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Internationalisation, growth and pay inequality : a cointegration analysis for Turkey, 1970 - 2007
Elveren, Adem Yavuz; Örnek, Ibrahim; Akel, Günay - In: International review of applied economics 26 (2012) 5, pp. 579-595
Persistent link: https://www.econbiz.de/10009612126
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Testing the historic tracking of climate models
Beenstock, Michael; Reingewertz, Yaniv; Paldor, Nathan - In: International journal of forecasting 32 (2016) 4, pp. 1234-1246
Persistent link: https://www.econbiz.de/10011622142
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Are per capita CO2 emissions increasing among OECD countries? : a test of trends and breaks
Yamazaki, Satoshi; Tian, Jing; Doko Tchatoka, Firmin - In: Applied economics letters 21 (2014) 7/9, pp. 569-572
Persistent link: https://www.econbiz.de/10010414797
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Bitcoin's innovative aspects, return volatility and uncertainty shocks
Frascaroli, Bruno Ferreira - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 224-245
Persistent link: https://www.econbiz.de/10012510290
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Brent crude oil spot and futures prices : structural break insights
Zavadska, Miroslava; Morales, Lucía; Coughlan, Joseph - In: The journal of energy markets 12 (2019) 4, pp. 31-52
Persistent link: https://www.econbiz.de/10012589651
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Do political factors influence US crude oil imports?
Beckman, Jayson; Nigatu, Getachew - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 288-297
Persistent link: https://www.econbiz.de/10012623585
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Structural breaks, cointegration, and causality by VECM analysis of crude oil and food price
Pala, Aynur - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 3, pp. 238-246
Persistent link: https://www.econbiz.de/10010192903
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Data size requirement for forecasting daily crude oil price with neural networks
Aras, Serkan; Hamdi, Manel - In: Scientific Annals of Economics and Business 66 (2019) 3, pp. 363-388
Persistent link: https://www.econbiz.de/10012405854
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Crude oil market and global financial crisis : structural break and market volatility analysis
Singh, Archana; Singh, Narinder Pal - In: International journal of economics and business research 13 (2017) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10011714391
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Clarifying the response of gold return to financial indicators : an empirical comparative analysis using ordinary least squares, robust and quantile regressions
Miyazaki, Takashi - In: Journal of risk and financial management : JRFM 12 (2019) 1/33, pp. 1-18
In this study, I apply a quantile regression model to investigate how gold returns respond to changes in various financial indicators. The model quantifies the asymmetric response of gold return in the tails of the distribution based on weekly data over the past 30 years. I conducted a...
Persistent link: https://www.econbiz.de/10012022330