To cite wqrr in publications, please use:

Roudane M (2026). wqrr: Wavelet Quantile Regression Toolbox. R package version 1.0.0, https://github.com/merwanroudane/wqrr.

Sim N, Zhou H (2015). “Oil Prices, US Stock Return, and the Dependence Between Their Quantiles.” Journal of Banking and Finance, 55, 1–12. doi:10.1016/j.jbankfin.2015.01.013.

Adebayo T, Ozkan O, Eweade B (2024). “Do energy efficiency R&D investments and ICT promote environmental sustainability in Sweden? A QQKRLS investigation.” Journal of Cleaner Production, 440, 140832. doi:10.1016/j.jclepro.2024.140832.

Balcilar M, Gupta R, Pierdzioch C (2016). “Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test.” Resources Policy, 49, 74–80. doi:10.1016/j.resourpol.2016.04.004.

Corresponding BibTeX entries:

  @Manual{,
    title = {wqrr: Wavelet Quantile Regression Toolbox},
    author = {Merwan Roudane},
    year = {2026},
    note = {R package version 1.0.0},
    url = {https://github.com/merwanroudane/wqrr},
  }

  @Article{,
    title = {Oil Prices, US Stock Return, and the Dependence Between
      Their Quantiles},
    author = {Nicholas Sim and Hongtao Zhou},
    journal = {Journal of Banking and Finance},
    year = {2015},
    volume = {55},
    pages = {1--12},
    doi = {10.1016/j.jbankfin.2015.01.013},
  }

  @Article{,
    title = {Do energy efficiency R&D investments and ICT promote
      environmental sustainability in Sweden? A QQKRLS investigation},
    author = {Tomiwa Sunday Adebayo and Oktay Ozkan and Bright Sodiq
      Eweade},
    journal = {Journal of Cleaner Production},
    year = {2024},
    volume = {440},
    pages = {140832},
    doi = {10.1016/j.jclepro.2024.140832},
  }

  @Article{,
    title = {Does uncertainty move the gold price? New evidence from a
      nonparametric causality-in-quantiles test},
    author = {Mehmet Balcilar and Rangan Gupta and Christian
      Pierdzioch},
    journal = {Resources Policy},
    year = {2016},
    volume = {49},
    pages = {74--80},
    doi = {10.1016/j.resourpol.2016.04.004},
  }