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Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India
16 references·1 citing·42 second hopsampled
Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India (2020)Analysis of EEMD-based quantile-in-quanti…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Oil prices, US stock return, and the dependence between their quantiles (2015)Oil prices, US stock return, …THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…The impact of financial development on energy consumption in emerging economies (2010)The impact of financial devel…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Is Gold a Hedge or a Safe Hav…A test for independence based on the correlation dimension (1996)A test for independence based…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Loss Aversion in Riskless Cho…The Dynamics of Stock Index and Stock Index Futures Returns (1990)The Dynamics of Stock Index a…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…The Supply of Storage (1976)The Supply of StorageSpeculation and Economic Stability (1976)Speculation and Economic Stab…Speculation and Economic Stability (1939)Speculation and Economic Stab…Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic (2021)Modelling the heterogeneous r…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Economic Forces and the Stock Market (1986)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Econometrics of Financial Markets (2012)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)A Theory of Fairness, Competition, and Cooperation (1999)Time Discounting and Time Preference: A Critical Review (2002)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What is an Oil Shock? (2000)The Economic Effects of Energy Price Shocks (2008)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)On the mechanics of economic development (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model6,428 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 1996A test for independence based on the correlation dimension3,573 cited
  • 2009Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,707 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,871 cited
  • 2010The impact of financial development on energy consumption in emerging economies1,577 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,471 cited
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,457 cited
  • 1939Speculation and Economic Stability913 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 1976Speculation and Economic Stability806 cited
  • 1990The Dynamics of Stock Index and Stock Index Futures Returns

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803 cited
  • 1976The Supply of Storage533 cited
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    • 2021Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic50 cited