Zobrazeno 1 - 10
of 456
pro vyhledávání: '"Aviral Kumar TIWARI"'
Autor:
Adeolu Olusegun Adewuyi, Olusegun S. Adeboye, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah
Publikováno v:
American Business Review, Vol 27, Iss 1, Pp 116-166 (2024)
This study extends the existing literature in this area by examining the conditional connectedness between energy and metal markets using a novel time-varying quantile and frequency connectedness method developed by Chatziantoniou, et al. (2022) base
Externí odkaz:
https://doaj.org/article/8d4f166bfe35488bac97f176615457e5
Publikováno v:
Heliyon, Vol 11, Iss 1, Pp e40970- (2025)
The current study aims to elicit information regarding the tail risk transmission mechanism between crude oil (CO) and selected clean energy (CE) stock indices across time and during certain economic events. A Time-Varying Parameter Vector Auto-Regre
Externí odkaz:
https://doaj.org/article/efaf40238eee4596bbaa2ef6b3d1c8ef
Publikováno v:
Heliyon, Vol 10, Iss 10, Pp e30978- (2024)
The current study contributes to the existing literature by constructing a digitalization index to investigate the significance of digitalization in controlling the environmental footprint. Moreover, the dataset is divided into pre-Vision 2030 and po
Externí odkaz:
https://doaj.org/article/74b94d3fa719467a99900f0668010306
Publikováno v:
Heliyon, Vol 10, Iss 7, Pp e28654- (2024)
Studies on urban agglomeration typically focus on the management of urban agglomerations as special types of spatial organization. The problem of finding an adequate management model which accounts for the level of spatial connectivity and socio-econ
Externí odkaz:
https://doaj.org/article/62634cf17af7455f970f28e13b5193e5
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 17, Iss 3, Pp 62-80 (2023)
We examine if liquidity risk is priced in ETF equity returns and ETF equity premiums. We also show if these relationships hold in extreme market situations, which includes pre-and post-Covid periods. We find that liquidity risk is an important determ
Externí odkaz:
https://doaj.org/article/e6abdfa751c94f4f9978acf6938e4b7b
Publikováno v:
American Business Review, Vol 26, Iss 1, Pp 148-179 (2023)
This paper examines the dynamic linkages of volatility of energy commodities with bullion and the metal market. The proxies of energy commodities are crude oil and natural gas; bullion markets are Gold, silver and platinum and metal markets are coppe
Externí odkaz:
https://doaj.org/article/afd43e5012eb450294b19afd15fe0300
Publikováno v:
Energies, Vol 17, Iss 13, p 3079 (2024)
This work provides an in-depth investigation of the dynamic interaction patterns between water stocks and renewable energy markets through the application of continuous wavelet analysis, dynamic correlation analysis, and time-varying Granger causalit
Externí odkaz:
https://doaj.org/article/2da87c61209746b0989da9f0a4deff57
Publikováno v:
Borsa Istanbul Review, Vol 22, Iss 2, Pp 363-376 (2022)
Being the health pandemic with the highest impact on the global financial market, the recent COVID-19 pandemic has led to significant risk transmissions across stock markets. Although an increasing number of studies have examined the effects of the p
Externí odkaz:
https://doaj.org/article/e5b4e9e54e2b41bc876e728e10ef9758
Publikováno v:
Borsa Istanbul Review, Vol 22, Iss 1, Pp 145-155 (2022)
This study investigates the directional predictability of exchange rates in emerging markets. Using a cross-quantilogram model, we show that dependencies among emerging markets exchange rates are heterogeneous. Specifically, the Mexican peso, Brazili
Externí odkaz:
https://doaj.org/article/e59ba65a14e24760aa6e327fb71673c7
Publikováno v:
Heliyon, Vol 8, Iss 7, Pp e09913- (2022)
Advancement in renewables is one of the most effective techniques for sustained long-term development, and nations across the globe are making efforts to change their economic and industrial structures in a bid to boost green growth. With the advent
Externí odkaz:
https://doaj.org/article/22d6c17a2bef451ea593e205e394db1b