{"id":"https://openalex.org/W4283736366","doi":"https://doi.org/10.26650/istjecon2021-1026350","title":"D\u00f6viz Kuru ve Petrol Fiyatlar\u0131ndaki Dalgalanmalar\u0131n Hisse Senedi Getirileri \u0130le \u0130li\u015fkisi: Borsa \u0130stanbul Sekt\u00f6r Endeksleri \u0130\u00e7in Bir Uygulama","display_name":"D\u00f6viz Kuru ve Petrol Fiyatlar\u0131ndaki Dalgalanmalar\u0131n Hisse Senedi Getirileri \u0130le \u0130li\u015fkisi: Borsa \u0130stanbul Sekt\u00f6r Endeksleri \u0130\u00e7in Bir Uygulama","publication_year":2022,"publication_date":"2022-06-30","ids":{"openalex":"https://openalex.org/W4283736366","doi":"https://doi.org/10.26650/istjecon2021-1026350"},"language":"tr","primary_location":{"id":"doi:10.26650/istjecon2021-1026350","doi":"https://doi.org/10.26650/istjecon2021-1026350","is_oa":true,"landing_page_url":"https://doi.org/10.26650/istjecon2021-1026350","pdf_url":"https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/574AAC171A6446AC997B0E30C4B6C3D5","source":{"id":"https://openalex.org/S4210183927","display_name":"Istanbul Journal of Economics / \u0130stanbul \u0130ktisat Dergisi","issn_l":"2602-3954","issn":["2602-3954","2602-4152"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","erih-plus","poland-20","russia-white-list-4","tr-dizin"],"host_organization":"https://openalex.org/P4310318354","host_organization_name":"Istanbul University","host_organization_lineage":["https://openalex.org/P4310318354"],"host_organization_lineage_names":["Istanbul University"],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Istanbul Journal of Economics / \u0130stanbul \u0130ktisat Dergisi","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/574AAC171A6446AC997B0E30C4B6C3D5","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5091311663","display_name":"Buket Alt\u0131n\u00f6z","orcid":"https://orcid.org/0000-0002-4276-4821","observed_orcids":["https://orcid.org/0000-0002-4276-4821"]},"institutions":[{"id":"https://openalex.org/I282159120","display_name":"\u0130stanbul Ni\u015fanta\u015f\u0131 \u00dcniversitesi","ror":"https://ror.org/04tah3159","country_code":"TR","type":"education","lineage":["https://openalex.org/I282159120"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Buket Alt\u0131n\u00f6z","raw_affiliation_strings":["Ni\u015fanta\u015f\u0131 \u00dcniversitesi, Meslek Y\u00fcksekokulu, \u0130stanbul, T\u00fcrkiye","\u0130ktisadi \u0130dari ve Sosyal Bilimler Fak\u00fcltesi, \u0130stanbul, T\u00fcrkiye"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ni\u015fanta\u015f\u0131 \u00dcniversitesi, Meslek Y\u00fcksekokulu, \u0130stanbul, T\u00fcrkiye","institution_ids":["https://openalex.org/I282159120"]},{"raw_affiliation_string":"\u0130ktisadi \u0130dari ve Sosyal Bilimler Fak\u00fcltesi, \u0130stanbul, T\u00fcrkiye","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5027335058","display_name":"Alican Umut","orcid":"https://orcid.org/0000-0003-4184-3015","observed_orcids":["https://orcid.org/0000-0003-4184-3015"]},"institutions":[{"id":"https://openalex.org/I282159120","display_name":"\u0130stanbul Ni\u015fanta\u015f\u0131 \u00dcniversitesi","ror":"https://ror.org/04tah3159","country_code":"TR","type":"education","lineage":["https://openalex.org/I282159120"]}],"countries":["TR"],"is_corresponding":true,"raw_author_name":"Alican Umut","raw_affiliation_strings":["Dr. \u00d6\u011fr. \u00dcyesi , Ni\u015fanta\u015f\u0131 \u00dcniversitesi , \u0130ktisadi \u0130dari ve Sosyal Bilimler Fak\u00fcltesi , \u0130stanbul , T\u00fcrkiye","Ni\u015fanta\u015f\u0131 \u00dcniversitesi, \u0130ktisadi","\u0130dari ve Sosyal Bilimler Fak\u00fcltesi, \u0130stanbul, T\u00fcrkiye"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dr. \u00d6\u011fr. \u00dcyesi , Ni\u015fanta\u015f\u0131 \u00dcniversitesi , \u0130ktisadi \u0130dari ve Sosyal Bilimler Fak\u00fcltesi , \u0130stanbul , T\u00fcrkiye","institution_ids":["https://openalex.org/I282159120"]},{"raw_affiliation_string":"Ni\u015fanta\u015f\u0131 \u00dcniversitesi, \u0130ktisadi","institution_ids":["https://openalex.org/I282159120"]},{"raw_affiliation_string":"\u0130dari ve Sosyal Bilimler Fak\u00fcltesi, \u0130stanbul, T\u00fcrkiye","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5027335058"],"corresponding_institution_ids":["https://openalex.org/I282159120"],"apc_list":null,"apc_paid":null,"fwci":1.0989,"has_fulltext":true,"cited_by_count":8,"citation_normalized_percentile":{"value":0.81416729,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":"72","issue":"1","first_page":"385","last_page":"405"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.001500000013038516,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate-volatility","display_name":"exchange rate volatility","score":0.8650000095367432},{"id":"https://openalex.org/keywords/oil-price-volatility","display_name":"oil price volatility","score":0.9269999861717224},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.8730000257492065},{"id":"https://openalex.org/keywords/sectoral-indices","display_name":"sectoral stock indices","score":0.7940000295639038},{"id":"https://openalex.org/keywords/borsa-istanbul","display_name":"Borsa Istanbul","score":0.8999999761581421},{"id":"https://openalex.org/keywords/bist-100","display_name":"BIST 100","score":0.8289999961853027},{"id":"https://openalex.org/keywords/us-dollar-exchange-rate","display_name":"US dollar exchange rate","score":0.8420000076293945},{"id":"https://openalex.org/keywords/euro-exchange-rate","display_name":"euro exchange rate","score":0.9950000047683716},{"id":"https://openalex.org/keywords/long-run-relationship","display_name":"long-run relationship","score":0.5899999737739563},{"id":"https://openalex.org/keywords/fmols","display_name":"FMOLS","score":0.6679999828338623},{"id":"https://openalex.org/keywords/dynamic-ordinary-least-squares","display_name":"DOLS","score":0.9639999866485596}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5793367028236389},{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.3652791380882263},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.16449561715126038}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.26650/istjecon2021-1026350","doi":"https://doi.org/10.26650/istjecon2021-1026350","is_oa":true,"landing_page_url":"https://doi.org/10.26650/istjecon2021-1026350","pdf_url":"https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/574AAC171A6446AC997B0E30C4B6C3D5","source":{"id":"https://openalex.org/S4210183927","display_name":"Istanbul Journal of Economics / \u0130stanbul \u0130ktisat Dergisi","issn_l":"2602-3954","issn":["2602-3954","2602-4152"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","erih-plus","poland-20","russia-white-list-4","tr-dizin"],"host_organization":"https://openalex.org/P4310318354","host_organization_name":"Istanbul University","host_organization_lineage":["https://openalex.org/P4310318354"],"host_organization_lineage_names":["Istanbul University"],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Istanbul Journal of Economics / \u0130stanbul \u0130ktisat Dergisi","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:ist:journl:v:72:y:2022:i:1:p:385-405","doi":null,"is_oa":false,"landing_page_url":"https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/574AAC171A6446AC997B0E30C4B6C3D5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:dergipark.org.tr:article/1026350","doi":null,"is_oa":false,"landing_page_url":"https://dergipark.org.tr/tr/pub/istjecon/issue/68938/1026350","pdf_url":null,"source":{"id":"https://openalex.org/S4306401840","display_name":"DergiPark (Istanbul University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67581229","host_organization_name":"Istanbul University","host_organization_lineage":["https://openalex.org/I67581229"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Istanbul Journal of Economics","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:doaj.org/article:a790de68b60647c289e380b45600e47c","doi":null,"is_oa":false,"landing_page_url":"https://doaj.org/article/a790de68b60647c289e380b45600e47c","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"\u0130stanbul \u0130ktisat Dergisi, Vol 72, Iss 1, Pp 385-405 (2022)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.26650/istjecon2021-1026350","doi":"https://doi.org/10.26650/istjecon2021-1026350","is_oa":true,"landing_page_url":"https://doi.org/10.26650/istjecon2021-1026350","pdf_url":"https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/574AAC171A6446AC997B0E30C4B6C3D5","source":{"id":"https://openalex.org/S4210183927","display_name":"Istanbul Journal of Economics / \u0130stanbul \u0130ktisat Dergisi","issn_l":"2602-3954","issn":["2602-3954","2602-4152"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj","erih-plus","poland-20","russia-white-list-4","tr-dizin"],"host_organization":"https://openalex.org/P4310318354","host_organization_name":"Istanbul University","host_organization_lineage":["https://openalex.org/P4310318354"],"host_organization_lineage_names":["Istanbul University"],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Istanbul Journal of Economics / \u0130stanbul \u0130ktisat Dergisi","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4283736366.pdf","grobid_xml":"https://content.openalex.org/works/W4283736366.grobid-xml"},"referenced_works_count":21,"referenced_works":["https://openalex.org/W1587141723","https://openalex.org/W1975994995","https://openalex.org/W2003750580","https://openalex.org/W2074988857","https://openalex.org/W2087247087","https://openalex.org/W2114823473","https://openalex.org/W2132417154","https://openalex.org/W2148654621","https://openalex.org/W2154084173","https://openalex.org/W2318377734","https://openalex.org/W2381496488","https://openalex.org/W2527561705","https://openalex.org/W2573048089","https://openalex.org/W2770659122","https://openalex.org/W2803546897","https://openalex.org/W2986031342","https://openalex.org/W3022053996","https://openalex.org/W3033543653","https://openalex.org/W3123974798","https://openalex.org/W4206767787","https://openalex.org/W6669398524"],"related_works":["https://openalex.org/W2799316421","https://openalex.org/W2897769754","https://openalex.org/W7042125765","https://openalex.org/W2934536165","https://openalex.org/W2793171566","https://openalex.org/W2788691647","https://openalex.org/W3158818889","https://openalex.org/W4405900333","https://openalex.org/W7029147685","https://openalex.org/W2986414455"],"abstract_inverted_index":{"Bu":[0,33],"\u00e7al\u0131\u015fman\u0131n":[1,94],"amac\u0131":[2],"dolar":[3,147],"ve":[4,11,17,65,88],"euro":[5],"olmak":[6],"\u00fczere":[7],"d\u00f6viz":[8],"kurlar\u0131ndaki":[9],"dalgalanmalar":[10],"petrol":[12,143],"fiyatlar\u0131ndaki":[13],"oynakl\u0131\u011f\u0131n":[14],"B\u0130ST":[15],"100":[16],"Borsa":[18],"\u0130stanbul\u2019da":[19],"yer":[20],"alan":[21],"23":[22],"alt":[23],"sekt\u00f6r":[24,125,131],"endeksi":[25],"\u00fczerindeki":[26,127],"etkisini":[27],"2008:01-2021:04":[28],"ayl\u0131k":[29],"veriler":[30],"kullanarak":[31],"ara\u015ft\u0131rmakt\u0131r.":[32],"ama\u00e7la":[34],"de\u011fi\u015fkenler":[35],"aras\u0131ndaki":[36],"uzun":[37,48],"d\u00f6nemli":[38,49],"ili\u015fkilerin":[39],"varl\u0131\u011f\u0131":[40],"Johansen":[41],"e\u015fb\u00fct\u00fcnle\u015fme":[42],"analizi":[43],"ile":[44],"tespit":[45],"edildikten":[46],"sonra,":[47],"katsay\u0131lar":[50],"her":[51],"bir":[52,90,101],"model":[53],"i\u00e7in":[54,132],"Tam":[55],"Uyarlanm\u0131\u015f":[56],"En":[57,67],"K\u00fc\u00e7\u00fck":[58,68],"Kareler":[59,69],"(Fully-Modified":[60],"Ordinary":[61,71],"Least":[62,72],"Squares-FMOLS":[63],")":[64],"Dinamik":[66],"(Dynamic":[70],"Squares-DOLS)":[73],"tahmincileri":[74],"kullan\u0131larak":[75],"elde":[76],"edilmi\u015ftir.":[77],"B\u00f6ylece,":[78],"s\u00f6z":[79],"konusu":[80],"y\u00f6ntemlerin":[81],"konu":[82],"kapsam\u0131nda":[83],"ilk":[84],"defa":[85],"kullan\u0131lm\u0131\u015f":[86],"olmas\u0131":[87],"g\u00fcncel":[89],"veri":[91],"setinin":[92],"benimsenmesi":[93],"literat\u00fcre":[95],"katk\u0131s\u0131n\u0131":[96],"olu\u015fturmaktad\u0131r.":[97],"Ula\u015f\u0131lan":[98],"sonu\u00e7lar":[99],"dolardaki":[100],"art\u0131\u015f\u0131n":[102],"t\u00fcm":[103,118],"sekt\u00f6rlere":[104],"ait":[105,116],"hisse":[106],"senedi":[107],"getirilerini":[108],"olumsuz":[109],"y\u00f6nde":[110],"etkiledi\u011fini":[111],"ortaya":[112],"koymu\u015ftur.":[113],"Euro":[114],"kuruna":[115],"katsay\u0131":[117,134],"modellerde":[119],"istatistiksel":[120,139],"olarak":[121,140],"anlams\u0131zd\u0131r.":[122],"Petrol":[123],"fiyatlar\u0131n\u0131n":[124,144],"endeksleri":[126],"etkisi":[128],"incelendi\u011finde,":[129],"\u00e7o\u011fu":[130],"bu":[133],"pozitifken,":[135],"s\u0131n\u0131rl\u0131":[136],"say\u0131da":[137],"sekt\u00f6rde":[138],"anlaml\u0131d\u0131r.":[141],"Ancak":[142],"pozitif":[145],"etkisinin":[146],"kurundaki":[148],"de\u011fi\u015fmelerin":[149],"negatif":[150],"etkisinden":[151],"daha":[152],"k\u00fc\u00e7\u00fck":[153],"oldu\u011fu":[154],"anla\u015f\u0131lm\u0131\u015ft\u0131r.":[155]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2022-07-01T00:00:00"}