Exploring the asymmetric effects of economic policy uncertainty and implied volatilities on energy futures returns : novel insights from quantile-on-quantile regression
Year of publication: |
2022
|
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Authors: | Bossman, Ahmed ; Gherghina, Ştefan Cristian ; Asafo-Adjei, Emmanuel ; Adam, Anokye M. ; Agyei, Samuel Kwaku |
Subject: | energy commodities | energy markets | uncertainty indices | volatility indices | causality-in-quantiles | quantile-on-quantile regression | Volatilität | Volatility | Energiemarkt | Energy market | Risiko | Risk | Welt | World | Regressionsanalyse | Regression analysis | Index | Index number | Rohstoffderivat | Commodity derivative | Energiewirtschaft | Energy sector |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3846/jbem.2022.18282 [DOI] |
Classification: | G01 - Financial Crises ; G10 - General Financial Markets. General ; G18 - Government Policy and Regulation ; Q40 - Energy. General ; Q41 - Demand and Supply |
Source: | ECONIS - Online Catalogue of the ZBW |
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