EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Causality-in-quantiles test"
Narrow search

Narrow search

Year of publication
Subject
All
Volatility 22 Volatilität 22 Estimation 18 Schätzung 18 Börsenkurs 17 Capital income 17 Kapitaleinkommen 17 Share price 17 Forecasting model 13 Prognoseverfahren 13 Nichtparametrisches Verfahren 11 Nonparametric statistics 11 Risiko 11 Risk 11 Nonparametric causality-in-quantiles test 10 USA 10 United States 10 Welt 9 World 9 Aktienmarkt 8 Stock market 8 Causality-in-quantiles test 7 Immobilienpreis 6 Real estate price 6 Causality analysis 5 China 5 Climate change 5 Kausalanalyse 5 Klimawandel 5 Oil price 5 Theorie 5 Theory 5 Yield curve 5 Zinsstruktur 5 Ölpreis 5 ARCH model 4 ARCH-Modell 4 Bubbles 4 Higher-order nonparametric causality-in-quantiles test 4 Oil market 4
more ... less ...
Online availability
All
Undetermined 22 Free 10 CC license 1
Type of publication
All
Article 26 Book / Working Paper 8
Type of publication (narrower categories)
All
Article in journal 26 Aufsatz in Zeitschrift 26 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Working Paper 8
Language
All
English 34
Author
All
Gupta, Rangan 24 Balcilar, Mehmet 8 Wohar, Mark E. 8 Nel, Jacobus 7 Pierdzioch, Christian 7 Bouri, Elie 6 Nielsen, Joshua 4 Kyei, Clement Kweku 3 Subramaniam, Sowmya 3 Duan, Kun 2 Majumdar, Anandamayee 2 Sousa, Ricardo M. 2 Bahloul, Walid 1 Ben Salha, Ousama 1 Brahim, Mariem 1 Cepni, Oguzhan 1 Chang, Tsangyao 1 Chen, Jinyu 1 Chen, Qitong 1 Cheung, Adrian Wai Kong 1 Cuñado Eizaguirre, Juncal 1 Demirer, Rıza 1 Gabauer, David 1 Guesmi, Khaled 1 Hau, Liya 1 Huang, Yingying 1 Jbir, Rafik 1 Ji, Qiang 1 Li, Shouwei 1 Li, Xiao 1 Liu, Liang 1 Liu, Ruipeng 1 Marfatia, Hardik A. 1 Moodley, Damien 1 Pan, Changchun 1 Plakandaras, Vasilios 1 Polat, Onur 1 Raggad, Bechir 1 Raza, Syed Ali 1 Ren, Xiaohang 1
more ... less ...
Published in...
All
Department of Economics working paper series 8 The North American journal of economics and finance : a journal of financial economics studies 5 Finance research letters 3 International review of economics & finance : IREF 3 Energy economics 2 Annals of financial economics 1 Climate change economics : CCE 1 Energy strategy reviews 1 International journal of emerging markets 1 International journal of finance & economics : IJFE 1 Journal of commodity markets 1 Journal of multinational financial management 1 Journal of risk 1 The European journal of finance 1 The North American journal of economics and finance : a journal of theory and practice 1 The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
more ... less ...
Source
All
ECONIS (ZBW) 34
Showing 1 - 10 of 34
Cover Image
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - 2025
Persistent link: https://www.econbiz.de/10015359814
Saved in:
Cover Image
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
The purpose of this research is to investigate the implications of policy uncertainty on sectoral GHG emissions in Saudi Arabia. The research performs a battery of advanced quantile-based methodologies, namely the quantile unit root test (QAR), causality-in-quantiles (CiQ) test, and the...
Persistent link: https://www.econbiz.de/10014577854
Saved in:
Cover Image
Green bond and green stock in China : the role of economic and climate policy uncertainty
Wang, Yu; Cheung, Adrian Wai Kong; Yan, Wanlin; Wang, Bin - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015133701
Saved in:
Cover Image
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - 2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
Cover Image
Gold-to-platinum price ratio and the predictability of bubbles in financial markets
Demirer, Rıza; Gabauer, David; Gupta, Rangan; Nielsen, … - 2023
Persistent link: https://www.econbiz.de/10014287801
Saved in:
Cover Image
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan; Shahzad, Syed Jawad Hussain; Sheng, Xin; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
Cover Image
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country : the case of India
Çepni, Oğuzhan; Gupta, Rangan; Nel, Jacobus; Nielsen, … - 2023
Persistent link: https://www.econbiz.de/10014253784
Saved in:
Cover Image
Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility
Polat, Onur; Gupta, Rangan; Bouri, Elie; Brahim, Mariem - 2025
Persistent link: https://www.econbiz.de/10015398290
Saved in:
Cover Image
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, … - 2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
Cover Image
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - 2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...