N. Alper Gormus

TL;DR: In this paper, the role of oil price shocks and volatility on six REIT categories: Residential, Hotel, Healthcare, Retail, Mortgage and Warehouse/Industrial REITs for the January 2005-2013 period is examined.

TL;DR: In this paper, the influence of U.S. stock market over emerging markets in terms of volatility and volatility of volatility at different time horizons is investigated, and it is shown that spillover from the US stock market to emerging markets exists for VOV in a longer term.

TL;DR: In this article, the authors find that risk spills over from energy companies to some commodities, and not vice versa, and the most influential sub-sector is found to be petroleum companies.

TL;DR: In this paper, the inner dynamics of the select outside price-shocks versus sector-specific energy companies were analyzed and found that some alternative energy companies behave like fossil-fuel companies, while others don't.

TL;DR: In this paper, the impact of oil price volatility on the U.S. economy was evaluated through testing for the interactions between oil prices, macroeconomic variables and other shock variables commonly used in the literature.