This study undertakes an examination of asymmetric adjustment effects between electricity consumption and economic growth in South Africa using quarterly data collected from 1983Q1 to 2013:Q4. In our study, we employ a momentum-threshold co-integration method to examine the long-run equilibrium...

This paper aims to explore the potential linear and nonlinear causal relationship between electricity consumption and economic growth in Turkey during the time period 1945-2006. The study employs the standard linear Granger causality test and the nonparametric Diks and Panchenko causality test....

This paper examines the existence of a linear or nonlinear interaction between the Advance/Decline ratio index and the returns of the Athens General Index. We investigate the possibility of a nonlinear causality mechanism through which the Advance/Decline ratio index (the ratio of the number of...

The aim of this paper is to analyse the volatility and interactions among prices of agricultural commodities in Italy and US using the time series analysis. The cross market interactions are examined to test the hypothesis that the increased volatility of agricultural prices has been caused by...

This study provides an analysis of causal links between GDP and usage of hard coal in production of metals in Poland. In order to assure the correctness of computations a third variable – employment – was included in the dataset. Linear and nonlinear dynamic interactions were investigated...