Zobrazeno 1 - 10
of 50
pro vyhledávání: '"A. Nazif Çatık"'
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-22 (2021)
Abstract This study analyzes oil price exposure of the oil–gas sector stock returns for the fragile five countries based on a multi-factor asset pricing model using daily data from 29 May 1996 to 27 January 2020. The endogenous structural break tes
Externí odkaz:
https://doaj.org/article/44473b9072b64c64819180ed2a6717b5
A comparative analysis of alternative univariate time series models in forecasting Turkish inflation
Autor:
A. Nazif Çatık, Mehmet Karaçuka
Publikováno v:
Journal of Business Economics and Management, Vol 13, Iss 2 (2012)
This paper analyses inflation forecasting power of artificial neural networks with alternative univariate time series models for Turkey. The forecasting accuracy of the models is compared in terms of both static and dynamic forecasts for the period b
Externí odkaz:
https://doaj.org/article/2c4dcd67d5f44ed185bb24d91958bd10
Publikováno v:
In Energy 15 February 2021 217
Publikováno v:
In Resources Policy December 2020 69
Publikováno v:
South African Journal of Economics. 90:301-328
This paper estimates the exchange rate and oil price pass-through to South African domestic prices (ERPT and OPPT, respectively). This study adopts a novel approach to compute pass-through coefficients along the pricing channel using the time-varying
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cdabc1d26cc99c733eab21b9ea7833ec
https://doi.org/10.1111/saje.12327
https://doi.org/10.1111/saje.12327
Publikováno v:
Resources; Volume 12; Issue 5; Pages: 54
This study aims to analyze the impact of oil shocks on the external balance of Saudi Arabia, as one of the largest net oil-exporting countries. To this end, a time-varying parameter vector autoregression model (TVP-VAR) is estimated by using quarterl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5c74de9190b35ecb74e68ee017760eb2
This paper investigates the presence of time-varying effects of fossil fuel consumption on CO2 emissions in India. To accomplish this, the time-varying cointegration test developed by Bierens and Martins (2010) is employed to analyze the long-run rel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b9c49fc2d8611e97facf8f419b587b0
https://doi.org/10.21203/rs.3.rs-2231514/v1
https://doi.org/10.21203/rs.3.rs-2231514/v1
Publikováno v:
Environmental Science and Pollution Research. 30:42845-42862
This paper investigates the relationship between CO2 emissions, energy consumption, economic growth, and foreign direct investment for a sample of Asia-Pacific Economic Cooperation Countries (APEC) countries from 1981:Q1 to 2021:Q1 employing panel da
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d09a058738d16e19d36e2f3b8445fd3a
https://doi.org/10.1007/s11356-021-17494-3
https://doi.org/10.1007/s11356-021-17494-3
Publikováno v:
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. 55:221-236
The effects of oil price exposure of oil-gas sectors of the countries largely affected by Covid-19 is analyzed with a time-varying parameter model. Estimation results suggest that market risk of all countries’ oil-gas sector excluding China has inc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5f20dab690983786907d80ff6f4b6770
https://doi.org/10.24818/18423264/55.3.21.14
https://doi.org/10.24818/18423264/55.3.21.14
Autor:
Guglielmo Maria Caporale, Abdurrahman Nazif Çatık, Gul Serife Huyuguzel Kısla, Mohamad Husam Helmi, Coşkun Akdeniz
Publikováno v:
Resources Policy, 2022, Vol.79, pp.103044 [Peer Reviewed Journal]
Copyright © 2022 The Authors. 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 linea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f8eb551f20010c1fb2cffeca3ae375ec
https://bura.brunel.ac.uk/handle/2438/25308
https://bura.brunel.ac.uk/handle/2438/25308