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PETROL FİYAT RİSKİ VE HİSSE SENEDİ FİYATLARI ARASINDAKİ İLİŞKİNİN BELİRLENMESİ: TÜRKİYE’DE ENERJİ SEKTÖRÜ ÜZERİNDE BİR UYGULAMA
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نویسنده
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GÜLER Sevinç ,TUNÇ Ramazan ,ORÇUN Çağatay
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منبع
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journal of economics and administrative sciences, ataturk university - 2010 - دوره : 24 - شماره : 4 - صفحه:297 -315
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چکیده
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A number of studies have investigated that oil prices have an important impact on stock prices. this study examines impact of oil prices volatility on energy stock prices which are traded in istanbul stock exchange. purpose in the study energy prices, electicity index and oil price volatility are analyzed by using cointegration and granger causality test over the period 10.july.2000-10.august.2005. in the study it is find that oil price is significant indicator of stock prices and electicity index.
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کلیدواژه
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Oil Prices ,Energy Prices ,Unit Root ,Cointegration ,Granger Causality
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آدرس
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Dokuz Eylül Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü, Turkey, Dokuz Eylül Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü, Turkey, Dokuz Eylül Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü, Turkey
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Authors
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