Search Results - subject:"Quantile-on-quantile approach"

Greening the path to carbon neutrality in the post-COP26 era : embracing green energy, green innovation, and green human capital

Ahakwa, Isaac; Tackie, Evelyn Agba; Tackie, Faustina Korkor - In: Innovation and green development 3 (2024) 3, pp. 1-12

The COP26 Glasgow conference stressed the importance of all nations committing to more ambitious targets for reducing emissions to keep global temperatures from rising more than 1.5 °C above pre-industrial levels. This is crucial since any temperature greater than that will have grave and...

Persistent link: https://www.econbiz.de/10015054130

Energy prices and their impact on US stock indices : a wavelet- based quantile-on-quantile regression approach

Ahmad Monir Abdullah; Aini Aman - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 216-234

Persistent link: https://www.econbiz.de/10014533190

Exchange rates and stock markets in emerging economies : new evidence using the Quantile-on-Quantile approach

Gökmenoglu, Korhan K.; Eren, Baris Memduh; Hesami, Siamand - In: Quantitative finance and economics 5 (2021) 1, pp. 94-110

Persistent link: https://www.econbiz.de/10012586944

Asymmetric impact of investor sentiment and media coverage news on bitcoin returns

Naifar, Nader; Altamimi, Sohale - In: Managerial finance 49 (2023) 8, pp. 1342-1354

Persistent link: https://www.econbiz.de/10014311559

Revisiting the finance-growth nexus in Hong Kong : fresh insights from nonparametric analysis

Almassri, Hamza; Ozdeser, Huseyin; Saliminezhad, Andisheh - In: Journal of economic studies 50 (2023) 5, pp. 1073-1086

Persistent link: https://www.econbiz.de/10014311807

The dynamics of crude oil future prices on China's energy markets : quantile-on-quantile and casualty-in-quantiles approaches

Meng, Juan; Mo, Bin; Nie, He - In: The journal of futures markets 43 (2023) 12, pp. 1853-1871

Persistent link: https://www.econbiz.de/10014433018

Monetary policy uncertainty and stock returns in G7 and BRICS countries : a quantile-on-quantile approach

Wen, Fenghua; Shui, Aojie; Cheng, Yuxiang; Gong, Xu - In: International review of economics & finance : IREF 78 (2022), pp. 457-482

Persistent link: https://www.econbiz.de/10013334586

Financial market connectedness : the role of investors' happiness

Bouri, Elie; Demirer, Rıza; Gabauer, David; Gupta, Rangan - In: Finance research letters 44 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014494886

Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?

Ren, Ying-hua; Tan, Anqi; Zhu, Huiming; Zhao, Wanru - In: International review of financial analysis 81 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013375403

Bitcoin and CEE stock markets: Fresh evidence from using the DECO-GARCH model and quantile on quantile regression

In: European Journal of Management and Business Economics … 30 (2021) 2, pp. 261-280

Purpose - This study examines the inter-linkages between Bitcoin prices and CEE stock markets (Hungary, the Czech Republic, Poland, Romania and Croatia). Design/methodology/approach - The dynamic contemporaneous nexus has been analyzed using both the multivariate DECO-GARCH model proposed by...

Persistent link: https://www.econbiz.de/10013193257