Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis
According to literature, oil price shocks and volatility can have sector-specific impacts in the
market. While these studies include most asset groups, the dynamic relationship between …
market. While these studies include most asset groups, the dynamic relationship between …
Spurious regression
D Ventosa-Santaularia - Journal of Probability and Statistics, 2009 - Wiley Online Library
The spurious regression phenomenon in least squares occurs for a wide range of data
generating processes, such as driftless unit roots, unit roots with drift, long memory, trend …
generating processes, such as driftless unit roots, unit roots with drift, long memory, trend …
Oil prices and monetary policy in emerging markets: structural shifts in causal linkages
This study tests the causal relationships between oil prices and monetary policy for the
emerging markets (Brazil, India, Indonesia, South Africa, and Turkey). In particular, we …
emerging markets (Brazil, India, Indonesia, South Africa, and Turkey). In particular, we …
Financial development and energy consumption in emerging markets: Smooth structural shifts and causal linkages
This study examines the dynamic interrelationships among financial development, energy
consumption, and economic growth in emerging markets by focusing on accounting for …
consumption, and economic growth in emerging markets by focusing on accounting for …
Movements in international bond markets: The role of oil prices
In this paper, we analyze daily data-based price transmission and volatility spillovers
between crude oil and the bond markets of major oil exporters and importers, accounting for …
between crude oil and the bond markets of major oil exporters and importers, accounting for …
The impact of air and rail transportation on environmental pollution in Turkey: a Fourier cointegration analysis
NÖ Beşer, A Tütüncü, M Beşer… - … of Environmental Quality …, 2024 - emerald.com
Purpose This paper aims to investigate the influence of air and rail transportation on
pollution in Turkey from 1970 to 2020. Design/methodology/approach Fourier …
pollution in Turkey from 1970 to 2020. Design/methodology/approach Fourier …
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA
CV Rodríguez-Caballero, D Ventosa-Santaulària - Energy Economics, 2017 - Elsevier
We study the relationship and the causal link between Electric Power Consumption, EPC,
and Gross Domestic Product, GDP (both per capita) for 17 countries in Latin America …
and Gross Domestic Product, GDP (both per capita) for 17 countries in Latin America …
[PDF][PDF] Dynamics of the relationship between real consumption expenditure and economic growth in India
PK Mishra - indian Journal of economics & Business, 2011 - ashwinanokha.com
It is a general consensus that the economic growth in developing countries is necessarily
consumption led instead of production investment led. The reason might be that the share of …
consumption led instead of production investment led. The reason might be that the share of …
Finansal gelişme enerji tüketimini destekler mi?
Çalışmanın amacı, finansal gelişme ile enerji tüketimi arasındaki nedensellik ilişkisini yeni
bir bakış açısı ile incelemektir. Bu amaçla Türkiye için, 1969-2014 yılları arasında, finansal …
bir bakış açısı ile incelemektir. Bu amaçla Türkiye için, 1969-2014 yılları arasında, finansal …
Price and volatility linkages between international REITs and oil markets
This study analyzes price and volatility transmissions between nineteen real estate
investment trusts (REITs) and the oil markets. The REITs data represents a variety of …
investment trusts (REITs) and the oil markets. The REITs data represents a variety of …