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The Turkish stock market integration with oil prices: Cointegration analysis with unknown regime shifts

https://doi.org/10.2298/pan1304499h
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/(sici)1096-9934(199602)16:1<1::aid-fut1>3.0.co;2-qopenalex-snapshot
Energy shocks and financial markets
inferredcites →https://doi.org/10.1007/bf02941229openalex-snapshot
Wild oil prices, but brave stock markets! The case of GCC stock markets
inferredcites →https://doi.org/10.1007/s00181-007-0175-9openalex-snapshot
Tests for cointegration with two unknown regime shifts with an application to financial market integration
inferredcites →https://doi.org/10.1007/s10108-006-9017-8openalex-snapshot
The KPSS test with two structural breaks
inferredcites →https://doi.org/10.1016/0304-3932(82)90012-5openalex-snapshot
Trends and random walks in macroeconmic time series
inferredcites →https://doi.org/10.1016/0304-4076(69)41685-7openalex-snapshot
Residual-based tests for cointegration in models with regime shifts
inferredcites →https://doi.org/10.1016/0304-4076(92)90104-yopenalex-snapshot
Testing the null hypothesis of stationarity against the alternative of a unit root
inferredcites →https://doi.org/10.1016/j.apenergy.2009.05.037openalex-snapshot
Modelling the impact of oil prices on Vietnam’s stock prices
inferredcites →https://doi.org/10.1016/j.eneco.2005.12.003openalex-snapshot
Common and fundamental factors in stock returns of Canadian oil and gas companies
inferredcites →https://doi.org/10.1016/j.eneco.2008.04.003openalex-snapshot
Oil price shocks and stock markets in the U.S. and 13 European countries
inferredcites →https://doi.org/10.1016/j.eneco.2009.03.001openalex-snapshot
Do structural oil-market shocks affect stock prices?
inferredcites →https://doi.org/10.1016/j.enpol.2008.06.006openalex-snapshot
Relationships between oil price shocks and stock market: An empirical analysis from China
inferredcites →https://doi.org/10.1016/j.enpol.2009.08.020openalex-snapshot
World oil prices, precious metal prices and macroeconomy in Turkey
inferredcites →https://doi.org/10.1016/j.gfj.2006.04.001openalex-snapshot
Oil price risk and emerging stock markets
inferredcites →https://doi.org/10.1016/s0140-9883(01)00078-0openalex-snapshot
Oil price shocks, stock market, economic activity and employment in Greece
inferredcites →https://doi.org/10.1016/s0140-9883(99)00020-1openalex-snapshot
Oil price shocks and stock market activity
inferredcites →https://doi.org/10.1057/9780230599338_5openalex-snapshot
Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach
inferredcites →https://doi.org/10.1080/07350015.1992.10509908openalex-snapshot
Tests for Parameter Instability in Regressions with 1(1) Processes
inferredcites →https://doi.org/10.1086/261140openalex-snapshot
Oil and the Macroeconomy since World War II
inferredcites →https://doi.org/10.1093/cep/byh018openalex-snapshot
Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures
inferredcites →https://doi.org/10.1111/j.1468-0076.2007.00182.xopenalex-snapshot
Impact of oil price volatility on Gulf Cooperation Council stock markets' return
inferredcites →https://doi.org/10.1111/j.1468-0084.1996.mp58003008.xopenalex-snapshot
PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts
inferredcites →https://doi.org/10.1111/j.1468-0084.2006.00180.xopenalex-snapshot
Testing the Null of Cointegration with Structural Breaks*
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02691.xopenalex-snapshot
Oil and the Stock Markets
inferredcites →https://doi.org/10.1111/j.1540-6288.2010.00282.xopenalex-snapshot
Oil and the Stock Market: An Industry Level Analysis
inferredcites →https://doi.org/10.1162/003465303772815961openalex-snapshot
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks
inferredcites →https://doi.org/10.1162/003465397556791openalex-snapshot
Multiple Trend Breaks and the Unit-Root Hypothesis
inferredcites →https://doi.org/10.1198/073500102753410372openalex-snapshot
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
inferredcites →https://doi.org/10.2298/pan1204463eopenalex-snapshot
Sensitivity of stock market indices to oil prices: Evidence from manufacturing sub-sectors in Turkey
inferredcites →https://doi.org/10.2307/1391541openalex-snapshot
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
inferredcites →https://doi.org/10.2307/1391545openalex-snapshot
Tests for Parameter Instability in Regressions with I(1) Processes
inferredcites →https://doi.org/10.2307/1913236openalex-snapshot
Co-Integration and Error Correction: Representation, Estimation, and Testing
inferredcites →https://doi.org/10.2307/1913237openalex-snapshot
Time Series Regression with a Unit Root
inferredcites →https://doi.org/10.2307/1992323openalex-snapshot
Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note
inferredcites →https://doi.org/10.2307/2297545openalex-snapshot
Statistical Inference in Instrumental Variables Regression with I(1) Processes
inferredcites →https://doi.org/10.2307/2601172openalex-snapshot
Perfect Competition and the Effects of Energy Price Increases on Economic Activity
inferredcites →https://doi.org/10.2307/2951763openalex-snapshot
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
inferredcites →https://doi.org/10.5547/issn0195-6574-ej-vol15-no4-2openalex-snapshot
Macroeconomic Responses to Oil Price Increases and Decreases in Seven OECD Countries

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4640959openalex-extracted
COINTEGRATION ACROSS STOCK MARKETS IN SOUTH-EAST EUROPE AND POSSIBLE SPILLOVERS-REVISITED
inferred← citeshttps://doi.org/10.1007/s10690-023-09430-xopenalex-snapshot
Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test
inferred← citeshttps://doi.org/10.1016/j.resglo.2022.100096openalex-snapshot
The effect of global financial markets and local shocks on Turkey airlines market; new evidence from structural break cointegration and causality tests
inferred← citeshttps://doi.org/10.1016/j.resourpol.2020.101845openalex-snapshot
Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey
inferred← citeshttps://doi.org/10.1111/boer.12188openalex-snapshot
EFFECT OF OIL PRICES ON STOCK MARKETS: EVIDENCE FROM NEW GENERATION OF STAR MODEL
inferred← citeshttps://doi.org/10.1353/jda.2015.0176openalex-snapshot
Spillover from oil market to stock market in Nigeria: Evidence from granger causality in risk
inferred← citeshttps://doi.org/10.17233/sosyoekonomi.2023.01.07openalex-snapshot
The Asymmetric Impacts of Oil Prices and Selected Macroeconomic Variables on Stock Markets: The Case of Turkey
inferred← citeshttps://doi.org/10.21427/p2a6-qz80openalex-snapshot
An Analysis of the Effects of Political Events on Oil Price Volatility and Consequential Spillover Effects on Selected GCC Stock Markets: An Emphasis on the Case of Kuwait
inferred← citeshttps://doi.org/10.32479/ijeep.10690openalex-snapshot
https://econjournals.com/index.php/ijeep/article/view/10690
inferred← citeshttps://doi.org/10.32479/ijeep.8001openalex-snapshot
THE IMPACT OF OIL FACTOR ON AZERBAIJAN ECONOMY
inferred← citeshttps://doi.org/10.4018/978-1-6684-5528-9.ch003openalex-snapshot
The Impact of Oil Prices on Real Stock Returns
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