Yazar "Kandir, Serkan Yilmaz" için listeleme
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Causality between natural gas prices and stock market returns in Turkey
Kandir, Serkan Yilmaz; Öztürk, İlhan; Acaravci, Ali (Sprınger Internatıonal Publıshıng Ag, 2013)This study investigates the long-run relationship between natural gas prices and stock returns in Turkey by using Johansen and Juselius, and bounds testing approach of cointegration tests using quarterly data from 1995: 1 ... -
İnvestıgatıng exchange rate exposure of energy fırms: evıdence from Turkey
Kandir, Serkan Yilmaz; Erismis, Ahmet; Öztürk, İlhan (PUnıv economıcs-prague, 2015)This study investigates the exchange rate exposure of Turkish energy firms from 2002 to 2010. We employed a regression model that is constructed by adding exchange rate and oil price factors to Fama-French Three Factor ... -
Natural gas prices and stock prices: Evidence from EU-15 countries
Acaravci, Ali; Öztürk, İlhan; Kandir, Serkan Yilmaz (ELSEVIER SCIENCE BV, 2012)This study investigates the long-run relationship between natural gas prices and stock prices by using the Johansen and Juselius cointegration test and error-correction based Granger causality models for the EU-15 countries. ...
