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Price and Volatility Linkages between International REITs and Oil Markets

Nazlıoğlu, Şaban - 2019

This study analyzes price and volatility transmissions between nineteen real estate investment trusts (REITs) markets and the oil market. The REITs data represents a variety of countries at different stages of their development and the expanded analytical approach includes accounting for...

Persistent link: https://www.econbiz.de/10012858931

Price and volatility linkages between international REITs and oil markets

Nazlıoğlu, Şaban; Gupta, Rangan; Gormus, Alper; … - In: Energy economics 88 (2020), pp. 1-13

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Dynamics of oil price, precious metal prices, and exchange rate

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Do global risk perceptions influence world oil prices?

Sari, Ramazan; Soytas, Ugur; Hacihasanoglu, Erk - In: Energy economics 33 (2011) 3, pp. 515-524

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Oil prices, fossil-fuel stocks and alternative energy stocks

Gormus, N. Alper; Soytas, Ugur; Diltz, J. David - In: International journal of economics and finance 7 (2015) 7, pp. 43-55

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Volatility spillover between oil and agricultural commodity markets

Nazlıoğlu, Şaban; Erdem, Cumhur; Soytas, Ugur - In: Energy economics 36 (2013), pp. 658-665

Persistent link: https://www.econbiz.de/10009724616

Volatility transmission between energy-related asset classes

Gormus, N. Alper; Soytas, Ugur; Diltz, J. David - In: Global finance journal 25 (2014) 3, pp. 246-259

Persistent link: https://www.econbiz.de/10010473366

Oil price, agricultural commodity prices, and the dollar : a panel cointegration and causality analysis

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Persistent link: https://www.econbiz.de/10009687360

Oil prices and emerging market exchange rates

Turhan, İbrahim; Hacihasanoglu, Erk; Soytas, Ugur - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 21-36

Persistent link: https://www.econbiz.de/10009743751

Volatility spillover from oil to food and agricultural raw material markets

Kaltalioglu, Muge; Soytas, Ugur - In: Modern economy 2 (2011) 2, pp. 71-76

Persistent link: https://www.econbiz.de/10009316268