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Multivariate quantile regression using superlevel sets of conditional densities

Camehl, Annika; Fok, Dennis; Gruber, Kathrin - 2022

In multiple-output quantile regression the simultaneous study of multiple response variables requires multivariate …

Persistent link: https://www.econbiz.de/10013468305

Carbon and safe-haven flows

Palao, Fernando; Pardo, Ángel - In: Green finance : GF 4 (2022) 4, pp. 474-491

Persistent link: https://www.econbiz.de/10013468597

Carbon futures and clean energy stocks : do they hedge or safe haven against the climate policy uncertainty?

Mohammad Enamul Hoque; Batabyal, Sourav - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-11

Using the GARCH model and quantile regression with dummy variables, we investigate the hedging and safe haven …

Persistent link: https://www.econbiz.de/10013399720

Pay and unemployment determinants of migration flows in the European Union

Afonso, António; Alves, José; Beck, Krzysztof - 2022

-2019 period, we use Bayesian Model Averaging and quantile regression to assess notably the relevance of unemployment and earnings … quantile regression results. Hence, human capital inside the EU is moving in search of higher cross-country earnings. …

Persistent link: https://www.econbiz.de/10013463673

The term structure of inflation at risk : a panel quantile regression approach

Makabe, Yoshibumi; Norimasa, Yoshihiko - 2022

Persistent link: https://www.econbiz.de/10014302905

The impact of apartment vacancies on nearby housing rents over multiple time periods: application of smart meter data

Baba, Hiroki; Shimizu, Chihiro - In: International Journal of Housing Markets and Analysis 16 (2022) 7, pp. 27-41

, quantile regression results indicate that although the bottom 10% of apartment rent levels showed a negative correlation with …

Persistent link: https://www.econbiz.de/10014777946

Exploring the asymmetric effects of economic policy uncertainty and implied volatilities on energy futures returns : novel insights from quantile-on-quantile regression

Bossman, Ahmed; Gherghina, Ştefan Cristian; … - In: Journal of business economics and management 23 (2022) 6, pp. 1351-1376

petroleum). The causalityin-quantiles test and the quantile-on-quantile regression technique were employed on daily data …

Persistent link: https://www.econbiz.de/10013500979

Exploring the asymmetric effects of economic policy uncertainty and implied volatilities on energy futures returns: Novel insights from quantile-on-quantile regression

Bossman, Ahmed; Gherghina, Ştefan Cristian; … - In: Journal of Business Economics and Management (JBEM) 23 (2022) 6, pp. 1351-1376

petroleum). The causalityin-quantiles test and the quantile-on-quantile regression technique were employed on daily data …

Persistent link: https://www.econbiz.de/10015401629

How heterogeneous is the impact of energy efficiency on dwelling prices? : evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market

Evangelista, Rui; Andrade e Silva, João; Ramalho, … - In: Energy economics 109 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013283786

Decomposing the factors influencing household debt : the case of China

Tseng, Yung-Ching; Hsiao, I-Fan - In: Applied economics 54 (2022) 23, pp. 2627-2642

Persistent link: https://www.econbiz.de/10013171110

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