ORCID "0000-0001-7624-7294" Fakülteler için listeleme
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Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
Çevik, Emrah İsmail; Atukeren, Erdal; Korkmaz, Turhan (Mdpi, 2018)This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance. We use the daily returns from Morgan Stanley ... -
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis
Çevik, Emrah İsmail; Atukeren, Erdal; Korkmaz, Turhan (Mdpi, 2019)Taking Turkey's experience as a case study, this study provides further insights into the evaluation of time-varying Granger-causal relationships in the trade openness and economic performance nexus. We reinvestigated the ... -
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time
Atukeren, Erdal; Çevik, Emrah İsmail; Korkmaz, Turhan (Elsevier, 2021)There has been an increase in price volatility in oil prices during and since the global financial crisis (GFC). This study investigates the Granger causality patterns in volatility spillovers between West Texas International ...