To cite mqqr in publications, please use:

Roudane M (2026). mqqr: Multivariate Quantile-on-Quantile Regression. R package version 1.0.0, https://github.com/merwanroudane/multiqqr.

Sinha A, Ghosh V, Hussain N, Nguyen D, Das N (2023). “Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development.” Energy Economics, 126, 107021. doi:10.1016/j.eneco.2023.107021.

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.

Corresponding BibTeX entries:

  @Manual{,
    title = {mqqr: Multivariate Quantile-on-Quantile Regression},
    author = {Merwan Roudane},
    year = {2026},
    note = {R package version 1.0.0},
    url = {https://github.com/merwanroudane/multiqqr},
  }

  @Article{,
    title = {Green financing of renewable energy generation: Capturing
      the role of exogenous moderation for ensuring sustainable
      development},
    author = {Avik Sinha and Vinit Ghosh and Nazim Hussain and Duc
      Khuong Nguyen and Narasingha Das},
    journal = {Energy Economics},
    year = {2023},
    volume = {126},
    pages = {107021},
    doi = {10.1016/j.eneco.2023.107021},
  }

  @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},
  }