Enerji Emtiaları Arasında Getiri ve Volatilite Yayılımı: VAR-EGARCH Modelinden Kanıtlar
Author:
Affiliation:
1. MEHMET AKIF ERSOY UNIVERSITY, INSTITUTE OF SOCIAL SCIENCES
2. MEHMET AKİF ERSOY ÜNİVERSİTESİ, İKTİSADİ VE İDARİ BİLİMLER FAKÜLTESİ
Abstract
Publisher
Gaziantep University Journal of Social Sciences
Subject
Industrial and Manufacturing Engineering,Environmental Engineering
Reference49 articles.
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2. Azevedo, T. C. Aiube, F.L. Samanez, C.P. Bisso, C.S. Costa, L. A. (2015). The Behavior Of West Texas Intermediate Crude-Oil And Refined Products Prices Volatility Before And After The 2008 Financial Crisis: An Approach Through Analysis Of Futures Contracts, Revista Chilena De İngeniería, Vol. 23 N: 3, pp: 395-405. sci-hub.se/10.4067/s0718-33052015000300008.
3. Arouri, M.E. Lahiani, A. Nguyen, D.K. (2011). Return and Volatility Transmission Between World Oil Prices and Stock Markets of The GCC Countries., Economic Modelling, Volume:28, Issue:4, July, pp:1815-1825. doi: 10.1016/j.econmod.2011.03.012.
4. Akhtaruzzaman M.D. Boubaker, S. Şensoy, A. (2020). Financial Contagion During COVİD-19 Crisis, Finance Research Letters, May, pp:1-37. https://doi.org/10.1016/j.frl.2020.101604.
5. Balli, F. Basher, S.A. Louis, J.R. (2013). Sectoral Equity Returns and Portfolio Diversi fication Opportunities Across the GCC Region, International Financial Markets, Institutions and Money Vol: 25, pp: 33–48. https://doi.org/10.1016/j.intfin.2013.01.001.
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