Kurum Yazarı "Çevik, Emrah İsmail" WoS İndeksli Yayınlar Koleksiyonu İçin Listeleme
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Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test
Erdoğan, Seyfettin; Gedikli, Ayfer; Çevik, Emrah İsmail; Erdoğan, Fatma; Çevik, Emre (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 ... -
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets
Yıldırım, Durmuş Çağrı; Erdoğan, Seyfettin; Çevik, Emrah İsmail (Routledge Journals, Taylor & Francis Ltd, 2018)In this study, the dynamic relation between global crude oil prices and stock prices is investigated in terms of crude oil-exporting and -importing countries. The relationship between crude oil prices and stock prices is ... -
Regime-dependent relation between Islamic and conventional financial markets
Çevik, Emrah İsmail; Buğan, Mehmet Fatih (Elsevier, 2018)The aim of this paper is to examine regime-dependent dynamic relation between Islamic and conventional financial markets by means of Markov Switching Vector Autoregression (MS-VAR). Empirical results suggest evidence in ... -
Relationship between oil price volatility and military expenditures in GCC countries
Erdoğan, Serkan; Çevik, Emrah İsmail; Gedikli, Ayfer (Springer, 2020)Natural resource-rich countries transfer more sources to military expenditures due to extreme security concerns. As public revenues have declined due to the decline in oil prices, military expenditures have been cut in ... -
Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis
Çevik, Emrah İsmail; Yıldırım, Durmuş Çağrı; Dibooğlu, Sel (SAGE Publications Inc., 2021)We examine the relationship between renewable and non-renewable energy consumption and economic growth in the United States. While the regime-dependent Granger causality test results for the non-renewable energy consumption ... -
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 ... -
Testing Adaptive Market Hypothesis in Global Islamic Stock Markets: Evidence From Markov-Switching Adf Test
Buğan, Mehmet Fatih; Çevik, Emrah İsmail; Çevik, Nüket Kırcı; Yıldırım, Durmuş Çağrı (Ilahiyat Bilimleri Arastirma Vakfi, 2021)Although market efficiency has been extensively examined in the literature, the studies generally focus on conventional stock markets. Since market efficiency is related to a well-functioning market, it is of great importance ... -
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test
Çevik, Emrah İsmail; Korkmaz, Turhan; Çevik, Emre (Routledge Journals, Taylor & Francis Ltd, 2017)The aim of this study is to analyse the presence of a causal link among financial markets of Central and Eastern Europe (CEE) countries by adopting an asymmetric causality test. The standard causality test results suggest ... -
Time-varying volatility spillovers between oil prices and precious metal prices
Yıldırım, Durmuş Çağrı; Çevik, Emrah İsmail; Esen, Ömer (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 ... -
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 spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries
Erdoğan, Seyfettin; Gedikli, Ayfer; Çevik, Emrah İsmail (Elsevier, 2020)Empirical findings focusing on the relationship between capital markets and macroeconomic variables are used as data sources in determining policies for the development of the conventional and Islamic financial system. 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 ...