Oil prices, US stock return, and the dependence between their quantiles
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference30 articles.
1. Do we really know that oil caused the great stagflation? A monetary alternative;Barsky;NBER Macroeconomics Annual,2002
2. Oil and the macroeconomy since the 1970s;Barsky;Journal of Economic Perspectives,2004
3. Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets;Bouyè;European Journal of Finance,2009
4. Semiparametric quantile regression estimation in dynamic models with partially varying coefficients;Cai;Journal of Econometrics,2012
5. Functional-coefficient regression models for nonlinear time series;Cai;Journal of the American Statistical Association,2000
Cited by 787 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression;The North American Journal of Economics and Finance;2025-01
2. Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak;Research in International Business and Finance;2025-01
3. Energy-related uncertainty shocks and inflation dynamics in the U.S: A multivariate quantile-on-quantile regression approach;Structural Change and Economic Dynamics;2024-12
4. Can artificial intelligence and green finance affect economic cycles?;Technological Forecasting and Social Change;2024-12
5. Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?;European Journal of Political Economy;2024-12
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3