Search Results - "Balcilar, Mehmet"

Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach by Balcilar, Mehmet, Gabauer, David, Umar, Zaghum

“…This study introduces a novel time-varying parameter vector autoregression (TVP-VAR) based extended joint connectedness approach in order to characterize…”
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The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method by Balcilar, Mehmet, Bekiros, Stelios, Gupta, Rangan

“…A recent strand in the literature emphasizes the role of news-based economic policy uncertainty (EPU) and equity market uncertainty (EMU) as drivers of oil…”
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Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test by Balcilar, Mehmet, Gupta, Rangan, Pierdzioch, Christian

“…Much significant research has been done to study the links between gold returns and the returns of other asset classes in times of economic crisis and high…”
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Geopolitical risks and stock market dynamics of the BRICS by Balcilar, Mehmet, Bonato, Matteo, Demirer, Riza, Gupta, Rangan

“…•BRICS stock markets do not react to geopolitical risks (GPRs) in a uniform way.•GPRs generally drive stock market volatility rather than returns.•The effect…”
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Regime switching model of US crude oil and stock market prices: 1859 to 2013 by Balcilar, Mehmet, Gupta, Rangan, Miller, Stephen M.

“…This paper examines the relationship between US crude oil and stock market prices, using a Markov-Switching vector error-correction model and a monthly data…”
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On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets by Attarzadeh, Amirreza, Balcilar, Mehmet

“…Using monthly data from September 2004 to February 2020, this paper investigates the connectedness of the renewable energy, common stock, oil, and technology…”
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Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window by Balcilar, Mehmet, Ozdemir, Zeynel Abidin, Arslanturk, Yalcin

“…One puzzling results in the literature on energy consumption-economic growth causality is the variability of results particularly across sample periods, sample…”
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Factors Associated with Self-Reported Chronic Diseases of Syrian Refugees in Turkey by Balcilar, Mehmet, Gulcan, Canan

“…Background: Syria’s civil conflict, which began in 2011, led millions of Syrians to migrate to countries all over the world, including Turkey. Considering the…”
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The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test by Bahloul, Walid, Balcilar, Mehmet, Cunado, Juncal, Gupta, Rangan

“…•The role of uncertainties in predicting commodity futures is analyzed.•Linear models are misspecified due to nonlinearity.•A k-th order nonparametric…”
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On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach by Balcilar, Mehmet, Hammoudeh, Shawkat, Toparli, Elif Akay

“…Compared to Credit Default Swap (CDS) literature, this study focuses on the magnitude of volatility transmission and the risk spillover mechanism across the…”
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Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries by Balcilar, Mehmet, Aghazadeh, Sahar, Ike, George N

“…This study examines how employment affects demand for tourism in the short and long run, controlling for the effects of income and relative prices within a…”
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Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test by Balcilar, Mehmet, Gupta, Rangan, Kyei, Clement, Wohar, Mark E.

“…Recent studies have analysed the ability of measures of uncertainty to predict movements in macroeconomic and financial variables. The objective of this paper…”
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A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters by Balcilar, Mehmet, Ozdemir, Zeynel Abidin

“…By means of stochastic volatility in the mean model to allow for time-varying parameters in the conditional mean and quarterly data for the G7 countries, this…”
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The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach by Li, Xiao-lin, Balcilar, Mehmet, Gupta, Rangan, Chang, Tsangyao

“…This article applies a bootstrap rolling-window causality test to assess the causal relationship between economic policy uncertainty (EPU) and stock returns in…”
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On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach by Balcilar, Mehmet, Ozdemir, Zeynel Abidin, Tunçsiper, Bedriye, Ozdemir, Huseyin, Shahbaz, Muhammad

“…This paper investigates the relationship between carbon dioxide emissions, energy consumption and economic growth in the G-7 countries from a historical…”
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Income inequality and economic growth: A re‐examination of theory and evidence by Balcilar, Mehmet, Gupta, Rangan, Ma, Wei, Makena, Philton

“…We re‐examine the theoretical and empirical relationship between income inequality and long‐run economic growth in an endogenous growth model with a flat tax…”
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Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data by Balcilar, Mehmet, Gupta, Rangan, Pierdzioch, Christian

“…We investigate whether oil-price uncertainty helps forecast the international stock returns of ten advanced and emerging countries. We consider an…”
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On the Impact of Climate Change Policies on the Clean Technology Innovation: Evidence from Patent Data Analysis by Balcilar, Mehmet, Agan, Busra

“…This study investigates the role of environmental policies and regulations in mitigating climate change by promoting clean innovations and discouraging dirty…”
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The causal nexus between oil prices and equity market in the U.S.: A regime switching model by Balcilar, Mehmet, Ozdemir, Zeynel Abidin

“…The aim of this paper is to analyse the causal link between monthly oil futures price changes and a sub-grouping of S&P 500 stock index changes. The causal…”
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The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach by Balcilar, Mehmet, Gupta, Rangan, Segnon, Mawuli

“…This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In…”
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