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Toplam kayıt 12, listelenen: 1-10
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
(Springer Heidelberg, 2021)
This work reinvestigates the interrelationship between crude oil prices and stock market returns in Saudi Arabia by taking into account volatility spillovers that are exemplified by second-moment effects. Using weekly data ...
Connectedness and risk spillovers between crude oil and clean energy stock markets
(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 ...
Inflationary effects of oil price and exchange rate shocks in South Africa: Evidence from time-varying pass-through coefficients
(Wiley, 2022)
This paper estimates the exchange rate and oil price pass-through to South African domestic prices (ERPT and OPPT, respectively). This study adopts a novel approach to compute pass-through coefficients along the pricing ...
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 ...
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model
(Elsevier, 2022)
An important question in banking is whether restrictions placed on Islamic banks make them more resilient to financial market turmoil and less prone to failure than conventional banks. We evaluate this claim by estimating ...
The Effect of COVID-19 on the Stock Market Performance: Empirical Evidence for Turkish Economy
(Journal Applied Economics & Business Research, 2022)
The aim of the study is to examine the relationship between the COVID-19 pandemic and stock market performance under the structural break in case of Turkey for the period from April 10, 2020 to March 19, 2021. Here, the ...
The nonlinear effects of environmental innovation on energy sector-based carbon dioxide emissions in OECD countries
(Elsevier Science Inc, 2022)
This paper empirically investigates the impact of environmental innovation on energy sector-based CO2 emissions using a large dataset for 32 OECD countries covering the period 1997-2018. To detect the nonlinear relationship ...
Structural breaks, financial globalization, and financial development: Evidence from Turkey
(Univ Islam Indonesia, 2022)
Purpose ? Mishkin's hypothesis suggests that globalization appears to be a vital factor in stimulating the development of the financial system. The study examines this hypothesis for the Turkish economy from 1970 to 2017. ...
Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach
(Elsevier Sci Ltd, 2022)
This paper investigates how exchange rates and oil prices have affected sectoral stock returns in the BRICS-T countries over the period from 2 January 2001 to 22 March 2021. Following the estimation of a benchmark linear ...
The relationship between health expenditure indicators and economic growth in OECD countries: A Driscoll-Kraay approach
(Frontiers Media Sa, 2022)
IntroductionThe main purpose of the study is to examine the relationship between health expenditure indicators and economic growth in OECD countries. MethodsIn this context, health expenditures and economic indicators data ...