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Toplam kayıt 4, listelenen: 1-4
Time-varying volatility spillovers between oil prices and precious metal prices
(Elsevier Sci Ltd, 2020)
This paper tackles whether there is a return and volatility spillover effect between oil price and precious metal prices such as gold, silver, platinum, and palladium using the causality-in-variance test approach proposed ...
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model
(Routledge Journals, Taylor & Francis Ltd, 2022)
The aim of this study is to examine the impact of international tourism on economic growth and carbon emissions by using the Panel VAR model in selected OECD countries. By using yearly data for the periods of 1995 and 2020, ...
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test
(Elsevier Sci Ltd, 2022)
The study aims to examine the connectedness between clean energy stocks and precious metals prices under the different market episodes. We employ the Granger causality-in-the distribution test proposed by Candelon and ...
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
(Elsevier, 2022)
We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times. Using daily data from ...