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A REVIEW ON THE RELATIONSHIP BETWEEN OIL PRICES AND STOCK PRICES IN TURKEY: NEW EVIDENCES FROM FOURIER APPROACH. (2021). Songur, Mehmet.
In: Journal of Research in Economics, Politics & Finance.
RePEc:ahs:journl:v:6:y:2021:i:1:p:101-111.

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  1. Abdullah, A. M., Saiti, B. and Masih, M. (2016). The impact of crude oil price on Islamic stock indices of South East Asian Countries: Evidence from MGARCH-DCC and wavelet approaches. Borsa Istanbul Review, 16(24), 219-232. doi:10.1016/j.bir.2015.12.002 Al-hajj, E., Al-Mulali, U. and Solarin, S. A. (2018). Oil price shocks and stock returns nexus for Malaysia: Fresh evidence from nonlinear ARDL test. Energy Reports, 4, 624-637. doi:10.1016/j.egyr.2018.10.002 Apergis, N. and Miller, S. M. (2009). Do structural oil-market shocks affect stock prices?. Energy Economics, 31(4), 569-575. https://doi.org/10.1016/j.eneco.2009.03.001 Arouri, M. E. H., Bellalah, M. and Nguyen, D. K. (2011). Further evidence on the responses of stock prices in GCC countries to oil price shocks. International Journal of Business, 16(1), 89-102.

  2. Applied Economics Letters, 25(18), 1273-1277. doi:10.1080/13504851.2017.1418066 Zortuk, M. and Bayrak, S. (2016). Ham petrol fiyat şokları-hisse senedi piyasası ilişkisi: ADL eşik değerli koentegrasyon testi [The relationship between crude oil price shocks and stock prices: ADL threshold cointegration test]. Eskişehir Osmangazi Üniversitesi İİBF Dergisi, 11(1), 7-22. Retrieved from https://dergipark.org.tr/tr/pub/oguiibf
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  3. doi:10.1016/S0140-9883(99)00020-1 Salisu, A. A. and Isah, K. O. (2017). Revisiting the oil price and stock market nexus: A nonlinear panel ARDL approach. Economic Modelling, 66, 258-271. doi:10.1016/j.econmod.2017.07.010 Şener, S., Yılancı, V. and Tıraşoğlu, M. (2013). Petrol fiyatları ile Borsa İstanbul’un kapanış fiyatları arasındaki saklı ilişkinin analizi [Analyzing the hidden cointegration between oil prices and stock prices]. Selçuk Üniversitesi İİBF Sosyal ve Ekonomik Araştırmalar Dergisi, 26, 231-248.

  4. Retrieved from https://dergipark.org.tr/tr/pub/susead Shin, Y. (1994). A residual-based test of the null of cointegration against the alternative of no cointegration. Econometric Theory, 10(1), 91-115. Retrieved from https://www.jstor.org Tsong, C. C., Lee, C. F., Tsai, L. J. and Hu, T. C. (2016). The Fourier approximation and testing for the null of cointegration. Emprical Economics, 51(3), 1085-1113. doi:10.1007/s00181-015-1028-6 Ünlü, U. and Topcu, M. (2012). Do oil prices directly affect stock markets: Evidence from Istanbul Stock Exchange. İktisat İşletme ve Finans, 27(319), 75-88. Retrieved from www.iif.com.tr Yılancı, V., Aslan, M. and Özgür, Ö. (2018). Testing the validity of PPP theory for African Countries.

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  2. A REVIEW ON THE RELATIONSHIP BETWEEN OIL PRICES AND STOCK PRICES IN TURKEY: NEW EVIDENCES FROM FOURIER APPROACH. (2021). Songur, Mehmet.
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