Yayıncı "Elsevier Sci Ltd" İktisadi ve İdari Bilimler Fakültesi Koleksiyonu için listeleme
Toplam kayıt 7, listelenen: 1-7
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The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
(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 ... -
Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model
(Elsevier Sci Ltd, 2022)It is frequently discussed in the literature that the correlation between low-correlation assets under ordinary market conditions may increase during crisis periods. To contribute to the ongoing debates, this paper empirically ... -
Natural resource abundance, financial development and economic growth: An investigation on Next-11 countries
(Elsevier Sci Ltd, 2020)The financial system needs to develop in order for natural resource exports to have a positive effect on economic growth. Yet, an advanced financial system is crucial for transferring the revenues from oil exports to ... -
Natural resources rents-financial development nexus: Evidence from sixteen developing countries
(Elsevier Sci Ltd, 2020)Improving economic growth performance is largely dependent on financial development. Natural resource revenues are among the main sources that can be used in the development of financial systems. The aim of this study is ... -
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 ... -
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 ... -
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 ...