Details about Saban Nazlioglu

Access statistics for papers by Saban Nazlioglu.

Last updated 2023-12-01. Update your information in the RePEc Author Service.

Short-id: pna558

Working Papers

2020

1. Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data
   Working Papers, University of Pretoria, Department of Economics View citations (6)
   See also Journal Article Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2023) View citations (2) (2023)

2019

2. Movements in International Bond Markets: The Role of Oil Prices
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Movements in international bond markets: The role of oil prices, International Review of Economics & Finance, Elsevier (2020) View citations (33) (2020)
3. Price and Volatility Linkages between International REITs and Oil Markets
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Price and volatility linkages between international REITs and oil markets, Energy Economics, Elsevier (2020) View citations (20) (2020)

2014

4. Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests
   Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences
5. The Nature of Shocks to Turkish exchange rates: what panel approach says?
   Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences
6. Volatility Spillover between Energy and Financial Markets
   Working Papers, University of Pretoria, Department of Economics

2013

7. Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   See also Journal Article Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test, Applied Economics, Taylor & Francis Journals (2015) View citations (48) (2015)

2008

8. Gravity Model of Turkish Agricultural Exports to the European Union
   International Trade and Finance Association Conference Papers, International Trade and Finance Association View citations (4)

Journal Articles

2023

1. Economic Policy Uncertainty, COVID-19, and Tourist Stays in Croatia: Evidence from a Fourier Toda-Yamamoto Modeling Approach
   The International Trade Journal, 2023, 37, (1), 7-26
2. Economic policy uncertainty and international tourist arrivals: A disaggregated analysis of the Croatian Adriatic coast
   Tourism Economics, 2023, 29, (4), 986-1004 View citations (2)
3. Environmental, Social, and Governance Considerations in WTI Financialization through Energy Funds
   JRFM, 2023, 16, (4), 1-17 View citations (2)
4. Is there a macroeconomic carbon rebound effect in EU ETS?
   Energy Economics, 2023, 125, (C) View citations (8)
5. Regional tourism convergence: a disaggregated analysis of Croatia
   Applied Economics, 2023, 55, (52), 6149-6169 View citations (2)
6. Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures†
   Econometric Reviews, 2023, 42, (1), 78-97 View citations (2)
7. Stochastic convergence analysis of US state economic freedom sub‐components: Evidence from unit root tests for bounded processes
   American Journal of Economics and Sociology, 2023, 82, (4), 319-348
8. The convergence dynamics of economic freedom across U.S. states
   Southern Economic Journal, 2023, 89, (4), 1216-1241 View citations (6)
9. The permanent or transitory nature of shocks to tourism expenditures and receipts: Evidence from new panel stationarity tests with breaks and factors
   Tourism Economics, 2023, 29, (6), 1518-1532
10. Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data
    International Journal of Finance & Economics, 2023, 28, (3), 2239-2247 View citations (2)
    See also Working Paper Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data, Working Papers (2020) View citations (6) (2020)

2022

11. Asymmetric Fisher effect in inflation targeting emerging markets: evidence from quantile co-integration
    Applied Economics Letters, 2022, 29, (21), 2007-2014
12. Convergence of oil consumption: A historical perspective with new concepts
    Energy Policy, 2022, 168, (C) View citations (4)
13. Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence
    Research in International Business and Finance, 2022, 62, (C) View citations (6)
14. Johansen‐type cointegration tests with a Fourier function
    Journal of Time Series Analysis, 2022, 43, (5), 828-852 View citations (3)
15. PPP in emerging markets: evidence from Fourier non-linear quantile unit root analysis
    Applied Economics Letters, 2022, 29, (8), 731-737
16. Sources of divergence in income in Indian states, 2001–2015
    Development Policy Review, 2022, 40, (4) View citations (1)
17. Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure
    Energy Economics, 2022, 113, (C) View citations (7)
18. Testing for stationarity with covariates: more powerful tests with non-normal errors
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (2), 191-203

2021

19. Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks
    Economic Modelling, 2021, 100, (C) View citations (10)
20. Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity
    Applied Economic Analysis, 2021, 30, (90), 176-195

2020

21. Financial development and energy consumption in emerging markets: Smooth structural shifts and causal linkages
    Energy Economics, 2020, 87, (C) View citations (19)
22. INCOME CONVERGENCE IN INDIAN DISTRICTS: NEW EVIDENCE FROM PANEL STATIONARITY TEST WITH FINITE TIME DIMENSION
    Journal of International Development, 2020, 32, (8), 1256-1272 View citations (3)
23. Movements in international bond markets: The role of oil prices
    International Review of Economics & Finance, 2020, 68, (C), 47-58 View citations (33)
    See also Working Paper Movements in International Bond Markets: The Role of Oil Prices, Working Papers (2019) (2019)
24. Price and volatility linkages between international REITs and oil markets
    Energy Economics, 2020, 88, (C) View citations (20)
    See also Working Paper Price and Volatility Linkages between International REITs and Oil Markets, Working Papers (2019) (2019)
25. Response surface estimates of the LM unit root tests
    Economics Letters, 2020, 192, (C) View citations (5)

2019

26. Oil Prices and Monetary Policy in Emerging Markets: Structural Shifts in Causal Linkages
    Emerging Markets Finance and Trade, 2019, 55, (1), 105-117 View citations (39)

2018

27. Do International Relative Commodity Prices Support the Prebisch-Singer Hypothesis? A Nonlinear Panel Unit Root Testing
    Journal for Economic Forecasting, 2018, (1), 76-92 View citations (2)
28. High-yield bond and energy markets
    Energy Economics, 2018, 69, (C), 101-110 View citations (38)
29. Is there an optimal level of housing wealth in the long-run? Theory and evidence
    Research in International Business and Finance, 2018, 46, (C), 257-267 View citations (1)

2017

30. A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks
    Economic Modelling, 2017, 61, (C), 181-192 View citations (32)
31. Economic freedom, economic growth and international tourism for post-communist (transition) countries: A panel causality analysis
    Theoretical and Applied Economics, 2017, XXIV, (2(611), Summer), 75-98 View citations (5)

2016

32. Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis
    Energy Economics, 2016, 60, (C), 168-175 View citations (107)

2015

33. Exchange Rate and Oil Price Interactions in Transition Economies: Czech Republic, Hungary and Poland
    Panoeconomicus, 2015, 62, (3), 267-285 View citations (1)
34. Oil prices and financial stress: A volatility spillover analysis
    Energy Policy, 2015, 82, (C), 278-288 View citations (114)
35. Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test
    Applied Economics, 2015, 47, (46), 4996-5011 View citations (48)
    See also Working Paper Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test, Working Papers (2013) View citations (3) (2013)

2014

36. Financial development, trade openness and economic growth in African countries: New insights from a panel causality approach
    Economic Modelling, 2014, 37, (C), 386-394 View citations (214)
37. Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests
    Economic Modelling, 2014, 38, (C), 381-384 View citations (29)
38. The behavior of Turkish exchange rates: A panel data perspective
    Economic Modelling, 2014, 42, (C), 177-185
39. Trade Openness, Financial Development, and Economic Growth in Turkey: Linear and Nonlinear Causality Analysis
    Journal of BRSA Banking and Financial Markets, 2014, 8, (1), 63-86 View citations (9)
40. Trends in international commodity prices: Panel unit root analysis
    The North American Journal of Economics and Finance, 2014, 29, (C), 441-451 View citations (4)

2013

41. Determinants of new vehicle registrations in EU countries: a panel cointegration analysis
    Transportation Planning and Technology, 2013, 36, (3), 287-298
42. Exchange rate volatility and Turkish industry-level export: Panel cointegration analysis
    The Journal of International Trade & Economic Development, 2013, 22, (7), 1088-1107 View citations (9)
43. Impacts of Inflation on Agricultural Prices: Panel Smooth Transition Regression Analysis
    Research Journal of Politics, Economics and Management, 2013, 1, (1), 1-20 View citations (3)
44. Oil Prices and Exchange Rates in Brazil, India and Turkey: Time and Frequency Domain Causality Analysis
    Research Journal of Politics, Economics and Management, 2013, 1, (1), 49-73 View citations (6)
45. Volatility spillover between oil and agricultural commodity markets
    Energy Economics, 2013, 36, (C), 658-665 View citations (292)

2012

46. Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis
    Energy Economics, 2012, 34, (4), 1098-1104 View citations (205)

2011

47. Financial development and economic growth nexus in the MENA countries: Bootstrap panel granger causality analysis
    Economic Modelling, 2011, 28, (1-2), 685-693 View citations (224)
    Also in Economic Modelling, 2011, 28, (1), 685-693 (2011) View citations (224)
48. Impacts of Turkey’s Integration into the European Union on Agricultural Markets and Income Distribution
    Agricultural Economics Review, 2011, 11, (01), 11
49. Nuclear energy consumption and economic growth in OECD countries: Cross-sectionally dependent heterogeneous panel causality analysis
    Energy Policy, 2011, 39, (10), 6615-6621 View citations (61)
50. World oil and agricultural commodity prices: Evidence from nonlinear causality
    Energy Policy, 2011, 39, (5), 2935-2943 View citations (229)
51. World oil prices and agricultural commodity prices: Evidence from an emerging market
    Energy Economics, 2011, 33, (3), 488-496 View citations (259)

2010

52. Exchange rate (volatility) and bilateral agricultural trade: Turkey vs. her major trading partners
    International Journal of Trade and Global Markets, 2010, 3, (3), 295-311 View citations (1)
53. Exchange rate uncertainty and agricultural trade: panel cointegration analysis for Turkey
    Agricultural Economics, 2010, 41, (6), 537-543 View citations (12)
54. Stock market and economic growth nexus in emerging markets: cointegration and causality analysis
    International Journal of Business Forecasting and Marketing Intelligence, 2010, 1, (3/4), 262-274 View citations (4)

2009

55. Hisse senedi fiyat-hacim ilişkisi: İMKB’de işlem gören bankalar için doğrusal ve doğrusal olmayan Granger nedensellik analizi
    Iktisat Isletme ve Finans, 2009, 24, (277), 85-109