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This study aims to analyze the oil demand of 49 countries which are net energy importers in the 1990-2016 period within the framework of panel data model. Countries are considered in two panels as high and low energy importing countries according to how much energy they import of their consumption. Income and price elasticities of oil demand for 26 high energy importing countries (Panel A) and 23 low energy importing countries (Panel B) were calculated. The results show that income elasticity of oil demand is positive and significant for both panels, and price elasticity is negative and significant again for both panels. In addition, price elasticity was lower than income elasticity for both panels. Another finding is that high energy importing country panel (Panel A) has lower price elasticity (-0.03) than low energy importing country panel (Panel B), (-0.41). Similarly, the income elasticity of the high-energy importing country panel (Panel A) (1.18) was calculated to be high than that of the low-energy importing country panel (Panel B), (1.04). Based on these results, some important policy implications have been proposed. [ABSTRACT FROM AUTHOR]

Copyright of Uluslararasi Ekonomi ve Yenilik Dergisi is the property of Karadeniz Technical University, Depertmant of Economics and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Optimum: Journal of Economics & Management Sciences / Ekonomi ve Yönetim Bilimleri Dergisi is the property of Optimum: Journal of Economics & Management Sciences and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Optimum: Journal of Economics & Management Sciences / Ekonomi ve Yönetim Bilimleri Dergisi is the property of Optimum: Journal of Economics & Management Sciences and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

With the effect of globalization, it is observed that the interaction between the markets of different countries has increased, so the markets and assets are affected by each other on the basis of countries. According to the Modern Portfolio Theory, which was brought to the literature by Harry Markowitz in 1952, it becomes possible to avoid unsystematic risks by investing in different financial assets through diversification. In order to make diversification, it is important to determine the relationships between financial assets. In this study, it is aimed to investigate the existence of volatility spillover between Dollar/TL exchange rate, WTI oil price and selected Borsa Istanbul (BIST) sector indices, and to determine and interpret this effect if there is an interaction. For this purpose, Dollar/TL exchange rate, oil price and daily closing prices of selected Borsa İstanbul (BIST) sector indices (XMESY, XUSIN, XTEKS, XTRZM, XULAS, XGIDA and XU100) between 01.02.2015 and 28.02.2022 were used. According to the results of the DCC-GARCH model used to determine the volatility spillover, while no volatility spillover was detected between WTI oil and XMESY index, it was determined that there was a reciprocal volatility spillover between oil price and other sector indices. Also, one-way from USD/TL exchange rate to BIST Textile & Leather Index and BIST Transportation Index; It was concluded that there is a mutual volatility spillover with BIST Metal Products and Machinery Index, BIST Industrial Index, BIST Tourism Index, BIST Food, Beverage Index and BIST100 index. [ABSTRACT FROM AUTHOR]

Copyright of Journal of Finance Letters / Maliye Finans Yazıları Dergisi is the property of Maliye Finans Yazilari Yayimcilik Ltd. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Sakarya Journal of Economics / Sakarya Iktisat Dergisi is the property of Sakarya Journal of Economics / Sakarya Iktisat Dergisi and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

The aim of the study was to investigate the effect of propagation materials (cut planting and seedling planting method) on yield and quality characteristics of oil rose. In the study, which was carried out according to the experimental design of divided plots, flower harvesting was carried out in the plots at the beginning of flowering, in the middle and at the end. According to the harvest times, flower diameter, petal content and 100 flower weights decreased from the beginning to the end of flowering. While flower yield was highest in the mid-flowering period, no difference was observed in flower yield according to propagation materials. The essential oil content decreased during the flowering period and the highest was obtained from the cutting planting method compared to the propagation materials. The essential oil yield was higher in the cutting planting method. When the essential oil components were examined, the content of ß-citronellol increased from the beginning to the end of flowering in both propagation materials, while the content of geraniol increased from the beginning to the middle of flowering in both propagation materials, and decreased rapidly towards the end of flowering. As a result; seedling planting method can be recommended especially in regions where diseases and pests are concentrated or in organically planned productions. [ABSTRACT FROM AUTHOR]

The fact that 90% of the goods subject to global trade are transported by sea indicates the importance of maritime transport compared to other modes of transport. Baltic Dry Cargo Index, which represents freight charges in maritime transport, and crude oil prices are very important indicators in terms of international trade and economy. In this context, the aim of the study is to examine the relationship between seaway exports and the Baltic Dry Cargo Index and crude oil prices in Turkey. In the study, the short- and long-term relationship between the variables was investigated by using the 2013-2021 monthly data and the ARDL Boundary Test method. According to the result reached in the study; There is a long-run relationship between export by sea, Baltic Dry Index and crude oil prices in Turkey. According to the long-term coefficient results, while the Baltic Dry Index moves in the same direction as the export by sea in Turkey, it moves in the opposite direction with the crude oil prices. While the 1% increase in the Baltic Dry Index increases Turkey's exports by sea by 0.43%, the 1% increase in crude oil prices reduces exports by sea by 0.18%. In the short-term, it was observed that the short-term deviations between the series moving together in the long-term disappeared. [ABSTRACT FROM AUTHOR]

Copyright of Bursa Uludağ Journal of Economy & Society / Bursa Uludağ Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi is the property of Uludag Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of Social Sciences Research / Sosyal Bilimler Arastirmalari Dergisi is the property of ODU Journal of Social Sciences Research and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of Management & Economics Research is the property of Journal of Management & Economics Research and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

TThe global economy is highly dependent on oil due to its densely use as a primary energy source. For this reason, changes in oil prices can affect countries through many economic and environmental channels. Based on this motivation, in this study, the relations between oil prices, oil consumption and environmental degradation are investigated with Hatemi-J (2012) asymmetric causality analysis, which takes into account positive and negative shocks, in Turkey in the 1987-2020 periods. Empirical findings show that there are causal relationships between oil prices, oil consumption and environmental degradation in Turkey differs according to positive and negative shocks. According to this; negative shocks in oil consumption and positive shocks in oil prices cause positive shocks in environmental degradation, negative shocks in environmental degradation cause positive shocks in oil consumption and negative shocks in oil prices cause negative shocks in environmental degradation. Although there is no causal relationship between oil prices and oil consumption, environmental degradation is associated with both oil prices and oil consumption. These findings reveal that oil should be considered as an important component in environmental improvement policies in Turkey. [ABSTRACT FROM AUTHOR]

The purpose of this paper is to investigate the effect of GDP, trade openness, renewable energy, energy use, FDI, carbon emission, and oil prices on innovation for selected 11 oil-importing and 11 oil-exporting countries and to compare the results from both country groups to see the differences and similarities. For this purpose, we employ Poisson regression and negative binomial fixed effect techniques from 1990 to 2018. The empirical findings illustrate that all variables are significant except for renewable energy in oil-exporting countries. Trade openness and carbon emission have a significant and negative association with innovation, GDP, energy use, foreign direct investment, and oil price have a significant and positive relationship with innovation in oil-exporting countries. [ABSTRACT FROM AUTHOR]

Copyright of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekonomik Yorumlar is the property of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekomomik Yorumlar and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

In this study, we examine the asymmetric pass-through effect of Brent crude oil price changes on producer and consumer price index in Turkey for the period between 1998:Q1-2019:Q4. Based on an augmented Phillips curve framework, the asymmetric effects of changes in oil prices expressed in both US Dollars and TL on the consumer price (CPI) and producer price index (PPI) are investigated with NARDL. The bound test for cointegration expresses the evidence between the oil price and the output gap. Our results show that the existence of asymmetric effects of oil prices on both inflation rates in the long run. Our estimations support a significant positive relation between crude oil price increases and inflation rates. However, the decline in oil prices either does not affect the inflation rate or effects them relatively low. According to the estimation results, a 1% increase in the oil price expressed in Turkish lira causes an increase of 0.27% and 0.18% in the consumer and producer inflation rates respectively. The positive shock of 1% in crude oil prices expressed in US dollars causes an increase of 0.21% and 0.17% in consumer and producer price indices, respectively. [ABSTRACT FROM AUTHOR]

In this study, the pass-through effect of oil prices and exchange rate on producer and consumer prices in Turkey was examined by emphasizing the pass-through effect of exchange rate. To this end, the pass-through parameters were estimated using monthly data between January 1985 and December 2018 with the vector autoregressive (TVP-VAR) method with time varying parameters. The findings showed that the pass-through of oil prices and exchange rates to producer and consumer prices was not linear but changed over time. Although the pass-through effect in Turkey has decreased compared to previous years, it has shown a tendency to increase again in the recent period under macro prudential policies. This result indicated that inflation dynamics in Turkey are highly sensitive to external factors and inflation persists as a structural problem. In addition, the pass-through effect on producer prices from both oil prices and exchange rates was higher than the pass-through effect on consumer prices. [ABSTRACT FROM AUTHOR]

Copyright of Global Journal of Economics & Business Studies is the property of Gumushane University and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekonomik Yorumlar is the property of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekomomik Yorumlar and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Oil products are used not only as final consumption goods but also as inputs in many economic activities. In this context, the changes in oil prices and their effects on the economy requires research on this subject. Changes in oil prices are an important indicator for both importing and exporting countries. Many macroeconomic indicators are affected by oil price shocks in various ways. In this study, the presence of causality relation between oil price and inflation is examined for the BRICS-T (Brazil, Russia, India, China, South Africa, and Turkey) countries, which are known to have a high growth rate among global economies. These countries have an important position in the world both as a net oil exporter and as an importer. Changes in oil prices, especially in the context of importing countries are one of the determining factors of the inflation rate. Relative raises in oil prices need a particular process to trigger inflation. Increases in oil prices will increase input costs and cause the prices of goods and services to rise, and inflation will increase. Therefore, a relative increase in an item can affect inflation with the price increase in many items in which oil is used. In this study, the causality relationship between the variables is examined by means of the frequency domain causality test suggested by Breitung and Candelon (2006). In addition, we employ asymmetric causality tests to determine the effect of positive and negative oil price shocks on inflation. Analysis results show that the causality relationship between oil prices and inflation differs by country. [ABSTRACT FROM AUTHOR]

The flower of oil-bearing rose (Rosa damascena Mill.), with its characteristic floral scent is the most important source for cosmetic, food, parfume and pharmaceutical industries. Oil-bearing rose is cultured in many countries of the World, especially in Turkey, Bulgaria, Iran and India. In this research, it was aimed to compare the essential oil compounds detected by GC-FID of Turkish (Isparta), Bulgarian (Kazanlak), Iranian (Darab) and Indian (Kashmiri) rose oil samples, which were produced according to distillation methods of their own countries, based on international quality parameters (ISO 9842:2003). According to the results of analysis, while Turkish and Bulgarian rose oils were high in citronellol (34.05% and 31.06%, respectively), geraniol (16.55% and %21.11, respectively), and nerol (7.68% and 10.68%, respectively), Iranian rose oil were rich in nonadecane (23.56%), nonadecene (10.26%), and heneicosane (8.82%) at high ratios. The total monoterpene alcohols (oleoptens) were determined as 58.28%, 62.85% and 13.39%, respectively, and total aliphatic hydrocarbons (stearoptens) were determined as 17.03%, 20.55%, and 44.14%, respectively in Turkish, Bulgarian and Iranian rose oils. As a result, it was determined that Turkish and Bulgarian rose oils conformed to the international rose oil standard, while Iranian rose oil remained outside the standards and Indian rose oil partially complied. [ABSTRACT FROM AUTHOR]

Copyright of Uluslararasi Ekonomi ve Yenilik Dergisi is the property of Karadeniz Technical University, Depertmant of Economics and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekonomik Yorumlar is the property of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekomomik Yorumlar and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekonomik Yorumlar is the property of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekomomik Yorumlar and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of Management & Economics Research is the property of Journal of Management & Economics Research and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

This study examines the causal relationship between real oil prices and real effective exchange rates for 20 emerging and 14 developed economies. The causality analysis applies the Emirmahmutoğlu and Köse (2011) panel causality test, which takes into account cross-sectional dependence and heterogeneity. The results show that there is a bidirectional causality relationship between the relevant variables for both emerging and developed economies in the study. Country-specific results of the causality analysis are also reported. The findings have important implications for monetary policy practice and international investors [ABSTRACT FROM AUTHOR]

Oil has an important place as the commodity where the fluctuation in price is mostly followed. In addition to its effect on the real economy in terms of supply and demand, its impact on the financial markets has been a subject that has been frequently studied. In this paper, the asymmetric volatility spillover effect of oil prices on the Turkish service sectors’ stock prices is investigated. For this purpose, a bivariate VAR-EGARCH model is employed for the daily return data. Results indicate that there is asymmetric volatility spillover from oil returns to all service sub-sectors except for the construction sector. These results confirm that the negative oil price shocks affect the service sector more than positive shocks. According to the results, the sector with the greatest asymmetric effect is the tourism sector, while the sector with the smallest was the service sector. [ABSTRACT FROM AUTHOR]

In parallel with the increase in the capacity of data storage infrastructures, the variety of data obtained has also increased. By combining these data with time data, it is possible to perform time series analysis on big data. By combining these data with time data, it is possible to perform time-series analysis on big data. Crude oil, which has a very important place in the world economy and is considered "black gold"; is used in many fields such as industry, transportation, automobile, cosmetics, energy, chemistry and pharmaceutical industries. In the study, a total of 8267 data belonging to the years 1987 and 2020 of Brent Oil prices obtained from the open access website. Since the number of data in the data set used is high and depends on time, the statistical method ARIMA and the deep learning method LSTM models were used in the study. Using the existing data set, the ARIMA and LSTM models have been trained to estimate the 180-day possible prices of oil prices prospectively. It has been observed that the time series analysis of the results and the LSTM model have achieved a significant success in the forward price estimation of Brent Oil. [ABSTRACT FROM AUTHOR]

In this study, it has been investigated the impacts of the number of Covid-19 cases, gold price and exchange rate, oil prices on exchange rate in Turkish economy. In the study, daily data of exchange rate, oil prices, gold prices and Covid-19 case numbers for the period 11.03.2020-06.11.2020 were used for Turkey. There examined the short and long-term relationships between variables were investigated by using ARDL method. According to the findings of the study, a cointegration relationship was found between variables. The findings of the study reveal that oil prices affect the exchange rate negatively and statistically significantly in the long run. According to the model results, a 1% increase in oil prices causes a 0.18% decrease on the exchange rate. [ABSTRACT FROM AUTHOR]

Copyright of Journal of the Cukurova University Institute of Social Sciences is the property of Cukurova University Institute of Social Sciences and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of the Cukurova University Institute of Social Sciences is the property of Cukurova University Institute of Social Sciences and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

In this study, transactions of carbon spot and future prices on the European Energy Market (EEX) and Intercontinental Futures Exchange (ICE Futures), causality analysis of changes in mean and variance of Brent oil prices and EUR/USD exchange rate, are analyzed with three different econometric tests. According to the results, which analyzed 80 months between January 2012 and August 2018, the symmetrical causality was found to be unidirectional at the 1% significance level from shocks in the spot price to shocks in the future price, and the 5% significance level from shocks in the oil price to shocks in the future price. According to the asymmetric causality test results, asymmetric causality in mean at different significance levels was detected among almost all variables. Therefore, it is concluded that there are nonlinear relationships between variables. In the variance causality analysis, a strong causality was found at 1% significance levels from the variance in the future price of carbon to the spot price variance. Thus, it has been revealed that volatility in future prices is an important reason for the volatility in spot prices. A volatility relationship could not be determined among other variables. [ABSTRACT FROM AUTHOR]

Due to the oil price war between Saudi Arabia and Russia and the negative effects of the Covid-19 epidemic, global oil markets have been deeply affected. During the crisis, it seemed to be an advantage for the importing countries of suddenly cheaper oil perceived as a blessing after many years. However, the fall in demand for oil due to the global economic recession, the negative impact of international markets and the acceleration of socio-economic vulnerabilities with the Covid-19 epidemic are only the invisible side of the iceberg. The purpose of this study is to study the negative effects of the oil price war caused by oil production and the price wars of two world oil producers and exporters, one of which is a member of OPEC and the other which is not, in the shadow of the Covid-19 epidemic. As part of the study, based on the assumption that Saudi Arabia and Russia have applied a strategy within the framework of rational choice theory, chronological news and related documentation regarding the agenda have been examined and international oil price indexes are presented with tables and graphs. [ABSTRACT FROM AUTHOR]

Copyright of Hacettepe University Journal of Economics & Administrative Sciences / Hacettepe Üniversitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi is the property of Hacettepe University, Faculty of Economic & Administrative Sciences and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of bilig: Journal of Social Sciences of the Turkish World is the property of bilig: Journal of Social Sciences of the Turkish World and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Oil has a prominent place in the real sector in terms of both being raw material and taking part in the production process as energy which is another important production factor. Additionally, it also appears to be instrument of investment with a high volume of transaction. In this study, the impact of this important commodity on the financial sector index is examined. For the sixteen selected European countries, the relationship between oil prices and the stock index of the financial sector is analyzed by the wavelet coherence method, which is an extension of the continuous wavelet transformation. The analysis conducted using 4096 observations on the weekdays between 03.07.2001 and 28.02.2017 shows that there is a relationship between oil prices and the financial sector index in the short term, and a long-term relationship after the 2008 crisis which has ended within two years. [ABSTRACT FROM AUTHOR]

As at the top of the precious metals, gold has been historically seen as a symbol of wealth, economic power and prosperity by both countries and households. There are many studies supply and demand based on discussions of the factors affecting gold prices in the literature. Especially in recent years the gold prices have seen the historical peak level might well be the main reason of choosing subject of this study. In this study, it is aimed whether there is long run Granger causality between gold prices and other chosen variables with using weekly data between 2015 and 2019. In the model, while gold prices are determined as dependent variables, oil prices, BIST100 Index, exchange rate (USD) are determined as independent variables of VIX Index. In the study, it is examined whether the existence of a long-term relationship between variables with using the cointegration tests. In addition, in order to reveal the effect of the shocks in the variables in the long term, VAR analysis was applied. According to the results of VAR analysis, a longterm relationship has been determined between gold prices and other independent variables. In the light of the empirical findings, it can be said that there are Granger causality relationships between gold prices and BIST 100 Index, oil prices and exchange rate variables. [ABSTRACT FROM AUTHOR]

In this study, the relationship between the electricity index traded on Istanbul Stock Exchange and energy prices are examined with Nonlinear Autoregressive Distributed Lag Model (NARDL), which can include asymmetric relationships. As the data set, quarterly data between March 2010 and March 2019 were used. BIST Electricity Index (XELKT) was used as the dependent variable; electricity prices (EL), gas prices (GAS) and brent oil prices (BR) were used as independent variables. According to the NARDL limit test results, there is a negative and significant relationship between BIST Electricity Index and gas prices in the long run. Relationship among BIST Electricity Index and electricity prices and brent oil prices is not significant. According to the results of the error correction model, almost all independent variables are correlated with BIST Electricity Index contrary to the long run. In the short term, the relationship between the BIST Electricity Index (XELKT), positive component of electricity prices (EL+) and brent petrol prices (BR) is positive. In the short term, the relationship between BIST Electricity Index (XELKT), negatif component of electricity prices (EL-) and naturel gas prices (GAS) variables may be positive or negative depending on delays. [ABSTRACT FROM AUTHOR]

Copyright of Istanbul Commerce University Journal of Social Sciences / İstanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi is the property of Istanbul Commerce University Journal of Social Sciences and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekonomik Yorumlar is the property of Journal of Financial Politic & Economic Reviews / Finans Politik & Ekomomik Yorumlar and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

In this study, the stock values of the Turkish Airlines business traded on the BIST are predicted with the Artificial Neural Network (ANN) Models. These models are widely used in today's financial markets. By using daily data belonging to 2015-2018 period, stock values are predicted with various ANN models and the most successful ANN model has been determined by comparing these values with the values realized in the same period. In the analysis, the stock value is used as an output, while BIST 100 and BIST Transportation Indexes, oil and dollar prices are used as inputs. The values of the first 4 days of the week are selected as training data and the values of fridays are selected as the test data. Afterwards, stock estimation values are predicted for the first 10 transaction days of January 2019 by using the most successful model. The findings show that the real stocks values of THY are very close to the estimated stocks values. [ABSTRACT FROM AUTHOR]

Copyright of Journal of Finance Letters / Maliye Finans Yazıları Dergisi is the property of Maliye Finans Yazilari Yayimcilik Ltd. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Cumhuriyet Üniversitesi Fen-Edebiyat Fakültesi Sosyal Bilimler Dergisi is the property of University of Cumhuriyet, Faculty of Sciences & Arts and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Cumhuriyet Üniversitesi Fen-Edebiyat Fakültesi Sosyal Bilimler Dergisi is the property of University of Cumhuriyet, Faculty of Sciences & Arts and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Middle East Yearbook / Ortadoğu Yıllığı is the property of Bilgi Kultur Dernegi (Knowledge & Culture Association) and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Hacettepe University Journal of Economics & Administrative Sciences / Hacettepe Üniversitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi is the property of Hacettepe University, Faculty of Economic & Administrative Sciences and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)