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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 1 - 10 of 82
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Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359814
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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
(QAR), causality-in-quantiles (CiQ) test, and the Quantile-on-Quantile regression (QQR) as the reference model, while the …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014577854
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The impact of financial stress and uncertainty on green and conventional bonds and stocks : a nonlinear and nonparametric quantile analysis
Mar'I, Muhammad; Seraj, Mehdi; Tursoy, Turgut - In: Risks : open access journal 12 (2024) 8, pp. 1-18
includes the quantile-on-quantile and nonparametric causality-in-quantiles approaches to examine the relationship between …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015065766
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Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014515694
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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://ebvufind01.dmz1.zbw.eu/10015133701
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Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan; Moodley, Damien - 2023
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014443107
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Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - 2023
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014281697
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Gold-to-platinum price ratio and the predictability of bubbles in financial markets
Demirer, Rıza; Gabauer, David; Gupta, Rangan; Nielsen, … - 2023
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014287801
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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://ebvufind01.dmz1.zbw.eu/10014253453
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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://ebvufind01.dmz1.zbw.eu/10014253784
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