Author/Authors
GÜLER, Sevinç Dokuz Eylül Üniversitesi - Iktisadi ve Idari Bilimler Fakültesi (İİBF) - İşletme Bölümü, Turkey , TEMEL NALIN, Halime Bülent Ecevit Üniversitesi - Iktisadi ve Idari Bilimler Fakültesi (İİBF) - İşletme Bölümü, Turkey
Title Of Article
IMPACT OF OIL PRICES ON ISE INDICES
شماره ركورد
39755
Abstract
This study examines impact of oil prices and National 100, manufacturing industry and chemical-petroleum-plastic industry of Istanbul Stock Exchange (ISE). For this purpose, indixes of ISE and oil prices analysed weekly closing prices over the period between 03.02.1997 and 30.11.2012 In the study, Granger cointegration analyse and Granger causality test was applied to determine the relationship of time series. According to results of analyses, it was observed that series act together in long period, but there is no causality in short period.
From Page
79
NaturalLanguageKeyword
Oil prices , Index , Cointegration.
JournalTitle
The International Journal Of Economic and Social Research
To Page
97
JournalTitle
The International Journal Of Economic and Social Research
Link To Document