Access Statistics for Aviral Kumar Tiwari

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015 0 0 0 40 0 0 0 104
A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING 'OLD' AND 'NEW' SECOND GENERATION PANEL UNIT ROOT TESTS 0 0 1 7 0 2 4 61
A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS 0 0 0 12 0 0 0 63
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 0 0 0 80
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 0 0 41 0 0 0 52
A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests 0 0 0 0 0 0 1 28
A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests 0 0 0 10 0 1 1 63
Analysing the distribution properties of Bitcoin returns 0 0 0 113 0 0 3 192
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management 0 0 0 0 0 1 2 3
Analysis of renewable and nonrenewable energy consumption, real GDP and CO2 emissions: A structural VAR approach in Romania 0 0 1 74 0 0 1 226
Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets 0 0 0 67 1 2 2 190
Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities 0 0 0 0 1 2 3 3
Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data 0 0 0 69 0 0 3 154
Are fluctuations in electricity consumption per capita transitory? evidence from developed and developing economies 0 0 0 40 0 0 0 141
Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test 0 0 0 18 1 1 1 123
Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets 0 0 0 0 0 1 2 51
Causality between consumer price and producer price: Evidence from Mexico 0 0 0 77 0 1 1 120
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 0 0 0 103
Co-movements and contagion between international stock index futures markets 0 0 0 0 0 0 0 145
Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches 0 0 0 126 0 0 0 195
Comovements of gold futures markets and the spot market 0 0 0 0 0 0 3 29
Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach 0 0 0 1 0 0 1 34
Continuous wavelet transform and rolling correlation of European stock markets 0 0 0 0 0 0 0 4
Convergence and club convergence of CO2 emissions at state levels: A nonlinear analysis of the USA 0 0 0 14 0 0 3 40
Copula-based local dependence among energy, agriculture and metal commodities markets 0 0 0 25 0 0 3 42
Copula-based local dependence between energy, agriculture and metal commodity markets 0 0 0 24 0 0 2 29
Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets 0 0 0 35 0 0 1 81
Dependence Structure between Business Cycles and CO2 Emissions in the U.S.: Evidence from the Time-Varying Markov-Switching Copula Models 0 0 1 38 0 0 1 51
Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach 0 0 0 7 1 1 1 41
Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach 0 0 0 1 0 0 0 16
Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach 0 0 0 3 0 0 1 14
Determinants of capital Structure: comparison of empirical evidence for the use of different estimators 0 0 0 29 2 2 4 92
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries ( E7 + 1): New evidence from cross‐quantilogram approach 0 0 0 0 0 2 8 18
Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions 0 0 0 31 0 5 12 477
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 0 0 0 0 0 4 6 94
Does CPI Granger-Cause WPI? New Extensions from Frequency Domain Approach in Pakistan 0 0 0 72 0 0 0 158
Does Defence Spending Stimulate Economic Growth in India? 0 0 0 110 0 1 1 286
Does financial development increase rural-urban income inequality? Cointegration analysis in the case of Indian economy 0 1 3 121 0 1 5 316
Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries 0 0 0 0 0 0 1 4
Dynamic Inter-relationships among tourism, economic growth and energy consumption in India 0 1 1 52 1 2 2 111
Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis 0 0 0 0 0 1 1 2
Economic Growth, Energy Consumption, Financial Development, International Trade and CO2 Emissions in Indonesia 0 0 0 132 1 2 2 345
Economic Growth, Energy Consumption, Financial Development, International Trade and CO2 Emissions, in Indonesia 1 1 2 200 1 3 20 592
Economic growth and and FDI in ASIA: A panel data approach 0 2 3 191 0 3 9 390
Electricity Consumption and Economic Growth at the State-level in India: Evidence using Heterogeneous Panel Data Methods 1 1 1 48 1 1 1 120
Energy Utilization and Economic Growth in France: Evidence from Asymmetric Causality Test 0 0 0 72 0 0 0 141
Estabilidad política y tributación 0 0 0 125 0 0 0 388
Estabilidad política y tributación 0 0 1 76 0 0 2 399
Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach 0 0 0 0 0 0 2 3
Extreme co-movements and dependencies among major international exchange rates 0 0 0 0 0 0 3 33
Financial Development and Income Inequality: Is there any Financial Kuznets curve in Iran? 0 0 0 132 0 0 0 349
Gasoline Prices and Presidential Approval Ratings of the United States 1 1 6 6 3 4 17 17
Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility 0 0 0 15 0 2 9 113
Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model 0 0 0 23 1 1 2 132
Impact of supply of money on food prices in India: A causality analysis 0 0 0 106 1 1 4 182
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 0 0 0 0 25
India's trade with USA and her trade balance: An empirical analysis 0 0 0 102 1 1 2 289
Informational efficiency of Bitcoin—An extension 0 0 0 0 0 0 1 90
Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches 0 0 0 0 0 0 5 8
Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India 0 0 0 27 0 0 0 32
Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches 0 0 0 28 0 2 5 145
Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis 0 0 0 0 0 0 5 45
Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis 0 0 10 216 1 6 38 678
Is Energy Consumption Per Capita Stationary? Evidence from First and Second Generation Panel Unit Root Tests 0 0 0 92 1 2 4 230
Is per capita GDP non-linear stationary in SAARC countries? 1 1 1 71 1 1 1 292
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 13 0 0 2 59
Is trade deficit sustainable in India? An inquiry 0 0 0 51 0 0 1 156
Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas 0 0 0 16 0 0 1 164
Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India 0 1 4 82 0 1 7 227
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 0 0 23 0 0 4 80
Nexus between Carbon Dioxide Emissions and Economic Growth in G7 Countries: Fresh Insights via Wavelet Coherence Analysis 0 0 1 16 0 1 4 32
Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis 0 0 0 0 0 0 5 6
Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis 0 0 0 53 0 0 0 99
Oil Returns and Volatility: The Role of Mergers and Acquisitions 0 0 0 4 0 0 0 93
Oil price and macroeconomy in India – An evolutionary cospectral coherence approach 0 0 0 29 0 0 0 38
Oil price-inflation pass-through in Romania during the inflation targeting regime 0 0 0 0 0 0 2 73
Oil prices and trade balance: a frequency domain analysis for India 0 0 0 47 0 0 0 133
On the dynamics of energy consumption and employment in public and private sector 0 0 0 74 0 2 3 163
Resource Curse Hypothesis and Role of Oil Prices in USA 0 1 1 29 0 1 1 64
Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis 0 0 0 0 0 0 0 25
Revisiting the inflation - output gap relationship for France using a wavelet transform approach 0 0 0 0 0 0 0 50
Revisiting the relationship between electricity consumption, capital and economic growth: Cointegration and causality analysis in Romania 0 0 0 88 0 0 0 261
SHORT- AND LONG-RUN TAIL DEPENDENCE SWITCHING IN MENA STOCK MARKETS: THE ROLES OF OIL, BITCOIN, GOLD AND VIX 0 0 0 23 1 1 1 40
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 0 0 0 61
Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains 0 0 0 10 0 1 4 58
Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach 0 0 0 20 0 1 3 88
Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks 0 0 0 1 3 4 5 84
Taxation and political stability 0 0 5 120 0 1 19 499
Taxation and political stability 0 0 0 117 1 1 1 540
Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States 0 0 0 12 0 0 1 49
Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test 0 0 0 0 0 0 2 38
Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis 0 0 0 36 2 2 2 144
Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis 0 0 0 6 0 0 1 60
The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression 0 0 0 0 0 2 6 25
The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis 0 0 0 2 0 0 0 2
The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis 0 0 0 0 0 0 0 26
The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis 0 0 0 20 0 0 0 36
The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains 0 0 0 37 0 0 2 131
The Role of ICT and Financial Development on CO2 Emissions and Economic Growth 0 0 1 17 0 1 3 44
The Role of ICT and Financial Development on CO2 Emissions and Economic Growth 0 0 0 56 0 0 0 92
The Role of ICT and Financial Development on CO2 Emissions and Economic Growth 0 0 0 43 0 0 1 62
The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 0 0 0 31 0 0 0 74
The behaviour of US and UK public debt: further evidence based on time varying parameters 0 0 0 11 0 0 1 40
The effects of financial development, economic growth, coal consumption and trade openness on environment performance in South Africa 0 0 0 136 0 1 9 345
The environmental Kuzents Curve and the role of coal consumption in India: cointegration and causality analysis in an open economy 0 0 0 105 0 0 1 274
The role of ICT and financial development in CO2 emissions and economic growth 0 0 0 16 0 2 3 41
The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone 0 0 0 1 0 0 0 2
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 1 68 0 0 2 78
Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data 0 0 0 40 0 0 2 85
Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices 0 0 0 47 0 0 0 95
Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries 0 0 0 53 0 1 9 145
Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 0 0 0 25 0 0 2 76
Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress 0 0 0 17 0 0 0 57
Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach 0 0 0 9 1 1 1 41
Tourism-induced financial development in Malaysia: New evidence from the tourism development index 0 0 0 0 0 1 6 103
Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study 0 1 3 4 0 2 4 9
Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India 0 0 0 0 0 2 2 5
Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness 0 0 0 34 0 1 6 131
Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains 0 0 0 53 0 0 3 131
What Determines Bitcoin’s Value? 0 1 2 81 1 3 4 136
What Determines Bitcoin’s Value? 0 0 1 1 0 0 1 5
What drives Bitcoin price? 0 0 0 0 0 1 3 124
Total Working Papers 4 12 50 4,758 28 93 352 14,873
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Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach 0 0 0 0 0 0 2 2
A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS 0 0 0 2 0 1 2 36
A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns 0 0 1 5 0 0 3 16
A Structural VAR (SVAR) analysis of fiscal shocks on current accounts in India 0 0 1 87 1 1 4 202
A Structural VAR analysis of Fiscal shocks on current accounts in Greece 0 0 0 23 1 1 2 73
A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification 0 0 0 5 0 2 3 43
A comparison of different forecasting models of the international trade in India 0 0 3 99 0 0 5 303
A comparison of different univariate forecasting models forSpot Electricity Price in India 0 0 2 33 0 0 3 158
A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period 0 0 0 0 0 1 4 4
A frequency domain causality investigation between futures and spot prices of Indian commodity markets 0 0 1 26 1 1 8 150
A global food–energy–water nexus with heterogeneity, non-stationarity and cross-sectional dependence 0 0 0 7 1 1 3 33
A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015 0 0 0 9 0 0 2 86
A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices 1 1 2 27 1 1 4 106
A revisit on the tax burden distribution and GDP growth: fresh evidence using a consistent nonparametric test for causality for the USA 0 0 0 23 0 0 1 94
A risk-neutral approach to the RAROC method of loan pricing using account-level data 0 2 20 35 4 8 44 78
A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India 1 7 33 705 3 11 83 1,846
A time varying approach on the price elasticity of electricity in India during 1975–2013 0 2 4 48 0 2 10 176
A time-varying Granger causality analysis between water stock and green stocks using novel approaches 0 0 2 3 0 0 3 4
A wavelet analysis for exploring the relationship between economic policy uncertainty and tourist footfalls in the USA 0 0 0 0 1 1 1 2
A wavelet analysis of the relationship between oil and natural gas prices 0 1 2 23 0 2 6 80
AN ERROR-CORRECTION ANALYSIS OF INDIA-US TRADE FLOWS 0 0 0 38 0 0 1 159
An analysis of dependence between Central and Eastern European stock markets 0 0 0 15 0 0 0 70
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices 1 1 2 8 7 14 40 76
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets 0 0 1 16 0 1 6 58
An empirical analysis of nature, magnitude and determinants of farmers’ indebtedness in India 0 0 2 14 0 0 6 40
An empirical analysis of the dynamic relationship between clean and dirty energy markets 0 2 3 4 1 3 9 12
An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain 0 0 3 45 0 1 6 153
An explainable artificial intelligence approach to understanding drivers of economic energy consumption and sustainability 0 2 6 7 1 3 13 17
An improved transformer model with multi-head attention and attention to attention for low-carbon multi-depot vehicle routing problem 1 1 3 3 3 3 6 6
Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models 0 1 3 12 0 1 5 40
Analysing spillover between returns and volatility series of oil across major stock markets 0 0 1 5 0 0 2 22
Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look 0 0 0 14 0 0 3 71
Analysing the spillover of inflation in selected Euro-area countries 0 0 2 18 0 2 8 66
Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA 0 0 2 10 1 2 6 28
Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model 0 0 0 10 0 0 0 23
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management 0 0 1 14 2 3 9 81
Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India 0 0 0 2 0 0 4 21
Analysis of renewable and nonrenewable energy consumption, real GDP and CO2 emissions: A structural VAR approach in Romania 0 0 1 49 1 2 5 152
Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey 0 0 1 1 1 2 3 5
Analyzing Markov dependence-switching between E7 stock markets 0 0 0 0 0 0 0 0
Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries 0 0 0 29 0 1 2 98
Analyzing the connectedness between crude oil and petroleum products: Evidence from USA 0 0 0 0 0 0 3 6
Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities 0 1 3 31 0 2 7 194
Analyzing time-frequency relationship between oil price and exchange rate in Pakistan through wavelets 0 0 0 12 0 1 1 70
Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet 0 1 3 52 0 1 5 211
Analyzing volatility spillovers between oil market and Asian stock markets 0 0 1 14 1 2 6 61
Any Signs of Green Growth? A Spatial Panel Analysis of Regional Air Pollution in South Korea 0 0 1 2 0 0 3 15
Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests 0 0 0 34 0 0 2 98
Are Exchange Rate Contagions Asymmetric? Evidence from Emerging Market Economies 0 0 2 2 0 0 5 6
Are FinTech, Robotics, and Blockchain index funds providing diversification opportunities with emerging markets?Lessons from pre and postoutbreak of COVID-19 0 0 0 0 1 2 3 3
Are Shocks to Real Output Permanent or Transitory? Evidence from a Panel of “Asean” Per Capita GDP Data 0 0 0 5 0 0 0 35
Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India 0 0 1 100 0 0 2 275
Are exchange rates interdependent? Evidence using wavelet analysis 0 0 0 11 0 0 0 40
Are exports and imports cointegrated in India and China? An empirical analysis 0 0 0 128 0 0 1 372
Are fluctuations in electricity consumption per capita transitory? Evidence from developed and developing economies 0 0 1 25 0 0 1 107
Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data 0 0 0 16 0 0 6 64
Are the emerging bric stock markets efficient? 0 0 0 117 0 0 1 340
Are the top six cryptocurrencies efficient? Evidence from time‐varying long memory 0 0 2 7 0 1 6 16
Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test 0 0 0 0 0 0 1 99
Are tourist arrivals stationary? Evidence from BRIC countries 0 0 0 0 0 1 2 2
Are trade deficits sustainable? Evidence from the ASEAN‐five 0 0 0 1 0 0 1 3
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets 2 2 3 3 3 3 7 7
Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets 0 1 7 7 0 2 26 26
Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets 0 0 3 91 0 3 9 280
Asymmetric spillover effects in energy markets 0 0 0 0 0 0 3 3
Banking sector performance and economic growth: evidence from Southeast European countries 0 1 3 20 0 3 8 58
Bitcoin returns and risk: A general GARCH and GAS analysis 0 0 8 80 1 2 21 233
Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management 0 0 0 0 1 1 1 1
CO2 Emission Allowances Risk Prediction with GAS and GARCH Models 0 0 3 5 0 2 8 13
COVID-19 and environmental concerns: A rapid review 0 0 0 2 0 0 2 10
Causality between consumer price and producer price: Evidence from Mexico 0 1 2 96 0 1 2 303
Causality between wholesale price and consumer price indices in India 0 1 2 29 0 1 7 107
Chaos in G7 stock markets using over one century of data: A note 0 0 0 6 2 3 3 46
Co-movements and contagion between international stock index futures markets 0 0 0 9 0 0 5 238
Comovement of Exchange Rates: A Wavelet Analysis 0 0 0 23 0 0 2 81
Comovements of gold futures markets and the spot market: A wavelet analysis 0 0 2 15 0 1 6 68
Comparative performance of renewable and nonrenewable energy source on economic growth and CO2 emissions of Europe and Eurasian countries: A PVAR approach 0 2 3 300 0 3 13 1,141
Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19 0 0 0 1 0 0 4 9
Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19 0 0 0 0 0 0 1 1
Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis 0 0 0 10 0 1 3 17
Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA 0 0 0 12 1 1 3 48
Connectedness and directional spillovers in energy sectors: international evidence 0 0 3 13 0 0 7 26
Connectedness in International Crude Oil Markets 0 1 1 4 1 2 3 16
Consumer sentiments across G7 and BRICS economies: Are they related? 1 1 1 1 2 4 4 4
Continuous wavelet transform and rolling correlation of European stock markets 0 0 2 61 0 2 10 219
Copula-based local dependence among energy, agriculture and metal commodities markets 0 0 0 4 0 0 0 43
Corporate governance and economic growth 0 1 4 502 0 5 26 2,296
Correction: Correlation and price spillover effects among green assets 0 0 0 0 0 0 1 1
Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model 0 1 3 24 0 1 7 94
Correlations and volatility spillovers between oil, natural gas, and stock prices in India 0 0 0 11 1 3 8 78
Corruption, democracy and bureaucracy 0 0 1 52 0 0 3 212
Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht 0 3 3 8 1 4 5 14
DELINEATION OF BLOCKCHAIN TECHNOLOGY IN FINANCE: A SCIENTOMETRIC VIEW 0 0 4 7 1 1 10 17
DETERMINANTS OF CAPITAL STRUCTURE: A QUANTILE REGRESSION ANALYSIS 0 0 1 113 0 0 4 327
DOES DEFENCE SPENDING STIMULATE ECONOMIC GROWTH IN INDIA? A REVISIT 0 0 1 28 0 1 5 132
Debt Sustainability in India: Empirical Evidence Estimating Time-Varying Parameters 1 1 6 292 2 6 18 659
Decoding mood of the Twitterverse on ESG investing: opinion mining and key themes using machine learning 2 3 9 9 5 7 15 15
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 0 0 0 7 1 1 1 113
Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis 0 0 1 57 0 0 4 227
Demystifying circular economy and inclusive green growth for promoting energy transition and carbon neutrality in Europe 1 1 1 1 1 3 4 4
Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods 0 0 0 0 0 0 0 2
Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile‐on‐quantile regression methods 0 0 3 18 0 0 9 51
Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach 0 0 1 6 0 0 5 26
Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic 1 1 2 6 1 2 10 30
Dependence structure between business cycles and CO2 emissions in the U.S.: Evidence from the time-varying Markov-Switching Copula models 0 0 2 6 0 0 4 45
Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach 0 0 1 22 0 0 1 90
Determinants of capital structure: comparison of empirical evidence for the use of different estimators 0 1 2 11 2 4 12 176
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach 0 0 5 6 1 1 8 9
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests 0 0 1 17 0 0 3 94
Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach 0 0 1 4 0 0 1 21
Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis 0 0 0 11 1 1 2 71
Do employees' salaries and board of director's remuneration impact gold demand?: An empirical study 0 0 1 4 0 0 4 11
Do global financial crises validate assertions of fractal market hypothesis? 0 0 3 16 0 0 6 164
Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach 1 1 1 9 2 2 5 65
Do shipping freight markets impact commodity markets? 0 0 3 3 0 0 7 7
Do urbanization, income, and trade affect electricity consumption across Chinese provinces? 0 0 2 12 1 2 6 44
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions 2 5 14 212 8 20 63 663
Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan 0 1 2 35 0 1 3 153
Does climate governance moderate the relationship between ESG reporting and firm value? Empirical evidence from India 1 5 13 13 2 7 27 27
Does crude oil price volatility affect risk-taking capability in business group firms: evidence from India? 0 1 2 2 0 1 2 2
Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures 0 0 3 26 2 5 14 88
Does financial development increase rural‐urban income inequality? 0 0 4 35 0 1 14 110
Does financialization enhance renewable energy development in Sub-Saharan African countries? 2 2 2 4 3 3 6 10
Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries 0 0 0 3 0 0 2 14
Does international tourism affect international trade and economic growth? The Indian experience 0 0 3 40 1 1 16 135
Does renewable and/or non-renewable energy consumption matter for total factor productivity (TFP) growth? Evidence from the BRICS 1 2 11 86 3 7 25 224
Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies 0 1 1 26 0 2 5 120
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy 0 1 2 2 0 4 8 9
Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market 0 0 1 5 1 1 4 20
Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis 0 0 0 0 1 1 2 3
Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty 1 3 4 7 2 6 14 25
Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective 0 2 2 2 1 3 7 7
Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching 0 0 0 7 0 0 0 25
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 0 0 8 14 2 3 24 35
Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method 0 0 3 4 0 1 8 9
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 1 2 5 39 3 5 17 116
Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality 0 0 0 2 0 1 1 7
Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter? 0 0 0 9 0 0 0 30
EXECUTIVE TENURE AND FIRM PERFORMANCE: AN EMPIRICAL EXAMINATION OF THE INDIAN CORPORATE LANDSCAPE 0 0 1 24 1 3 12 323
Economic Growth and FDI in Asia: A Panel-Data Approach 1 1 9 251 4 5 29 748
Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective 0 0 0 0 1 2 4 4
Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia 2 5 16 186 6 18 62 706
Economic policy uncertainty and financing structure: A new panel data evidence from selected Asian economies 0 0 7 26 0 1 14 60
Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications 0 0 0 0 0 0 0 2
Editorial in Honour of Professor Michael McAleer 0 0 1 11 3 7 12 74
Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks 0 0 9 10 3 14 48 53
Effects of CO2, Renewables and Fuel Prices on the Economic Growth in New Zealand 1 2 2 4 1 2 4 8
Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management 0 0 0 4 1 1 5 35
Efficiency or speculation? A dynamic analysis of the Bitcoin market 0 1 2 58 0 3 14 278
Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods 2 2 6 33 2 4 27 132
Emancipatory Ethical Social Media Campaigns: Fostering Relationship Harmony and Peace 0 1 2 6 1 2 4 49
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies 0 0 1 8 0 0 3 43
Energy Consumption, Co2 Emission and Economic Growth: A Revisit of the Evidence from India 0 0 3 191 2 4 17 769
Enhancing natural resource rents through industrialization, technological innovation, and foreign capital in the OECD countries: Does financial development matter? 0 0 1 1 0 1 5 5
Estimating the market risk of clean energy technologies companies using the expected shortfall approach 0 0 0 7 0 1 1 19
Evaluating the Role of GDP Per Capita, Air Pollution and Non‐Economic Factors in Determining Health Expenditure: Evidence from Asian Region Using Instrumental Variables Techniques 1 2 3 3 1 4 11 11
Evaluation of Gold Market in India and its Price Determinants 0 0 1 97 0 0 13 365
Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique 0 0 2 13 0 0 7 29
Examining the heterogeneity of financial development in the energy-environment nexus in the era of climate change: Novel evidence around the world 0 0 1 7 1 1 4 16
Exchange Rate and Monetary Fundamentals: Long Run Relationship Revisited 0 0 0 0 0 1 1 1
Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India 0 0 0 0 0 0 2 134
Exchange Rates and International Reserves in India 0 0 0 13 1 1 3 46
Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach 0 0 1 7 1 2 4 24
Exploring the impact of key performance factors on energy markets: From energy risk management perspectives 1 1 3 3 1 2 4 4
Exploring the nexus between non-renewable and renewable energy consumptions and economic development: Evidence from panel estimations 0 0 3 23 2 6 17 67
Exploring the time and frequency domain connectedness of oil prices and metal prices 0 0 1 8 1 2 4 49
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 0 0 3 19 0 2 9 76
Export Led Growth or Growth Led Export Hypothesis in India: Evidence Based on Time-Frequency Approach 0 0 0 2 0 0 2 6
Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors 0 0 1 3 1 1 7 21
Extreme co-movements and dependencies among major international exchange rates: A copula approach 0 0 1 10 0 0 3 79
Extreme downside risk connectedness and portfolio hedging among the G10 currencies 1 1 2 2 4 6 10 10
Extricating the impacts of emissions trading system and energy transition on carbon intensity 0 0 4 4 0 2 10 10
FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis 0 1 8 42 0 5 26 132
Factors That Influence the Safe Disposal Behavior of E-Waste by Electronics Consumers 0 0 0 0 0 1 4 12
Financial Development and Income Inequality: Is There Any Financial Kuznets Curve in Iran? 1 1 2 50 1 4 11 226
Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future 0 0 0 2 0 1 1 8
Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis 0 2 9 20 2 7 24 51
Fiscal Deficit and Inflation: An empirical analysis for India 0 0 1 521 0 1 6 1,675
Fiscal sustainability in E.U.27 0 3 8 110 2 5 17 242
Foreign Aid, FDI, Economic Freedom and Economic Growth in Asian Countries 0 1 2 110 0 3 11 329
Foreign tourist arrivals in India from major source countries: an empirical analysis 0 0 1 1 0 0 1 3
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test 1 2 6 15 2 4 10 39
Frequency based co-movement of inflation in selected euro area countries 0 0 0 14 0 0 1 50
Frequency domain causality analysis of stock market and economic activity in India 0 0 1 33 1 1 5 131
Frequency volatility connectedness across different industries in China 0 0 0 4 1 1 1 17
From aid to resilience: Assessing the impact of climate finance on energy vulnerability in developing countries 0 0 4 4 0 0 8 8
GAS and GARCH based value-at-risk modeling of precious metals 0 0 2 10 0 0 5 20
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate 0 0 1 34 0 2 5 101
Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis 0 0 0 27 1 2 6 103
Global value chains and economic growth: A study of resilience during the COVID‐19 pandemic 1 2 4 4 2 3 7 7
Global value chains in sub-Saharan Africa: The role of business regulations, policies and institutions 1 1 8 9 1 2 13 14
Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress 1 2 3 3 1 3 5 5
Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model 0 0 1 17 1 1 7 68
Governance and Foreign Aid in ASIAN Countries 0 0 1 95 0 2 3 233
Happiness and Environmental Degradation: What Determines Happiness? 0 0 1 195 1 1 5 731
Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis 0 0 1 2 0 0 2 24
Has the correlation of inflation and stock prices changed in the United States over the last two centuries? 1 3 3 28 1 6 16 133
How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis 0 0 0 0 1 2 2 2
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 1 4 10 19 2 7 29 61
Humanitarian aid delivery decisions during the early recovery phase of disaster using a discrete choice multi-attribute value method 0 0 0 6 0 0 1 34
IMPACT OF REAL EXCHANGE RATES ON EXPORTS OF AGRICULTURAL COMMODITIES: EVIDENCE FROM INDIA 0 0 0 96 0 2 4 302
INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES 0 0 3 5 0 2 11 24
IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS 0 0 2 40 0 1 5 133
Impact of Information Communication Technology on labor productivity: A panel and cross-sectional analysis 3 3 9 28 3 3 15 60
Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models 2 2 9 37 3 4 21 126
Impact of oil price risk on sectoral equity markets: Implications on portfolio management 0 0 0 19 0 0 2 114
Impacts of renewable energy on climate risk: A global perspective for energy transition in a climate adaptation framework 2 2 7 7 3 8 21 21
Index futures volatility and trading activity: Measuring causality at a multiple horizon 0 0 0 8 0 0 0 49
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach 0 0 3 5 0 0 5 18
Inflation, output gap, and money in Malaysia: evidence from wavelet coherence 0 0 1 27 0 1 3 84
Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform 0 1 1 43 0 1 1 117
Information spillovers and connectedness networks in the oil and gas markets 0 0 1 19 0 0 5 80
Informational efficiency of Bitcoin—An extension 0 0 6 101 0 5 17 354
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 0 0 3 3 0 0 3 7
Intellectual capital and firm performance: evidence from Indian banking sector 0 2 9 18 0 3 17 50
Interbank systemic risk network in an emerging economy 1 2 2 2 2 5 5 5
Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches 0 0 0 11 0 0 7 34
Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy 0 1 4 7 0 3 10 17
Interplay of Workplace Sustainability, Sustainable Work Performance, Optimism, and Resilience: The Moderating Role of Green Creativity in Luxury Hotels 0 1 1 1 1 2 4 6
Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks 0 0 0 3 0 0 0 14
Investor personality as a predictor of investment intention – mediating role of overconfidence bias and financial literacy 2 5 29 30 3 12 55 56
Investor’s values and investment decision towards ESG stocks 2 6 29 48 3 11 52 79
Is Per Capita GDP Non-linear Stationary in SAARC Countries? 0 0 0 75 0 1 2 371
Is energy consumption per capita stationary? Evidence from first and second generation panel unit root tests 1 1 1 49 1 1 1 201
Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach 0 0 2 3 0 1 9 21
Is the Housing Market in the United States Really Weakly-Efficient? 0 0 0 7 0 0 1 28
Is the Labour Force Participation Rate Non-Stationary in Romania? 0 0 0 16 0 0 0 51
Is there any convergence in health expenditures across EU countries? 0 0 1 55 1 2 7 141
Long Run and Short Run Linkages between Stock Indices in Bombay Stock Exchange: A Structural Cointegration Approach 0 1 1 90 2 5 9 274
Long-term trends in non-renewable resource commodity prices: fresh evidence in the presence of structural breaks 0 0 0 2 0 0 0 13
Macroeconomic factors and frequency domain causality between Gold and Silver returns in India 0 0 0 1 0 0 0 20
Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation 0 0 0 0 0 1 1 35
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 0 0 2 17 0 1 15 72
Mean reversion in per capita GDP of Asian countries 0 0 1 3 0 0 2 28
Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas 0 0 0 9 0 0 2 55
Measuring co-movement of oil price and exchange rate differential in Bangladesh 0 0 2 86 0 0 3 280
Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques 0 0 0 0 0 1 2 7
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks 0 0 0 4 3 3 13 33
Modeling the critical success factors of implementing net zero emission (NZE) and promoting resilience and social value creation 0 0 3 12 1 1 14 30
Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter? 0 0 0 42 0 0 2 129
Modeling volatility of precious metals markets by using regime-switching GARCH models 0 1 2 21 0 3 7 83
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches 0 0 0 4 0 0 1 9
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 0 0 0 9 1 1 2 115
Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India 0 0 0 26 0 0 1 115
Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models 0 0 6 33 0 0 11 77
Monetary policy uncertainty and ESG performance across energy firms 0 1 1 1 0 5 9 9
Monetary shocks to macroeconomic variables in China using time-vary VAR model 0 0 0 8 1 1 2 19
Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets 0 1 1 21 0 1 4 106
Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory 0 0 4 22 0 1 9 72
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach 0 0 2 28 0 0 11 111
New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile 0 0 1 13 0 0 3 74
Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis 0 1 3 10 1 3 5 24
Nexus between tourism and environmental pollution in South Asia: a comparative analysis using time-varying and non-parametric techniques 0 0 2 3 1 1 10 11
Nonlinearities and Chaos: A New Analysis of CEE Stock Markets 0 0 0 2 0 1 2 8
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis 0 0 2 2 6 7 24 30
Oil Price and Exchange Rate in Malaysia: A Time-Frequency Analysis 0 0 1 1 0 0 1 6
Oil and risk premia in equity markets 0 0 0 2 0 0 2 16
Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests 0 0 0 21 0 2 8 112
Oil price and exchange rates: A wavelet based analysis for India 1 1 1 141 1 2 6 423
Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape 1 1 1 1 1 1 2 2
Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis 0 0 1 21 0 0 4 84
Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet 0 0 1 43 0 0 1 138
Oil prices and trade balance: A frequency domain analysis for India 0 0 4 115 2 5 16 404
Oil prices and trade balance: A wavelet based analysis for India 0 0 5 207 1 2 12 530
Oil price–inflation pass-through in Romania during the inflation targeting regime 0 0 1 12 0 0 1 46
Oil returns and volatility: The role of mergers and acquisitions 0 0 0 11 0 0 3 76
On the Dynamics of Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India 0 0 0 0 0 1 11 338
On the dynamics of Indian GDP, crude oil production and imports 0 0 0 4 0 0 2 36
On the relationship between oil price and exchange rates: A wavelet analysis 0 0 0 93 1 2 3 296
On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach 0 0 0 20 0 0 2 62
Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation 0 0 0 5 0 0 0 13
Output Gap, Money Growth and Interest Rate in Japan: Evidence from Wavelet Analysis 0 0 2 7 0 0 4 32
Output and stock prices: New evidence from the robust wavelet approach 0 0 0 2 0 0 1 14
Past, present, and future of block-chain in finance 1 1 5 5 1 2 9 9
Primary Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India 0 0 0 34 0 1 2 123
Public and scholarly interest in social robots: An investigation through Google Trends, bibliometric analysis, and systematic literature review 1 1 2 2 1 2 7 7
Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis 0 1 4 139 1 4 32 1,150
Quantifying systemic risk in US industries using neural network quantile regression 0 0 2 10 0 0 7 25
Quantile causality between banking stock and real estate securities returns in the US 0 0 1 5 0 0 4 26
Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence 0 1 1 1 0 5 8 9
Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks 0 0 8 16 0 2 24 42
Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak 1 1 10 45 2 5 25 113
REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS 0 0 0 13 0 0 0 67
Re-examination of international bond market dependence: Evidence from a pair copula approach 0 0 1 6 0 1 5 27
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 0 0 1 6 2 4 18 43
Reassessment of Sustainability of Current Account Deficit in India 0 0 0 17 1 1 1 84
Regime dependent causality relationship between energy consumption and GDP growth: evidence from OECD countries 0 1 1 11 0 3 4 26
Relationship between Exchange Rate and Equity Prices in an Emerging Market: A Continuous Wavelet-based Analysis for Bangladesh 0 0 0 5 0 2 5 19
Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis 0 1 5 27 1 5 14 55
Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods 0 0 3 11 1 5 18 55
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 0 0 5 36 0 2 15 157
Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa: a hidden cointegration analysis 1 1 5 9 1 2 8 20
Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests 0 0 0 14 0 0 2 53
Reprint of: Chaos in G7 stock markets using over one century of data: A note 0 0 0 3 0 0 0 16
Resource curse hypothesis and role of oil prices in USA 1 1 1 5 1 1 6 35
Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test 0 1 4 32 0 1 7 113
Revisiting the Relationship between Electricity Consumption, Capital and Economic Growth: Cointegration and Causality Analysis in Romania 0 0 0 227 0 0 1 777
Revisiting the Role of Gender in Health Taxonomy: Evidence from the Elderly in India 0 0 0 18 0 1 4 77
Revisiting the inflation–output gap relationship for France using a wavelet transform approach 0 0 0 41 0 0 1 171
Revisiting the sustainable versus conventional investment dilemma in COVID-19 times 0 0 1 11 0 0 2 34
Revisiting the twin deficits hypothesis in the United States: Further evidence based on system-equation ADL test for threshold cointegration 0 0 2 2 0 0 2 2
Risk Connectedness Between Green and Conventional Assets with Portfolio Implications 0 0 2 3 0 0 3 8
Risk synchronization in Australia stock market: A sector analysis 0 0 1 1 0 1 2 2
Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy 0 0 1 4 0 1 5 13
Services trade–ICT–tourism nexus in selected Asian countries: new evidence from panel data techniques 2 3 7 16 2 4 10 26
Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis 0 0 0 8 0 0 0 39
Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war 0 1 3 4 0 1 10 13
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 0 3 0 0 0 21
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging 0 0 1 2 0 0 2 4
Spillovers between US real estate and financial assets in time and frequency domains 0 0 2 9 1 1 7 43
Spillovers between output and stock prices: a wavelet approach 0 0 0 5 0 0 1 19
Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations 0 0 1 66 0 1 2 210
Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach 1 1 2 11 1 2 9 73
Stock returns and inflation in Pakistan 0 0 2 63 0 2 5 224
Structural changes and regional disparity in China's inflation: a revisit 0 0 0 0 0 0 0 0
Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks 0 1 6 21 1 3 15 72
Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach 0 0 2 5 1 3 9 16
Synchronisation of policy related uncertainty, financial stress and economic activity in the United States 0 0 0 2 0 1 3 13
Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches 0 0 1 26 0 1 6 90
Tail risk contagion across electricity markets in crisis periods 0 1 5 12 0 5 26 39
Tail risk dependence, co-movement and predictability between green bond and green stocks 1 1 4 12 1 2 8 28
Tail risk intersection between tech-tokens and tech-stocks 0 0 1 1 0 0 2 2
Tax Burden and GDP: Evidence from Frequency Doman Approach for the USA 0 0 0 157 0 0 1 480
Taxation, Economic Growth and Political Stability 0 1 3 29 0 1 5 113
Testing Income Convergence: Evidence from Indian States Using Panel Linear and Nonlinear Unit Root Tests 0 0 0 65 1 1 2 187
Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis 0 0 0 9 0 0 0 32
Testing for the Granger-causality between returns in the U.S. and GIPSI stock markets 0 1 2 4 0 2 3 19
Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India 0 0 0 14 0 0 0 56
Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India 0 0 0 4 0 0 2 36
Testing the efficiency of metal's market: new evidence from a generalized spectral test 0 0 0 5 2 2 3 20
Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test 1 1 1 10 1 2 3 48
Testing the mean reversion in prices of agricultural commodities in India 0 0 0 60 2 2 4 254
Testing the oil price efficiency using various measures of long-range dependence 0 0 0 8 0 1 1 29
Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks 0 0 2 16 0 1 5 82
Testing the white noise hypothesis in high-frequency housing returns of the United States 0 0 0 3 1 1 1 27
Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis 0 0 1 17 0 0 1 77
The Behaviour of US and UK Public Debt: Further Evidence Based on Time Varying Parameters 0 1 1 5 0 1 1 10
The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas 0 0 1 1 1 1 3 3
The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression 0 2 13 32 5 9 57 146
The Indian inflation–growth relationship revisited: robust evidence from time–frequency analysis 0 0 2 7 0 0 2 13
The Inefficiency of Litecoin: A Dynamic Analysis 0 0 1 15 0 0 2 61
The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis 0 0 1 6 0 1 4 22
The Spillover of Inflation among the G7 Countries 0 2 2 11 0 2 6 33
The Stationary of Productivity Shocks: Evidence from 25 OECD and Big-7 Countries 0 0 0 7 0 0 1 46
The Threshold Role of FDI Flows in the Energy-Growth Nexus: An Endogenous Growth Perspective 0 0 1 1 0 0 4 4
The asymmetric Granger-causality analysis between energy consumption and income in the United States 0 0 2 32 0 3 10 99
The causality of dollarisation, interest rate and exchange rate: evidence from Laos 0 0 1 16 0 0 1 38
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods 0 1 3 3 1 3 9 9
The connectedness in the world petroleum futures markets using a Quantile VAR approach 0 0 0 4 0 0 4 13
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 0 0 3 23 0 0 5 88
The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches 0 0 0 15 1 1 6 70
The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach 0 0 2 18 0 0 5 68
The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model 0 0 4 37 0 2 17 117
The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa 0 1 5 118 2 6 37 454
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia 2 2 6 20 3 3 13 62
The environmental Kuznets curve and the role of coal consumption in India: Cointegration and causality analysis in an open economy 0 0 4 112 0 1 10 379
The export-led growth hypothesis for India: examining causality by a new approach in the time-frequency domain 0 0 0 12 0 0 1 69
The hydroelectricity consumption and economic growth in Asian countries - evidence using an asymmetric cointegration approach 0 0 0 5 0 0 2 28
The importance of oil assets for portfolio optimization: The analysis of firm level stocks 0 0 1 25 0 0 4 141
The influence of economic policy uncertainty shocks on art market 0 0 2 5 0 1 10 19
The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework 0 0 0 67 0 0 3 248
The measurement of fiscal behavior in some European countries: Panel data perspective 0 0 0 5 0 1 1 27
The nexus between access to electricity and labour productivity in developing countries 0 0 5 46 0 0 12 128
The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis 0 0 0 23 0 0 1 129
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets 0 0 1 2 0 1 8 19
The place of gold in the cross-market dependencies 0 0 0 9 0 0 1 104
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis 0 0 0 12 0 0 4 53
The relationship between Bitcoin returns and trade policy uncertainty 0 0 1 34 0 2 7 195
The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania 0 1 7 118 0 5 29 883
The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains 0 0 0 4 0 1 6 26
The revenues-spending nexus in Romania: a TAR and MTAR approach 0 1 1 1 0 1 2 4
The role of structural social capital in driving social-oriented sustainable agricultural entrepreneurship 1 1 2 2 1 2 3 6
The stability of interaction channels between tourism and financial development in 10 top tourism destinations: Evidence from a Fourier Toda-Yamamoto estimator 1 1 1 2 1 1 2 8
The sustainability of trade accounts of the ASEAN-5 countries 0 0 1 1 0 0 2 3
The time-varying correlation between output and prices in the United States over the period 1800–2014 0 0 0 7 0 0 1 64
The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone 0 0 0 2 0 0 1 3
Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution 0 2 2 13 0 2 5 53
Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market 0 2 6 6 0 3 10 10
Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices 1 1 2 6 1 1 7 20
Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals 0 0 6 70 0 1 13 212
Time-frequency co-movements between the largest nonferrous metal futures markets 0 0 0 7 0 0 0 45
Time-frequency information transmission among financial markets: evidence from implied volatility 0 1 3 3 0 4 8 8
Time-frequency relationship between US output with commodity and asset prices 0 0 1 20 0 0 2 70
Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline 1 1 1 1 2 3 7 7
Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies 0 2 4 15 0 3 9 72
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013 0 0 1 5 0 1 6 54
Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas 0 0 0 52 0 0 1 153
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification 0 0 1 10 0 1 6 33
Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach 1 1 1 11 1 2 2 40
Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model 0 1 3 40 0 1 11 155
Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak 0 0 0 0 0 0 0 0
Time-varying predictability of oil market movements over a century of data: The role of US financial stress 0 0 0 4 1 2 2 28
Time-varying relationship between international monetary policy and energy markets 0 0 3 3 1 1 10 10
Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data 0 0 0 5 0 1 3 25
Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets 0 0 1 20 0 0 2 89
Tourism, Energy Consumption and Climate Change in OECD Countries 1 1 1 56 1 2 2 271
Tourism, Exports and FDI as a Means of Growth: Evidence from four Asian Countries 0 0 1 209 0 0 4 521
Tourism-induced financial development in Malaysia: New evidence from the tourism development index 0 0 0 7 0 2 4 32
Tourism-induced income distribution in Malaysia: a practical experience of a truly Asian economy 0 1 3 4 1 3 7 9
U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging 0 0 1 4 2 2 8 22
Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study 0 1 4 12 0 3 9 31
Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology 0 0 2 3 0 2 10 14
Understanding the nexus between oil and gold 0 1 2 66 0 3 9 167
Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India 0 0 2 9 0 2 7 45
Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks 0 0 0 18 2 2 3 82
Unemployment hysteresis in the Eurozone area: evidences from nonlinear heterogeneous panel unit root test 3 4 5 34 3 5 8 94
Unemployment persistence in EU countries: new evidence using bounded unit root tests 0 0 2 9 0 0 5 29
Unlocking information technology infrastructure for promoting climate resilience and environmental quality 0 0 0 1 1 2 5 7
Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting 0 1 8 8 0 1 15 15
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach 0 0 0 9 1 2 4 48
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 3 18 0 2 5 93
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market 0 0 1 15 0 1 6 56
Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management 0 0 1 2 0 0 3 12
Volatility connectedness of major cryptocurrencies: The role of investor happiness 0 1 4 18 2 3 22 75
Volatility spillovers across global asset classes: Evidence from time and frequency domains 0 1 2 26 0 2 7 124
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness 0 2 9 27 0 2 18 81
Water and Emerging Energy Markets Nexus: Fresh Evidence from Advanced Causality and Correlation Approaches 0 0 0 0 0 0 1 1
What do we know about the price spillover between green bonds and Islamic stocks and stock market indices? 1 1 4 7 2 2 11 22
What drives Bitcoin price? 2 5 19 579 4 13 68 2,352
Whether tourist arrivals in India convergent? 0 0 0 13 0 0 0 38
Willingness to Pay for New Technologies and Environmental Technologies in Hotels: A Multinomial Logit Approach 0 0 0 0 0 0 0 0
Total Journal Articles 76 205 932 12,741 258 734 3,156 47,344
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Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method 0 0 1 1 0 0 2 2
Evaluating Portfolio Risk Management: A New Evidence from DCC Models and Wavelet Approach 0 0 0 0 0 0 3 7
Is Finance–Growth Nexus Nonlinear? Evidence from Linear and Nonlinear Causality Analysis 0 0 0 0 0 1 5 17
Total Chapters 0 0 1 1 0 1 10 26


Statistics updated 2025-02-05