Aviral Kumar Tiwari

Indian Institute of Management Bodh Gaya

Uruvela, Prabandh Vihar, Bodh Gaya

Bodh Gaya, 824234

India

  • Indian Institute of Management Bodh Gaya

SCHOLARLY PAPERS

30

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TOTAL CITATIONS
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Top 18,768

in Total Papers Citations

67

Scholarly Papers (30)

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1.

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
Ioannis Chatziantoniou, Emmanuel Joel Aikins Abakah, David Gabauer and Aviral Kumar Tiwari
Hellenic Mediterranean University, University of Cape Coast, Johannes Kepler University and Indian Institute of Management Bodh Gaya
Downloads 763 (70,093)
Citation 29

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

2.

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
Alin Marius Andries, Iulian Ihnatov, Bogdan CĂPRARU and Aviral Kumar Tiwari
Alexandru Ioan Cuza University of Iasi, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași and Indian Institute of Management Bodh Gaya
Downloads 517 (115,450)
Citation 1

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

3.

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
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, David Gabauer and Richard Adjei Dwumfour
Indian Institute of Management Bodh Gaya, University of Cape Coast, Johannes Kepler University and Curtin University
Downloads 397 (156,957)
Citation 4

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

4.

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, Indian Institute of Management Bodh Gaya and University of Auckland
Downloads 321 (198,033)
Citation 2

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

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
Indian Institute of Management Bodh Gaya, Alexandru Ioan Cuza University of Iasi and Alexandru Ioan Cuza University
Downloads 288 (222,320)
Citation 2

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

6.

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 Indian Institute of Management Bodh Gaya
Downloads 286 (223,920)
Citation 1

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

7.

Taxation and Political Stability

Downloads 263 (243,873)
Citation 6

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 Indian Institute of Management Bodh Gaya
Downloads 142 (428,824)
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 Indian Institute of Management Bodh Gaya
Downloads 121 (488,005)
Citation 2

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8.

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, Indian Institute of Management Bodh Gaya, Istanbul Medeniyet University and Shenzhen University
Downloads 250 (256,715)

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

9.

Analyzing the Effect of Public Sentiment Towards Economic Sanctions News during Russia-Ukraine Conflict on Blockchain Market and Fintech Industry

International Review of Financial Analysis, 90, 102948, https://doi.org/10.1016/j.irfa.2023.102948
Number of pages: 43 Posted: 16 Feb 2023 Last Revised: 30 Sep 2023
Emmanuel Joel Aikins Abakah, David Adeabah, Aviral Kumar Tiwari and Mohammad Abdullah
University of Ghana - University of Ghana Business School (UGBS), Curtin University, Indian Institute of Management Bodh Gaya and Universiti Sultan Zainal Abidin (UniSZA)
Downloads 215 (296,962)
Citation 1

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Russia-Ukraine war, economic sanctions, fintech, blockchain, quantile approaches

10.

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 Indian Institute of Management Bodh Gaya
Downloads 188 (336,526)

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Exchange rate, Co-movements, Wavelet multiple correlation

11.

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

Number of pages: 39 Posted: 09 Jan 2019
§ Claudiu Albulescu, Riza Demirer, Ibrahim Raheem and Aviral Kumar Tiwari
Management Department, Politehnica University of Timisoara, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Kent - Department of Economics and Indian Institute of Management Bodh Gaya
Downloads 178 (353,618)
Citation 10

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

12.

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
Indian Institute of Management Bodh Gaya
Downloads 172 (364,387)
Citation 3

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Liberalization, wage inequality, manufacturing industries

13.

Revisiting the Determinants of Cryptocurrency Excess Return: Does Scarcity Matter?

Number of pages: 86 Posted: 01 Mar 2024
Mai Bui, Huy Pham, Binh Nguyen Thanh and Aviral Kumar Tiwari
RMIT University Vietnam, affiliation not provided to SSRN, RMIT University Vietnam and Indian Institute of Management Bodh Gaya
Downloads 124 (476,209)

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scarcity effect, determinants, cryptocurrency return, proof-of-work cryptocurrencies

14.

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, Lahore College for Women University (LCWU) and Indian Institute of Management Bodh Gaya
Downloads 120 (488,447)
Citation 5

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

15.

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 and Indian Institute of Management Bodh Gaya
Downloads 118 (494,583)
Citation 1

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

16.

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

Number of pages: 37 Posted: 21 Jan 2022
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Adeolu O. Adewuyi and Chien-Chiang Lee
Indian Institute of Management Bodh Gaya, University of Ghana - University of Ghana Business School (UGBS), University of Ibadan and Nanchang University
Downloads 104 (550,790)

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

17.

Do the Dynamics between Government Bond and Equity Markets Validate the Adaptive Market Hypothesis? Evidence from Transfer Entropy

Applied Economics, Forthcoming
Number of pages: 31 Posted: 16 Mar 2023 Last Revised: 05 Apr 2023
Aviral Kumar Tiwari, Sangram Keshari Jena, Emmanuel Joel Aikins Abakah and Seong-Min Yoon
Indian Institute of Management Bodh Gaya, International Management Institute Bhubaneswar, University of Cape Coast and Department of Economics, Pusan National University
Downloads 96 (573,670)

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Transfer entropy, Effective transfer entropy, Renyi transfer entropy, Government bond market, Equity market, G7 countries

18.

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

Number of pages: 27 Posted: 29 Jul 2016
§ Claudiu Albulescu, Aviral Kumar Tiwari, Stephen M. Miller and Rangan Gupta
Management Department, Politehnica University of Timisoara, Indian Institute of Management Bodh Gaya, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 92 (589,246)
Citation 2

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

19.

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 Indian Institute of Management Bodh Gaya
Downloads 85 (618,487)

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

20.

The Impact of COVID-19 Pandemic on Interconnectedness Among Major Financial Assets: Evidence From the US Economy

Number of pages: 36 Posted: 16 Dec 2022
Ahmed H. Elsayed, samia nasreen and Aviral Kumar Tiwari
Durham University Business School, Lahore College for Women University (LCWU) and Indian Institute of Management Bodh Gaya
Downloads 77 (654,352)

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

21.

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, Indian Institute of Management Bodh Gaya and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 68 (704,980)

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

22.

Oil Price Volatility and Changes in Corporate Debt: An Empirical Study in the Indian Landscape

Number of pages: 25 Posted: 21 Jul 2023
Shawkat M. Hammoudeh, Nitya Tripathi, Asha Binu Raj and Aviral Kumar Tiwari
Drexel University - Lebow College of Business, ICFAI Foundation for Higher Education, ICFAI Foundation for Higher Education and Indian Institute of Management Bodh Gaya
Downloads 57 (764,031)

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Crude oil, price volatility, leverage, business group, Emerging economy

23.

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

Number of pages: 49 Posted: 07 Dec 2022
Adeolu O. Adewuyi, Musefiu A. Adeleke, Aviral Kumar Tiwari and Emmanuel Joel Aikins Abakah
University of Ibadan, University of Ibadan - Faculty of Public Health, Indian Institute of Management Bodh Gaya and University of Ghana - University of Ghana Business School (UGBS)
Downloads 55 (776,955)

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

24.

Asymmetric Time-Frequency Relationship between Climate Risk and Real Estate Tokens

Number of pages: 32 Posted: 30 Oct 2024
Ajim Uddin, Megha Saju, Mohammad Abdullah, Aviral Kumar Tiwari and Phouphet Kyophilavong
New Jersey Institute of Technology, New Jersey Institute of Technology, Universiti Sultan Zainal Abidin (UniSZA), Indian Institute of Management Bodh Gaya and National University of Laos
Downloads 53 (790,499)

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REITs, Real-estate investment tokens, blockchain, cross-quantilogram, rolling window wavelet correlation.

25.

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 and Indian Institute of Management Bodh Gaya
Downloads 47 (834,372)

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

26.

Exploring Transport Service Choice Decisions: A Comprehensive Triple-Bounded Discrete Choice Elicitation Method

Number of pages: 34 Posted: 21 Mar 2024
Genanew Bekele, Alebel Weldesilassie, Ananth Rao, Areej Aftab Siddiqui and Aviral Kumar Tiwari
University of Dubai, affiliation not provided to SSRN, University of Dubai, Indian Institute of Foreign Trade and Indian Institute of Management Bodh Gaya
Downloads 26 (1,033,735)

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Triple-bounded discrete choice, Follow-up elicitation, public transport, Contingent valuation methods, Willingness to use, Willingness to pay

27.

Introducing the Sustainability- Hospitality Growth Nexus in Europe; Differences Between Domestic and International Travelers

Number of pages: 34 Posted: 09 Apr 2024
Angeliki Menegaki and Aviral Kumar Tiwari
Agricultural University of Athens and Indian Institute of Management Bodh Gaya
Downloads 25 (1,057,231)

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Culture; Energy; Water; Recycling; Sustainable hospitality

28.

Dynamics of Carbon Risk, Cost of Debt and Leverage Adjustments

British Accounting Review, Forthcoming
Posted: 13 Feb 2024
Douglas J. Cumming, Geeta Duppati, Ruwani Fernando, Shivendu Pratap Singh and Aviral Kumar Tiwari
Florida Atlantic University, Prince Mohammad Bin Fahd University - Department of Humanities and Social Sciences, University of Waikato - Management School, University of Waikato, Management School, Students and Indian Institute of Management Bodh Gaya

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Speed of Adjustment, Carbon Risk, Cost of Debt, Energy Sector and Paris Agreement

29.

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 Indian Institute of Management Bodh Gaya

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30.

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 Indian Institute of Management Bodh Gaya

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Quantile, Correlogram, Predictability, Oil return, Risk premia