Read While You Wait - Get immediate ebook access, if available*, when you order a print book

SpringerBriefs in Finance

Quantile Regression for Cross-Sectional and Time Series Data

Applications in Energy Markets Using R

Authors: Uribe, Jorge M., Guillen, Montserrat

Free Preview
  • Examines quantile regression models from an implementation and interpretation angle
  • Provides a practical user's guide for researchers, students and practitioners in economics, econometrics and finance
  • Includes replication codes for the examples in R
see more benefits

Buy this book

eBook 42,79 €
price for Spain (gross)
  • ISBN 978-3-030-44504-1
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 51,99 €
price for Spain (gross)
  • ISBN 978-3-030-44503-4
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

This brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use conditional quantile regression to measure economic relationships among a set of variables. It will also benefit students using the methodology for the first time, and practitioners at private or public organizations who are interested in modeling different fragments of the conditional distribution of a given variable. The book pursues a practical approach with reference to energy markets, helping readers learn the main features of the technique more quickly. Emphasis is placed on the implementation details and the correct interpretation of the quantile regression coefficients rather than on the technicalities of the method, unlike the approach used in the majority of the literature. All applications are illustrated with R. 


 


About the authors

Jorge M. Uribe is an Associate Professor at the Universitat Oberta de Catalunya, Spain. He received a PhD in Economics from the University of Barcelona, Spain, in 2018. He is an Associate Researcher at UB Riskcenter, Barcelona, and has lead the Research Group in Quantitative Finance, Universidad del Valle, Colombia, since 2015. 
Montserrat Guillen is a Professor of Quantitative Methods and the Director of UB Riskcenter, a research center for risk analysis at the University of Barcelona, Spain. She is also an Honorary Professor of the Faculty of Actuarial Science and Insurance at the City University London, United Kingdom. She was honored with the ICREA Academia Distinction award for outstanding research. 

Table of contents (8 chapters)

Table of contents (8 chapters)

Buy this book

eBook 42,79 €
price for Spain (gross)
  • ISBN 978-3-030-44504-1
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 51,99 €
price for Spain (gross)
  • ISBN 978-3-030-44503-4
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Quantile Regression for Cross-Sectional and Time Series Data
Book Subtitle
Applications in Energy Markets Using R
Authors
Series Title
SpringerBriefs in Finance
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-44504-1
DOI
10.1007/978-3-030-44504-1
Softcover ISBN
978-3-030-44503-4
Series ISSN
2193-1720
Edition Number
1
Number of Pages
X, 63
Number of Illustrations
6 b/w illustrations, 7 illustrations in colour
Topics

*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works are not included.