Search Results - subject:"Quantile correlation"

Digital financial inclusion, the belt and road initiative, and the Paris agreement : impacts on energy transition grid costs

Chishti, Muhammad Zubair; Xia, Xiqiang; Min Du, Anna; … - In: Finance research letters 72 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015199581

Is it just green? : Asymmetry behavior of returns in green investments

Ur Rehman, Mobeen; Nautiyal, Neeraj; Vo Xuan Vinh - In: International review of economics & finance : IREF 100 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015455638

How do economic policy uncertainty and geopolitical risk affect oil imports? : Evidence from China and India

Huang, Fei-Wen; Su, Chi-Wei; Yang, Shengyao; Qin, Meng; … - In: Energy strategy reviews 59 (2025), pp. 1-11

uncertainty (EPU) and geopolitical risk (GPR) on oil imports in China (COI) and India (IOI). An innovative wavelet quantile … correlation framework is devised to dissect EPU-COI, GPR-COI, EPU-IOI, and GPR-IOI relations across quantiles and frequencies …

Persistent link: https://www.econbiz.de/10015448900

The dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions

Ozcelebi, Oguzhan; McIver, Ron; Kang, Sang Hoon - In: Financial innovation : FIN 11 (2025), pp. 1-33

wavelet quantile correlation methodologies to facilitate these analyses. The total connectedness index value is 70%, which is …

Persistent link: https://www.econbiz.de/10015557924

Are renewable energy stocks, investor sentiment, and the cryptocurrency market-related?

Su, Chi-Wei; Song, Xin Yue; Qin, Meng; Lobonţ, Oana-Ramona - In: Journal of business economics and management 26 (2025) 6, pp. 1264-1283

This paper applies wavelet quantile correlation to research on the relationship among renewable energy stocks, investor …

Persistent link: https://www.econbiz.de/10015561466

Novel approaches to model decomposed oil shocks, geopolitical risk, clean and fossil fuel stocks

Dam, Mehmet Metin; Altıntaş, Halil; Tiwari, Aviral Kumar - In: Borsa Istanbul Review 25 (2025) 3, pp. 468-496

clean and fossil fuel stocks. Using daily data from March 2014 to January 2022, advanced methods like wavelet quantile … correlation (WQC), cross-quantilogram (QC), and nonparametric causality-in-quantile (NPCQ) are applied. The results reveal …

Persistent link: https://www.econbiz.de/10015471242

Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets

Patel, Ritesh; Gubareva, Mariya; Chishti, Muhammad Zubair - In: Research in international business and finance 70 (2024) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10015055092

Novel approaches to model decomposed oil shocks, geopolitical risk, clean and fossil fuel stocks

Dam, Mehmet Metin; Altıntaş, Halil; Tiwari, Aviral Kumar - In: Borsa İstanbul Review 25 (2025) 3, pp. 468-496

Persistent link: https://www.econbiz.de/10015635975

The impact of oil shocks on green, clean, and socially responsible markets

Elsayed, Ahmed; Khalfaoui, Rabeh; Nasreen, Samia; … - In: Energy economics 136 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015046919

Connectedness between healthcare cryptocurrencies and major asset classes : implications for hedging and investments strategies

Patel, Ritesh Jayantibhai; Gubareva, Mariya; Chishti, … - In: International review of financial analysis 93 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014543529