Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

Natural Sciences, Biostatistics, Statistics +4

Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

Elie Bouri, Rangan Gupta, Aviral Kumar Tiwari et al. · Finance research letters · 2017 · 804 citations

Business, Economics, Finance +12

Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates

Cetin Ciner, Constantin Gurdgiev, Brian M. Lucey · International Review of Financial Analysis · 2012 · 668 citations

Business, Economics, Finance +14

Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

Román Ferrer, Syed Jawad Hussain Shahzad, Raquel López et al. · Energy Economics · 2018 · 635 citations

Agriculture, Economics, Natural Resource Economics +16

Do global factors impact BRICS stock markets? A quantile regression approach

Walid Mensi, Shawkat Hammoudeh, Juan C. Reboredo et al. · Emerging Markets Review · 2014 · 429 citations

Social Sciences, Economics, Finance +8