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dc.contributor.authorKiran, Burcu
dc.date.accessioned2021-03-02T21:43:17Z
dc.date.available2021-03-02T21:43:17Z
dc.date.issued2016
dc.identifier.citationKiran B., "Nonlinearity and fractional integration in the world crude oil prices", ENERGY SOURCES PART B-ECONOMICS PLANNING AND POLICY, cilt.11, sa.2, ss.103-110, 2016
dc.identifier.issn1556-7249
dc.identifier.otherav_088b0545-a764-4a9f-83aa-4eaecb4c31cd
dc.identifier.othervv_1032021
dc.identifier.urihttp://hdl.handle.net/20.500.12627/11568
dc.identifier.urihttps://doi.org/10.1080/15567249.2011.610429
dc.description.abstractThis article investigates the time-series behavior of the world crude oil prices over the period from January 1997 to May 2011 by taking into account nonlinearity and fractional integration in the same framework. As a first step, the author examines the nonlinear behavior of the data through the estimation of a two-regime threshold autoregressive model and find that world crude oil prices exhibit a nonlinear behavior. After finding nonlinearity, the author also allows disturbances to be fractionally integrated. The results point to a stationary process with long memory.
dc.language.isoeng
dc.subjectMühendislik ve Teknoloji
dc.subjectTarımda Enerji
dc.subjectBiyoyakıt Teknolojisi
dc.subjectTarım Makineleri
dc.subjectZiraat
dc.subjectTarımsal Bilimler
dc.subjectMühendislik, Bilişim ve Teknoloji (ENG)
dc.subjectMühendislik
dc.subjectENERJİ VE YAKITLAR
dc.titleNonlinearity and fractional integration in the world crude oil prices
dc.typeMakale
dc.relation.journalENERGY SOURCES PART B-ECONOMICS PLANNING AND POLICY
dc.contributor.departmentİstanbul Üniversitesi , İktisat Fakültesi , Ekonometri
dc.identifier.volume11
dc.identifier.issue2
dc.identifier.startpage103
dc.identifier.endpage110
dc.contributor.firstauthorID227336


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