分位数
社会联系
计量经济学
波动性(金融)
经济
休克(循环)
分位数回归
消费(社会学)
医学
心理学
社会科学
社会学
内科学
心理治疗师
作者
Ha Quynh Hoa,Nguyễn Viết Hưng,Le Thanh Ha,Luu Thi Phuong,Truong Nhu Hieu,Tran Anh Ngoc
出处
期刊:Journal of International Commerce, Economics and Policy
[World Scientific]
日期:2023-08-10
标识
DOI:10.1142/s1793993323500205
摘要
In this paper, we employ the quantile vector autoregression (QVAR) technique to determine the degree of connectedness between seven variables from 1985 to 2019 for the purpose of examining the relationships between the Trade market and Green energy consumption. Based on our findings, dynamic connectedness, which is 24.18% in the short term and 9% in the long term, is influenced by both long-term and short-term periods. Based on the dynamic net total connectedness of a quantile, a quantile of 50% describes the period’s overall connectedness, which is associated both with highly positive changes (above the 80% quantile) and with highly volatile variables (below the 20% quantile) of export, import, and green energy consumption. In both durations, export and import values turn into a net shock transmitter, and green energy consumption acts like a net shock receiver since the last half of the period. In 2008, uncertain events were correlated with dynamic net pairwise directional connectedness over a quantile, such as the Global Financial crisis, have an influence on the trade market and green energy consumption’s volatility.
科研通智能强力驱动
Strongly Powered by AbleSci AI