Scopus İndeksli Yayınlar Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12573/395

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  • Article
    Citation - WoS: 46
    Citation - Scopus: 54
    Analyzing the Relationship Between Energy Efficiency and Environmental and Financial Variables: A Way Towards Sustainable Development
    (Pergamon-Elsevier Science Ltd, 2022-08) Taskin, Dilvin; Dogan, Eyup; Madaleno, Mara
    The literature has mainly relied on an annual and short span of data to analyze the relationship between energy, environmental and financial indicators. This study analyzes the relationship between energy efficiency, energy research, pollution mitigation, and FinTech by applying two novel methods-the causality test in the frequency domain [11] and the causality test in the time domain (Shi et al., 2018; 2020) on the daily data from June 17, 2016 to November 16, 2021. Empirical results from the frequency domain test report that pollution mitigation temporarily causes energy efficiency only in the short run while energy efficiency Granger causes it in the short, medium, and long run. Furthermore, energy efficiency can predict FinTech in the short, medium, and long-run; on the other way, FinTech Granger causes energy efficiency in the long and medium run, suggesting a permanent causality relationship. Empirical results from the time-varying test show a bidirectional relationship between energy efficiency, and environmental and financial variables, especially with very high significant episodes around the recent pandemic collapse. Policymakers should promote the launch of financial technologies that will provide finance through green bonds for energy efficiency improvements as well as energy efficiency improvements for pollution mitigation. Further policy implications are discussed in the study.(c) 2022 Elsevier Ltd. All rights reserved.
  • Article
    Citation - WoS: 39
    Citation - Scopus: 38
    Analyzing the Nexus of COVID-19 and Natural Resources and Commodities: Evidence From Time-Varying Causality
    (Elsevier Sci Ltd, 2022-08) Dogan, Eyup; Majeed, Muhammad Tariq; Luni, Tania
    Even though a few studies have focused on natural resources and commodity sectors by considering the pandemic, they have only compared their status in pre-COVID19 to post-COVID19. None of the studies has directly examined the causal relationship between the pandemic, and natural resource index and the primary commodity-related sector indices. This study fills the gap of exploring the dynamic association between them by analyzing the causal relationship between the COVID19, and natural resources index and the primary commodity-related sectors (i.e., agribusiness, energy, and metals & mining) by applying a novel time-varying causality test on daily data from January 23, 2020, to November 12, 2021. The empirical results support the presence of time-varying causality from COVID19 to natural resources, agribusiness, energy and metals & mining. The results obtained from the rolling window algorithm support causal linkages between the variables however at several points it fails to capture the dynamics of linkages between the variables which is captured by the recursive window algorithm. The outcome is robust when the pandemic is proxied by either number of cases or deaths. Similarly, the findings obtained from heteroskedastic-robust specification also validate our findings. Several policy implications are further discussed in the study.