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A Case Study: Modeling Energy Markets by the Means of Quantile Regression

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Quantile Regression for Cross-Sectional and Time Series Data

Part of the book series: SpringerBriefs in Finance ((BRIEFSFINANCE))

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Abstract

Quantile regression is a potent tool to analyze frequently found issues in economics and finance, such as the identification of consumption and production determinants and their potential impacts on demand and supply decisions, or the dynamics of prices that are featured by seasonality and other stylized facts that complicate traditional empirical modeling.

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References

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Authors and Affiliations

  1. Faculty of Economics and Business, Open University of Catalonia, Barcelona, Spain

    Jorge M. Uribe

  2. Department of Econometrics, University of Barcelona, Barcelona, Spain

    Montserrat Guillen

Authors
  1. Jorge M. Uribe
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  2. Montserrat Guillen
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Correspondence to Montserrat Guillen .

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Uribe, J.M., Guillen, M. (2020). A Case Study: Modeling Energy Markets by the Means of Quantile Regression. In: Quantile Regression for Cross-Sectional and Time Series Data. SpringerBriefs in Finance. Springer, Cham. https://doi.org/10.1007/978-3-030-44504-1_2

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