Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Futures Markets"
DOI: 10.1002/fut.22017
Abstract: This paper investigates how realized and option implied volatilities are related to the future quantiles of commodity returns. Whereas realized volatility measures ex-post uncertainty, volatility implied by option prices reveals the market's expectation and is… read more here.
Keywords: panel; estimating predicting; panel quantile; risk ... See more keywords
The impact of public transportation on carbon emissions: a panel quantile analysis based on Chinese provincial data
Sign Up to like & getrecommendations! Published in 2018 at "Environmental Science and Pollution Research"
DOI: 10.1007/s11356-018-3921-y
Abstract: Although the Chinese government emphasizes the significance of public transportation development and encourages green travel, no empirical study has examined whether the expansion of public transportation facilitates the mitigation of carbon emissions. To this end,… read more here.
Keywords: transportation; carbon emissions; panel quantile; transportation scale ... See more keywords
Re-examining the environmental kuznets curve hypothesis in the economic community of West African states: A panel quantile regression approach
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Cleaner Production"
DOI: 10.1016/j.jclepro.2020.124247
Abstract: Abstract This study investigates the validity of the Environmental Kuznets Curve (EKC) hypothesis for six West African countries over 1970–2017 while using human capital and biocapacity as additional determinants of carbon emissions. It uses the… read more here.
Keywords: kuznets curve; environmental kuznets; panel quantile; west african ... See more keywords
International Tourism and Poverty Alleviation: Cross-Country Evidence Using Panel Quantile Fixed Effects Approach
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DOI: 10.1177/00472875221119978
Abstract: This paper evaluates the impact of tourism on poverty alleviation using a new panel quantile fixed effects method that allows regressors to affect the entire conditional distribution of the dependent variable providing substantial information gains.… read more here.
Keywords: tourism poverty; poverty; poverty alleviation; panel quantile ... See more keywords
Does Absorptive Capacity Matter in the Impact of Immigration on Innovation in Africa? Evidence from Panel Quantile Regression with Nonadditive fixed Effects
Sign Up to like & getrecommendations! Published in 2023 at "International Regional Science Review"
DOI: 10.1177/01600176221099189
Abstract: This study aims to assess the role of absorptive capacity in the relationship between immigration and domestic innovation in sending countries using five average period data points from a sample of 35 African countries over… read more here.
Keywords: absorptive capacity; innovation; immigration; quantile regression ... See more keywords