"Quantile regression" - Selaus asiasanan mukaanArtikkelit
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Crude oil prices and clean energy stock indices : Lagged and asymmetric effects with quantile regression
(ElsevierWorld Renewable Energy Network (WREN), 01.01.2021)
articleUnlike previous studies examining the association between crude oil and renewable energy stock prices under average conditions, we employ a quantile-based regression approach offering a more comprehensive dependence structure ... -
Financial development, government bond returns, and stability : International evidence
(Elsevier, 01.07.2019)
articleThis paper investigates the effect of financial development on government bond returns in developed and emerging markets under different market conditions. Using a quantile regression framework for quarterly panel data ... -
The structure and degree of dependence in government bond markets
(Elsevier, 2021)
articleOur study provides new evidence on asymmetric dependencies in international government bond markets, by examining bonds from developed, emerging, and frontier countries, using a quantile regression methodology. We find ... -
The trilemma of innovation, logistics performance, and environmental quality in 25 topmost logistics countries : A quantile regression evidence
(Elsevier, 01.11.2021)
articleWhile the deployment of technological innovation was able to avert a devastating global supply chain fallout arising from the impact of ravaging COronaVIrus Disease 19 (COVID-19) pandemic, little is known about potential ...
