Aviral Kumar Tiwari

Rajagiri Business School

Associate Professor

Rajagiri Business School

Rajagiri Valley Road

Kochi, 682039

India

http://https://www.rajagiribusinessschool.edu.in/

SCHOLARLY PAPERS

25

DOWNLOADS
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Top 30,057

in Total Papers Downloads

2,497

SSRN CITATIONS
Rank 41,983

SSRN RANKINGS

Top 41,983

in Total Papers Citations

9

CROSSREF CITATIONS

8

Scholarly Papers (25)

1.

The Relationship between Exchange Rates and Interest Rates in a Small Open Emerging Economy: The Case of Romania

Economic Modelling, Forthcoming
Number of pages: 44 Posted: 14 Mar 2016 Last Revised: 02 Feb 2017
Alexandru Ioan Cuza University of Iasi, Alexandru Ioan Cuza University, Alexandru Ioan Cuza University and Rajagiri Business School
Downloads 317 (141,731)
Citation 1

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interest rates; exchange rates; Purchasing Power Parity theory; monetary policy; wavelet

2.

Quantile Time-Frequency Price Connectedness Between Green Bond, Green Equity, Sustainable Investments and Clean Energy Markets

Number of pages: 22 Posted: 24 Nov 2021 Last Revised: 03 Dec 2021
Hellenic Mediterranean University, University of Cape Coast, Software Competence Center Hagenberg and Rajagiri Business School
Downloads 299 (149,688)

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Green bond, green equity, sustainability, clean energy, price connectedness, quantile time-frequency.

3.

Co-Movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches

Number of pages: 23 Posted: 18 Aug 2013
Gazi Salah Uddin, Mohamed El Hedi Arouri and Aviral Kumar Tiwari
Linkoping University - Department of Management and Engineering Division, EDHEC Business School and Rajagiri Business School
Downloads 230 (194,282)
Citation 1

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DCC-GARCH, Co-movement, Wavelet coherence, Germany

4.

Green Bond, Renewable Energy Stocks and Carbon Price: Dynamic Connectedness, Hedging and Investment Strategies during COVID-19 pandemic

Number of pages: 42 Posted: 05 Aug 2021
Rajagiri Business School, University of Cape Coast, Software Competence Center Hagenberg and Curtin University
Downloads 224 (199,231)

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COVID-19, TVP-VAR, dynamic connectedness, portfolio management, hedging effectiveness, green bonds, renewable energy stocks, carbon price

5.

Analyzing Time-Frequency Relationship between Interest Rate, Stock Price and Exchange Rate Through Continuous Wavelet

Economic Modelling, Vol. 41, 2014
Number of pages: 22 Posted: 01 Jun 2013 Last Revised: 01 Apr 2020
Aviral Kumar Tiwari, Alin Marius Andries and Iulian Ihnatov
Rajagiri Business School, Alexandru Ioan Cuza University of Iasi and Alexandru Ioan Cuza University
Downloads 224 (199,231)
Citation 2

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cyclical effects, anti-cyclical effects, Granger-causality, phase difference, cross wavelets, wavelet coherency

6.

Value-at-Risk and Expected Shortfall in Cryptocurrencies' Portfolio: A Vine Copula-based Approach

Number of pages: 28 Posted: 24 Aug 2019 Last Revised: 18 Nov 2019
Carlos Trucíos, Aviral Kumar Tiwari and Faisal Alqahtani
University of Campinas (UNICAMP) - Department of Statistics, Rajagiri Business School and University of Auckland
Downloads 185 (236,917)
Citation 2

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Cryptocurrency, GAS, GARCH, Pair-copula, Risk Measures, Volatility

7.

Does Economic Policy Uncertainty Affect Cryptocurrency Markets? Evidence from Twitter-Based Uncertainty Measures

Number of pages: 29 Posted: 06 Aug 2020
Wanshan Wu, Aviral Kumar Tiwari, Giray Gozgor and Huang Leping
Zhejiang University of Technology, Rajagiri Business School, Istanbul Medeniyet University and Shenzhen University
Downloads 183 (239,220)

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Cryptocurrencies, Economic Policy Uncertainty, Twitter-Based Uncertainty Measures, Granger Causality Tests, Recursive Evolving Window Approach, COVID-19 Crisis

8.
Downloads 171 (253,434)
Citation 3

Taxation and Political Stability

Number of pages: 18 Posted: 19 Jul 2011
Fernando Estrada, Mihai Ioan Mutascu and Aviral Kumar Tiwari
Universidad Externado de Colombia - Faculty of Finance, Government and International Relations, University of Orleans - Laboratoire d'économie d'Orléans and Rajagiri Business School
Downloads 101 (379,629)
Citation 4

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Taxation, Political Stability, Connection, Effects, Panel VAR analysis

Taxation and Political Stability

Number of pages: 14 Posted: 23 Feb 2012 Last Revised: 28 Sep 2014
Mihai Ioan Mutascu, Fernando Estrada and Aviral Kumar Tiwari
University of Orleans - Laboratoire d'économie d'Orléans, Universidad Externado de Colombia - Faculty of Finance, Government and International Relations and Rajagiri Business School
Downloads 70 (474,228)
Citation 2

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9.

Comovement of Exchange Rates: A Wavelet Analysis

Emerging Markets Finance and Trade, 2015
Number of pages: 18 Posted: 08 Jun 2013 Last Revised: 23 May 2015
Alin Marius Andries, Iulian Ihnatov and Aviral Kumar Tiwari
Alexandru Ioan Cuza University of Iasi, Alexandru Ioan Cuza University and Rajagiri Business School
Downloads 144 (291,844)

Abstract:

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Exchange rate, Co-movements, Wavelet multiple correlation

10.

Liberalization and Wage Inequality: Evidence from Indian Manufacturing Industry - A Critical Review of Literature

Number of pages: 44 Posted: 23 Mar 2011
Aviral Kumar Tiwari
Rajagiri Business School
Downloads 135 (306,887)
Citation 3

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Liberalization, wage inequality, manufacturing industries

11.

Does Economic Policy Uncertainty Connect Financial Markets? Evidence from Oil and Commodity Currencies

Number of pages: 39 Posted: 09 Jan 2019
Management Department, Politehnica University of Timisoara, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Kent - Department of Economics and Rajagiri Business School
Downloads 105 (367,291)
Citation 3

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economic policy uncertainty, oil-currency nexus, nonlinear causality, frequency domain, volatility spillover

12.

Dependence Structure and Dynamic Connectedness Between Green Bonds and Financial Markets: Fresh Insights from Time-Frequency Analysis Before and During COVID-19 Pandemic

Number of pages: 44 Posted: 14 Mar 2022
Ahmed H. Elsayed, Nader Naifar, samia nasreen and Aviral Kumar Tiwari
Durham University Business School, University of Sfax, Tunisia, affiliation not provided to SSRN and Rajagiri Business School
Downloads 62 (498,405)

Abstract:

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Green bonds, financial markets, Wavelet analysis, static connectedness, dynamic connectedness

13.

Quantile Risk Spillovers and Interrelatedness between Energy and Agricultural Commodity Markets Using Realized Variance

Number of pages: 37 Posted: 21 Jan 2022
Rajagiri Business School, University of Ghana - University of Ghana Business School (UGBS), University of Ibadan and Nanchang University
Downloads 59 (510,429)

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Volatility spillovers, Energy markets, Agricultural commodities, Quantile VAR.

14.

The Stability of Interaction Channels Between Tourism and Financial Development in 10 Top Tourism Destinations; Evidence From a Fourier Toda Yamamoto Estimator

Number of pages: 32 Posted: 16 Jun 2020
Angeliki Menegaki and Aviral Kumar Tiwari
Agricultural University of Athens- EU CONEXUS and Rajagiri Business School
Downloads 51 (545,106)

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Augmented Mean Group Estimator, Economic Growth; Financial Development, Fourier Toda Yamamoto Estimator, Latent Factors’ Co-integration, Tourism Development

15.

Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data

Number of pages: 27 Posted: 29 Jul 2016
Management Department, Politehnica University of Timisoara, Rajagiri Business School, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 36 (623,125)
Citation 1

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historical inflation rate, uncertainty, continuous wavelet transform, bounded series, U.S.

16.

The Time-Varying Pass-Through of Oil Supply and Demand Shocks to Fiscal Cyclicality in a Resource-Rich Country: A Bayesian TVP-SVAR-SV Approach

Number of pages: 26 Posted: 15 Apr 2022
Zied Saadaoui, Talel Boufateh and Aviral Kumar Tiwari
affiliation not provided to SSRN, University of Manouba and Rajagiri Business School
Downloads 31 (654,221)

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Oil price shocks, Supply, Demand, Fiscal cyclicality, TVP-SVAR-SV

17.

Copula-Based Local Dependence Among Energy, Agriculture and Metal Commodities Markets

Number of pages: 42 Posted: 04 Mar 2020 Last Revised: 02 Apr 2020
§ Claudiu Albulescu, Aviral Kumar Tiwari and Qiang Ji
Management Department, Politehnica University of Timisoara, Rajagiri Business School and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 25 (697,284)

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energy prices, commodity markets, local dependence, co-movements, mixture copula, local Kendall’s tau

18.

Indulging Myself to High-tech or Green-ing the Others? Behavioral Responses and Strategic Opportunities for the Hospitality Sector

Number of pages: 25 Posted: 03 Oct 2022
Angeliki Menegaki and Aviral Kumar Tiwari
Agricultural University of Athens- EU CONEXUS and Rajagiri Business School
Downloads 8 (852,725)

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willingness to pay, multinomial model, ordered model, binary models, new technologies, environmental technologies,

19.

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, Vol. 42, Issue 7, pp. 2172-2214, 2019
Number of pages: 43 Posted: 06 Jun 2020
Aviral Kumar Tiwari, Adeolu O. Adewuyi and David Roubaud
Rajagiri Business School, affiliation not provided to SSRN and Montpellier Business School
Downloads 5 (886,432)

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emerging stock markets, gold market, quantile Granger causality, quantile‐on‐quantile regression

20.

A Re‐Examination of Real Interest Parity in CEECs Using ‘Old’ and ‘New’ Second‐Generation Panel Unit Root Tests

Bulletin of Economic Research, Vol. 68, Issue 2, pp. 133-150, 2016
Number of pages: 18 Posted: 11 Apr 2016
Claudiu Tiberiu Albulescu, Dominique Pépin and Aviral Kumar Tiwari
Politehnica University of Timisoara, Universite de Poitiers and Rajagiri Business School
Downloads 2 (924,596)
Citation 1

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CEECs, panel unit root tests, real interest parity

21.

Dynamics of FII Flows and Stock Market Returns in a Major Developing Country: How Does Economic Uncertainty Matter?

The World Economy, Vol. 43, Issue 8, pp. 2263-2284, 2020
Number of pages: 22 Posted: 30 Sep 2020
affiliation not provided to SSRN, Rajagiri Business School, Drexel University - Lebow College of Business and Beijing Institute of Technology
Downloads 1 (938,187)

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economic uncertainty, FII flows, stock market return, wavelet coherency and phase difference

22.

CO2 Emissions, Industrial Production and Coal Consumption in the U.S. Industrial Sector

Journal of Energy and Development, 45(1/2) (2020)
Posted: 30 Jun 2020
Sahbi Farhani and Aviral Kumar Tiwari
Faculté privée de Management et des Sciences de l'Administration de Sousse (FMSA Sousse) and Rajagiri Business School

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23.

Oil and Risk Premia in Equity Markets

Studies in Economics and Finance
Posted: 14 Nov 2019 Last Revised: 26 Aug 2020
Satish Kumar, Riza Demirer and Aviral Kumar Tiwari
ICFAI Foundation for Higher Education (IFHE), Southern Illinois University Edwardsville - Department of Economics & Finance and Rajagiri Business School

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Quantile, Correlogram, Predictability, Oil return, Risk premia

24.

Asymmetric Dynamic Linkages and Shock Spillover between Shipping and Commodity (Metal and Agricultural) Markets: Evidence from a Novel Method

Number of pages: 49
University of Ibadan, University of Ibadan, Rajagiri Business School and University of Ghana - University of Ghana Business School (UGBS)
Downloads 0

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Shock transmissions, Shipping markets, commodity markets, Quantile VAR models, Asymmetric connectedness effects

25.

The impact of COVID-19 pandemic on interconnectedness among major financial assets: Evidence from the US economy

Number of pages: 36
Ahmed H. Elsayed, samia nasreen and Aviral Kumar Tiwari
Durham University Business School, affiliation not provided to SSRN and Rajagiri Business School
Downloads 0

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COVID-19; Oil market; Financial markets; Foreign exchange market; Commodity market; Quantile regression