Results 31 to 40 of about 797,770 (294)

RELATIONSHIP BETWEEN OIL PRICES AND STOCK PRICES IN BRICS-T COUNTRIES: SYMMETRIC AND ASYMMETRIC CAUSALITY ANALYSIS

open access: yesInternational Journal of Energy Economics and Policy, 2021
In this study, by considering the period between January 2010 and December 2019 of BRICS-T countries, the relationship between oil prices and stock prices was examined through the Hatemi-J asymmetric causality test (2012).
A. Abubakirova   +4 more
semanticscholar   +1 more source

The Nexus Between Electricity Consumption, Economic Growth, and CO2 Emission: An Asymmetric Analysis Using Nonlinear ARDL and Nonparametric Causality Approach

open access: yesEnergies, 2020
This article examines the asymmetric relationship between electric consumption, economic growth, and carbon dioxide emission in 15 countries over the period 1971−2014.
Philip Chukwunonso Bosah   +4 more
doaj   +1 more source

Exploring the relationship between carbon dioxide emissions, urbanisation and financial deepening for Turkey using the symmetric and asymmetric causality approaches

open access: yesEnvironment, Development and Sustainability, 2021
This paper investigates the association among carbon dioxide emissions, electricity consumption, capital, financial deepening and urbanisation using data from 1968 to 2013 collected from the World Bank for Turkey.
Faisal Faisal   +3 more
semanticscholar   +1 more source

Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns [PDF]

open access: yesDiscrete Dynamics in Nature and Society, 2008
The purpose of this paper is to propose a version of causality testing that focuses on how the sign of the returns affects the causality results. We replace the traditional VAR specification used in the Granger causality test by a discrete‐time bivariate noisy Mackey glass model.
D. Hristu-Varsakelis, C. Kyrtsou
openaire   +3 more sources

An Assessment of the Impact of Natural Resource Price and Global Economic Policy Uncertainty on Financial Asset Performance: Evidence From Bitcoin

open access: yesFrontiers in Environmental Science, 2022
The aim of this study is to gauge the impact of global economic policy uncertainty and natural resource prices, that is, oil prices and gold prices, on Bitcoin returns by using monthly data spanning from May 2013 to December 2021.
Maoyu Dai   +2 more
doaj   +1 more source

Exchange rates and fundamentals: Further evidence based on asymmetric causality test

open access: yesThe International Economy, 2021
This article uses an approach developed by Hatemi-J (2012) which is based on country-specific bootstrap critical values to disclose the nexus between the US dollar-based real exchange rates and observed macroeconomic fundamentals—relative price and ...
Siew-Voon Soon, A. Z. Baharumshah
semanticscholar   +1 more source

Exchange rate response to economic policy uncertainty: evidence beyond asymmetry

open access: yesHumanities & Social Sciences Communications, 2022
Recent studies have examined the relationship between economic policy uncertainty and exchange rate. We contribute to this literature by considering the effect of minor positive and major positive changes as well as minor negative and major negative ...
Bisharat Hussain Chang   +3 more
doaj   +1 more source

Nexus between government debt, economic policy uncertainty, government spending, and governmental effectiveness in BRIC nations: Evidence for linear and nonlinear assessments

open access: yesFrontiers in Environmental Science, 2022
Quality institutions augment economic sustainability by ensuring domestic resource optimization with equitable development principles. Therefore, ensuring this equitable development and quality institutions is required. This study assessed the effects of
Ru Ma, Md Qamruzzaman
doaj   +1 more source

DO MACROECONOMIC VARIABLES HAVE A SYMMETRIC OR ASYMMETRIC EFFECT ON NON-PERFORMING LOANS? EVIDENCE FROM TURKEY

open access: yesMehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2019
In this study, the existence of therelationships between non-performing loans and macroeconomic variables for themonthly data of the Turkish banking sector between January 2005 and August 2018were analysed through the Johansen cointegration test (1991 ...
Mehmet Erdaş
doaj   +1 more source

Relationship Between Oil Prices and Real-Exchange Rate in Turkey: An Investigation Using Asymmetric Fourier Causality Analysis

open access: yesİstanbul İktisat Dergisi, 2021
Oil-importing developing countries such as Turkey may be adversely affected by the increase in oil prices, which can raise production costs and the overall level of consumer prices.
Fatma Kızılkaya
doaj   +1 more source

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