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Aviral Kumar Tiwari

Institution: Indian Institute of Management Bodh Gaya (IIMBG)

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://sites.google.com/site/aviralkumartiwari/home?authuser=0

First Publication: 2012

Most Recent: 2025

RePEc ID: pti107 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 26.24 1.41 2.72 30.37 -
Last 10 Years 0.00 48.24 1.92 6.17 56.33 -
All Time 0.00 50.59 2.59 11.76 64.94 -

Publication Statistics

Raw Publications 90
Coauthorship-Adjusted Count 51.40

Publications (90)

Year Article Journal Tier Authors
2025 Markov-switching multifractal volatility spillovers among European stock markets during crisis periods Applied Economics C 4
2025 The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches Energy Economics A 4
2025 The credibility of environmental policy stringency: Implications for sustainability in OECD Countries Energy Economics A 5
2025 How do economies decarbonize growth under finance-energy inequality? Global evidence Energy Economics A 4
2024 Time-varying relationship between international monetary policy and energy markets Energy Economics A 5
2024 Monetary policy uncertainty and ESG performance across energy firms Energy Economics A 5
2024 Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy Applied Economics C 4
2024 Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence Applied Economics C 4
2024 From aid to resilience: Assessing the impact of climate finance on energy vulnerability in developing countries Energy Economics A 3
2024 Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective Energy Economics A 4
2024 Exploring the impact of key performance factors on energy markets: From energy risk management perspectives Energy Economics A 4
2024 Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting Energy Economics A 5
2024 Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective Energy Economics A 4
2023 Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis Energy Economics A 5
2023 Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach Energy Economics A 4
2023 An empirical analysis of the dynamic relationship between clean and dirty energy markets Energy Economics A 5
2023 A time-varying Granger causality analysis between water stock and green stocks using novel approaches Energy Economics A 4
2023 Tail risk contagion across electricity markets in crisis periods Energy Economics A 5
2023 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 Applied Economics C 4
2023 Tail risk dependence, co-movement and predictability between green bond and green stocks Applied Economics C 4
2023 The influence of economic policy uncertainty shocks on art market Applied Economics C 4
2023 The role of structural social capital in driving social-oriented sustainable agricultural entrepreneurship Energy Economics A 5
2023 Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy Energy Economics A 4
2023 Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19 Economic Modeling C 5
2023 An explainable artificial intelligence approach to understanding drivers of economic energy consumption and sustainability Energy Economics A 4
2023 Does financialization enhance renewable energy development in Sub-Saharan African countries? Energy Economics A 5
2023 The Threshold Role of FDI Flows in the Energy-Growth Nexus: An Endogenous Growth Perspective The Energy Journal B 4
2022 Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification Energy Economics A 4
2022 Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak Energy Economics A 4
2022 The effects of public sentiments and feelings on stock market behavior: Evidence from Australia Journal of Economic Behavior and Organization B 5
2022 Connectedness and directional spillovers in energy sectors: international evidence Applied Economics C 4
2022 Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic Energy Economics A 4
2022 Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness Energy Economics A 3
2022 Examining the heterogeneity of financial development in the energy-environment nexus in the era of climate change: Novel evidence around the world Energy Economics A 4
2022 Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis Applied Economics C 4
2021 Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis Energy Economics A 5
2021 Regime dependent causality relationship between energy consumption and GDP growth: evidence from OECD countries Applied Economics C 4
2021 Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches Energy Economics A 4
2021 Revisiting the sustainable versus conventional investment dilemma in COVID-19 times Energy Policy B 4
2021 Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods Energy Economics A 3
2021 Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches Applied Economics C 4
2020 The hydroelectricity consumption and economic growth in Asian countries - evidence using an asymmetric cointegration approach Applied Economics C 4
2020 Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies Energy Economics A 3
2020 Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model Energy Economics A 4
2020 Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach Applied Economics C 4
2020 Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals Energy Economics A 4
2020 Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate Energy Economics A 3
2020 Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches Energy Economics A 4
2020 Do urbanization, income, and trade affect electricity consumption across Chinese provinces? Energy Economics A 2
2020 Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach Applied Economics C 3
2019 Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies Energy Economics A 4
2019 FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis Energy Economics A 4
2019 Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 Energy Economics A 4
2019 The importance of oil assets for portfolio optimization: The analysis of firm level stocks Energy Economics A 4
2019 The Indian inflation–growth relationship revisited: robust evidence from time–frequency analysis Applied Economics C 4
2019 Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models Applied Economics C 3
2019 Testing the oil price efficiency using various measures of long-range dependence Energy Economics A 4
2019 Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests Energy Economics A 4
2019 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 Energy Economics A 4
2019 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 Energy Economics A 4
2019 Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look Energy Economics A 4
2019 Intellectual capital and firm performance: evidence from Indian banking sector Applied Economics C 4
2018 Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks Applied Economics C 3
2018 Informational efficiency of Bitcoin—An extension Economics Letters C 4
2018 Oil returns and volatility: The role of mergers and acquisitions Energy Economics A 4
2018 Information spillovers and connectedness networks in the oil and gas markets Energy Economics A 3
2018 Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities Energy Economics A 4
2018 Impact of oil price risk on sectoral equity markets: Implications on portfolio management Energy Economics A 4
2018 The nexus between access to electricity and labour productivity in developing countries Energy Policy B 4
2017 Oil price–inflation pass-through in Romania during the inflation targeting regime Applied Economics C 3
2017 The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes Energy Economics A 5
2017 The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania Economic Modeling C 4
2017 Are exchange rates interdependent? Evidence using wavelet analysis Applied Economics C 4
2016 Time-frequency relationship between US output with commodity and asset prices Applied Economics C 3
2015 Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa: a hidden cointegration analysis Applied Economics C 3
2015 Stock returns and inflation in Pakistan Economic Modeling C 5
2015 The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis Energy Economics A 4
2014 Revisiting the inflation–output gap relationship for France using a wavelet transform approach Economic Modeling C 3
2014 Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet Economic Modeling C 3
2014 Causality between consumer price and producer price: Evidence from Mexico Economic Modeling C 4
2014 New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach Economic Modeling C 2
2014 A frequency domain causality investigation between futures and spot prices of Indian commodity markets Economic Modeling C 3
2013 The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework Energy Economics A 3
2013 Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis Economic Modeling C 3
2013 Oil price and exchange rates: A wavelet based analysis for India Economic Modeling C 3
2013 The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa Energy Policy B 3
2013 Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet Economic Modeling C 1
2013 On the relationship between oil price and exchange rates: A wavelet analysis Economic Modeling C 4
2012 Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan Economic Modeling C 3
2012 An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain Economic Modeling C 1