The dynamical relationship between oil price shocks and selected macroeconomic variables in Turkey

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dc.authorid0000-0002-6270-966Xen_US
dc.contributor.authorEryiğit, Mehmet
dc.date.accessioned2021-06-23T19:29:35Z
dc.date.available2021-06-23T19:29:35Z
dc.date.issued2012
dc.departmentBAİBÜ, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümüen_US
dc.description.abstractIn many empirical studies, the dynamic relationship among energy sector variables (such as, oil, electricity, gasoline, coal, renewable energy, etc.) and economic variables (such as; financial markets, real economy and the overall economy) are studied. Oil price changes may affect the economic variables more of oil importer countries then oil exporter countries especially emerging markets. In addition to this, oil price changes and shocks may be an important device to explain stock market index return. In this paper, Istanbul stock exchange market index (ISE-100), interest rates, exchange rates and oil price are analyzed by using a vector autoregressive (VAR) approach for Turkey. The results suggest that there is a dynamic relationship among oil price shocks, Istanbul stock market index, exchange rate and interest rate.en_US
dc.identifier.doi10.1080/1331677X.2012.11517507
dc.identifier.endpage276en_US
dc.identifier.issn1331-677X
dc.identifier.issn1848-9664
dc.identifier.issue2en_US
dc.identifier.scopus2-s2.0-84865140863en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage263en_US
dc.identifier.urihttps://doi.org/10.1080/1331677X.2012.11517507
dc.identifier.urihttps://hdl.handle.net/20.500.12491/7194
dc.identifier.volume25en_US
dc.identifier.wosWOS:000306893200002en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.institutionauthorEryiğit, Mehmet
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofEconomic Research-Ekonomska Istrazivanjaen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectOil Price Shocksen_US
dc.subjectISE-100en_US
dc.subjectInterest Ratesen_US
dc.subjectExchange Ratesen_US
dc.subjectVector-autoregressive (VAR)en_US
dc.titleThe dynamical relationship between oil price shocks and selected macroeconomic variables in Turkeyen_US
dc.typeArticleen_US

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