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  • Search: subject:"causality in quantiles"
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Year of publication
Subject
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Volatility 38 Volatilität 38 Börsenkurs 32 Share price 32 Estimation 26 Schätzung 26 Welt 26 World 26 Risiko 24 Risk 24 Causality-in-quantiles 23 Aktienmarkt 22 Stock market 22 Capital income 20 Kapitaleinkommen 20 Nichtparametrisches Verfahren 18 Nonparametric statistics 18 Causality analysis 16 Kausalanalyse 16 Oil price 16 Ölpreis 16 Forecasting model 15 Prognoseverfahren 15 USA 15 United States 15 China 13 Nonparametric causality-in-quantiles test 10 Theorie 10 Theory 10 Virtual currency 10 Virtuelle Währung 10 Greenhouse gas emissions 8 Oil market 8 Treibhausgas-Emissionen 8 Ölmarkt 8 Causality-in-quantiles test 7 Commodity derivative 7 Quantile-on-quantile 7 Rohstoffderivat 7 ARCH model 6
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Online availability
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Undetermined 66 Free 15 CC license 4
Type of publication
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Article 73 Book / Working Paper 9
Type of publication (narrower categories)
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Article in journal 73 Aufsatz in Zeitschrift 73 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Working Paper 8
Language
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English 81 Undetermined 1
Author
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Gupta, Rangan 26 Balcilar, Mehmet 9 Wohar, Mark E. 9 Bouri, Elie 7 Nel, Jacobus 7 Pierdzioch, Christian 7 Duan, Kun 4 Nielsen, Joshua 4 Ren, Xiaohang 4 Arshian Sharif 3 Bossman, Ahmed 3 Hammoudeh, Shawkat 3 Kyei, Clement Kweku 3 Shahbaz, Muhammad 3 Shahzad, Syed Jawad Hussain 3 Subramaniam, Sowmya 3 Tiwari, Aviral Kumar 3 Abakah, Emmanuel Joel Aikins 2 Abdoh, Hussein 2 Chen, Jinyu 2 Das, Debojyoti 2 Fasanya, Ismail Olaleke 2 Guesmi, Khaled 2 Hau, Liya 2 Ji, Qiang 2 Lee, Chi-Chuan 2 Lee, Chien-Chiang 2 Maghyereh, Aktham I. 2 Majumdar, Anandamayee 2 Mensi, Walid 2 Plakandaras, Vasilios 2 Raza, Syed Ali 2 Shah, Nida 2 Sousa, Ricardo M. 2 Teplova, Tamara V. 2 Yan, Cheng 2 Zhang, Hongwei 2 Zhu, Huiming 2 Adam, Anokye M. 1 Aggarwal, Divya 1
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Institution
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Institute of Economics, Academia Sinica 1
Published in...
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The North American journal of economics and finance : a journal of financial economics studies 13 Finance research letters 9 Department of Economics working paper series 8 Energy economics 7 International review of economics & finance : IREF 4 International review of financial analysis 3 Technological forecasting & social change : an international journal 3 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 3 International journal of finance & economics : IJFE 2 Journal of risk 2 Annals of financial economics 1 Asia Pacific financial markets 1 Climate change economics : CCE 1 Computational economics 1 Defence and peace economics 1 Energy strategy reviews 1 Global finance journal 1 IEAS Working Paper : academic research 1 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1 International journal of emerging markets 1 International journal of trade and global markets 1 Journal of Asian economics 1 Journal of business economics and management 1 Journal of commodity markets 1 Journal of international financial markets, institutions & money 1 Journal of multinational financial management 1 Macroeconomics and finance in emerging market economies 1 Research in economics 1 Research in economics : an international review of economics 1 Review of Economic Analysis : REA 1 Risks : open access journal 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 1 Tourism economics : the business and finance of tourism and recreation 1
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Source
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ECONIS (ZBW) 81 RePEc 1
Showing 21 - 30 of 82
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Oil prices and geopolitical risk : fresh insights based on Granger-causality in quantiles analysis
Shahbaz, Muhammad; Arshian Sharif; Soliman, Alaa M.; … - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 2865-2881
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014635210
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Impact of economic policy uncertainty on global carbon emissions
Farid, Saqib; Zafar, Quratulain - In: Research in economics 78 (2024) 2, pp. 1-17
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014574967
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Stock market response to quantitative easing : evidence from the novel rolling windows nonparametric causality-in-quantiles approach
Olasehinde-Williams, Godwin; Olanipekun, Ifedola; … - In: Computational economics 64 (2024) 2, pp. 947-977
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015078071
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Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility
Bouri, Elie; Cepni, Oguzhan; Gupta, Rangan; Liu, Ruipeng - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015066784
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Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets : case of Metaverse, HPB, and Bloknet
Zhao, Xin; Asl, Mahdi Ghaemi; Rashidi, Muhammad Mahdi; … - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 112-131
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014490258
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Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Energy economics 127 (2023) 2, pp. 1-26
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014490336
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SFDR, investor attention, and European financial markets
Birindelli, Giuliana; Chiappini, Helen; Jalal, Raja … - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014473694
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The time-varying effects of liquidity and market efficiency of the European Union carbon market : evidence from the TVP-SVAR-SV approach
Zhong, Meirui; Zhang, Rui; Ren, Xiaohang - In: Energy economics 123 (2023), pp. 1-17
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014476453
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Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets : another look using quantile-based approaches
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Technological forecasting & social change : an … 192 (2023), pp. 1-23
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014443847
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Google trends and cryptocurrencies: a nonparametric causality-in-quantiles analysis
Raza, Syed Ali; Yarovaya, Larisa; Guesmi, Khaled; Shah, Nida - In: International journal of emerging markets 18 (2023) 12, pp. 5972-5989
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014462128
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