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Now showing items 1-6 of 6
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Dynamic connectedness and portfolio strategies: Energy and metal markets
(Resources Policy, 2020)In this paper, we investigate the volatility spillover effect among the global commodity futures (including both energy and metal futures; global stock markets (covering both Developed and Emerging Markets); the US bond ... -
The interactions between oil prices and Borsa Istanbul sector indices
(International Journal of Economic Policy in Emerging Economies, 2014)This paper investigates the effects of the US crude oil prices (OIL) on some selected sub-sector indices of the Borsa Istanbul (BIST) including BIST-Chemical Petroleum, Plastic, (BIST-CHE), BIST-Textile-Leather (BIST-TEX), ... -
The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models
(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 short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models
(Energy Economics, 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
(Panoeconomicus, 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 ... -
The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts
(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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