Search Results - subject:"Quantile-on-Quantile Regression"

Modelling the impact of uncertainty on sectoral GHG emissions in Saudi Arabia using the causality-in-quantiles and quantile-on-quantile approaches

Raggad, Bechir; Ben Salha, Ousama; Zrelly, Houyem; … - In: Energy strategy reviews 51 (2024), pp. 1-14

(QAR), causality-in-quantiles (CiQ) test, and the Quantile-on-Quantile regression (QQR) as the reference model, while the …

Persistent link: https://www.econbiz.de/10014577854

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

Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets

Abakah, Emmanuel Joel Aikins; Abdullah, Mohammad; … - In: Research in international business and finance 69 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015052950

African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk

Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015046944

Nonlinear effects of crude oil dependency on food prices in China : evidence from quantile-on-quantile approach

Yu, Ying; Peng, Chuqi; Zakaria, Muhammad; Mahmood, Hamid; … - In: Journal of business economics and management 24 (2023) 4, pp. 696-711

The repercussions of disruptions in the global crude oil market have a substantial influence on economies worldwide. Oil shocks are considered important estimators of many economic variables. The current research examines the effects of oil price shocks on food prices in China using monthly data...

Persistent link: https://www.econbiz.de/10014460300

Do precious metals hedge against global supply chain uncertainty?

Su, Chi-Wei; Wang, Yajun; Qin, Meng; Lobonţ, Oana-Ramona - In: Borsa Istanbul Review 23 (2023) 5, pp. 1026-1036

wavelet-based quantile-on-quantile regression (QQR) technique to identify the complex connection between GSCU and the price of …

Persistent link: https://www.econbiz.de/10014383525

Herding in international REITs markets around the COVID-19 pandemic

Lesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie - 2022

Persistent link: https://www.econbiz.de/10013179588

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

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

Modeling the behavior of renewable energy market : understanding the moderation of climate risk factors

Sinha, Avik; Tiwari, Sunil; Saha, Tanaya - In: Energy economics 130 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014559263