This paper investigates the asymmetric impacts of crude oil prices and other selected macroeconomic variables on Turkish stock market for period between 2005:01-2021:06 through combination NARDL model quantile regression approach. The findings support existence cointegration prices. variations in have long run. A positive shock by 1% decreases returns 0.67%, while price declines no significant ...

Abstract In the last few decades, rising prices of agricultural commodities have been an area concern for most countries owing to high population growth, increased unemployment, and per capita food needs. The current study intends examine positive negative shocks product prices, credit disbursement, labor force’s impact on growth Pakistan. nonlinear autoregressive distributed lag (NARDL) method...

Doğrudan yabancı yatırımlar (DYY), yerli yatırım için fon arzını artırarak ev sahibi ülkede sermaye oluşumunu teşvik etmek önemli bir araçtır. Teorik olarak, DYY ile ithalat arasında olumlu veya olumsuz ilişki mevcut olabilir. Dolayısıyla DYY’nin ihracat ve üzerindeki etkilerinin incelenmesi önem kazanmaktadır. Bu çalışmada, arasındaki Türkiye 1990-2020 dönemini kapsayan veriler kullanılarak To...

Growing energy demand but stagnant production followed by volatile exchange rate leads Pakistan to imbalances and potential economic contraction. Yet, studies on sectoral imports are limited inconclusive without accessing the asymmetric effect of currency fluctuations. We examine impacts Pakistani rupee volatility monthly based nonlinear autoregressive distributed lag (NARDL) estimations. Augme...

This study aims to determine the country-specific variables influencing market value of eurobonds issued by Republic Turkey Ministry Treasury and Finance. The covers period from January 2012 June 2020. For study, 102-month time series are analysed with NARDL model. Parallel model, independent decomposed into positive negative shocks these components added Thus, existence a significant asymmetri...

This study investigates the impact of exchange rates on stock indices for Turkey and examines whether these impacts are asymmetric. For this purpose, non-linear autoregressive distributed lag (NARDL) model is used as an asymmetric cointegration method. In covering period 2005-2020, BIST-100, BIST-100 All Shares four sector included in models representing. Thus, response firms different sectors ...

Climate change can disrupt food availability and reduce access to by affecting agricultural production in the world. Thus, current empirical study investigates impacts of climate on rice over different regions Punjab, Pakistan for period 1979–2018. The bound test co-integration method with autoregressive distributed lag (ARDL) was used explore symmetric relationship between production. Furtherm...

Australia’s greenhouse gas emissions have been increasing for over four years, making it difficult to achieve the 2030 agenda reduce emissions. Also, in recent decades, Australia has experiencing a rapid increase economic globalization. The critical question of policy concern is, ‘what are environmental implications globalization Australia?’ This article investigates asymmetric effect on carbon...

The nonlinear interaction of oil prices, inflation, the exchange rate, institutional quality, and trade balance on tourist arrivals in Bangladesh is scrutinized this study. technique utilized study, Nonlinear Autoregressive Distributed Lag (NARDL), a novel co-integrating strategy. yearly time series data used study spanned 1995 to 2019. NARDL bound test performed assess if variables like are co...