Konu "Returns" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 4, listelenen: 1-4
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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 ... -
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 ... -
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets
(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 ... -
Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries
(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 ...