Volatility of the alternative energy input prices and spillover effects: a VAR [MA]-MGARCH in BEKK approach for the Turkish economy
The interaction among the energy unit prices, which are considered as the most effective factor on the realization of economic growth, and the distribution of this interaction throughout the manufacturing process have become popular subjects in research recently. Especially, the scarcity of energy r...
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| Veröffentlicht in: | Environmental science and pollution research international 2019-04, Vol.26 (11), p.10738-10745 |
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| creator | Katircioğlu, Salih Abasiz, Tezcan Sezer, Sevgi Katırcıoglu, Setareh |
| description | The interaction among the energy unit prices, which are considered as the most effective factor on the realization of economic growth, and the distribution of this interaction throughout the manufacturing process have become popular subjects in research recently. Especially, the scarcity of energy resources and the problems encountered in their supply make it necessary to utilize alternative energy resources. Thus, the realization of production using different energy inputs simultaneously results in an interaction between the factors and the spillover effect. Thus, in the study, alternative vector autoregressive M-GARCH (VAR [-MA] -MGARH) models would be predicted based on the spillover effect between the conditional variance and alternative energy input prices. |
| doi_str_mv | 10.1007/s11356-019-04531-5 |
| format | Article |
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| ispartof | Environmental science and pollution research international, 2019-04, Vol.26 (11), p.10738-10745 |
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| source | Springer Nature - Complete Springer Journals |
| subjects | Alternative energy sources Aquatic Pollution Atmospheric Protection/Air Quality Control/Air Pollution Autoregressive models Earth and Environmental Science Economic development Economic growth Economic models Economics Ecotoxicology energy Energy resources Energy sources Environment Environmental Chemistry Environmental Health Environmental science Manufacturing industry Renewable energy renewable energy sources Research Article variance Volatility Waste Water Technology Water Management Water Pollution Control |
| title | Volatility of the alternative energy input prices and spillover effects: a VAR [MA]-MGARCH in BEKK approach for the Turkish economy |
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