Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R by Jorge M. Uribe and Montserrat Guillen

Master quantile regression techniques for analyzing cross-sectional and time series data in energy markets. This comprehensive guide, written by Jorge M. Uribe and Montserrat Guillen, provides practical applications using the R programming language. Ideal for students and researchers seeking to enhance their understanding and improve their data analysis skills in energy economics and finance. Perfect for achieving exam success on the first attempt.