Author
Ugur Soytas
Other affiliations: Abant Izzet Baysal University, Technical University of Denmark, University of Texas at Arlington
Bio: Ugur Soytas is an academic researcher from Middle East Technical University. The author has contributed to research in topics: Volatility (finance) & Emerging markets. The author has an hindex of 31, co-authored 82 publications receiving 7153 citations. Previous affiliations of Ugur Soytas include Abant Izzet Baysal University & Technical University of Denmark.
Papers published on a yearly basis
Papers
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TL;DR: In this paper, the effect of energy consumption and output on carbon emissions in the United States was investigated, and the Granger causality relationship between income, energy consumption, and carbon emissions, including labor and gross fixed capital formation, was investigated.
1,183 citations
TL;DR: In this article, the authors studied the time series properties of energy consumption and GDP and reexamine the causality relationship between the two series in the top 10 emerging markets and G-7 countries.
1,087 citations
TL;DR: In this paper, the authors investigated the long run Granger causality relationship between economic growth, carbon dioxide emissions and energy consumption in Turkey, controlling for gross fixed capital formation and labor.
921 citations
TL;DR: In this article, the co-movements and information transmission among the spot prices of four precious metals (gold, silver, platinum, and palladium), oil price, and the US dollar/euro exchange rate were examined.
461 citations
TL;DR: In this article, the authors examined volatility transmission between oil and selected agricultural commodity prices (wheat, corn, soybeans, and sugar) and applied the newly developed causality in variance test and impulse response functions to daily data from 01 January 1986 to 21 March 2011.
376 citations
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TL;DR: A theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, serial correlation, heteroscedasticity, and other types of mis-specification.
Abstract: Offering a unifying theoretical perspective not readily available in any other text, this innovative guide to econometrics uses simple geometrical arguments to develop students' intuitive understanding of basic and advanced topics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation. One theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, serial correlation, heteroscedasticity, and other types of mis-specification. Explaining how estimates can be obtained and tests can be carried out, the authors go beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. Covering an unprecedented range of problems with a consistent emphasis on those that arise in applied work, this accessible and coherent guide to the most vital topics in econometrics today is indispensable for advanced students of econometrics and students of statistics interested in regression and related topics. It will also suit practising econometricians who want to update their skills. Flexibly designed to accommodate a variety of course levels, it offers both complete coverage of the basic material and separate chapters on areas of specialized interest.
4,284 citations
TL;DR: In this article, the authors reviewed the corresponding methods in different stages of multi-criteria decision-making for sustainable energy, i.e., criteria selection, criteria weighting, evaluation, and final aggregation.
Abstract: Multi-criteria decision analysis (MCDA) methods have become increasingly popular in decision-making for sustainable energy because of the multi-dimensionality of the sustainability goal and the complexity of socio-economic and biophysical systems. This article reviewed the corresponding methods in different stages of multi-criteria decision-making for sustainable energy, i.e., criteria selection, criteria weighting, evaluation, and final aggregation. The criteria of energy supply systems are summarized from technical, economic, environmental and social aspects. The weighting methods of criteria are classified into three categories: subjective weighting, objective weighting and combination weighting methods. Several methods based on weighted sum, priority setting, outranking, fuzzy set methodology and their combinations are employed for energy decision-making. It is observed that the investment cost locates the first place in all evaluation criteria and CO2 emission follows closely because of more focuses on environment protection, equal criteria weights are still the most popular weighting method, analytical hierarchy process is the most popular comprehensive MCDA method, and the aggregation methods are helpful to get the rational result in sustainable energy decision-making.
1,868 citations
TL;DR: A survey of the recent progress in the literature of energy consumption and economic growth causality nexus can be found in this paper, which highlights that most empirical studies focus on either testing the role of energy (electricity) in stimulating economic growth or examining the direction of causality between these two variables.
1,470 citations
TL;DR: In this paper, the authors empirically examined the dynamic causal relationships between carbon emissions, energy consumption, income, and foreign trade in the case of Turkey using the time-series data for the period 1960-2005.
1,304 citations
TL;DR: This article investigated the existence and direction of Granger causality between economic growth, energy consumption, and carbon emissions in China, applying a multivariate model of economic growth and energy use, carbon emissions, capital and urban population.
1,273 citations