Effect of volatility in real exchange rates and price changes on turkey's olive oil export: An empirical study

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dc.contributor.authorTunalioglu R.
dc.contributor.authorOzer O.O.
dc.contributor.authorBayramoglu Z.
dc.date.accessioned2020-03-26T18:48:12Z
dc.date.available2020-03-26T18:48:12Z
dc.date.issued2013
dc.departmentSelçuk Üniversitesien_US
dc.description.abstractIn this study, the effects of volatility on real exchange rates and changes in the prices for extra virgin olive oil and refined olive oil at Turkey's olive oil export market are studied using the GARCH model. Monthly data covering the periods from January 2004 to December 2009 are used for the analysis. The worldwide economic crisis of 2008 is factored in as a dummy variable in the two models established separately for extra virgin olive oil and refined olive oil. This study shows that domestic and international prices, aside from fluctuations in exchange rate, directly affect Turkey's olive oil export. The results suggest that floating rate policy, which has been in use in Turkey since 2001, is more advantageous for olive oil export. The study concludes by suggesting that Turkey's olive oil export is not adversely affected by the worldwide economic crises. © Renan Tunalioglu, Osman Orkan Ozer, Zeki Bayramoglu, 2013.en_US
dc.identifier.endpage458en_US
dc.identifier.issn1993-6788en_US
dc.identifier.issue3en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.startpage448en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12395/30138
dc.identifier.volume141en_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherNational Academy of Managementen_US
dc.relation.ispartofActual Problems of Economicsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.selcuk20240510_oaigen_US
dc.subjectEconomic crisesen_US
dc.subjectExchange rate volatilityen_US
dc.subjectExtra virgin olive oilen_US
dc.subjectMultivariate garch-in-meanen_US
dc.subjectPricesen_US
dc.subjectRefined olive oilen_US
dc.titleEffect of volatility in real exchange rates and price changes on turkey's olive oil export: An empirical studyen_US
dc.typeArticleen_US

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