The link between electricity consumption and stock market during the pandemic in Türkiye: a novel high-frequency approach

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dc.authoridDoruk, Omer Tugsal/0000-0002-2382-1042
dc.contributor.authorDoruk, oemer Tugsal
dc.date.accessioned2025-01-06T17:37:15Z
dc.date.available2025-01-06T17:37:15Z
dc.date.issued2024
dc.description.abstractThis article examines the relationship between electricity consumption and the stock market in the Turkish economy during the COVID-19 pandemic. A novel high-frequency model is used, incorporating the hourly energy consumption and Borsa Istanbul (BIST) National stock market index variables. To determine the effect of electricity consumption on the stock market index and vice versa, a high-frequency VAR-based spillover approach, time-varying Granger causality, and time-varying Bayesian VAR analysis are employed. The findings reveal a positive and weak relationship between electricity consumption and the stock market but it has a time-varying nature in an emerging market context in the post-COVID-19 period in the Turkish economy.
dc.description.sponsorshipAdana Alparslan Turkes Science and Technology University
dc.description.sponsorshipNo Statement Available
dc.identifier.doi10.1007/s11356-024-32155-x
dc.identifier.endpage17460
dc.identifier.issn0944-1344
dc.identifier.issn1614-7499
dc.identifier.issue11
dc.identifier.pmid38340304
dc.identifier.scopus2-s2.0-85184513807
dc.identifier.scopusqualityQ1
dc.identifier.startpage17448
dc.identifier.urihttps://doi.org/10.1007/s11356-024-32155-x
dc.identifier.urihttps://hdl.handle.net/20.500.14669/2165
dc.identifier.volume31
dc.identifier.wosWOS:001160590300006
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.indekslendigikaynakPubMed
dc.language.isoen
dc.publisherSpringer Heidelberg
dc.relation.ispartofEnvironmental Science and Pollution Research
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_20241211
dc.subjectCOVID-19
dc.subjectElectricity consumption
dc.subjectStock markets
dc.subjectTurkish economy
dc.subjectSpillover index
dc.subjectTime-varying vector autoregression
dc.subjectTime-varying Granger causality
dc.titleThe link between electricity consumption and stock market during the pandemic in Türkiye: a novel high-frequency approach
dc.typeArticle

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