Conference Paper

Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey

Volume: 3 Number: 4 December 1, 2013
  • Halil Altıntas
  • Melike Kum
EN

Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey

Abstract

This study is the first employing annual data for Turkey from 1970 to 2010 to examine the short and long-run causal relationship between economic growth, electricity generation, exports and prices in a multivariate model. According to the bounds test results, when electricity generation and economic growth are the dependent variable there are two cointegrating relationships. According to the results, long-run equilibrium relationship and long-term causality are found between economic growth, electricity generation, export and price. Hence, in the short-run, there are bi-directional causalities between economic growth- electricity generation, economic growth-export and electricity generation-export with feedback effect.

Keywords

Details

Primary Language

English

Subjects

Engineering

Journal Section

Conference Paper

Authors

Halil Altıntas This is me

Melike Kum This is me

Publication Date

December 1, 2013

Submission Date

December 1, 2013

Acceptance Date

-

Published in Issue

Year 2013 Volume: 3 Number: 4

APA
Altıntas, H., & Kum, M. (2013). Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. International Journal of Energy Economics and Policy, 3(4), 41-51. https://izlik.org/JA92TH77TB
AMA
1.Altıntas H, Kum M. Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. IJEEP. 2013;3(4):41-51. https://izlik.org/JA92TH77TB
Chicago
Altıntas, Halil, and Melike Kum. 2013. “Multivariate Granger Causality Between Electricity Generation, Exports, Prices and Economic Growth in Turkey”. International Journal of Energy Economics and Policy 3 (4): 41-51. https://izlik.org/JA92TH77TB.
EndNote
Altıntas H, Kum M (December 1, 2013) Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. International Journal of Energy Economics and Policy 3 4 41–51.
IEEE
[1]H. Altıntas and M. Kum, “Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey”, IJEEP, vol. 3, no. 4, pp. 41–51, Dec. 2013, [Online]. Available: https://izlik.org/JA92TH77TB
ISNAD
Altıntas, Halil - Kum, Melike. “Multivariate Granger Causality Between Electricity Generation, Exports, Prices and Economic Growth in Turkey”. International Journal of Energy Economics and Policy 3/4 (December 1, 2013): 41-51. https://izlik.org/JA92TH77TB.
JAMA
1.Altıntas H, Kum M. Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. IJEEP. 2013;3:41–51.
MLA
Altıntas, Halil, and Melike Kum. “Multivariate Granger Causality Between Electricity Generation, Exports, Prices and Economic Growth in Turkey”. International Journal of Energy Economics and Policy, vol. 3, no. 4, Dec. 2013, pp. 41-51, https://izlik.org/JA92TH77TB.
Vancouver
1.Halil Altıntas, Melike Kum. Multivariate Granger Causality between Electricity Generation, Exports, Prices and Economic Growth in Turkey. IJEEP [Internet]. 2013 Dec. 1;3(4):41-5. Available from: https://izlik.org/JA92TH77TB