On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches

Published:2018-10-18 Issue:3 Volume:24 Page:1047-1065
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Balcilar Mehmet¹²³,Ozdemir Zeynel Abidin⁴^ORCID,Shahbaz Muhammad²

Affiliation:

1. Department of Economics; Eastern Mediterranean University; Famagusta Turkey

2. Energy and Sustainable Development; Montpelier Business School; Montpelier France

3. Department of Economics; University of Pretoria; Pretoria South Africa

4. Department of Economics; Gazi University; Ankara Turkey

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1704/fullpdf

Reference72 articles.

1. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

2. Optimal tests when a nuisance parameter is present only under the alternative;Andrews;Econometrica,1994

3. Arora , V. Shi , S. 2015 Energy consumption and economic growth in the United States

4. The role of news-based uncertainty indices in predicting oil markets: A hybrid nonparametric quantile causality method;Balcilar;Empirical Economics,2017a

5. On exchange-rate movements and gold-price fluctuations: Evidence for gold-producing countries from a nonparametric causality-in-quantiles test;Balcilar;International Economics and Economic Policy,2017b

Cited by 36 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. THE ASYMMETRİC EFFECT OF PRODUCER PRİCES ON CONSUMER PRİCES İN TURKİSH ECONOMY;Akademik Hassasiyetler;2024-04-27

2. How Do Carbon Market and Fossil Energy Market Affect Each Other During the Israeli-Palestinian Conflictand Russian-Ukrainian War? Based on the Time-Varying Granger Causality Test;2024

3. Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China;Economic Analysis and Policy;2023-12

4. Gold and crude oil: A time-varying causality across various market conditions;Resources Policy;2023-10

5. Energy transition concern: Time-varying effect of climate policy uncertainty on renewables consumption;Technological Forecasting and Social Change;2023-07

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3