Yazar
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The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models
Cagli, E.C.; Taskin Yesilova, F.D.; Mandaci, P.E. (ELSEVIER, 2019)The aim of this paper is to investigate the long and short-run relationship between spot and futures prices of the energy, precious metals, and base metals markets. We analyze daily data from January 1985 to February 2019. ... -
The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts
Halac, U.; Taskin Yesilova, F.D.; Cagli, E.C. (SAVEZ EKONOMISTA VOJVODINE, 2013)Oil prices are often considered as a vital economic factor due to the dependence of the world economy on oil. The goal of this paper is to contribute to the literature on the dynamic relationship between oil prices and ...
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