Aviral Kumar Tiwari

Indian Institute of Management Bodh Gaya

Uruvela, Prabandh Vihar, Bodh Gaya

Bodh Gaya, 824234

India

SCHOLARLY PAPERS

32

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4,135

SSRN CITATIONS
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SSRN RANKINGS

Top 21,590

in Total Papers Citations

50

CROSSREF CITATIONS

8

Scholarly Papers (32)

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
Hellenic Mediterranean University, University of Cape Coast, affiliation not provided to SSRN and Indian Institute of Management Bodh Gaya
Downloads 514 (101,271)
Citation 20

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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
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 462 (115,171)
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
Indian Institute of Management Bodh Gaya, University of Cape Coast, affiliation not provided to SSRN and Curtin University
Downloads 342 (162,053)
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 263 (213,038)
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 261 (214,705)
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 260 (215,489)
Citation 1

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

7.
Downloads 238 (235,139)
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 Indian Institute of Management Bodh Gaya
Downloads 130 (398,931)
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 108 (459,676)
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 222 (251,254)

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

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 Indian Institute of Management Bodh Gaya
Downloads 175 (311,790)

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Exchange rate, Co-movements, Wavelet multiple correlation

10.

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
University of Ghana - University of Ghana Business School (UGBS), Curtin University, Indian Institute of Management Bodh Gaya and Universiti Sultan Zainal Abidin (UniSZA)
Downloads 174 (313,455)
Citation 1

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

11.

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 159 (338,666)
Citation 3

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Liberalization, wage inequality, manufacturing industries

12.

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 Indian Institute of Management Bodh Gaya
Downloads 151 (353,580)
Citation 9

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

13.

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 105 (466,268)
Citation 5

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

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 and Indian Institute of Management Bodh Gaya
Downloads 105 (466,268)
Citation 1

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

15.

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 87 (527,453)

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

16.

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

Number of pages: 37 Posted: 21 Jan 2022
Indian Institute of Management Bodh Gaya, University of Ghana - University of Ghana Business School (UGBS), University of Ibadan and Nanchang University
Downloads 87 (527,453)

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

17.

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 71 (593,562)

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

18.

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
Indian Institute of Management Bodh Gaya, International Management Institute Bhubaneswar, University of Cape Coast and Department of Economics, Pusan National University
Downloads 62 (637,086)

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

19.

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, Indian Institute of Management Bodh Gaya, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 61 (642,232)
Citation 2

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

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 57 (663,728)

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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 54 (680,574)

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

22.

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
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 44 (743,025)

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

23.

Exploring the Nexus between Crude Oil Market and GCC Sectoral Stock Markets: A Time-Frequency Connectedness and Cluster Analysis, with Portfolio Implications

Number of pages: 43 Posted: 09 Nov 2023
International University of Rabat - Rabat Business School, affiliation not provided to SSRN, affiliation not provided to SSRN, University of South-Eastern Norway USN School of Business and Indian Institute of Management Bodh Gaya
Downloads 37 (792,910)

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GCC counties, sectoral stock market, time-frequency connectedness, clustering, portfolio analysis

24.

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

Number of pages: 25 Posted: 21 Jul 2023
Drexel University - Lebow College of Business, ICFAI Foundation for Higher Education, ICFAI Foundation for Higher Education and Indian Institute of Management Bodh Gaya
Downloads 35 (808,165)

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

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 34 (816,160)

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

26.

Towards Emissions Mitigation in the OECD: An Assessment of the Asymmetric Pathways of Innovative Technologies and Renewables

Number of pages: 34 Posted: 29 May 2023
John Taden, Michael Appiah, Sania Ashraf and Aviral Kumar Tiwari
Pepperdine University, Dorstell Consult Ltd, University of Dubai and Indian Institute of Management Bodh Gaya
Downloads 33 (824,037)

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Innovations, OECD, Carbon mitigation, Renewables, Capital formation

27.

Does Financialization Enhance Renewable Energy Development in Sub-Saharan African Countries?

Number of pages: 36 Posted: 08 May 2023
Dorstell Consult Ltd, affiliation not provided to SSRN, University of Dubai, Indian Institute of Management Bodh Gaya and KTO Karatay University
Downloads 29 (857,131)

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Renewable energy, financial development, fiscal policy, foreign capital, ARDL Quantile Autoregressive Distributed Lad, Sub-Saharan Africa countries.

28.

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

Number of pages: 34 Posted: 21 Mar 2024
University of Dubai, affiliation not provided to SSRN, University of Dubai, Indian Institute of Foreign Trade and Indian Institute of Management Bodh Gaya
Downloads 9 (1,048,111)

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

29.

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 4 (1,088,666)

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Culture; Energy; Water; Recycling; Sustainable hospitality

30.

Dynamics of Carbon Risk, Cost of Debt and Leverage Adjustments

British Accounting Review, Forthcoming
Posted: 13 Feb 2024
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

31.

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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32.

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