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Testing directional predictability between energy prices: A cross-quantilogram analysis

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  • Scarcioffolo, Alexandre
  • Etienne, Xiaoli L.

Abstract

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Suggested Citation

  • Scarcioffolo, Alexandre & Etienne, Xiaoli L., 2019. "Testing directional predictability between energy prices: A cross-quantilogram analysis," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 290797, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea19:290797
    DOI: 10.22004/ag.econ.290797
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    File URL: https://ageconsearch.umn.edu/record/290797/files/Abstracts_19_05_15_13_40_48_20__73_79_231_139_0.pdf
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    Cited by:

    1. George P. Papaioannou & Christos Dikaiakos & Christos Kaskouras & George Evangelidis & Fotios Georgakis, 2020. "Granger Causality Network Methods for Analyzing Cross-Border Electricity Trading between Greece, Italy, and Bulgaria," Energies, MDPI, vol. 13(4), pages 1-26, February.
    2. Aviral Kumar Tiwari & Muhammad Shahbaz & Rabeh Khalfaoui & Rizwan Ahmed & Shawkat Hammoudeh, 2024. "Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 719-789, January.

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    Keywords

    Demand and Price Analysis;

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