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Yayıncı : Yeditepe University ... ✕Yazar Departmanı : Yeditepe University ... ✕Yazar Departmanı : Yeditepe University ... ✕Yazar Departmanı : Yeditepe University ... ✕Tam Metin : var ✕Tam Metin : var ✕
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Erişime Açık

The effects of climate change on financial markets

Günışık, Gündüz Can

There is a critical relationship between climate change and financial markets. In this study, temperature change values are used to examine the impact of climate change on agriculture, banking, investment, and insurance sectors. The study determines the relationship between temperature changes and agriculture, banking, investment, and insurance indices in BIST by regression analysis. The results show that climate change has different impacts on different sectors. While the agricultural sector is more sensitive to temperature changes, its impact on the bankingand investment sectors may be more ...Daha fazlası

Preprint 2023 Yeditepe University Academic and Open Access Information System 105 Görüntülenme
Erişime Açık

Large-scale forecasting of large fluctuations using wavelet coherence and multifractal behavior and developing wavelet coherence for multiple time series

Oygur, Tunç

Shocks, jumps, booms, and busts are typical large fluctuation markers that appear in crisis. Identifying financial crises and estimating leading indicators with strong relations during crisis periods have an essential role in the literature. This thesis examines the dynamic co-movements of leading indicators' multifractal features to identify financial crises due to large fluctuations. The detected dynamic relationships predict leading indicators with scale-by-scale analysis and make large-scale predictions better than challenger models. As a natural result of these studies, the n-dimensional ...Daha fazlası

Preprint 2022 Yeditepe University Academic and Open Access Information System 21 Görüntülenme
Erişime Açık

Estimation of international trade

Karadağ, Gamze Yıldız

The study analyzed foreign trade volume among Turkey and 37 OECD countries, especially the sway of the logistics performance index on Turkey's foreign trade volume. In light of this, the effects of the logistic performance index in determining Turkey's foreign trade volume were analyzed by using the data of Turkey and OECD countries in the 2007-2020 period. In the study, three different models were established in which the total foreign trade volume, Turkey's exports to OECD countries, and Turkey's imports with OECD countries are dependent variables. The variables used in the models are the GD ...Daha fazlası

Preprint 2023 Yeditepe University Academic and Open Access Information System 140 Görüntülenme
Erişime Açık

A review on currency shocks and inflation volatility: Evidence from a DCC-GARCH model

Akça, Melike

In the present research, the relationship among the exchange rate and inflation in Turkey was investigated by considering the monthly dataset among 1990:1-2022:4 years. The consumer price index, producer price index, industrial production index, nominal exchange rate, and money supply are used as variables to represent inflation. Impulse-Response analyzes were used to find the short-term effects of the variables, decomposition of variance analysis for the causes of the changes in the variances of the variables, and the medium and long-term relationships of the variables in pairs were determine ...Daha fazlası

Preprint 2024 Yeditepe University Academic and Open Access Information System 100 Görüntülenme
Erişime Açık

Forecasting realized volatility of BIST indices with har-type models

Köksal, Emre Ahmet

In this paper, realized volatility of a selection of BIST Indices are forecasted with Heterogeneous Autoregressive Model (HAR) and its variations. For this purpose, ticks between 2001 and 2021 are used to generate 5-minute returns, which formed the basis for calculations of realized volatility and other realized measures. In the study, rolling windows are utilized for forecasting the volatility of one day ahead. These predictions are then compared to the actual realized volatilities. The study provides a thorough comparison of HAR-type models, and emphasizes the importance of underlying time s ...Daha fazlası

Preprint 2023 Yeditepe University Academic and Open Access Information System 82 Görüntülenme
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