Yazar "Destek, Mehmet Akif" için listeleme
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Connectedness and risk spillovers between crude oil and clean energy stock markets
Çevik, Emre; Çevik, Emrah İsmail; Dibooğlu, Sel; Cergibozan, Raif; Buğan, Mehmet Fatih; Destek, Mehmet Akif (Sage Publications Ltd, 2023)This research investigates the relationship between clean energy stock and oil market returns utilizing Granger predictability in distribution and quantile impulse response analysis. We find that clean energy stock returns ... -
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
Çevik, Emrah İsmail; Günay, Samet; Zafar, Muhammad Wasif; Destek, Mehmet Akif; Buğan, Mehmet Fatih; Tuna, Fatih (Elsevier Sci Ltd, 2022)The purpose of this study is to examine the interconnectedness between DeFi and natural resource assets in terms of return and volatility spillovers, as well as the effectiveness of hedging, utilizing the time and frequency ... -
Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis
Kılıç, Yunus; Destek, Mehmet Akif; Çevik, Emrah İsmail; Buğan, Mehmet Fatih; Korkmaz, Oya; Dibooglu, Sel (Elsevier, 2022)In this paper, we examine comovements between stock market returns and investments that take into account Environmental, Social, and Governance (ESG) factors by studying the interconnections between the two returns in time ...