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Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009514126

On dynamic linkages of the state natural gas markets in the USA : evidence from an empirical spatio-temporal network quantile analysis

Ren, Xiaohang; Lu, Zu-di; Cheng, Cheng; Shi, Yukun; … - In: Energy economics 80 (2019), pp. 234-252

Persistent link: https://www.econbiz.de/10012172371

The impact of multiple volatilities on import demand for US commodities : the case of soybeans

Zhang, Qiang; Reed, Michael R.; Saghaian, Sayed H. - In: Agribusiness : an internat. journal 26 (2010) 2, pp. 202-219

Persistent link: https://www.econbiz.de/10003972081

Decreasing relative risk aversion, risk sharing, and the permanent income hypothesis

Zhang, Qiang; Ōgaki, Masao - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 421-430

Persistent link: https://www.econbiz.de/10002372964

The impact of monetary and fiscal policy shocks on stock markets : evidence from China

Hu, Lei; Han, Junying; Zhang, Qiang - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1856-1871

Persistent link: https://www.econbiz.de/10012124572

the Determinants of Retail Fuel Prices in the EU Evidence from the Spatial Panel Quantile Regression

Ren, Xiaohang - 2019

We propose a novel spatial panel quantile regression method to investigate the impact of crude oil and carbon prices and neighboring fuel prices on regional retail fuel prices in the EU markets. This approach captures the changing price shock propagation and cross-market dependency of retail...

Persistent link: https://www.econbiz.de/10012894933