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  • Search: subject:"causality-in-quantiles test"
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Year of publication
Subject
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Volatility 24 Volatilität 24 Capital income 20 Estimation 20 Kapitaleinkommen 20 Schätzung 20 Börsenkurs 18 Share price 18 Forecasting model 16 Prognoseverfahren 16 Nichtparametrisches Verfahren 12 Nonparametric statistics 12 Risiko 12 Risk 12 USA 11 United States 11 Aktienmarkt 10 Nonparametric causality-in-quantiles test 10 Stock market 10 Welt 9 World 9 ARCH model 7 ARCH-Modell 7 Causality-in-quantiles test 7 Climate change 6 Immobilienpreis 6 Klimawandel 6 Real estate price 6 Theorie 6 Theory 6 Bubbles 5 Causality analysis 5 China 5 Higher-order nonparametric causality-in-quantiles test 5 Kausalanalyse 5 Nonparametric Causality-in-Quantiles Test 5 Oil price 5 Spekulationsblase 5 Yield curve 5 Zinsstruktur 5
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Online availability
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Undetermined 23 Free 10 CC license 1
Type of publication
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Article 27 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 27 Aufsatz in Zeitschrift 27 Arbeitspapier 11 Graue Literatur 11 Non-commercial literature 11 Working Paper 11
Language
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English 38
Author
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Gupta, Rangan 28 Balcilar, Mehmet 9 Bouri, Elie 8 Wohar, Mark E. 8 Nel, Jacobus 7 Pierdzioch, Christian 7 Nielsen, Joshua 4 Subramaniam, Sowmya 4 Kyei, Clement Kweku 3 Cepni, Oguzhan 2 Demirer, Rıza 2 Duan, Kun 2 Liu, Ruipeng 2 Majumdar, Anandamayee 2 Polat, Onur 2 Sousa, Ricardo M. 2 Bahloul, Walid 1 Ben Salha, Ousama 1 Brahim, Mariem 1 Caporin, Massimiliano 1 Chang, Tsangyao 1 Chen, Jinyu 1 Chen, Qitong 1 Cheung, Adrian Wai Kong 1 Cuñado Eizaguirre, Juncal 1 Das, Sonali 1 Gabauer, David 1 Guesmi, Khaled 1 Hau, Liya 1 Huang, Yingying 1 Jbir, Rafik 1 Ji, Qiang 1 Kutu, Kenny 1 Li, Shouwei 1 Li, Xiao 1 Liu, Liang 1 Marfatia, Hardik A. 1 Moodley, Damien 1 Pan, Changchun 1 Plakandaras, Vasilios 1
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Published in...
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Department of Economics working paper series 11 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 The North American journal of economics and finance : a journal of theory and practice 2 Annals of financial economics 1 Climate change economics : CCE 1 Economics letters 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 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
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Source
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ECONIS (ZBW) 38
Showing 1 - 10 of 38
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Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10015359814
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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://www.econbiz.de/10015133701
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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
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
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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://www.econbiz.de/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://www.econbiz.de/10014253784
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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://www.econbiz.de/10014287801
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Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - 2023
Persistent link: https://www.econbiz.de/10014281697
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Supply constraints and conditional distribution predictability of inflation and its volatility : a non-parametric mixed-frequency causality-in-quantiles approach
Caporin, Massimiliano; Gupta, Rangan; Subramaniam, Sowmya; … - 2025
Persistent link: https://www.econbiz.de/10015440868
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Predicting the conditional distributions of inflation and inflation uncertainty in South Africa : the role of climate risks
Balcilar, Mehmet; Kutu, Kenny; Das, Sonali; Gupta, Rangan - 2025
Persistent link: https://www.econbiz.de/10015446110
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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
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