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  Journal Paper


Paper Title :
Testing of the Relationship Between Metal Prices and Stock Prices Through Granger Causality Analysis: An Application in Borsa Istanbul

Author :Melek Acar, Fatih Guzel, Ramazan Aktas

Article Citation :Melek Acar ,Fatih Guzel ,Ramazan Aktas , (2016 ) " Testing of the Relationship Between Metal Prices and Stock Prices Through Granger Causality Analysis: An Application in Borsa Istanbul " , International Journal of Management and Applied Science (IJMAS) , pp. 19-24, Volume-2,Issue-11

Abstract : This study was conducted to determine the relationship between metal prices and stock prices. To this end, the interaction between the prices of gold, copper and silver and the stock prices of mining companies quoted on Borsa Istanbul was investigated. December 2014-May 2016 dollar-based data set was used in the study. Granger causality test was used to analyze the relationship between metal prices and stock prices. According to the findings obtained, a causality relationship was identified from copper prices towards stock prices. However, no such causality correlation could be found from the other metal prices towards stock prices. Keywords- Metal prices, Mining stocks, Granger causality analysis, Borsa Istanbul

Type : Research paper

Published : Volume-2,Issue-11


DOIONLINE NO - IJMAS-IRAJ-DOIONLNE-6255   View Here

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