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Adam, Anokye M.
Bossman, Ahmed
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Exploring the asymmetric effects of economic policy uncertainty and implied volatilities on energy futures returns : novel insights from
quantile-on-quantile
regression
Bossman, Ahmed
;
Gherghina, Ştefan Cristian
; …
- In:
Journal of business economics and management
23
(
2022
)
6
,
pp. 1351-1376
petroleum). The causalityin-quantiles test and the
quantile-on-quantile
regression
technique were employed on daily data …
Persistent link: https://www.econbiz.de/10013500979
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