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Details about Aviral Kumar Tiwari

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Homepage:https://sites.google.com/site/aviralkumartiwari/home?authuser=0
Phone:84498915122
Postal address:https://datebest.net - visit website and win smartphone!
Workplace:Indian Institute of Management Bodh Gaya (IIMBG), (more information at EDIRC)

Access statistics for papers by Aviral Kumar Tiwari.

Last updated 2023-12-05. Update your information in the RePEc Author Service.

Short-id: pti107


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Working Papers

2022

  1. 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
  2. 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)
  3. 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

  1. 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)
  2. 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)
  3. Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach
    Post-Print, HAL
    See also Chapter (2022)
  4. 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)
  5. Nexus between Carbon Dioxide Emissions and Economic Growth in G7 Countries: Fresh Insights via Wavelet Coherence Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    Also in Post-Print, HAL (2021) View citations (4)

    See also Journal Article in Journal of Environmental Planning and Management (2023)
  6. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    See also Journal Article in Resources Policy (2021)
  7. Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
    Post-Print, HAL Downloads View citations (1)
    See also Journal Article in Resources Policy (2021)

2020

  1. Convergence and club convergence of CO2 emissions at state levels: A nonlinear analysis of the USA
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Copula-based local dependence among energy, agriculture and metal commodities markets
    Working Papers, HAL Downloads View citations (33)
    See also Journal Article in Energy (2020)
  3. Copula-based local dependence between energy, agriculture and metal commodity markets
    Papers, arXiv.org Downloads View citations (14)
  4. 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)
  5. The role of ICT and financial development in CO2 emissions and economic growth
    MPRA Paper, University Library of Munich, Germany Downloads View citations (33)
    Also in Research Africa Network Working Papers, Research Africa Network (RAN) (2019) Downloads View citations (9)
    Working Papers of the African Governance and Development Institute., African Governance and Development Institute. (2019) Downloads View citations (9)
    Working Papers, European Xtramile Centre of African Studies (EXCAS) (2019) Downloads View citations (9)
  6. 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)
  7. 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

  1. 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)
  2. 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 Downloads View citations (22)
    See also Journal Article in Energy (2019)
  3. Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach
    Working Papers, European Xtramile Centre of African Studies (EXCAS) Downloads View citations (2)
    Also in Working Papers of the African Governance and Development Institute., African Governance and Development Institute. (2019) Downloads View citations (2)
    Research Africa Network Working Papers, Research Africa Network (RAN) (2019) Downloads View citations (2)

    See also Journal Article in Applied Economics (2020)
  4. Electricity Consumption and Economic Growth at the State-level in India: Evidence using Heterogeneous Panel Data Methods
    Working papers, Indian Institute of Management Kozhikode Downloads
  5. 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)
  6. 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)
  7. 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)
  8. Resource Curse Hypothesis and Role of Oil Prices in USA
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)
    See also Journal Article in Resources Policy (2019)
  9. SHORT- AND LONG-RUN TAIL DEPENDENCE SWITCHING IN MENA STOCK MARKETS: THE ROLES OF OIL, BITCOIN, GOLD AND VIX
    Working Papers, Economic Research Forum Downloads View citations (2)
  10. 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)
  11. 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)
  12. 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)
  13. 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)
  14. 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

  1. 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)
  2. Analysing the distribution properties of Bitcoin returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (1)
  3. 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)
  4. Comovements of gold futures markets and the spot market
    Post-Print, HAL View citations (15)
  5. Extreme co-movements and dependencies among major international exchange rates
    Post-Print, HAL View citations (13)
  6. Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  7. 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)
  8. Informational efficiency of Bitcoin—An extension
    Post-Print, HAL View citations (118)
    See also Journal Article in Economics Letters (2018)
  9. 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)
  10. 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)
  11. 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)
  12. 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)
  13. 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

  1. 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)
  2. 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)
  3. 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)
  4. 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)
  5. 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)
  6. 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

  1. 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) Downloads 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)
  2. 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) Downloads

    See also Journal Article in Bulletin of Economic Research (2016)
  3. 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)
  4. 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)
  5. Co-movements and contagion between international stock index futures markets
    Post-Print, HAL View citations (1)
    See also Journal Article in Empirical Economics (2017)
  6. 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)
  7. Dynamic Inter-relationships among tourism, economic growth and energy consumption in India
    MPRA Paper, University Library of Munich, Germany Downloads View citations (22)
  8. Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
  9. 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)
  10. What drives Bitcoin price?
    Post-Print, HAL View citations (87)
    See also Journal Article in Economics Bulletin (2016)

2015

  1. Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach
    Post-Print, HAL Downloads View citations (10)
  2. 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) Downloads View citations (21)
  3. 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) Downloads
    Working Papers, HAL (2014) Downloads View citations (1)

    See also Journal Article in Energy Economics (2015)
  4. The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014
    Working Papers, University of Pretoria, Department of Economics
  5. 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)
  6. 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)
  7. What Determines Bitcoin’s Value?
    Working Papers, HAL Downloads
    Also in Working papers of CATT, HAL (2015) Downloads

2014

  1. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS
    Working Papers, HAL Downloads
    Also in Papers, arXiv.org (2014) Downloads
  2. Causality between consumer price and producer price: Evidence from Mexico
    Working Papers, Department of Research, Ipag Business School Downloads View citations (33)
    See also Journal Article in Economic Modelling (2014)
  3. 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 Downloads View citations (3)
  4. Energy Utilization and Economic Growth in France: Evidence from Asymmetric Causality Test
    Working Papers, Department of Research, Ipag Business School Downloads View citations (48)
  5. Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India
    Working Papers, Department of Research, Ipag Business School Downloads View citations (6)
  6. Oil price and macroeconomy in India – An evolutionary cospectral coherence approach
    Working Papers, Department of Research, Ipag Business School Downloads
  7. Oil prices and trade balance: a frequency domain analysis for India
    Working Papers, Department of Research, Ipag Business School Downloads View citations (49)
    See also Journal Article in Economics Bulletin (2014)
  8. 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)
  9. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis
    Working Papers, Department of Research, Ipag Business School Downloads View citations (2)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (1)
  10. The behaviour of US and UK public debt: further evidence based on time varying parameters
    Working Papers, HAL Downloads View citations (1)
    See also Journal Article in Journal Transition Studies Review (2016)

2013

  1. Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (25)
    See also Journal Article in Journal of Applied Statistics (2015)
  2. Estabilidad política y tributación
    (Taxation and political stability)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads
  3. Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis
    Post-Print, HAL Downloads
    See also Journal Article in Brussels Economic Review (2013)

2012

  1. Are fluctuations in electricity consumption per capita transitory? evidence from developed and developing economies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Renewable and Sustainable Energy Reviews (2013)
  2. Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  3. Does CPI Granger-Cause WPI? New Extensions from Frequency Domain Approach in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Economic Modelling (2012)
  4. Economic Growth, Energy Consumption, Financial Development, International Trade and CO2 Emissions in Indonesia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (21)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (23)

    See also Journal Article in Renewable and Sustainable Energy Reviews (2013)
  5. Financial Development and Income Inequality: Is there any Financial Kuznets curve in Iran?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2015)
  6. Is Energy Consumption Per Capita Stationary? Evidence from First and Second Generation Panel Unit Root Tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    See also Journal Article in Economics Bulletin (2016)
  7. Taxation and political stability
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (2)
  8. 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 Downloads View citations (5)
    See also Journal Article in Renewable and Sustainable Energy Reviews (2013)

2011

  1. 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 Downloads View citations (2)
    See also Journal Article in Bulletin of Energy Economics (BEE) (2015)
  2. Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Does Defence Spending Stimulate Economic Growth in India?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  4. India's trade with USA and her trade balance: An empirical analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Is per capita GDP non-linear stationary in SAARC countries?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in European Economic Letters (2012)
  6. Revisiting the relationship between electricity consumption, capital and economic growth: Cointegration and causality analysis in Romania
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    See also Journal Article in Journal for Economic Forecasting (2012)
  7. 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 Downloads View citations (13)

2010

  1. Determinants of capital Structure: comparison of empirical evidence for the use of different estimators
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Theoretical and Applied Economics (2014)
  2. Does financial development increase rural-urban income inequality? Cointegration analysis in the case of Indian economy
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Economic growth and and FDI in ASIA: A panel data approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  4. Impact of supply of money on food prices in India: A causality analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Is trade deficit sustainable in India? An inquiry
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Global Business Review (2013)
  7. On the dynamics of energy consumption and employment in public and private sector
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)

Journal Articles

2023

  1. A risk-neutral approach to the RAROC method of loan pricing using account-level data
    Journal of Risk Finance, 2023, 24, (2), 212-225 Downloads View citations (1)
  2. A time-varying Granger causality analysis between water stock and green stocks using novel approaches
    Energy Economics, 2023, 126, (C) Downloads
  3. 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) Downloads View citations (2)
  4. An empirical analysis of the dynamic relationship between clean and dirty energy markets
    Energy Economics, 2023, 124, (C) Downloads
  5. An explainable artificial intelligence approach to understanding drivers of economic energy consumption and sustainability
    Energy Economics, 2023, 125, (C) Downloads
  6. Analyzing the connectedness between crude oil and petroleum products: Evidence from USA
    International Journal of Finance & Economics, 2023, 28, (3), 2278-2347 Downloads
  7. CO2 Emission Allowances Risk Prediction with GAS and GARCH Models
    Computational Economics, 2023, 61, (2), 775-805 Downloads
  8. Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
    Economic Modelling, 2023, 118, (C) Downloads View citations (5)
  9. Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht
    Resources Policy, 2023, 80, (C) Downloads
  10. Does financialization enhance renewable energy development in Sub-Saharan African countries?
    Energy Economics, 2023, 125, (C) Downloads
  11. 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 Downloads
  12. 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) Downloads
  13. Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method
    Resources Policy, 2023, 83, (C) Downloads
  14. Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks
    International Review of Financial Analysis, 2023, 90, (C) Downloads
  15. 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 Downloads
  16. Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique
    Technological Forecasting and Social Change, 2023, 189, (C) Downloads View citations (1)
  17. Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
    Energy Economics, 2023, 118, (C) Downloads View citations (3)
  18. 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) Downloads
  19. 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 Downloads
  20. Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy
    Journal of Risk Finance, 2023, 24, (3), 285-315 Downloads
  21. Investor’s values and investment decision towards ESG stocks
    Review of Accounting and Finance, 2023, 22, (4), 449-465 Downloads
  22. Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques
    Resources Policy, 2023, 82, (C) Downloads
  23. 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 Downloads View citations (6)
    See also Working Paper (2021)
  24. 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 Downloads
  25. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
    International Review of Finance, 2023, 23, (1), 187-205 Downloads
  26. Risk Connectedness Between Green and Conventional Assets with Portfolio Implications
    Computational Economics, 2023, 62, (2), 609-637 Downloads
  27. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy
    Energy Economics, 2023, 118, (C) Downloads
  28. 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) Downloads
  29. Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach
    Energy Economics, 2023, 120, (C) Downloads
  30. Tail risk contagion across electricity markets in crisis periods
    Energy Economics, 2023, 127, (PB) Downloads
  31. Tail risk dependence, co-movement and predictability between green bond and green stocks
    Applied Economics, 2023, 55, (2), 201-222 Downloads View citations (3)
  32. The influence of economic policy uncertainty shocks on art market
    Applied Economics, 2023, 55, (29), 3404-3421 Downloads
  33. The role of structural social capital in driving social-oriented sustainable agricultural entrepreneurship
    Energy Economics, 2023, 124, (C) Downloads
  34. Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market
    Resources Policy, 2023, 85, (PA) Downloads
  35. Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak
    Resources Policy, 2023, 81, (C) Downloads View citations (1)
  36. U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging
    International Review of Financial Analysis, 2023, 87, (C) Downloads View citations (6)
  37. 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) Downloads
  38. What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?
    Global Finance Journal, 2023, 55, (C) Downloads View citations (2)

2022

  1. Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey
    Istanbul Business Research, 2022, 51, (2), 535-561 Downloads
  2. Are the top six cryptocurrencies efficient? Evidence from time‐varying long memory
    International Journal of Finance & Economics, 2022, 27, (3), 3730-3740 Downloads View citations (2)
  3. Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19
    Economic Analysis and Policy, 2022, 75, (C), 548-562 Downloads View citations (6)
  4. Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis
    Applied Economics, 2022, 54, (31), 3621-3634 Downloads View citations (3)
  5. Connectedness and directional spillovers in energy sectors: international evidence
    Applied Economics, 2022, 54, (22), 2554-2569 Downloads View citations (3)
  6. Connectedness in International Crude Oil Markets
    Computational Economics, 2022, 59, (1), 227-262 Downloads View citations (1)
  7. DELINEATION OF BLOCKCHAIN TECHNOLOGY IN FINANCE: A SCIENTOMETRIC VIEW
    Annals of Financial Economics (AFE), 2022, 17, (04), 1-26 Downloads
  8. Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods
    IJFS, 2022, 10, (3), 1-14 Downloads
  9. 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) Downloads View citations (26)
  10. Do employees' salaries and board of director's remuneration impact gold demand?: An empirical study
    Resources Policy, 2022, 75, (C) Downloads
  11. 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) Downloads View citations (62)
  12. Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality
    JRFM, 2022, 15, (5), 1-18 Downloads
  13. Economic policy uncertainty and financing structure: A new panel data evidence from selected Asian economies
    Research in International Business and Finance, 2022, 60, (C) Downloads View citations (7)
  14. 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) Downloads View citations (4)
  15. Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors
    JRFM, 2022, 15, (10), 1-17 Downloads View citations (3)
  16. Factors That Influence the Safe Disposal Behavior of E-Waste by Electronics Consumers
    Sustainability, 2022, 14, (9), 1-16 Downloads
  17. Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
    Annals of Operations Research, 2022, 313, (1), 1-7 Downloads
  18. GAS and GARCH based value-at-risk modeling of precious metals
    Resources Policy, 2022, 75, (C) Downloads View citations (7)
  19. Impact of Information Communication Technology on labor productivity: A panel and cross-sectional analysis
    Technology in Society, 2022, 68, (C) Downloads View citations (5)
  20. 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 Downloads View citations (1)
  21. 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 Downloads View citations (1)
  22. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
    International Review of Economics & Finance, 2022, 78, (C), 141-152 Downloads View citations (1)
  23. 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) Downloads View citations (4)
  24. Quantifying systemic risk in US industries using neural network quantile regression
    Research in International Business and Finance, 2022, 61, (C) Downloads View citations (7)
  25. Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
    Energy Economics, 2022, 113, (C) Downloads View citations (40)
  26. 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) Downloads View citations (5)
  27. 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 Downloads View citations (1)
  28. Services trade–ICT–tourism nexus in selected Asian countries: new evidence from panel data techniques
    Current Issues in Tourism, 2022, 25, (15), 2388-2403 Downloads
  29. 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) Downloads View citations (4)
  30. 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 Downloads View citations (2)
    See also Working Paper (2022)
  31. The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis
    International Journal of Finance & Economics, 2022, 27, (1), 1569-1590 Downloads View citations (3)
  32. The connectedness in the world petroleum futures markets using a Quantile VAR approach
    Journal of Commodity Markets, 2022, 27, (C) Downloads View citations (3)
  33. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
    Journal of Economic Behavior & Organization, 2022, 193, (C), 443-472 Downloads View citations (2)
  34. The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets
    The North American Journal of Economics and Finance, 2022, 62, (C) Downloads View citations (4)
  35. 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 Downloads
  36. 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 Downloads
    See also Working Paper (2022)
  37. Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices
    Resources Policy, 2022, 78, (C) Downloads View citations (7)
  38. Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
    Energy Economics, 2022, 108, (C) Downloads View citations (7)
  39. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
    Energy Economics, 2022, 109, (C) Downloads View citations (11)

2021

  1. A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns
    Journal of Quantitative Economics, 2021, 19, (2), 393-402 Downloads
  2. Analysing spillover between returns and volatility series of oil across major stock markets
    International Journal of Finance & Economics, 2021, 26, (2), 2458-2490 Downloads View citations (7)
  3. Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA
    Energy, 2021, 220, (C) Downloads View citations (13)
  4. Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model
    International Journal of Finance & Economics, 2021, 26, (1), 814-833 Downloads View citations (1)
  5. Any Signs of Green Growth? A Spatial Panel Analysis of Regional Air Pollution in South Korea
    Environmental & Resource Economics, 2021, 80, (4), 719-760 Downloads View citations (1)
  6. COVID-19 and environmental concerns: A rapid review
    Renewable and Sustainable Energy Reviews, 2021, 148, (C) Downloads View citations (14)
  7. Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures
    Research in International Business and Finance, 2021, 58, (C) Downloads View citations (22)
  8. Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries
    Resources Policy, 2021, 74, (C) Downloads View citations (11)
    See also Working Paper (2021)
  9. Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market
    Sustainability, 2021, 13, (14), 1-14 Downloads View citations (2)
  10. Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis
    International Journal of Housing Markets and Analysis, 2021, 14, (5), 1042-1061 Downloads
    See also Working Paper (2021)
  11. Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching
    Energy, 2021, 220, (C) Downloads View citations (7)
  12. Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications
    Energies, 2021, 14, (22), 1-4 Downloads
  13. Editorial in Honour of Professor Michael McAleer
    Advances in Decision Sciences, 2021, 25, (4), 1-14 Downloads View citations (2)
  14. Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management
    Research in International Business and Finance, 2021, 55, (C) Downloads View citations (5)
  15. Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods
    Energy Economics, 2021, 94, (C) Downloads View citations (15)
  16. Estimating the market risk of clean energy technologies companies using the expected shortfall approach
    Renewable Energy, 2021, 177, (C), 95-100 Downloads View citations (3)
  17. Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach
    Research in International Business and Finance, 2021, 57, (C) Downloads View citations (9)
  18. Exploring the nexus between non-renewable and renewable energy consumptions and economic development: Evidence from panel estimations
    Renewable and Sustainable Energy Reviews, 2021, 146, (C) Downloads View citations (29)
  19. Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
    Applied Economics Letters, 2021, 28, (6), 482-486 Downloads View citations (5)
  20. INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES
    Annals of Financial Economics (AFE), 2021, 16, (04), 1-29 Downloads View citations (2)
    See also Working Paper (2018)
  21. Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
    JRFM, 2021, 14, (12), 1-43 Downloads View citations (1)
  22. Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches
    Energy Economics, 2021, 101, (C) Downloads View citations (12)
    See also Working Paper (2021)
  23. Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic
    Technological Forecasting and Social Change, 2021, 163, (C) Downloads View citations (24)
  24. 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 Downloads
  25. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory
    Advances in Decision Sciences, 2021, 25, (1), 188-215 Downloads View citations (2)
    See also Working Paper (2019)
  26. Nexus between tourism and environmental pollution in South Asia: a comparative analysis using time-varying and non-parametric techniques
    Current Issues in Tourism, 2021, 24, (21), 2996-3020 Downloads View citations (1)
  27. Nonlinearities and Chaos: A New Analysis of CEE Stock Markets
    Mathematics, 2021, 9, (7), 1-13 Downloads View citations (5)
  28. Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation
    Macroeconomics and Finance in Emerging Market Economies, 2021, 14, (3), 291-307 Downloads View citations (2)
  29. Re-examination of international bond market dependence: Evidence from a pair copula approach
    International Review of Financial Analysis, 2021, 74, (C) Downloads View citations (14)
  30. Regime dependent causality relationship between energy consumption and GDP growth: evidence from OECD countries
    Applied Economics, 2021, 53, (19), 2230-2241 Downloads View citations (1)
  31. Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis
    Energy Economics, 2021, 104, (C) Downloads View citations (19)
  32. Revisiting the sustainable versus conventional investment dilemma in COVID-19 times
    Energy Policy, 2021, 156, (C) Downloads View citations (14)
  33. Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks
    Energy, 2021, 219, (C) Downloads View citations (30)
    See also Working Paper (2020)
  34. Synchronisation of policy related uncertainty, financial stress and economic activity in the United States
    International Journal of Finance & Economics, 2021, 26, (4), 6406-6415 Downloads View citations (2)
  35. The Spillover of Inflation among the G7 Countries
    JRFM, 2021, 14, (8), 1-20 Downloads View citations (3)
  36. 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) Downloads View citations (60)
  37. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
    Resources Policy, 2021, 72, (C) Downloads View citations (14)
    See also Working Paper (2021)
  38. Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
    Resources Policy, 2021, 74, (C) Downloads View citations (1)
    See also Working Paper (2021)
  39. Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management
    JRFM, 2021, 14, (11), 1-22 Downloads View citations (2)
  40. Volatility connectedness of major cryptocurrencies: The role of investor happiness
    Journal of Behavioral and Experimental Finance, 2021, 30, (C) Downloads View citations (22)
    See also Working Paper (2020)

2020

  1. 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 Downloads View citations (4)
  2. Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India
    Resources Policy, 2020, 68, (C) Downloads View citations (9)
  3. Analyzing volatility spillovers between oil market and Asian stock markets
    Resources Policy, 2020, 66, (C) Downloads View citations (54)
  4. Banking sector performance and economic growth: evidence from Southeast European countries
    Post-Communist Economies, 2020, 32, (2), 267-284 Downloads View citations (6)
  5. Copula-based local dependence among energy, agriculture and metal commodities markets
    Energy, 2020, 202, (C) Downloads View citations (34)
    See also Working Paper (2020)
  6. Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model
    Research in International Business and Finance, 2020, 53, (C) Downloads View citations (16)
  7. Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach
    Applied Economics, 2020, 52, (28), 3055-3072 Downloads View citations (6)
    See also Working Paper (2019)
  8. Do urbanization, income, and trade affect electricity consumption across Chinese provinces?
    Energy Economics, 2020, 89, (C) Downloads View citations (8)
  9. Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?
    The World Economy, 2020, 43, (8), 2263-2284 Downloads View citations (1)
  10. Emancipatory Ethical Social Media Campaigns: Fostering Relationship Harmony and Peace
    Journal of Business Ethics, 2020, 164, (2), 287-300 Downloads
  11. Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads View citations (16)
  12. Frequency volatility connectedness across different industries in China
    Finance Research Letters, 2020, 37, (C) Downloads View citations (6)
  13. Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
    Energy Economics, 2020, 92, (C) Downloads View citations (8)
  14. Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
    Energy Economics, 2020, 88, (C) Downloads View citations (54)
    See also Working Paper (2019)
  15. Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models
    Economic Systems, 2020, 44, (1) Downloads
  16. Is the Housing Market in the United States Really Weakly-Efficient?
    Applied Economics Letters, 2020, 27, (14), 1124-1134 Downloads View citations (1)
    See also Working Paper (2019)
  17. Macroeconomic factors and frequency domain causality between Gold and Silver returns in India
    Resources Policy, 2020, 68, (C) Downloads View citations (5)
  18. Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas
    The Quarterly Review of Economics and Finance, 2020, 76, (C), 207-217 Downloads View citations (3)
    See also Working Paper (2018)
  19. Quantile causality between banking stock and real estate securities returns in the US
    The Quarterly Review of Economics and Finance, 2020, 78, (C), 251-260 Downloads View citations (2)
  20. Revisiting the Role of Gender in Health Taxonomy: Evidence from the Elderly in India
    Advances in Decision Sciences, 2020, 24, (2), 104-133 Downloads
  21. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
    International Review of Economics & Finance, 2020, 68, (C), 105-130 Downloads View citations (6)
    See also Working Paper (2019)
  22. Spillovers between US real estate and financial assets in time and frequency domains
    Journal of Property Investment & Finance, 2020, 38, (6), 525-537 Downloads View citations (7)
    See also Working Paper (2019)
  23. Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches
    Energy Economics, 2020, 86, (C) Downloads View citations (34)
  24. Testing the efficiency of metal's market: new evidence from a generalized spectral test
    Studies in Economics and Finance, 2020, 37, (2), 311-321 Downloads View citations (1)
  25. Testing the white noise hypothesis in high-frequency housing returns of the United States
    Economics and Business Letters, 2020, 9, (3), 178-188 Downloads
    See also Working Paper (2019)
  26. The hydroelectricity consumption and economic growth in Asian countries - evidence using an asymmetric cointegration approach
    Applied Economics, 2020, 52, (37), 3999-4017 Downloads View citations (2)
  27. 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 Downloads View citations (3)
    See also Working Paper (2019)
  28. Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals
    Energy Economics, 2020, 85, (C) Downloads View citations (72)
  29. Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies
    Energy Economics, 2020, 90, (C) Downloads View citations (47)
  30. Tourism-induced income distribution in Malaysia: a practical experience of a truly Asian economy
    Current Issues in Tourism, 2020, 23, (23), 2910-2929 Downloads View citations (1)
  31. Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India
    Resources Policy, 2020, 68, (C) Downloads View citations (6)
    See also Working Paper (2020)
  32. Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach
    Applied Economics, 2020, 52, (24), 2580-2593 Downloads View citations (6)

2019

  1. A time varying approach on the price elasticity of electricity in India during 1975–2013
    Energy, 2019, 183, (C), 385-397 Downloads View citations (9)
  2. 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 Downloads View citations (5)
  3. A wavelet analysis of the relationship between oil and natural gas prices
    Resources Policy, 2019, 60, (C), 118-124 Downloads View citations (22)
    See also Working Paper (2018)
  4. An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
    The Quarterly Review of Economics and Finance, 2019, 72, (C), 168-177 Downloads View citations (9)
  5. Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models
    Finance Research Letters, 2019, 31, (C) Downloads View citations (16)
  6. 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 Downloads View citations (32)
  7. Analysing the spillover of inflation in selected Euro-area countries
    Journal of Quantitative Economics, 2019, 17, (3), 551-577 Downloads View citations (7)
  8. Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management
    Resources Policy, 2019, 62, (C), 22-32 Downloads View citations (58)
    See also Working Paper (2019)
  9. Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data
    Studies in Nonlinear Dynamics & Econometrics, 2019, 23, (3), 17 Downloads View citations (9)
    See also Working Paper (2017)
  10. Bitcoin returns and risk: A general GARCH and GAS analysis
    Finance Research Letters, 2019, 30, (C), 187-193 Downloads View citations (47)
  11. Chaos in G7 stock markets using over one century of data: A note
    Research in International Business and Finance, 2019, 47, (C), 304-310 Downloads View citations (5)
    See also Working Paper (2016)
  12. Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA
    Resources Policy, 2019, 62, (C), 57-65 Downloads View citations (65)
  13. Correlations and volatility spillovers between oil, natural gas, and stock prices in India
    Resources Policy, 2019, 62, (C), 282-291 Downloads View citations (31)
  14. 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 Downloads View citations (8)
  15. Dependence structure between business cycles and CO2 emissions in the U.S.: Evidence from the time-varying Markov-Switching Copula models
    Energy, 2019, 188, (C) Downloads View citations (21)
    See also Working Paper (2019)
  16. 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 Downloads View citations (18)
  17. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
    Energy Economics, 2019, 78, (C), 615-628 Downloads View citations (27)
  18. Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach
    Computational Economics, 2019, 54, (2), 507-534 Downloads View citations (1)
  19. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
    Energy Economics, 2019, 83, (C), 375-388 Downloads View citations (51)
  20. Exploring the time and frequency domain connectedness of oil prices and metal prices
    Resources Policy, 2019, 64, (C) Downloads View citations (37)
  21. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
    Energy Economics, 2019, 84, (C) Downloads View citations (48)
  22. FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis
    Energy Economics, 2019, 84, (C) Downloads View citations (21)
  23. Humanitarian aid delivery decisions during the early recovery phase of disaster using a discrete choice multi-attribute value method
    Annals of Operations Research, 2019, 283, (1), 1211-1225 Downloads View citations (5)
  24. Intellectual capital and firm performance: evidence from Indian banking sector
    Applied Economics, 2019, 51, (57), 6054-6067 Downloads View citations (6)
  25. Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation
    Risks, 2019, 7, (3), 1-20 Downloads
  26. Modeling volatility of precious metals markets by using regime-switching GARCH models
    Resources Policy, 2019, 64, (C) Downloads View citations (15)
  27. Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches
    Energy Economics, 2019, 81, (C), 1011-1028 Downloads View citations (20)
  28. Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models
    Applied Economics, 2019, 51, (37), 4073-4082 Downloads View citations (14)
  29. Monetary shocks to macroeconomic variables in China using time-vary VAR model
    Applied Economics Letters, 2019, 26, (20), 1664-1669 Downloads View citations (1)
  30. Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis
    Structural Change and Economic Dynamics, 2019, 50, (C), 51-55 Downloads View citations (19)
    See also Working Paper (2018)
  31. 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 Downloads View citations (1)
  32. Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis
    Economies, 2019, 7, (1), 1-10 Downloads View citations (3)
  33. 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 Downloads
  34. 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
    Energy Economics, 2019, 80, (C), 536-552 Downloads View citations (55)
  35. Reprint of: Chaos in G7 stock markets using over one century of data: A note
    Research in International Business and Finance, 2019, 49, (C), 315-321 Downloads View citations (5)
  36. Resource curse hypothesis and role of oil prices in USA
    Resources Policy, 2019, 64, (C) Downloads View citations (14)
    See also Working Paper (2019)
  37. Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach
    Finance Research Letters, 2019, 28, (C), 398-411 Downloads View citations (22)
    See also Working Paper (2018)
  38. Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis
    Applied Economics Letters, 2019, 26, (12), 999-1006 Downloads View citations (1)
  39. Testing for the Granger-causality between returns in the U.S. and GIPSI stock markets
    Physica A: Statistical Mechanics and its Applications, 2019, 531, (C) Downloads View citations (3)
  40. Testing the oil price efficiency using various measures of long-range dependence
    Energy Economics, 2019, 84, (C) Downloads View citations (10)
  41. The Indian inflation–growth relationship revisited: robust evidence from time–frequency analysis
    Applied Economics, 2019, 51, (51), 5559-5576 Downloads View citations (2)
  42. The Inefficiency of Litecoin: A Dynamic Analysis
    Journal of Quantitative Economics, 2019, 17, (2), 447-457 Downloads View citations (1)
  43. 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 Downloads View citations (6)
  44. The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model
    Structural Change and Economic Dynamics, 2019, 50, (C), 90-101 Downloads View citations (36)
  45. The importance of oil assets for portfolio optimization: The analysis of firm level stocks
    Energy Economics, 2019, 78, (C), 217-234 Downloads View citations (19)
  46. The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis
    Finance Research Letters, 2019, 31, (C) Downloads View citations (31)
  47. The relationship between Bitcoin returns and trade policy uncertainty
    Finance Research Letters, 2019, 29, (C), 75-82 Downloads View citations (43)
  48. Time-frequency co-movements between the largest nonferrous metal futures markets
    Resources Policy, 2019, 61, (C), 393-398 Downloads View citations (9)
  49. Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model
    Physica A: Statistical Mechanics and its Applications, 2019, 535, (C) Downloads View citations (35)
  50. 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) Downloads View citations (17)
    See also Working Paper (2018)
  51. Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
    Scottish Journal of Political Economy, 2019, 66, (5), 673-702 Downloads View citations (4)
  52. Tourism-induced financial development in Malaysia: New evidence from the tourism development index
    Tourism Economics, 2019, 25, (5), 757-778 Downloads View citations (5)
    See also Working Paper (2019)
  53. Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market
    International Economics, 2019, 158, (C), 77-90 Downloads View citations (10)
    Also in International Economics, 2019, (158), 77-90 (2019) Downloads View citations (10)

2018

  1. 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 Downloads View citations (3)
  2. An empirical analysis of nature, magnitude and determinants of farmers’ indebtedness in India
    International Journal of Social Economics, 2018, 45, (6), 888-908 Downloads View citations (3)
  3. Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities
    Energy Economics, 2018, 76, (C), 470-494 Downloads View citations (18)
    See also Working Paper (2018)
  4. Comovements of gold futures markets and the spot market: A wavelet analysis
    Finance Research Letters, 2018, 24, (C), 19-24 Downloads View citations (17)
  5. Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis
    Journal of Business Cycle Research, 2018, 14, (2), 219-241 Downloads View citations (4)
  6. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach
    Resources Policy, 2018, 55, (C), 244-252 Downloads View citations (31)
  7. Does international tourism affect international trade and economic growth? The Indian experience
    Empirical Economics, 2018, 54, (3), 945-957 Downloads View citations (3)
  8. EXECUTIVE TENURE AND FIRM PERFORMANCE: AN EMPIRICAL EXAMINATION OF THE INDIAN CORPORATE LANDSCAPE
    Advances in Decision Sciences, 2018, 22, (1), 321-350 Downloads
  9. Efficiency or speculation? A dynamic analysis of the Bitcoin market
    Economics Bulletin, 2018, 38, (4), 2037-2046 Downloads View citations (8)
  10. 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 Downloads View citations (15)
  11. Foreign tourist arrivals in India from major source countries: an empirical analysis
    Current Issues in Tourism, 2018, 21, (10), 1137-1156 Downloads
  12. 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 Downloads View citations (10)
  13. Impact of oil price risk on sectoral equity markets: Implications on portfolio management
    Energy Economics, 2018, 72, (C), 120-134 Downloads View citations (45)
  14. Index futures volatility and trading activity: Measuring causality at a multiple horizon
    Finance Research Letters, 2018, 24, (C), 247-255 Downloads View citations (7)
    See also Working Paper (2018)
  15. Information spillovers and connectedness networks in the oil and gas markets
    Energy Economics, 2018, 75, (C), 71-84 Downloads View citations (66)
  16. Informational efficiency of Bitcoin—An extension
    Economics Letters, 2018, 163, (C), 106-109 Downloads View citations (141)
    See also Working Paper (2018)
  17. Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks
    Applied Economics, 2018, 50, (46), 4985-4998 Downloads View citations (2)
  18. Oil returns and volatility: The role of mergers and acquisitions
    Energy Economics, 2018, 71, (C), 62-69 Downloads View citations (7)
    See also Working Paper (2017)
  19. On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach
    Finance Research Letters, 2018, 27, (C), 169-174 Downloads View citations (37)
  20. Output and stock prices: New evidence from the robust wavelet approach
    Finance Research Letters, 2018, 27, (C), 154-160 Downloads View citations (5)
  21. The causality of dollarisation, interest rate and exchange rate: evidence from Laos
    Global Business and Economics Review, 2018, 20, (1), 115-125 Downloads
  22. The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach
    Finance Research Letters, 2018, 27, (C), 91-98 Downloads View citations (15)
  23. The nexus between access to electricity and labour productivity in developing countries
    Energy Policy, 2018, 122, (C), 715-726 Downloads View citations (27)
  24. 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 Downloads View citations (1)
    See also Working Paper (2015)
  25. Unemployment persistence in EU countries: new evidence using bounded unit root tests
    Applied Economics Letters, 2018, 25, (12), 807-810 Downloads View citations (11)
  26. Volatility spillovers across global asset classes: Evidence from time and frequency domains
    The Quarterly Review of Economics and Finance, 2018, 70, (C), 194-202 Downloads View citations (78)
    See also Working Paper (2017)

2017

  1. 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 Downloads View citations (29)
  2. Are exchange rates interdependent? Evidence using wavelet analysis
    Applied Economics, 2017, 49, (33), 3231-3245 Downloads View citations (8)
  3. Are tourist arrivals stationary? Evidence from BRIC countries
    Current Issues in Tourism, 2017, 20, (3), 221-224 Downloads
  4. Co-movements and contagion between international stock index futures markets
    Empirical Economics, 2017, 52, (4), 1529-1568 Downloads View citations (6)
    See also Working Paper (2016)
  5. Do global financial crises validate assertions of fractal market hypothesis?
    International Economics and Economic Policy, 2017, 14, (1), 153-165 Downloads View citations (8)
  6. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Finance Research Letters, 2017, 23, (C), 87-95 Downloads View citations (296)
    See also Working Paper (2017)
  7. Evaluation of Gold Market in India and its Price Determinants
    Applied Econometrics and International Development, 2017, 17, (1), 143-154 Downloads View citations (2)
  8. Exchange Rates and International Reserves in India
    South Asia Economic Journal, 2017, 18, (1), 76-93 Downloads View citations (2)
  9. 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 Downloads View citations (34)
  10. 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 Downloads View citations (9)
  11. Is there any convergence in health expenditures across EU countries?
    Economics Bulletin, 2017, 37, (3), 2095-2101 Downloads View citations (4)
  12. Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?
    Economics Bulletin, 2017, 37, (4), 2374-2383 Downloads
  13. Oil price–inflation pass-through in Romania during the inflation targeting regime
    Applied Economics, 2017, 49, (15), 1527-1542 Downloads View citations (5)
    See also Working Paper (2017)
  14. 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) Downloads
    Also in Asian Journal of Agriculture and Development, 2017, 14, (2), 63-81 (2017) Downloads
  15. 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 Downloads View citations (1)
    See also Working Paper (2017)
  16. 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 Downloads
  17. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
    Energy Economics, 2017, 66, (C), 122-139 Downloads View citations (58)
  18. 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 Downloads View citations (18)
  19. The time-varying correlation between output and prices in the United States over the period 1800–2014
    Economic Systems, 2017, 41, (1), 98-108 Downloads View citations (2)

2016

  1. 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 Downloads
    See also Working Paper (2016)
  2. A comparison of different univariate forecasting models forSpot Electricity Price in India
    Economics Bulletin, 2016, 36, (2), 1039-1057 Downloads
  3. 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 Downloads View citations (3)
    See also Working Paper (2016)
  4. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
    Resources Policy, 2016, 49, (C), 290-301 Downloads View citations (159)
    See also Working Paper (2016)
  5. Comovement of Exchange Rates: A Wavelet Analysis
    Emerging Markets Finance and Trade, 2016, 52, (3), 574-588 Downloads View citations (10)
  6. Continuous wavelet transform and rolling correlation of European stock markets
    International Review of Economics & Finance, 2016, 42, (C), 237-256 Downloads View citations (30)
    See also Working Paper (2016)
  7. 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 Downloads View citations (16)
  8. 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 Downloads View citations (4)
  9. Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests
    Economics Bulletin, 2016, 36, (3), 1656-1669 Downloads View citations (5)
    See also Working Paper (2012)
  10. Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets
    Finance Research Letters, 2016, 17, (C), 33-40 Downloads View citations (13)
  11. New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile
    Emerging Markets Review, 2016, 28, (C), 155-183 Downloads View citations (35)
  12. 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 Downloads View citations (33)
  13. 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 Downloads View citations (3)
  14. Spillovers between output and stock prices: a wavelet approach
    Studies in Economics and Finance, 2016, 33, (4), 625-637 Downloads View citations (1)
  15. 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 Downloads View citations (7)
  16. The Behaviour of US and UK Public Debt: Further Evidence Based on Time Varying Parameters
    Journal Transition Studies Review, 2016, 23, (1), 11-19 Downloads
    See also Working Paper (2014)
  17. The place of gold in the cross-market dependencies
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (5), 567-586 Downloads
  18. The revenues-spending nexus in Romania: a TAR and MTAR approach
    Economic Research-Ekonomska Istraživanja, 2016, 29, (1), 735-745 Downloads
  19. Time-frequency relationship between US output with commodity and asset prices
    Applied Economics, 2016, 48, (3), 227-242 Downloads View citations (8)
    See also Working Paper (2015)
  20. What drives Bitcoin price?
    Economics Bulletin, 2016, 36, (2), 843-850 Downloads View citations (76)
    See also Working Paper (2016)
  21. Whether tourist arrivals in India convergent?
    Annals of Tourism Research, 2016, 61, (C), 252-255 Downloads View citations (3)

2015

  1. A Structural VAR analysis of Fiscal shocks on current accounts in Greece
    Theoretical and Applied Economics, 2015, XXII, (3(604), Autumn), 5-20 Downloads View citations (2)
  2. An analysis of dependence between Central and Eastern European stock markets
    Economic Systems, 2015, 39, (3), 474-490 Downloads View citations (10)
  3. 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 Downloads View citations (2)
    See also Working Paper (2011)
  4. Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries
    Computational Economics, 2015, 45, (1), 91-109 Downloads View citations (8)
  5. Analyzing time-frequency relationship between oil price and exchange rate in Pakistan through wavelets
    Journal of Applied Statistics, 2015, 42, (4), 690-704 Downloads View citations (18)
    See also Working Paper (2013)
  6. DETERMINANTS OF CAPITAL STRUCTURE: A QUANTILE REGRESSION ANALYSIS
    Studies in Business and Economics, 2015, 10, (1), 16-34 Downloads View citations (1)
  7. Exchange Rate and Monetary Fundamentals: Long Run Relationship Revisited
    Panoeconomicus, 2015, 62, (1), 33-54 Downloads
  8. 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 Downloads View citations (33)
    See also Working Paper (2012)
  9. Fiscal sustainability in E.U.27
    European Economic Letters, 2015, 4, (1), 1-4 Downloads
  10. Frequency domain causality analysis of stock market and economic activity in India
    International Review of Economics & Finance, 2015, 39, (C), 224-238 Downloads View citations (16)
  11. 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 Downloads View citations (41)
  12. Is the Labour Force Participation Rate Non-Stationary in Romania?
    Review of Economic Perspectives, 2015, 14, (4), 411-426 Downloads
  13. 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 Downloads
  14. Oil Price and Exchange Rate in Malaysia: A Time-Frequency Analysis
    Asian Economic and Financial Review, 2015, 5, (4), 661-670 Downloads View citations (1)
  15. On the dynamics of Indian GDP, crude oil production and imports
    OPEC Energy Review, 2015, 39, (2), 162-183 Downloads
  16. Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa: a hidden cointegration analysis
    Applied Economics, 2015, 47, (9), 861-882 Downloads View citations (17)
  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 Downloads View citations (2)
  18. Stock returns and inflation in Pakistan
    Economic Modelling, 2015, 47, (C), 23-31 Downloads View citations (30)
  19. Testing the mean reversion in prices of agricultural commodities in India
    Economics Bulletin, 2015, 35, (3), 1928-1940 Downloads
  20. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
    Computational Economics, 2015, 46, (4), 575-611 Downloads View citations (15)
  21. The measurement of fiscal behavior in some European countries: Panel data perspective
    Theoretical and Applied Economics, 2015, XXII, (1(602), Spring), 151-162 Downloads
  22. 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 Downloads View citations (35)
    See also Working Paper (2015)
  23. 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 Downloads View citations (21)
  24. Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets
    Empirical Economics, 2015, 48, (2), 699-714 Downloads View citations (21)
  25. Understanding the nexus between oil and gold
    Resources Policy, 2015, 46, (P2), 85-91 Downloads View citations (62)

2014

  1. 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 Downloads View citations (6)
  2. A comparison of different forecasting models of the international trade in India
    Economics Bulletin, 2014, 34, (1), 420-429 Downloads
  3. A frequency domain causality investigation between futures and spot prices of Indian commodity markets
    Economic Modelling, 2014, 40, (C), 250-258 Downloads View citations (18)
  4. 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 Downloads View citations (4)
  5. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
    Economic Modelling, 2014, 41, (C), 227-238 Downloads View citations (30)
  6. Causality between consumer price and producer price: Evidence from Mexico
    Economic Modelling, 2014, 36, (C), 432-440 Downloads View citations (32)
    See also Working Paper (2014)
  7. Determinants of capital structure: comparison of empirical evidence for the use of different estimators
    Theoretical and Applied Economics, 2014, XXI, (12(601)), 63-82 Downloads View citations (2)
    See also Working Paper (2010)
  8. Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India
    Indian Economic Review, 2014, 49, (1), 125-142 View citations (2)
  9. Inflation, output gap, and money in Malaysia: evidence from wavelet coherence
    International Journal of Computational Economics and Econometrics, 2014, 4, (3/4), 320-338 Downloads
  10. Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform
    Central Bank Review, 2014, 14, (2), 1-11 Downloads View citations (4)
  11. Mean reversion in per capita GDP of Asian countries
    Journal of Economic Studies, 2014, 41, (1), 2-11 Downloads View citations (3)
  12. New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
    Economic Modelling, 2014, 43, (C), 38-41 Downloads View citations (16)
  13. Oil prices and trade balance: A frequency domain analysis for India
    Economics Bulletin, 2014, 34, (2), 663-680 Downloads View citations (49)
    See also Working Paper (2014)
  14. Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test
    Economic Change and Restructuring, 2014, 47, (2), 117-133 Downloads View citations (9)
  15. Revisiting the inflation–output gap relationship for France using a wavelet transform approach
    Economic Modelling, 2014, 37, (C), 464-475 Downloads View citations (31)
    See also Working Paper (2014)
  16. The asymmetric Granger-causality analysis between energy consumption and income in the United States
    Renewable and Sustainable Energy Reviews, 2014, 36, (C), 362-369 Downloads View citations (25)
  17. 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 Downloads View citations (3)
  18. The sustainability of trade accounts of the ASEAN-5 countries
    Journal of Chinese Economic and Foreign Trade Studies, 2014, 7, (1), 51-65 Downloads
  19. Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks
    Quality & Quantity: International Journal of Methodology, 2014, 48, (2), 681-695 Downloads View citations (9)
  20. Unemployment hysteresis in the Eurozone area: evidences from nonlinear heterogeneous panel unit root test
    Applied Economics Letters, 2014, 21, (8), 536-540 Downloads View citations (23)

2013

  1. 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 Downloads View citations (1)
  2. Are fluctuations in electricity consumption per capita transitory? Evidence from developed and developing economies
    Renewable and Sustainable Energy Reviews, 2013, 28, (C), 551-554 Downloads View citations (21)
    See also Working Paper (2012)
  3. Are trade deficits sustainable? Evidence from the ASEAN‐five
    International Journal of Social Economics, 2013, 40, (1), 68-82 Downloads
  4. DOES DEFENCE SPENDING STIMULATE ECONOMIC GROWTH IN INDIA? A REVISIT
    Defence and Peace Economics, 2013, 24, (4), 371-395 Downloads View citations (25)
  5. 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 Downloads
  6. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis
    Economic Modelling, 2013, 31, (C), 151-159 Downloads View citations (54)
  7. Does financial development increase rural‐urban income inequality?
    International Journal of Social Economics, 2013, 40, (2), 151-168 Downloads View citations (19)
  8. Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia
    Renewable and Sustainable Energy Reviews, 2013, 25, (C), 109-121 Downloads View citations (538)
    See also Working Paper (2012)
  9. 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 Downloads View citations (5)
  10. IMPACT OF REAL EXCHANGE RATES ON EXPORTS OF AGRICULTURAL COMMODITIES: EVIDENCE FROM INDIA
    Review of Economic and Business Studies, 2013, (11), 46-58 Downloads
  11. Measuring co-movement of oil price and exchange rate differential in Bangladesh
    Economics Bulletin, 2013, 33, (3), 1922-1930 Downloads View citations (5)
  12. 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 Downloads View citations (15)
    See also Working Paper (2010)
  13. Oil price and exchange rates: A wavelet based analysis for India
    Economic Modelling, 2013, 31, (C), 414-422 Downloads View citations (110)
  14. Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet
    Economic Modelling, 2013, 30, (C), 636-642 Downloads View citations (46)
  15. Oil prices and trade balance: A wavelet based analysis for India
    Economics Bulletin, 2013, 33, (3), 2270-2286 Downloads View citations (18)
  16. On the relationship between oil price and exchange rates: A wavelet analysis
    Economic Modelling, 2013, 35, (C), 502-507 Downloads View citations (100)
  17. REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS
    Brussels Economic Review, 2013, 56, (3-4), 349-364 Downloads
    See also Working Paper (2013)
  18. Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
    Journal of Economic Integration, 2013, 28, 441-456 Downloads View citations (33)
  19. Taxation, Economic Growth and Political Stability
    Transition Studies Review, 2013, 20, (1), 49-61 Downloads View citations (4)
  20. 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 Downloads View citations (221)
  21. 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 Downloads View citations (181)
    See also Working Paper (2012)
  22. 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 Downloads View citations (55)
  23. Tourism, Energy Consumption and Climate Change in OECD Countries
    International Journal of Energy Economics and Policy, 2013, 3, (3), 247-261 Downloads View citations (16)

2012

  1. AN ERROR-CORRECTION ANALYSIS OF INDIA-US TRADE FLOWS
    Journal of Economic Development, 2012, 37, (1), 29-51 Downloads View citations (2)
  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 Downloads View citations (21)
  3. Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests
    Transition Studies Review, 2012, 19, (1), 3-11 Downloads View citations (3)
  4. 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 Downloads View citations (10)
  5. Are the emerging bric stock markets efficient?
    Economics Bulletin, 2012, 32, (2), 1261-1271 Downloads
  6. Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test
    Indian Economic Review, 2012, 47, (2), 285-306
  7. Causality between wholesale price and consumer price indices in India
    Indian Growth and Development Review, 2012, 5, (2), 151-172 Downloads View citations (3)
  8. Corruption, democracy and bureaucracy
    Theoretical and Applied Economics, 2012, XVIII(2012), (9(574)), 17-28 Downloads View citations (2)
  9. Debt Sustainability in India: Empirical Evidence Estimating Time-Varying Parameters
    Economics Bulletin, 2012, 32, (2), 1133-1141 Downloads View citations (7)
  10. Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan
    Economic Modelling, 2012, 29, (5), 1592-1597 Downloads View citations (6)
    See also Working Paper (2012)
  11. Is Per Capita GDP Non-linear Stationary in SAARC Countries?
    European Economic Letters, 2012, 1, (1), 1-5 Downloads
    See also Working Paper (2011)
  12. 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 Downloads
  13. 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)
  14. Reassessment of Sustainability of Current Account Deficit in India
    South-Eastern Europe Journal of Economics, 2012, 10, (1), 67-79 Downloads View citations (8)
  15. Revisiting the Relationship between Electricity Consumption, Capital and Economic Growth: Cointegration and Causality Analysis in Romania
    Journal for Economic Forecasting, 2012, (3), 97-120 Downloads View citations (23)
    See also Working Paper (2011)
  16. Structural changes and regional disparity in China's inflation: a revisit
    China Economic Journal, 2012, 5, (1), 17-28 Downloads
  17. Tax Burden and GDP: Evidence from Frequency Doman Approach for the USA
    Economics Bulletin, 2012, 32, (1), 147-159 Downloads View citations (4)
  18. Testing Income Convergence: Evidence from Indian States Using Panel Linear and Nonlinear Unit Root Tests
    Economic Research Guardian, 2012, 2, (1), 60-69 Downloads View citations (3)

2011

  1. A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India
    Economics Bulletin, 2011, 31, (2), 1793-1806 Downloads View citations (114)
  2. Are exports and imports cointegrated in India and China? An empirical analysis
    Economics Bulletin, 2011, 31, (1), 860-873 Downloads View citations (7)
  3. 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 Downloads View citations (29)
  4. Economic Growth and FDI in Asia: A Panel-Data Approach
    Economic Analysis and Policy, 2011, 41, (2), 173-187 Downloads View citations (44)
  5. Energy Consumption, Co2 Emission and Economic Growth: A Revisit of the Evidence from India
    Applied Econometrics and International Development, 2011, 11, (2) Downloads View citations (77)
  6. Fiscal Deficit and Inflation: An empirical analysis for India
    Romanian Economic Journal, 2011, 14, (42), 131-158 Downloads View citations (2)
  7. Foreign Aid, FDI, Economic Freedom and Economic Growth in Asian Countries
    Global Economy Journal, 2011, 11, (3), 1-28 Downloads View citations (13)
  8. Governance and Foreign Aid in ASIAN Countries
    Economics Bulletin, 2011, 31, (1), 453-465 Downloads View citations (5)
  9. Happiness and Environmental Degradation: What Determines Happiness?
    Economics Bulletin, 2011, 31, (4), 3192-3210 Downloads
  10. Primary Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India
    South East European Journal of Economics and Business, 2011, 6, (2), 99-117 Downloads View citations (58)
  11. Tourism, Exports and FDI as a Means of Growth: Evidence from four Asian Countries
    Romanian Economic Journal, 2011, 14, (40), 131-151 Downloads View citations (8)

2010

  1. Corporate governance and economic growth
    Economics Bulletin, 2010, 30, (4), 2825-2841 Downloads View citations (4)

Chapters

2022

  1. Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach
    Springer
    See also Working Paper (2021)

2021

  1. Is Finance–Growth Nexus Nonlinear? Evidence from Linear and Nonlinear Causality Analysis
    Springer
 
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