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dc.contributor.authorBilgin, Mehmet Hüseyin
dc.contributor.authorGözgör, Giray
dc.contributor.authorKarabulut, Gökhan
dc.date.accessioned2015-08-10T11:25:30Z
dc.date.available2015-08-10T11:25:30Z
dc.date.issued2015-03
dc.identifier.citationBilgin, M. H., Gözgör, G., & Karabulut, G. (2015). The impact of world energy price volatility on aggregate economic activity in developing Asian economies. Singapore Economic Review, 60(1), 1-20. https://dx.doi.org/10.1142/S0217590815500095en_US
dc.identifier.issn0217-5908
dc.identifier.issn1793-6837
dc.identifier.other000351351600010 (WOS)
dc.identifier.urihttps://dx.doi.org/10.1142/S0217590815500095
dc.identifier.urihttps://hdl.handle.net/11376/1981
dc.descriptionGözgör, Giray (Dogus Author)en_US
dc.description.abstractThis paper analyzes the impact of volatility in the world energy price on aggregate economic activity in an unbalanced panel data framework for 10 developing Asian countries: Bangladesh, PR China, India, Indonesia, Malaysia, Pakistan, the Philippines, Thailand, Turkey and Vietnam. We use both the realized volatility and the generalized autoregressive conditional heteroskedasticity models to measure the volatility in the world energy price. Empirical findings from dynamic panel data estimations show that the volatility in world energy price is negatively associated with the aggregate economic activity. Using the common correlated effects panel estimation techniques, we also systematically examine uncertain transmission channel of the world energy price volatility on the aggregate economic activity in each economy and obtain the most impressive negative effects in Turkey, PR China and India, respectively.en_US
dc.language.isoengen_US
dc.publisherWorld Scientific Publishingen_US
dc.identifier.doi10.1142/S0217590815500095en_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectDeveloping Asian Economiesen_US
dc.subjectWorld Energy Priceen_US
dc.subjectVolatility Modelsen_US
dc.subjectAggregate Economic Activityen_US
dc.subjectPanel Data Estimation Techniquesen_US
dc.titleThe impact of world energy price volatility on aggregate economic activity in developing Asian economiesen_US
dc.typearticleen_US
dc.relation.journalSingapore Economic Reviewen_US
dc.departmentDoğuş Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Ekonomi ve Finans Bölümüen_US
dc.authoridTR31458en_US
dc.authoridTR102360en_US
dc.authoridTR175652en_US
dc.identifier.volume60en_US
dc.identifier.issue1en_US
dc.identifier.startpage1en_US
dc.identifier.endpage20en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.institutionauthorGözgör, Giray


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