Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis

S Nazlioglu, NA Gormus, U Soytas - Energy economics, 2016 - Elsevier
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 …

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 …

Oil prices and monetary policy in emerging markets: structural shifts in causal linkages

S Nazlioglu, A Gormus, U Soytas - Emerging Markets Finance and …, 2019 - Taylor & Francis
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 …

Financial development and energy consumption in emerging markets: Smooth structural shifts and causal linkages

D Durusu-Ciftci, U Soytas, S Nazlioglu - Energy economics, 2020 - Elsevier
This study examines the dynamic interrelationships among financial development, energy
consumption, and economic growth in emerging markets by focusing on accounting for …

Movements in international bond markets: The role of oil prices

S Nazlioglu, R Gupta, E Bouri - International Review of Economics & …, 2020 - Elsevier
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 …

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 …

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 …

[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 …

Finansal gelişme enerji tüketimini destekler mi?

AE Çağlar, Y Kubar - Süleyman Demirel Üniversitesi Sosyal Bilimler …, 2017 - dergipark.org.tr
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 …

Price and volatility linkages between international REITs and oil markets

S Nazlioglu, R Gupta, A Gormus, U Soytas - Energy Economics, 2020 - Elsevier
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 …