The impact of crude oil prices on financial market indicators Copula Approach

2016-11-01
Öztürkkayalar, Derya
Küçüközmen, Coşkun
Kestel, Sevtap Ayşe
Energy Economics

Suggestions

The impact of crude oil prices on financial market indicators: copula approach
Kayalar, Derya Ezgi; KÜÇÜKÖZMEN, CUMHUR ÇOŞKUN; Kestel, Sevtap Ayşe (2017-01-01)
Oil price changes have varying impacts on the financial indicators of global markets and economies. This study aims to explore the dependence structure between crude oil prices and stock market indices, as well as the exchange rates in a number of economies categorized with respect to their status as developing/emerging markets, and oil importer/exporter countries. Dependence structures in this study are evaluated in considerable depth using copula models. The broad time period covered allows the investigat...
The Impact of foreign portfolio investment on financialization of commodities
Ordu Akkaya, Beyza Mina; Soytaş, Uğur (null; 2018-06-20)
The impact of foreign portfolio investment on financialization of commodities
Ordu Akkaya, Beyza Mina; Soytaş, Uğur (null; 2018-05-24)
The impact of purchasing strategy-structure (mis)fit on purchasing cost and innovation performance
Akın Ateş, Melek; van Raaij, Erik M.; WYNSTRA, Finn (2018-01-01)
The organizational design literature strongly supports the notion of "structure follows strategy", and suggests that a misfit between the two has a negative effect on performance. Building on this line of argument, we examine to what extent the (mis)fit between purchasing strategy and purchasing structure impacts purchasing performance. We focus on cost and innovation purchase category strategies, and examine how the deviation from an ideal purchasing structure defined along three dimensions (centralization...
The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets
Yılmaz, Bilgi; Korn, Ralf; Kestel, Sevtap Ayşe (2022-02-01)
As a consequence of the real estate market crash after 2008, large investors invested a significant amount of wealth into single-family houses to construct a portfolio of rental dwellings, whose income is securitized in the capital. In some local housing markets, these investors own remarkable numbers of single-family houses. Furthermore, their trading activities have resulted in a new investment strategy, which exacerbates property wealth concentration and polarization. This new investment strategy and its...
Citation Formats
D. Öztürkkayalar, C. Küçüközmen, and S. A. Kestel, “The impact of crude oil prices on financial market indicators Copula Approach,” Energy Economics, pp. 162–173, 2016, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/73845.