 2015, XXII, (1(602), Spring), 151-162
- The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis
Energy Economics, 2015, 51, (C), 54-66 View citations (35)
See also Working Paper (2015)
- Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas
The North American Journal of Economics and Finance, 2015, 33, (C), 74-93 View citations (21)
- Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets
Empirical Economics, 2015, 48, (2), 699-714 View citations (21)
- Understanding the nexus between oil and gold
Resources Policy, 2015, 46, (P2), 85-91 View citations (62)
2014
- A Structural VAR (SVAR) analysis of fiscal shocks on current accounts in India
Macroeconomics and Finance in Emerging Market Economies, 2014, 7, (1), 140-153 View citations (6)
- A comparison of different forecasting models of the international trade in India
Economics Bulletin, 2014, 34, (1), 420-429
- A frequency domain causality investigation between futures and spot prices of Indian commodity markets
Economic Modelling, 2014, 40, (C), 250-258 View citations (18)
- A revisit on the tax burden distribution and GDP growth: fresh evidence using a consistent nonparametric test for causality for the USA
Empirical Economics, 2014, 46, (3), 961-972 View citations (4)
- Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
Economic Modelling, 2014, 41, (C), 227-238 View citations (30)
- Causality between consumer price and producer price: Evidence from Mexico
Economic Modelling, 2014, 36, (C), 432-440 View citations (32)
See also Working Paper (2014)
- Determinants of capital structure: comparison of empirical evidence for the use of different estimators
Theoretical and Applied Economics, 2014, XXI, (12(601)), 63-82 View citations (2)
See also Working Paper (2010)
- Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India
Indian Economic Review, 2014, 49, (1), 125-142 View citations (2)
- Inflation, output gap, and money in Malaysia: evidence from wavelet coherence
International Journal of Computational Economics and Econometrics, 2014, 4, (3/4), 320-338
- Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform
Central Bank Review, 2014, 14, (2), 1-11 View citations (4)
- Mean reversion in per capita GDP of Asian countries
Journal of Economic Studies, 2014, 41, (1), 2-11 View citations (3)
- New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Economic Modelling, 2014, 43, (C), 38-41 View citations (16)
- Oil prices and trade balance: A frequency domain analysis for India
Economics Bulletin, 2014, 34, (2), 663-680 View citations (49)
See also Working Paper (2014)
- Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test
Economic Change and Restructuring, 2014, 47, (2), 117-133 View citations (9)
- Revisiting the inflation–output gap relationship for France using a wavelet transform approach
Economic Modelling, 2014, 37, (C), 464-475 View citations (31)
See also Working Paper (2014)
- The asymmetric Granger-causality analysis between energy consumption and income in the United States
Renewable and Sustainable Energy Reviews, 2014, 36, (C), 362-369 View citations (25)
- The export-led growth hypothesis for India: examining causality by a new approach in the time-frequency domain
Applied Economics Letters, 2014, 21, (18), 1297-1301 View citations (3)
- The sustainability of trade accounts of the ASEAN-5 countries
Journal of Chinese Economic and Foreign Trade Studies, 2014, 7, (1), 51-65
- Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks
Quality & Quantity: International Journal of Methodology, 2014, 48, (2), 681-695 View citations (9)
- Unemployment hysteresis in the Eurozone area: evidences from nonlinear heterogeneous panel unit root test
Applied Economics Letters, 2014, 21, (8), 536-540 View citations (23)
2013
- Are Shocks to Real Output Permanent or Transitory? Evidence from a Panel of “Asean” Per Capita GDP Data
Transition Studies Review, 2013, 20, (2), 149-157 View citations (1)
- Are fluctuations in electricity consumption per capita transitory? Evidence from developed and developing economies
Renewable and Sustainable Energy Reviews, 2013, 28, (C), 551-554 View citations (21)
See also Working Paper (2012)
- Are trade deficits sustainable? Evidence from the ASEAN‐five
International Journal of Social Economics, 2013, 40, (1), 68-82
- DOES DEFENCE SPENDING STIMULATE ECONOMIC GROWTH IN INDIA? A REVISIT
Defence and Peace Economics, 2013, 24, (4), 371-395 View citations (25)
- Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets - La scomposizione della relazione di frequenza temporale tra tassi di interesse e prezzi azionari in India tramite wavelet
Economia Internazionale / International Economics, 2013, 66, (4), 515-531
- Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis
Economic Modelling, 2013, 31, (C), 151-159 View citations (54)
- Does financial development increase rural‐urban income inequality?
International Journal of Social Economics, 2013, 40, (2), 151-168 View citations (19)
- Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia
Renewable and Sustainable Energy Reviews, 2013, 25, (C), 109-121 View citations (538)
See also Working Paper (2012)
- Export Led Growth or Growth Led Export Hypothesis in India: Evidence Based on Time-Frequency Approach
Asian Economic and Financial Review, 2013, 3, (7), 869-880 View citations (5)
- IMPACT OF REAL EXCHANGE RATES ON EXPORTS OF AGRICULTURAL COMMODITIES: EVIDENCE FROM INDIA
Review of Economic and Business Studies, 2013, (11), 46-58
- Measuring co-movement of oil price and exchange rate differential in Bangladesh
Economics Bulletin, 2013, 33, (3), 1922-1930 View citations (5)
- Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India
Global Business Review, 2013, 14, (3), 397-411 View citations (15)
See also Working Paper (2010)
- Oil price and exchange rates: A wavelet based analysis for India
Economic Modelling, 2013, 31, (C), 414-422 View citations (110)
- Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet
Economic Modelling, 2013, 30, (C), 636-642 View citations (46)
- Oil prices and trade balance: A wavelet based analysis for India
Economics Bulletin, 2013, 33, (3), 2270-2286 View citations (18)
- On the relationship between oil price and exchange rates: A wavelet analysis
Economic Modelling, 2013, 35, (C), 502-507 View citations (100)
- REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS
Brussels Economic Review, 2013, 56, (3-4), 349-364 
See also Working Paper (2013)
- Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
Journal of Economic Integration, 2013, 28, 441-456 View citations (33)
- Taxation, Economic Growth and Political Stability
Transition Studies Review, 2013, 20, (1), 49-61 View citations (4)
- The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa
Energy Policy, 2013, 61, (C), 1452-1459 View citations (221)
- The environmental Kuznets curve and the role of coal consumption in India: Cointegration and causality analysis in an open economy
Renewable and Sustainable Energy Reviews, 2013, 18, (C), 519-527 View citations (181)
See also Working Paper (2012)
- The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
Energy Economics, 2013, 40, (C), 714-733 View citations (55)
- Tourism, Energy Consumption and Climate Change in OECD Countries
International Journal of Energy Economics and Policy, 2013, 3, (3), 247-261 View citations (16)
2012
- AN ERROR-CORRECTION ANALYSIS OF INDIA-US TRADE FLOWS
Journal of Economic Development, 2012, 37, (1), 29-51 View citations (2)
- An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
Economic Modelling, 2012, 29, (5), 1571-1578 View citations (21)
- Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests
Transition Studies Review, 2012, 19, (1), 3-11 View citations (3)
- Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India
Central European Journal of Economic Modelling and Econometrics, 2012, 4, (3), 199-213 View citations (10)
- Are the emerging bric stock markets efficient?
Economics Bulletin, 2012, 32, (2), 1261-1271
- Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test
Indian Economic Review, 2012, 47, (2), 285-306
- Causality between wholesale price and consumer price indices in India
Indian Growth and Development Review, 2012, 5, (2), 151-172 View citations (3)
- Corruption, democracy and bureaucracy
Theoretical and Applied Economics, 2012, XVIII(2012), (9(574)), 17-28 View citations (2)
- Debt Sustainability in India: Empirical Evidence Estimating Time-Varying Parameters
Economics Bulletin, 2012, 32, (2), 1133-1141 View citations (7)
- Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan
Economic Modelling, 2012, 29, (5), 1592-1597 View citations (6)
See also Working Paper (2012)
- Is Per Capita GDP Non-linear Stationary in SAARC Countries?
European Economic Letters, 2012, 1, (1), 1-5 
See also Working Paper (2011)
- Long Run and Short Run Linkages between Stock Indices in Bombay Stock Exchange: A Structural Cointegration Approach
Journal of Quantitative Economics, 2012, 10, (1), 177-181
- On the Dynamics of Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India
Indian Economic Review, 2012, 47, (1), 57-87 View citations (10)
- Reassessment of Sustainability of Current Account Deficit in India
South-Eastern Europe Journal of Economics, 2012, 10, (1), 67-79 View citations (8)
- Revisiting the Relationship between Electricity Consumption, Capital and Economic Growth: Cointegration and Causality Analysis in Romania
Journal for Economic Forecasting, 2012, (3), 97-120 View citations (23)
See also Working Paper (2011)
- Structural changes and regional disparity in China's inflation: a revisit
China Economic Journal, 2012, 5, (1), 17-28
- Tax Burden and GDP: Evidence from Frequency Doman Approach for the USA
Economics Bulletin, 2012, 32, (1), 147-159 View citations (4)
- Testing Income Convergence: Evidence from Indian States Using Panel Linear and Nonlinear Unit Root Tests
Economic Research Guardian, 2012, 2, (1), 60-69 View citations (3)
2011
- A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India
Economics Bulletin, 2011, 31, (2), 1793-1806 View citations (114)
- Are exports and imports cointegrated in India and China? An empirical analysis
Economics Bulletin, 2011, 31, (1), 860-873 View citations (7)
- Comparative performance of renewable and nonrenewable energy source on economic growth and CO2 emissions of Europe and Eurasian countries: A PVAR approach
Economics Bulletin, 2011, 31, (3), 2356-2372 View citations (29)
- Economic Growth and FDI in Asia: A Panel-Data Approach
Economic Analysis and Policy, 2011, 41, (2), 173-187 View citations (44)
- Energy Consumption, Co2 Emission and Economic Growth: A Revisit of the Evidence from India
Applied Econometrics and International Development, 2011, 11, (2) View citations (77)
- Fiscal Deficit and Inflation: An empirical analysis for India
Romanian Economic Journal, 2011, 14, (42), 131-158 View citations (2)
- Foreign Aid, FDI, Economic Freedom and Economic Growth in Asian Countries
Global Economy Journal, 2011, 11, (3), 1-28 View citations (13)
- Governance and Foreign Aid in ASIAN Countries
Economics Bulletin, 2011, 31, (1), 453-465 View citations (5)
- Happiness and Environmental Degradation: What Determines Happiness?
Economics Bulletin, 2011, 31, (4), 3192-3210
- Primary Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India
South East European Journal of Economics and Business, 2011, 6, (2), 99-117 View citations (58)
- Tourism, Exports and FDI as a Means of Growth: Evidence from four Asian Countries
Romanian Economic Journal, 2011, 14, (40), 131-151 View citations (8)
2010
- Corporate governance and economic growth
Economics Bulletin, 2010, 30, (4), 2825-2841 View citations (4)
Chapters
2022
- Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach
Springer
See also Working Paper (2021)
2021
- Is Finance–Growth Nexus Nonlinear? Evidence from Linear and Nonlinear Causality Analysis
Springer
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