Details about Aviral Kumar Tiwari

Access statistics for papers by Aviral Kumar Tiwari.

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

Short-id: pti107

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

4. 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)
5. 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)
6. Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach
   Post-Print, HAL
   See also Chapter (2022)
7. 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)
8. Nexus between Carbon Dioxide Emissions and Economic Growth in G7 Countries: Fresh Insights via Wavelet Coherence Analysis
   MPRA Paper, University Library of Munich, Germany View citations (6)
   Also in Post-Print, HAL (2021) View citations (4)
   See also Journal Article in Journal of Environmental Planning and Management (2023)
9. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
   MPRA Paper, University Library of Munich, Germany View citations (13)
   See also Journal Article in Resources Policy (2021)
10. Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
    Post-Print, HAL View citations (1)
    See also Journal Article in Resources Policy (2021)

2020

11. Convergence and club convergence of CO2 emissions at state levels: A nonlinear analysis of the USA
    MPRA Paper, University Library of Munich, Germany
12. Copula-based local dependence among energy, agriculture and metal commodities markets
    Working Papers, HAL View citations (33)
    See also Journal Article in Energy (2020)
13. Copula-based local dependence between energy, agriculture and metal commodity markets
    Papers, arXiv.org View citations (14)
14. Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Energy (2021)
15. The role of ICT and financial development in CO2 emissions and economic growth
    MPRA Paper, University Library of Munich, Germany View citations (33)
    Also in Research Africa Network Working Papers, Research Africa Network (RAN) (2019) View citations (9)
    Working Papers of the African Governance and Development Institute., African Governance and Development Institute. (2019) View citations (9)
    Working Papers, European Xtramile Centre of African Studies (EXCAS) (2019) View citations (9)
16. 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)
17. 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

18. 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)
19. Dependence Structure between Business Cycles and CO2 Emissions in the U.S.: Evidence from the Time-Varying Markov-Switching Copula Models
    MPRA Paper, University Library of Munich, Germany View citations (22)
    See also Journal Article in Energy (2019)
20. Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach
    Working Papers, European Xtramile Centre of African Studies (EXCAS) View citations (2)
    Also in Working Papers of the African Governance and Development Institute., African Governance and Development Institute. (2019) View citations (2)
    Research Africa Network Working Papers, Research Africa Network (RAN) (2019) View citations (2)
    See also Journal Article in Applied Economics (2020)
21. Electricity Consumption and Economic Growth at the State-level in India: Evidence using Heterogeneous Panel Data Methods
    Working papers, Indian Institute of Management Kozhikode
22. 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)
23. 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)
24. 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)
25. Resource Curse Hypothesis and Role of Oil Prices in USA
    MPRA Paper, University Library of Munich, Germany View citations (15)
    See also Journal Article in Resources Policy (2019)
26. SHORT- AND LONG-RUN TAIL DEPENDENCE SWITCHING IN MENA STOCK MARKETS: THE ROLES OF OIL, BITCOIN, GOLD AND VIX
    Working Papers, Economic Research Forum View citations (2)
27. 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)
28. 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)
29. 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)
30. 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)
31. 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

32. 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)
33. Analysing the distribution properties of Bitcoin returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (1)
34. 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)
35. Comovements of gold futures markets and the spot market
    Post-Print, HAL View citations (15)
36. Extreme co-movements and dependencies among major international exchange rates
    Post-Print, HAL View citations (13)
37. Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (4)
38. 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)
39. Informational efficiency of Bitcoin—An extension
    Post-Print, HAL View citations (118)
    See also Journal Article in Economics Letters (2018)
40. 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)
41. 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)
42. 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)
43. 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)
44. 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

45. 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)
46. 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)
47. 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)
48. 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)
49. 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)
50. 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

51. A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2016)
52. A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests
    Post-Print, HAL
    Also in Working Papers, HAL (2014)
    See also Journal Article in Bulletin of Economic Research (2016)
53. 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)
54. 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)
55. Co-movements and contagion between international stock index futures markets
    Post-Print, HAL View citations (1)
    See also Journal Article in Empirical Economics (2017)
56. 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)
57. Dynamic Inter-relationships among tourism, economic growth and energy consumption in India
    MPRA Paper, University Library of Munich, Germany View citations (22)
58. Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
    Working papers, University of Connecticut, Department of Economics View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
59. 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)
60. What drives Bitcoin price?
    Post-Print, HAL View citations (87)
    See also Journal Article in Economics Bulletin (2016)

2015

61. Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach
    Post-Print, HAL View citations (10)
62. Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis
    Post-Print, HAL View citations (12)
    Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (21)
63. The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis
    Post-Print, HAL View citations (36)
    Also in Working papers of CATT, HAL (2014)
    Working Papers, HAL (2014) View citations (1)
    See also Journal Article in Energy Economics (2015)
64. The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014
    Working Papers, University of Pretoria, Department of Economics
65. 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)
66. 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)
67. What Determines Bitcoin’s Value?
    Working Papers, HAL
    Also in Working papers of CATT, HAL (2015)

2014

68. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS
    Working Papers, HAL
    Also in Papers, arXiv.org (2014)
69. Causality between consumer price and producer price: Evidence from Mexico
    Working Papers, Department of Research, Ipag Business School View citations (33)
    See also Journal Article in Economic Modelling (2014)
70. Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches
    Working Papers, Department of Research, Ipag Business School View citations (3)
71. Energy Utilization and Economic Growth in France: Evidence from Asymmetric Causality Test
    Working Papers, Department of Research, Ipag Business School View citations (48)
72. Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India
    Working Papers, Department of Research, Ipag Business School View citations (6)
73. Oil price and macroeconomy in India – An evolutionary cospectral coherence approach
    Working Papers, Department of Research, Ipag Business School
74. Oil prices and trade balance: a frequency domain analysis for India
    Working Papers, Department of Research, Ipag Business School View citations (49)
    See also Journal Article in Economics Bulletin (2014)
75. 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)
76. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis
    Working Papers, Department of Research, Ipag Business School View citations (2)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (1)
77. The behaviour of US and UK public debt: further evidence based on time varying parameters
    Working Papers, HAL View citations (1)
    See also Journal Article in Journal Transition Studies Review (2016)

2013

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

2012

81. Are fluctuations in electricity consumption per capita transitory? evidence from developed and developing economies
    MPRA Paper, University Library of Munich, Germany View citations (6)
    See also Journal Article in Renewable and Sustainable Energy Reviews (2013)
82. Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets
    MPRA Paper, University Library of Munich, Germany View citations (6)
83. Does CPI Granger-Cause WPI? New Extensions from Frequency Domain Approach in Pakistan
    MPRA Paper, University Library of Munich, Germany View citations (6)
    See also Journal Article in Economic Modelling (2012)
84. Economic Growth, Energy Consumption, Financial Development, International Trade and CO2 Emissions in Indonesia
    MPRA Paper, University Library of Munich, Germany View citations (21)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (23)
    See also Journal Article in Renewable and Sustainable Energy Reviews (2013)
85. Financial Development and Income Inequality: Is there any Financial Kuznets curve in Iran?
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2015)
86. Is Energy Consumption Per Capita Stationary? Evidence from First and Second Generation Panel Unit Root Tests
    MPRA Paper, University Library of Munich, Germany View citations (7)
    See also Journal Article in Economics Bulletin (2016)
87. Taxation and political stability
    MPRA Paper, University Library of Munich, Germany View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (2)
88. The environmental Kuzents Curve and the role of coal consumption in India: cointegration and causality analysis in an open economy
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article in Renewable and Sustainable Energy Reviews (2013)

2011

89. Analysis of renewable and nonrenewable energy consumption, real GDP and CO2 emissions: A structural VAR approach in Romania
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in Bulletin of Energy Economics (BEE) (2015)
90. Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test
    MPRA Paper, University Library of Munich, Germany
91. Does Defence Spending Stimulate Economic Growth in India?
    MPRA Paper, University Library of Munich, Germany View citations (6)
92. India's trade with USA and her trade balance: An empirical analysis
    MPRA Paper, University Library of Munich, Germany
93. Is per capita GDP non-linear stationary in SAARC countries?
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in European Economic Letters (2012)
94. Revisiting the relationship between electricity consumption, capital and economic growth: Cointegration and causality analysis in Romania
    MPRA Paper, University Library of Munich, Germany View citations (7)
    See also Journal Article in Journal for Economic Forecasting (2012)
95. The effects of financial development, economic growth, coal consumption and trade openness on environment performance in South Africa
    MPRA Paper, University Library of Munich, Germany View citations (13)

2010

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

Journal Articles

2023

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

2022

39. Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey
    Istanbul Business Research, 2022, 51, (2), 535-561
40. Are the top six cryptocurrencies efficient? Evidence from time‐varying long memory
    International Journal of Finance & Economics, 2022, 27, (3), 3730-3740 View citations (2)
41. Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19
    Economic Analysis and Policy, 2022, 75, (C), 548-562 View citations (6)
42. Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis
    Applied Economics, 2022, 54, (31), 3621-3634 View citations (3)
43. Connectedness and directional spillovers in energy sectors: international evidence
    Applied Economics, 2022, 54, (22), 2554-2569 View citations (3)
44. Connectedness in International Crude Oil Markets
    Computational Economics, 2022, 59, (1), 227-262 View citations (1)
45. DELINEATION OF BLOCKCHAIN TECHNOLOGY IN FINANCE: A SCIENTOMETRIC VIEW
    Annals of Financial Economics (AFE), 2022, 17, (04), 1-26
46. Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods
    IJFS, 2022, 10, (3), 1-14
47. Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic
    Energy Economics, 2022, 107, (C) View citations (26)
48. Do employees' salaries and board of director's remuneration impact gold demand?: An empirical study
    Resources Policy, 2022, 75, (C)
49. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
    Global Finance Journal, 2022, 51, (C) View citations (62)
50. Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality
    JRFM, 2022, 15, (5), 1-18
51. Economic policy uncertainty and financing structure: A new panel data evidence from selected Asian economies
    Research in International Business and Finance, 2022, 60, (C) View citations (7)
52. Examining the heterogeneity of financial development in the energy-environment nexus in the era of climate change: Novel evidence around the world
    Energy Economics, 2022, 116, (C) View citations (4)
53. Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors
    JRFM, 2022, 15, (10), 1-17 View citations (3)
54. Factors That Influence the Safe Disposal Behavior of E-Waste by Electronics Consumers
    Sustainability, 2022, 14, (9), 1-16
55. Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
    Annals of Operations Research, 2022, 313, (1), 1-7
56. GAS and GARCH based value-at-risk modeling of precious metals
    Resources Policy, 2022, 75, (C) View citations (7)
57. Impact of Information Communication Technology on labor productivity: A panel and cross-sectional analysis
    Technology in Society, 2022, 68, (C) View citations (5)
58. Interplay of Workplace Sustainability, Sustainable Work Performance, Optimism, and Resilience: The Moderating Role of Green Creativity in Luxury Hotels
    Sustainability, 2022, 14, (22), 1-15 View citations (1)
59. Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach
    Annals of Operations Research, 2022, 315, (1), 429-461 View citations (1)
60. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
    International Review of Economics & Finance, 2022, 78, (C), 141-152 View citations (1)
61. Modeling the critical success factors of implementing net zero emission (NZE) and promoting resilience and social value creation
    Technological Forecasting and Social Change, 2022, 181, (C) View citations (4)
62. Quantifying systemic risk in US industries using neural network quantile regression
    Research in International Business and Finance, 2022, 61, (C) View citations (7)
63. Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
    Energy Economics, 2022, 113, (C) View citations (40)
64. Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
    Finance Research Letters, 2022, 47, (PA) View citations (5)
65. Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods
    International Journal of Finance & Economics, 2022, 27, (4), 4515-4540 View citations (1)
66. Services trade–ICT–tourism nexus in selected Asian countries: new evidence from panel data techniques
    Current Issues in Tourism, 2022, 25, (15), 2388-2403
67. Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
    The North American Journal of Economics and Finance, 2022, 62, (C) View citations (4)
68. The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2022, 161, (1), 29-50 View citations (2)
    See also Working Paper (2022)
69. 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 View citations (3)
70. The connectedness in the world petroleum futures markets using a Quantile VAR approach
    Journal of Commodity Markets, 2022, 27, (C) View citations (3)
71. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
    Journal of Economic Behavior & Organization, 2022, 193, (C), 443-472 View citations (2)
72. 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) View citations (4)
73. 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
74. 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
    See also Working Paper (2022)
75. Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices
    Resources Policy, 2022, 78, (C) View citations (7)
76. Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
    Energy Economics, 2022, 108, (C) View citations (7)
77. 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) View citations (11)

2021

78. A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns
    Journal of Quantitative Economics, 2021, 19, (2), 393-402
79. Analysing spillover between returns and volatility series of oil across major stock markets
    International Journal of Finance & Economics, 2021, 26, (2), 2458-2490 View citations (7)
80. Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA
    Energy, 2021, 220, (C) View citations (13)
81. 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 View citations (1)
82. Any Signs of Green Growth? A Spatial Panel Analysis of Regional Air Pollution in South Korea
    Environmental & Resource Economics, 2021, 80, (4), 719-760 View citations (1)
83. COVID-19 and environmental concerns: A rapid review
    Renewable and Sustainable Energy Reviews, 2021, 148, (C) View citations (14)
84. Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures
    Research in International Business and Finance, 2021, 58, (C) View citations (22)
85. 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) View citations (11)
    See also Working Paper (2021)
86. Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market
    Sustainability, 2021, 13, (14), 1-14 View citations (2)
87. 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
    See also Working Paper (2021)
88. Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching
    Energy, 2021, 220, (C) View citations (7)
89. Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications
    Energies, 2021, 14, (22), 1-4
90. Editorial in Honour of Professor Michael McAleer
    Advances in Decision Sciences, 2021, 25, (4), 1-14 View citations (2)
91. 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) View citations (5)
92. Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods
    Energy Economics, 2021, 94, (C) View citations (15)
93. Estimating the market risk of clean energy technologies companies using the expected shortfall approach
    Renewable Energy, 2021, 177, (C), 95-100 View citations (3)
94. Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach
    Research in International Business and Finance, 2021, 57, (C) View citations (9)
95. 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) View citations (29)
96. Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
    Applied Economics Letters, 2021, 28, (6), 482-486 View citations (5)
97. INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES
    Annals of Financial Economics (AFE), 2021, 16, (04), 1-29 View citations (2)
    See also Working Paper (2018)
98. Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
    JRFM, 2021, 14, (12), 1-43 View citations (1)
99. 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) View citations (12)
    See also Working Paper (2021)
100. 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) View citations (24)
101. 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
102. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory
     Advances in Decision Sciences, 2021, 25, (1), 188-215 View citations (2)
     See also Working Paper (2019)
103. 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 View citations (1)
104. Nonlinearities and Chaos: A New Analysis of CEE Stock Markets
     Mathematics, 2021, 9, (7), 1-13 View citations (5)
105. 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 View citations (2)
106. Re-examination of international bond market dependence: Evidence from a pair copula approach
     International Review of Financial Analysis, 2021, 74, (C) View citations (14)
107. Regime dependent causality relationship between energy consumption and GDP growth: evidence from OECD countries
     Applied Economics, 2021, 53, (19), 2230-2241 View citations (1)
108. Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis
     Energy Economics, 2021, 104, (C) View citations (19)
109. Revisiting the sustainable versus conventional investment dilemma in COVID-19 times
     Energy Policy, 2021, 156, (C) View citations (14)
110. Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks
     Energy, 2021, 219, (C) View citations (30)
     See also Working Paper (2020)
111. Synchronisation of policy related uncertainty, financial stress and economic activity in the United States
     International Journal of Finance & Economics, 2021, 26, (4), 6406-6415 View citations (2)
112. The Spillover of Inflation among the G7 Countries
     JRFM, 2021, 14, (8), 1-20 View citations (3)
113. Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution
     Technological Forecasting and Social Change, 2021, 162, (C) View citations (60)
114. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
     Resources Policy, 2021, 72, (C) View citations (14)
     See also Working Paper (2021)
115. Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
     Resources Policy, 2021, 74, (C) View citations (1)
     See also Working Paper (2021)
116. 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 View citations (2)
117. Volatility connectedness of major cryptocurrencies: The role of investor happiness
     Journal of Behavioral and Experimental Finance, 2021, 30, (C) View citations (22)
     See also Working Paper (2020)

2020

118. A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification
     JRFM, 2020, 13, (4), 1-21 View citations (4)
119. Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India
     Resources Policy, 2020, 68, (C) View citations (9)
120. Analyzing volatility spillovers between oil market and Asian stock markets
     Resources Policy, 2020, 66, (C) View citations (54)
121. Banking sector performance and economic growth: evidence from Southeast European countries
     Post-Communist Economies, 2020, 32, (2), 267-284 View citations (6)
122. Copula-based local dependence among energy, agriculture and metal commodities markets
     Energy, 2020, 202, (C) View citations (34)
     See also Working Paper (2020)
123. Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model
     Research in International Business and Finance, 2020, 53, (C) View citations (16)
124. Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach
     Applied Economics, 2020, 52, (28), 3055-3072 View citations (6)
     See also Working Paper (2019)
125. Do urbanization, income, and trade affect electricity consumption across Chinese provinces?
     Energy Economics, 2020, 89, (C) View citations (8)
126. 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 View citations (1)
127. Emancipatory Ethical Social Media Campaigns: Fostering Relationship Harmony and Peace
     Journal of Business Ethics, 2020, 164, (2), 287-300
128. Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
     The North American Journal of Economics and Finance, 2020, 51, (C) View citations (16)
129. Frequency volatility connectedness across different industries in China
     Finance Research Letters, 2020, 37, (C) View citations (6)
130. Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
     Energy Economics, 2020, 92, (C) View citations (8)
131. Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
     Energy Economics, 2020, 88, (C) View citations (54)
     See also Working Paper (2019)
132. 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)
133. Is the Housing Market in the United States Really Weakly-Efficient?
     Applied Economics Letters, 2020, 27, (14), 1124-1134 View citations (1)
     See also Working Paper (2019)
134. Macroeconomic factors and frequency domain causality between Gold and Silver returns in India
     Resources Policy, 2020, 68, (C) View citations (5)
135. 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 View citations (3)
     See also Working Paper (2018)
136. 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 View citations (2)
137. Revisiting the Role of Gender in Health Taxonomy: Evidence from the Elderly in India
     Advances in Decision Sciences, 2020, 24, (2), 104-133
138. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
     International Review of Economics & Finance, 2020, 68, (C), 105-130 View citations (6)
     See also Working Paper (2019)
139. Spillovers between US real estate and financial assets in time and frequency domains
     Journal of Property Investment & Finance, 2020, 38, (6), 525-537 View citations (7)
     See also Working Paper (2019)
140. 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) View citations (34)
141. Testing the efficiency of metal's market: new evidence from a generalized spectral test
     Studies in Economics and Finance, 2020, 37, (2), 311-321 View citations (1)
142. Testing the white noise hypothesis in high-frequency housing returns of the United States
     Economics and Business Letters, 2020, 9, (3), 178-188
     See also Working Paper (2019)
143. The hydroelectricity consumption and economic growth in Asian countries - evidence using an asymmetric cointegration approach
     Applied Economics, 2020, 52, (37), 3999-4017 View citations (2)
144. The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains
     The Quarterly Review of Economics and Finance, 2020, 78, (C), 70-87 View citations (3)
     See also Working Paper (2019)
145. Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals
     Energy Economics, 2020, 85, (C) View citations (72)
146. Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies
     Energy Economics, 2020, 90, (C) View citations (47)
147. Tourism-induced income distribution in Malaysia: a practical experience of a truly Asian economy
     Current Issues in Tourism, 2020, 23, (23), 2910-2929 View citations (1)
148. Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India
     Resources Policy, 2020, 68, (C) View citations (6)
     See also Working Paper (2020)
149. Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach
     Applied Economics, 2020, 52, (24), 2580-2593 View citations (6)

2019

150. A time varying approach on the price elasticity of electricity in India during 1975–2013
     Energy, 2019, 183, (C), 385-397 View citations (9)
151. A wavelet analysis for exploring the relationship between economic policy uncertainty and tourist footfalls in the USA
     Current Issues in Tourism, 2019, 22, (15), 1789-1796 View citations (5)
152. A wavelet analysis of the relationship between oil and natural gas prices
     Resources Policy, 2019, 60, (C), 118-124 View citations (22)
     See also Working Paper (2018)
153. 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 View citations (9)
154. Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models
     Finance Research Letters, 2019, 31, (C) View citations (16)
155. Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look
     Energy Economics, 2019, 83, (C), 445-466 View citations (32)
156. Analysing the spillover of inflation in selected Euro-area countries
     Journal of Quantitative Economics, 2019, 17, (3), 551-577 View citations (7)
157. 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 View citations (58)
     See also Working Paper (2019)
158. 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 View citations (9)
     See also Working Paper (2017)
159. Bitcoin returns and risk: A general GARCH and GAS analysis
     Finance Research Letters, 2019, 30, (C), 187-193 View citations (47)
160. Chaos in G7 stock markets using over one century of data: A note
     Research in International Business and Finance, 2019, 47, (C), 304-310 View citations (5)
     See also Working Paper (2016)
161. 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 View citations (65)
162. Correlations and volatility spillovers between oil, natural gas, and stock prices in India
     Resources Policy, 2019, 62, (C), 282-291 View citations (31)
163. Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile‐on‐quantile regression methods
     The World Economy, 2019, 42, (7), 2172-2214 View citations (8)
164. 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) View citations (21)
     See also Working Paper (2019)
165. Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
     International Review of Financial Analysis, 2019, 63, (C), 273-284 View citations (18)
166. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
     Energy Economics, 2019, 78, (C), 615-628 View citations (27)
167. 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 View citations (1)
168. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
     Energy Economics, 2019, 83, (C), 375-388 View citations (51)
169. Exploring the time and frequency domain connectedness of oil prices and metal prices
     Resources Policy, 2019, 64, (C) View citations (37)
170. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
     Energy Economics, 2019, 84, (C) View citations (48)
171. FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis
     Energy Economics, 2019, 84, (C) View citations (21)
172. 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 View citations (5)
173. Intellectual capital and firm performance: evidence from Indian banking sector
     Applied Economics, 2019, 51, (57), 6054-6067 View citations (6)
174. Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation
     Risks, 2019, 7, (3), 1-20
175. Modeling volatility of precious metals markets by using regime-switching GARCH models
     Resources Policy, 2019, 64, (C) View citations (15)
176. 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 View citations (20)
177. Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models
     Applied Economics, 2019, 51, (37), 4073-4082 View citations (14)
178. Monetary shocks to macroeconomic variables in China using time-vary VAR model
     Applied Economics Letters, 2019, 26, (20), 1664-1669 View citations (1)
179. 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 View citations (19)
     See also Working Paper (2018)
180. Output Gap, Money Growth and Interest Rate in Japan: Evidence from Wavelet Analysis
     Arthaniti: Journal of Economic Theory and Practice, 2019, 18, (2), 171-184 View citations (1)
181. Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis
     Economies, 2019, 7, (1), 1-10 View citations (3)
182. 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
183. 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 View citations (55)
184. 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 View citations (5)
185. Resource curse hypothesis and role of oil prices in USA
     Resources Policy, 2019, 64, (C) View citations (14)
     See also Working Paper (2019)
186. Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach
     Finance Research Letters, 2019, 28, (C), 398-411 View citations (22)
     See also Working Paper (2018)
187. Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis
     Applied Economics Letters, 2019, 26, (12), 999-1006 View citations (1)
188. 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) View citations (3)
189. Testing the oil price efficiency using various measures of long-range dependence
     Energy Economics, 2019, 84, (C) View citations (10)
190. The Indian inflation–growth relationship revisited: robust evidence from time–frequency analysis
     Applied Economics, 2019, 51, (51), 5559-5576 View citations (2)
191. The Inefficiency of Litecoin: A Dynamic Analysis
     Journal of Quantitative Economics, 2019, 17, (2), 447-457 View citations (1)
192. The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches
     Resources Policy, 2019, 62, (C), 66-76 View citations (6)
193. 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 View citations (36)
194. The importance of oil assets for portfolio optimization: The analysis of firm level stocks
     Energy Economics, 2019, 78, (C), 217-234 View citations (19)
195. The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis
     Finance Research Letters, 2019, 31, (C) View citations (31)
196. The relationship between Bitcoin returns and trade policy uncertainty
     Finance Research Letters, 2019, 29, (C), 75-82 View citations (43)
197. Time-frequency co-movements between the largest nonferrous metal futures markets
     Resources Policy, 2019, 61, (C), 393-398 View citations (9)
198. 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) View citations (35)
199. Time-varying predictability of oil market movements over a century of data: The role of US financial stress
     The North American Journal of Economics and Finance, 2019, 50, (C) View citations (17)
     See also Working Paper (2018)
200. Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
     Scottish Journal of Political Economy, 2019, 66, (5), 673-702 View citations (4)
201. Tourism-induced financial development in Malaysia: New evidence from the tourism development index
     Tourism Economics, 2019, 25, (5), 757-778 View citations (5)
     See also Working Paper (2019)
202. Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market
     International Economics, 2019, 158, (C), 77-90 View citations (10)
     Also in International Economics, 2019, (158), 77-90 (2019) View citations (10)

2018

203. A global food–energy–water nexus with heterogeneity, non-stationarity and cross-sectional dependence
     Quality & Quantity: International Journal of Methodology, 2018, 52, (6), 2723-2755 View citations (3)
204. An empirical analysis of nature, magnitude and determinants of farmers’ indebtedness in India
     International Journal of Social Economics, 2018, 45, (6), 888-908 View citations (3)
205. Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities
     Energy Economics, 2018, 76, (C), 470-494 View citations (18)
     See also Working Paper (2018)
206. Comovements of gold futures markets and the spot market: A wavelet analysis
     Finance Research Letters, 2018, 24, (C), 19-24 View citations (17)
207. Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis
     Journal of Business Cycle Research, 2018, 14, (2), 219-241 View citations (4)
208. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach
     Resources Policy, 2018, 55, (C), 244-252 View citations (31)
209. Does international tourism affect international trade and economic growth? The Indian experience
     Empirical Economics, 2018, 54, (3), 945-957 View citations (3)
210. EXECUTIVE TENURE AND FIRM PERFORMANCE: AN EMPIRICAL EXAMINATION OF THE INDIAN CORPORATE LANDSCAPE
     Advances in Decision Sciences, 2018, 22, (1), 321-350
211. Efficiency or speculation? A dynamic analysis of the Bitcoin market
     Economics Bulletin, 2018, 38, (4), 2037-2046 View citations (8)
212. Extreme co-movements and dependencies among major international exchange rates: A copula approach
     The Quarterly Review of Economics and Finance, 2018, 69, (C), 56-69 View citations (15)
213. Foreign tourist arrivals in India from major source countries: an empirical analysis
     Current Issues in Tourism, 2018, 21, (10), 1137-1156
214. Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis
     Applied Economics Letters, 2018, 25, (20), 1447-1453 View citations (10)
215. Impact of oil price risk on sectoral equity markets: Implications on portfolio management
     Energy Economics, 2018, 72, (C), 120-134 View citations (45)
216. Index futures volatility and trading activity: Measuring causality at a multiple horizon
     Finance Research Letters, 2018, 24, (C), 247-255 View citations (7)
     See also Working Paper (2018)
217. Information spillovers and connectedness networks in the oil and gas markets
     Energy Economics, 2018, 75, (C), 71-84 View citations (66)
218. Informational efficiency of Bitcoin—An extension
     Economics Letters, 2018, 163, (C), 106-109 View citations (141)
     See also Working Paper (2018)
219. Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks
     Applied Economics, 2018, 50, (46), 4985-4998 View citations (2)
220. Oil returns and volatility: The role of mergers and acquisitions
     Energy Economics, 2018, 71, (C), 62-69 View citations (7)
     See also Working Paper (2017)
221. On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach
     Finance Research Letters, 2018, 27, (C), 169-174 View citations (37)
222. Output and stock prices: New evidence from the robust wavelet approach
     Finance Research Letters, 2018, 27, (C), 154-160 View citations (5)
223. The causality of dollarisation, interest rate and exchange rate: evidence from Laos
     Global Business and Economics Review, 2018, 20, (1), 115-125
224. The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach
     Finance Research Letters, 2018, 27, (C), 91-98 View citations (15)
225. The nexus between access to electricity and labour productivity in developing countries
     Energy Policy, 2018, 122, (C), 715-726 View citations (27)
226. Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
     Journal of Economics and Finance, 2018, 42, (4), 795-806 View citations (1)
     See also Working Paper (2015)
227. Unemployment persistence in EU countries: new evidence using bounded unit root tests
     Applied Economics Letters, 2018, 25, (12), 807-810 View citations (11)
228. Volatility spillovers across global asset classes: Evidence from time and frequency domains
     The Quarterly Review of Economics and Finance, 2018, 70, (C), 194-202 View citations (78)
     See also Working Paper (2017)

2017

229. A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices
     Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 182-192 View citations (29)
230. Are exchange rates interdependent? Evidence using wavelet analysis
     Applied Economics, 2017, 49, (33), 3231-3245 View citations (8)
231. Are tourist arrivals stationary? Evidence from BRIC countries
     Current Issues in Tourism, 2017, 20, (3), 221-224
232. Co-movements and contagion between international stock index futures markets
     Empirical Economics, 2017, 52, (4), 1529-1568 View citations (6)
     See also Working Paper (2016)
233. Do global financial crises validate assertions of fractal market hypothesis?
     International Economics and Economic Policy, 2017, 14, (1), 153-165 View citations (8)
234. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
     Finance Research Letters, 2017, 23, (C), 87-95 View citations (296)
     See also Working Paper (2017)
235. Evaluation of Gold Market in India and its Price Determinants
     Applied Econometrics and International Development, 2017, 17, (1), 143-154 View citations (2)
236. Exchange Rates and International Reserves in India
     South Asia Economic Journal, 2017, 18, (1), 76-93 View citations (2)
237. Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis
     Physica A: Statistical Mechanics and its Applications, 2017, 471, (C), 135-146 View citations (34)
238. Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
     Research in International Business and Finance, 2017, 42, (C), 1-8 View citations (9)
239. Is there any convergence in health expenditures across EU countries?
     Economics Bulletin, 2017, 37, (3), 2095-2101 View citations (4)
240. Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?
     Economics Bulletin, 2017, 37, (4), 2374-2383
241. Oil price–inflation pass-through in Romania during the inflation targeting regime
     Applied Economics, 2017, 49, (15), 1527-1542 View citations (5)
     See also Working Paper (2017)
242. Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India
     Asian Journal of Agriculture and Development, 2017, 14, (2)
     Also in Asian Journal of Agriculture and Development, 2017, 14, (2), 63-81 (2017)
243. Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test
     Research in International Business and Finance, 2017, 42, (C), 1089-1095 View citations (1)
     See also Working Paper (2017)
244. 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
245. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
     Energy Economics, 2017, 66, (C), 122-139 View citations (58)
246. The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania
     Economic Modelling, 2017, 67, (C), 261-274 View citations (18)
247. The time-varying correlation between output and prices in the United States over the period 1800–2014
     Economic Systems, 2017, 41, (1), 98-108 View citations (2)

2016

248. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS
     Bulletin of Economic Research, 2016, 68, (2), 133-150
     See also Working Paper (2016)
249. A comparison of different univariate forecasting models forSpot Electricity Price in India
     Economics Bulletin, 2016, 36, (2), 1039-1057
250. A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
     Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2016, 10, 1-15 View citations (3)
     See also Working Paper (2016)
251. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
     Resources Policy, 2016, 49, (C), 290-301 View citations (159)
     See also Working Paper (2016)
252. Comovement of Exchange Rates: A Wavelet Analysis
     Emerging Markets Finance and Trade, 2016, 52, (3), 574-588 View citations (10)
253. Continuous wavelet transform and rolling correlation of European stock markets
     International Review of Economics & Finance, 2016, 42, (C), 237-256 View citations (30)
     See also Working Paper (2016)
254. Does renewable and/or non-renewable energy consumption matter for total factor productivity (TFP) growth? Evidence from the BRICS
     Renewable and Sustainable Energy Reviews, 2016, 65, (C), 610-616 View citations (16)
255. Frequency based co-movement of inflation in selected euro area countries
     OECD Journal: Journal of Business Cycle Measurement and Analysis, 2016, 2015, (2), 1-13 View citations (4)
256. Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests
     Economics Bulletin, 2016, 36, (3), 1656-1669 View citations (5)
     See also Working Paper (2012)
257. Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets
     Finance Research Letters, 2016, 17, (C), 33-40 View citations (13)
258. New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile
     Emerging Markets Review, 2016, 28, (C), 155-183 View citations (35)
259. Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests
     Applied Energy, 2016, 179, (C), 272-283 View citations (33)
260. Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests
     Renewable and Sustainable Energy Reviews, 2016, 57, (C), 1409-1427 View citations (3)
261. Spillovers between output and stock prices: a wavelet approach
     Studies in Economics and Finance, 2016, 33, (4), 625-637 View citations (1)
262. Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks
     Research in International Business and Finance, 2016, 37, (C), 527-540 View citations (7)
263. The Behaviour of US and UK Public Debt: Further Evidence Based on Time Varying Parameters
     Journal Transition Studies Review, 2016, 23, (1), 11-19
     See also Working Paper (2014)
264. The place of gold in the cross-market dependencies
     Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (5), 567-586
265. The revenues-spending nexus in Romania: a TAR and MTAR approach
     Economic Research-Ekonomska Istraživanja, 2016, 29, (1), 735-745
266. Time-frequency relationship between US output with commodity and asset prices
     Applied Economics, 2016, 48, (3), 227-242 View citations (8)
     See also Working Paper (2015)
267. What drives Bitcoin price?
     Economics Bulletin, 2016, 36, (2), 843-850 View citations (76)
     See also Working Paper (2016)
268. Whether tourist arrivals in India convergent?
     Annals of Tourism Research, 2016, 61, (C), 252-255 View citations (3)

2015

269. A Structural VAR analysis of Fiscal shocks on current accounts in Greece
     Theoretical and Applied Economics, 2015, XXII, (3(604), Autumn), 5-20 View citations (2)
270. An analysis of dependence between Central and Eastern European stock markets
     Economic Systems, 2015, 39, (3), 474-490 View citations (10)
271. Analysis of renewable and nonrenewable energy consumption, real GDP and CO2 emissions: A structural VAR approach in Romania
     Bulletin of Energy Economics (BEE), 2015, 3, (3), 105-118 View citations (2)
     See also Working Paper (2011)
272. Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries
     Computational Economics, 2015, 45, (1), 91-109 View citations (8)
273. Analyzing time-frequency relationship between oil price and exchange rate in Pakistan through wavelets
     Journal of Applied Statistics, 2015, 42, (4), 690-704 View citations (18)
     See also Working Paper (2013)
274. DETERMINANTS OF CAPITAL STRUCTURE: A QUANTILE REGRESSION ANALYSIS
     Studies in Business and Economics, 2015, 10, (1), 16-34 View citations (1)
275. Exchange Rate and Monetary Fundamentals: Long Run Relationship Revisited
     Panoeconomicus, 2015, 62, (1), 33-54
276. Financial Development and Income Inequality: Is There Any Financial Kuznets Curve in Iran?
     Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2015, 124, (2), 357-382 View citations (33)
     See also Working Paper (2012)
277. Fiscal sustainability in E.U.27
     European Economic Letters, 2015, 4, (1), 1-4
278. Frequency domain causality analysis of stock market and economic activity in India
     International Review of Economics & Finance, 2015, 39, (C), 224-238 View citations (16)
279. IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS
     Annals of Financial Economics (AFE), 2015, 10, (01), 1-23 View citations (41)
280. Is the Labour Force Participation Rate Non-Stationary in Romania?
     Review of Economic Perspectives, 2015, 14, (4), 411-426
281. 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
282. Oil Price and Exchange Rate in Malaysia: A Time-Frequency Analysis
     Asian Economic and Financial Review, 2015, 5, (4), 661-670 View citations (1)
283. On the dynamics of Indian GDP, crude oil production and imports
     OPEC Energy Review, 2015, 39, (2), 162-183
284. Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa: a hidden cointegration analysis
     Applied Economics, 2015, 47, (9), 861-882 View citations (17)
285. Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis
     Journal of Applied Statistics, 2015, 42, (3), 662-675 View citations (2)
286. Stock returns and inflation in Pakistan
     Economic Modelling, 2015, 47, (C), 23-31 View citations (30)
287. Testing the mean reversion in prices of agricultural commodities in India
     Economics Bulletin, 2015, 35, (3), 1928-1940
288. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
     Computational Economics, 2015, 46, (4), 575-611 View citations (15)
289. The measurement of fiscal behavior in some European countries: Panel data perspective
     Theoretical and Applied Economics, 2015, XXII, (1(602), Spring), 151-162
290. The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis
     Energy Economics, 2015, 51, (C), 54-66 View citations (35)
     See also Working Paper (2015)
291. Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas
     The North American Journal of Economics and Finance, 2015, 33, (C), 74-93 View citations (21)
292. Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets
     Empirical Economics, 2015, 48, (2), 699-714 View citations (21)
293. Understanding the nexus between oil and gold
     Resources Policy, 2015, 46, (P2), 85-91 View citations (62)

2014

294. A Structural VAR (SVAR) analysis of fiscal shocks on current accounts in India
     Macroeconomics and Finance in Emerging Market Economies, 2014, 7, (1), 140-153 View citations (6)
295. A comparison of different forecasting models of the international trade in India
     Economics Bulletin, 2014, 34, (1), 420-429
296. A frequency domain causality investigation between futures and spot prices of Indian commodity markets
     Economic Modelling, 2014, 40, (C), 250-258 View citations (18)
297. A revisit on the tax burden distribution and GDP growth: fresh evidence using a consistent nonparametric test for causality for the USA
     Empirical Economics, 2014, 46, (3), 961-972 View citations (4)
298. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
     Economic Modelling, 2014, 41, (C), 227-238 View citations (30)
299. Causality between consumer price and producer price: Evidence from Mexico
     Economic Modelling, 2014, 36, (C), 432-440 View citations (32)
     See also Working Paper (2014)
300. Determinants of capital structure: comparison of empirical evidence for the use of different estimators
     Theoretical and Applied Economics, 2014, XXI, (12(601)), 63-82 View citations (2)
     See also Working Paper (2010)
301. Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India
     Indian Economic Review, 2014, 49, (1), 125-142 View citations (2)
302. Inflation, output gap, and money in Malaysia: evidence from wavelet coherence
     International Journal of Computational Economics and Econometrics, 2014, 4, (3/4), 320-338
303. Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform
     Central Bank Review, 2014, 14, (2), 1-11 View citations (4)
304. Mean reversion in per capita GDP of Asian countries
     Journal of Economic Studies, 2014, 41, (1), 2-11 View citations (3)
305. New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
     Economic Modelling, 2014, 43, (C), 38-41 View citations (16)
306. Oil prices and trade balance: A frequency domain analysis for India
     Economics Bulletin, 2014, 34, (2), 663-680 View citations (49)
     See also Working Paper (2014)
307. Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test
     Economic Change and Restructuring, 2014, 47, (2), 117-133 View citations (9)
308. Revisiting the inflation–output gap relationship for France using a wavelet transform approach
     Economic Modelling, 2014, 37, (C), 464-475 View citations (31)
     See also Working Paper (2014)
309. The asymmetric Granger-causality analysis between energy consumption and income in the United States
     Renewable and Sustainable Energy Reviews, 2014, 36, (C), 362-369 View citations (25)
310. The export-led growth hypothesis for India: examining causality by a new approach in the time-frequency domain
     Applied Economics Letters, 2014, 21, (18), 1297-1301 View citations (3)
311. The sustainability of trade accounts of the ASEAN-5 countries
     Journal of Chinese Economic and Foreign Trade Studies, 2014, 7, (1), 51-65
312. Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks
     Quality & Quantity: International Journal of Methodology, 2014, 48, (2), 681-695 View citations (9)
313. Unemployment hysteresis in the Eurozone area: evidences from nonlinear heterogeneous panel unit root test
     Applied Economics Letters, 2014, 21, (8), 536-540 View citations (23)

2013

314. Are Shocks to Real Output Permanent or Transitory? Evidence from a Panel of “Asean” Per Capita GDP Data
     Transition Studies Review, 2013, 20, (2), 149-157 View citations (1)
315. Are fluctuations in electricity consumption per capita transitory? Evidence from developed and developing economies
     Renewable and Sustainable Energy Reviews, 2013, 28, (C), 551-554 View citations (21)
     See also Working Paper (2012)
316. Are trade deficits sustainable? Evidence from the ASEAN‐five
     International Journal of Social Economics, 2013, 40, (1), 68-82
317. DOES DEFENCE SPENDING STIMULATE ECONOMIC GROWTH IN INDIA? A REVISIT
     Defence and Peace Economics, 2013, 24, (4), 371-395 View citations (25)
318. 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
319. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis
     Economic Modelling, 2013, 31, (C), 151-159 View citations (54)
320. Does financial development increase rural‐urban income inequality?
     International Journal of Social Economics, 2013, 40, (2), 151-168 View citations (19)
321. Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia
     Renewable and Sustainable Energy Reviews, 2013, 25, (C), 109-121 View citations (538)
     See also Working Paper (2012)
322. Export Led Growth or Growth Led Export Hypothesis in India: Evidence Based on Time-Frequency Approach
     Asian Economic and Financial Review, 2013, 3, (7), 869-880 View citations (5)
323. IMPACT OF REAL EXCHANGE RATES ON EXPORTS OF AGRICULTURAL COMMODITIES: EVIDENCE FROM INDIA
     Review of Economic and Business Studies, 2013, (11), 46-58
324. Measuring co-movement of oil price and exchange rate differential in Bangladesh
     Economics Bulletin, 2013, 33, (3), 1922-1930 View citations (5)
325. Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India
     Global Business Review, 2013, 14, (3), 397-411 View citations (15)
     See also Working Paper (2010)
326. Oil price and exchange rates: A wavelet based analysis for India
     Economic Modelling, 2013, 31, (C), 414-422 View citations (110)
327. Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet
     Economic Modelling, 2013, 30, (C), 636-642 View citations (46)
328. Oil prices and trade balance: A wavelet based analysis for India
     Economics Bulletin, 2013, 33, (3), 2270-2286 View citations (18)
329. On the relationship between oil price and exchange rates: A wavelet analysis
     Economic Modelling, 2013, 35, (C), 502-507 View citations (100)
330. REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS
     Brussels Economic Review, 2013, 56, (3-4), 349-364
     See also Working Paper (2013)
331. Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
     Journal of Economic Integration, 2013, 28, 441-456 View citations (33)
332. Taxation, Economic Growth and Political Stability
     Transition Studies Review, 2013, 20, (1), 49-61 View citations (4)
333. The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa
     Energy Policy, 2013, 61, (C), 1452-1459 View citations (221)
334. The environmental Kuznets curve and the role of coal consumption in India: Cointegration and causality analysis in an open economy
     Renewable and Sustainable Energy Reviews, 2013, 18, (C), 519-527 View citations (181)
     See also Working Paper (2012)
335. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
     Energy Economics, 2013, 40, (C), 714-733 View citations (55)
336. Tourism, Energy Consumption and Climate Change in OECD Countries
     International Journal of Energy Economics and Policy, 2013, 3, (3), 247-261 View citations (16)

2012

337. AN ERROR-CORRECTION ANALYSIS OF INDIA-US TRADE FLOWS
     Journal of Economic Development, 2012, 37, (1), 29-51 View citations (2)
338. An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
     Economic Modelling, 2012, 29, (5), 1571-1578 View citations (21)
339. Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests
     Transition Studies Review, 2012, 19, (1), 3-11 View citations (3)
340. Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India
     Central European Journal of Economic Modelling and Econometrics, 2012, 4, (3), 199-213 View citations (10)
341. Are the emerging bric stock markets efficient?
     Economics Bulletin, 2012, 32, (2), 1261-1271
342. Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test
     Indian Economic Review, 2012, 47, (2), 285-306
343. Causality between wholesale price and consumer price indices in India
     Indian Growth and Development Review, 2012, 5, (2), 151-172 View citations (3)
344. Corruption, democracy and bureaucracy
     Theoretical and Applied Economics, 2012, XVIII(2012), (9(574)), 17-28 View citations (2)
345. Debt Sustainability in India: Empirical Evidence Estimating Time-Varying Parameters
     Economics Bulletin, 2012, 32, (2), 1133-1141 View citations (7)
346. Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan
     Economic Modelling, 2012, 29, (5), 1592-1597 View citations (6)
     See also Working Paper (2012)
347. Is Per Capita GDP Non-linear Stationary in SAARC Countries?
     European Economic Letters, 2012, 1, (1), 1-5
     See also Working Paper (2011)
348. 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
349. 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)
350. Reassessment of Sustainability of Current Account Deficit in India
     South-Eastern Europe Journal of Economics, 2012, 10, (1), 67-79 View citations (8)
351. Revisiting the Relationship between Electricity Consumption, Capital and Economic Growth: Cointegration and Causality Analysis in Romania
     Journal for Economic Forecasting, 2012, (3), 97-120 View citations (23)
     See also Working Paper (2011)
352. Structural changes and regional disparity in China's inflation: a revisit
     China Economic Journal, 2012, 5, (1), 17-28
353. Tax Burden and GDP: Evidence from Frequency Doman Approach for the USA
     Economics Bulletin, 2012, 32, (1), 147-159 View citations (4)
354. Testing Income Convergence: Evidence from Indian States Using Panel Linear and Nonlinear Unit Root Tests
     Economic Research Guardian, 2012, 2, (1), 60-69 View citations (3)

2011

355. A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India
     Economics Bulletin, 2011, 31, (2), 1793-1806 View citations (114)
356. Are exports and imports cointegrated in India and China? An empirical analysis
     Economics Bulletin, 2011, 31, (1), 860-873 View citations (7)
357. Comparative performance of renewable and nonrenewable energy source on economic growth and CO2 emissions of Europe and Eurasian countries: A PVAR approach
     Economics Bulletin, 2011, 31, (3), 2356-2372 View citations (29)
358. Economic Growth and FDI in Asia: A Panel-Data Approach
     Economic Analysis and Policy, 2011, 41, (2), 173-187 View citations (44)
359. Energy Consumption, Co2 Emission and Economic Growth: A Revisit of the Evidence from India
     Applied Econometrics and International Development, 2011, 11, (2) View citations (77)
360. Fiscal Deficit and Inflation: An empirical analysis for India
     Romanian Economic Journal, 2011, 14, (42), 131-158 View citations (2)
361. Foreign Aid, FDI, Economic Freedom and Economic Growth in Asian Countries
     Global Economy Journal, 2011, 11, (3), 1-28 View citations (13)
362. Governance and Foreign Aid in ASIAN Countries
     Economics Bulletin, 2011, 31, (1), 453-465 View citations (5)
363. Happiness and Environmental Degradation: What Determines Happiness?
     Economics Bulletin, 2011, 31, (4), 3192-3210
364. Primary Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India
     South East European Journal of Economics and Business, 2011, 6, (2), 99-117 View citations (58)
365. Tourism, Exports and FDI as a Means of Growth: Evidence from four Asian Countries
     Romanian Economic Journal, 2011, 14, (40), 131-151 View citations (8)

2010

366. Corporate governance and economic growth
     Economics Bulletin, 2010, 30, (4), 2825-2841 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

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