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dc.contributor.authorKandir, Serkan Yilmaz
dc.contributor.authorÖztürk, İlhan
dc.contributor.authorAcaravci, Ali
dc.date.accessioned12.07.201910:50:10
dc.date.accessioned2019-07-12T15:28:02Z
dc.date.available12.07.201910:50:10
dc.date.available2019-07-12T15:28:02Z
dc.date.issued2013
dc.identifier.issn1120-2890
dc.identifier.issn1973-820X
dc.identifier.urihttps://hdl.handle.net/20.500.12507/599
dc.descriptionWOS: 000325781500006en_US
dc.description.abstractThis 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 to 2009 : 3. Empirical findings suggest that there is no a unique long-term equilibrium relationship between natural gas prices, real GDP, real exchange rates and stock returns. On the other hand, Toda - Yamamoto causality approach results indicate that a unidirectional Granger causal relationship from stock prices to real GDP and natural gas prices and a unidirectional Granger causal relationship from real GDP to real exchange rates seem to exist in Turkey.en_US
dc.language.isoengen_US
dc.publisherSprınger Internatıonal Publıshıng Agen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.titleCausality between natural gas prices and stock market returns in Turkeyen_US
dc.typearticleen_US
dc.relation.journalEconomıa Polıtıcaen_US
dc.contributor.departmentMeslek Yüksekokuluen_US
dc.contributor.authorIDAcaravci, Ali -- 0000-0002-6662-6175; Ozturk, Ilhan -- 0000-0002-6521-0901en_US
dc.identifier.volume30en_US
dc.identifier.issue2en_US
dc.identifier.startpage203en_US
dc.identifier.endpage220en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US


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