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Keywords: Quantile dependence
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Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2024) 41 (3): 478–501.
Published: 26 July 2023
... 02 06 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Green bond Energy commodity markets Quantile dependence Quantile predictability G11 Q02 Q41 Q43 In the wake of environmental awareness, sustainability and clean...
Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2021) 38 (4): 693–711.
Published: 15 February 2021
... for heavy-tailed series. The cross-quantilogram approach has been used by Han et al. (2016) to assess quantile dependence between variance and returns in the US stock markets and by Lindman et al. (2020) to investigate the temporal relationship between stock returns in the Eurozone...
