Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis V Troster, M Shahbaz, GS Uddin Energy Economics 70, 440-452, 2018 | 355 | 2018 |
Testing for Granger-causality in quantiles V Troster Econometric Reviews 37 (8), 850-866, 2018 | 262 | 2018 |
Bitcoin returns and risk: A general GARCH and GAS analysis V Troster, AK Tiwari, M Shahbaz, DN Macedo Finance Research Letters 30, 187-193, 2019 | 159 | 2019 |
Directional spillover effects between ASEAN and world stock markets SH Kang, GS Uddin, V Troster, SM Yoon Journal of Multinational Financial Management 52, 100592, 2019 | 76 | 2019 |
A quantile regression analysis of flights-to-safety with implied volatilities V Troster, E Bouri, D Roubaud Resources Policy 62, 482-495, 2019 | 42 | 2019 |
Unemployment persistence in OECD countries after the Great Recession AM Marques, GT Lima, V Troster Economic Modelling 64, 105-116, 2017 | 41 | 2017 |
Ethical and unethical investments under extreme market conditions P Olofsson, A Råholm, GS Uddin, V Troster, SH Kang International Review of Financial Analysis 78, 101952, 2021 | 29 | 2021 |
Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro S Lindman, T Tuvhag, R Jayasekera, GS Uddin, V Troster Journal of empirical finance 56, 42-73, 2020 | 25 | 2020 |
Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience ML Rahman, V Troster, GS Uddin, M Yahya International Review of Financial Analysis 79, 101992, 2022 | 20 | 2022 |
The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories GS Uddin, JA Hernandez, C Labidi, V Troster, SM Yoon Journal of Multinational Financial Management 52, 100607, 2019 | 16 | 2019 |
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets W Hanif, JA Hernandez, V Troster, SH Kang, SM Yoon Pacific-Basin Finance Journal 74, 101822, 2022 | 11 | 2022 |
Asymmetric dynamics between uncertainty and unemployment flows in the United States A Ahmed, M Granberg, V Troster, GS Uddin Studies in Nonlinear Dynamics & Econometrics 26 (1), 155-172, 2022 | 11 | 2022 |
Exploring the critical demand drivers of electricity consumption in Thailand GS Uddin, MB Hasan, H Phoumin, F Taghizadeh-Hesary, A Ahmed, ... Energy Economics 125, 106875, 2023 | 7 | 2023 |
Optimal forecast models for clean energy stock returns V Troster, M Shahbaz, DN Macedo Econometrics of Green Energy Handbook: Economic and Technological …, 2020 | 6 | 2020 |
A specification test for dynamic conditional distribution models with function-valued parameters V Troster, D Wied Econometric Reviews 40 (2), 109-127, 2021 | 4 | 2021 |
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market V Troster, J Penalva, A Taamouti, D Wied Journal of Forecasting 40 (7), 1291-1309, 2021 | 3 | 2021 |
Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition D Macedo, V Troster Journal of Economic Interaction and Coordination 16 (4), 705-746, 2021 | 2 | 2021 |
Specification and casualty of distribution models V Troster University Carlos III Madrid Doctoral thesis, available via http://hdl …, 2015 | 2 | 2015 |
Globalization and CO2 Emissions: Addressing an Old Question with New Techniques V Troster, M Shahbaz Energy and Environmental Strategies in the Era of Globalization, 251-270, 2019 | 1 | 2019 |
Quantile Granger Causality in the Presence of Instability A Mayer, D Wied, V Troster arXiv preprint arXiv:2402.09744, 2024 | | 2024 |