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Search: subject:"Quantile-on-quantile regression"
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Regression analysis
Quantile-on-quantile regression
27
Welt
18
World
18
Regressionsanalyse
16
Volatility
15
Volatilität
15
Estimation
13
Schätzung
13
Risiko
12
Risk
12
Impact assessment
10
Oil price
10
Wirkungsanalyse
10
Ölpreis
10
Aktienmarkt
9
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9
quantile-on-quantile regression
9
Börsenkurs
8
COVID-19
8
Capital income
8
China
8
Coronavirus
8
Kapitaleinkommen
8
Share price
8
Economic policy uncertainty
6
Greenhouse gas emissions
6
Hedging
6
Treibhausgas-Emissionen
6
Causality analysis
5
Economic growth
5
Forecasting model
5
Kausalanalyse
5
Prognoseverfahren
5
Quantile-on-Quantile Regression
5
Virtual currency
5
Virtuelle Währung
5
Wirtschaftswachstum
5
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4
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Article
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16
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Bossman, Ahmed
5
Gubareva, Mariya
3
Teplova, Tamara V.
3
Abdennadher, Sonia
1
Adam, Anokye M.
1
Agyei, Samuel Kwaku
1
Agyemang, Abraham
1
Asafo-Adjei, Emmanuel
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bao, Zongke
1
Chan, Stephen
1
Chang, Bisharat Hussain
1
Chang, Tsangyao
1
Chen, Qitong
1
Chen, Yiyang
1
Choi, Sun-Yong
1
Chu, Jeffrey
1
Ferraz, Diogo
1
Ge, Zhenyu
1
Gherghina, Ştefan Cristian
1
Gong, Xu
1
Gregory-Allen, Russell B.
1
Hashmi, Shabir
1
Hau, Liya
1
Iren, Perihan
1
Joo, Young C.
1
Karim, Mohd Zaini Abd
1
Lin, Boqiang
1
Meo, Muhammad Saeed
1
Min, Jennifer C
1
Park, Sung Y.
1
Rebelatto, Daisy Aparecida do Nascimento
1
Rong, Li
1
Rubbaniy, Ghulame
1
Tee, Kienpin
1
Teplova, Tamara
1
Umar, Zaghum
1
Wang, Mei-Chih
1
Yu, Dongwei
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Finance research letters
3
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2
Energy economics
2
Applied economics letters
1
Borsa Istanbul Review
1
Economic research
1
International review of economics & finance : IREF
1
Journal of business economics and management
1
Journal of commodity markets : JCM
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
16
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1
Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention : a multi-scale quantile regression analysis
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara
- In:
Applied economics
56
(
2024
)
31
,
pp. 3698-3721
Persistent link: https://www.econbiz.de/10014528629
Saved in:
2
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
Saved in:
3
Cross-listing flows under uncertainty : an international perspective
Agyemang, Abraham
;
Balli, Faruk
;
Gregory-Allen, Russell B.
- In:
Applied economics
56
(
2024
)
19
,
pp. 2357-2374
Persistent link: https://www.econbiz.de/10014520783
Saved in:
4
Stress from attention : the relationship between climate change attention and crude oil markets
Lin, Boqiang
;
Chen, Yiyang
;
Gong, Xu
- In:
Journal of commodity markets : JCM
34
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014548327
Saved in:
5
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
6
An analysis of the return-volume relationship in decentralised finance (DeFi)
Chu, Jeffrey
;
Chan, Stephen
;
Zhang, Yuanyuan
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 236-254
Persistent link: https://www.econbiz.de/10014424205
Saved in:
7
The asymmetric impact of oil price shocks on China stock market : evidence from
quantile-on-quantile
regression
Ge, Zhenyu
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 120-125
Persistent link: https://www.econbiz.de/10014428217
Saved in:
8
Asymmetric effects of geopolitical risk on major currencies : Russia-Ukraine tensions
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014288984
Saved in:
9
The role of green finance in reducing CO2 emissions : an empirical analysis
Meo, Muhammad Saeed
;
Karim, Mohd Zaini Abd
- In:
Borsa Istanbul Review
22
(
2022
)
1
,
pp. 169-178
, and the United States). This study uses
quantile
on
quantile
regression
(QQR), introduced by Sim and Zhou (2015), to …
Persistent link: https://www.econbiz.de/10012818194
Saved in:
10
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
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