Yazar "Nazlıoğlu, Şaban" için listeleme
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Energy Commodities and U.S. Housing: Long-run Price and Volatility Integration with Comparative Evidence from Non-Energy Markets
Görmüş, Alper; Salvino, Robert; Nazlıoğlu, Şaban; Soytaş, Uğur (Elsevier, 2025)This study investigates long-run price and volatility integration between U.S. regional housing markets and both energy and non-energy commodities. The analysis applies Fourier-augmented Toda–Yamamoto models to examine ... -
Trends of Relative Commodity Prices with Comovements and Structural Breaks
Lee, Junsoo; Islam, Md. Towhidul; Tieslau, Margie; Payne, James E.; Nazlıoğlu, Şaban (Elsevier, 2026)The Prebisch-Singer (1950, PS) hypothesis posits a long-term decline in the relative prices of primary commodities (natural resources) compared to manufactured goods. This hypothesis carries important implications for ...
