Search Results - subject:"Quantile"

Biodiversity risk and global stock markets: A cross-national heterogeneity analysis based on quantile-on-quantile methods

Zeng, Hongjun; Liu, Huifang; Yan, Han; Ma, Shenglin - In: Borsa İstanbul Review 25 (2025) 6, pp. 1518-1529

This paper uses quantile-on-quantile kernel-regularised least squares (QQKRLS) and quantile-on-quantile Granger … biodiversity loss has a significant, quantile-dependent, and non-linear effect on these national stock markets. The findings reveal … heightened risk. Robustness tests using quantile regression and ordinary least squares (OLS) regression further validate the …

Persistent link: https://www.econbiz.de/10015635757

Biodiversity risk and global stock markets : a cross-national heterogeneity analysis based on quantile-on-quantile methods

Zeng, Hongjun; Liu, Huifang; Yan, Han; Ma, Shenglin - In: Borsa Istanbul Review 25 (2025) 6, pp. 1518-1529

Persistent link: https://www.econbiz.de/10015551471

Quantile and time-frequency risk spillover between climate policy uncertainty and grains commodity markets

Zeng, Hongjun; Abedin, Mohammad Zoynul; Ahmed, … - In: The journal of futures markets 45 (2025) 6, pp. 659-682

Persistent link: https://www.econbiz.de/10015464839

Revisiting inflation inertia : a comprehensive analysis of dynamics and connectedness in the Turkish case

Sakarya, Burçhan; Polat, Onur; Ertuğrul, Hasan Murat - In: Central Bank review / Central Bank of the Republic of Turkey 25 (2025) 2, pp. 1-11

, the quantile-on-quantile (QQ) regression and causality results confirm these dynamics. Policy recommendations emphasize …

Persistent link: https://www.econbiz.de/10015413990

Extreme time-frequency connectedness between oil shocks and sectoral markets in the United States

Ozcelebi, Oguzhan; Pérez-Montiel, Jose; Kang, Sang Hoon - In: Financial innovation : FIN 11 (2025), pp. 1-31

consider the normal and extreme conditions across different frequency horizons, and the quantile time-frequency connectedness …

Persistent link: https://www.econbiz.de/10015557973

African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk

Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara Viktorovna - In: Energy economics 136 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015046944

Drivers of green growth and carbon emissions in Vietnam : a wavelet and quantile-on-quantile examination

Bui Thi Men; Pham, Van Phat - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 558-566

Persistent link: https://www.econbiz.de/10015620210

A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price

Wang, Mei-Chih; Chang, Tsangyao; Mikhaylov, Alexey; … - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015133703

Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies : a wavelet quantile VAR approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015371761

Identifying risk transmission in carbon, energy and metal markets : evidence from a novel quantile frequency connectedness approach

Wu, Hao; Huang, Yuan - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-33

Persistent link: https://www.econbiz.de/10015371996