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- W2940439585 abstract "Bu çalışmada Brent ham petrol getirilerindeki kaotik dinamiklerin varlığı doğrusal olmama ve kaos testleri yardımıyla araştırılmıştır. Bu amaçla 2009-2019 dönemleri arasında Brent ham petrol günlük kapanış fiyat getirilerinden oluşan veri seti kullanılmıştır. Öncelikle, BDS testi kullanılarak getirilerdeki doğrusal olmama test edilmiş ve doğrusal olmayan yapının varlığına yönelik kanıt elde edilmiştir. Daha sonra, getirilerin uzun hafızaya sahip olduğu GPH testi ile tespit edilmiştir. Son olarak, korelasyon boyutu analizi kullanılarak günlük getirilerin başlangıç durumlarına hassas bağlılık özelliği gösterdikleri görülmüştür. Tüm bulgular bir arada değerlendirildiğinde Brent ham petrol günlük getirilerinin kaotik dinamikler tarafından karakterize edildiği ve etkin piyasa hipotezinin geçerli olmadığı tespit edilmiştir. Çalışmadaki tüm ampirik bulgular getiri serileri için kısa dönemde öngörü yapılabileceğini, ancak uzun dönemli öngörü yapmanın zor olduğu sonucuna işaret etmektedir." @default.
- W2940439585 created "2019-04-25" @default.
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- W2940439585 date "2019-04-30" @default.
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- W2940439585 title "BRENT HAM PETROL GETİRİLERİNDE KAOTİK DİNAMİKLERİN ARAŞTIRILMASI / Investigation of Chaotic Dynamics In Brent Crude Oil Returns" @default.
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- W2940439585 doi "https://doi.org/10.29216/ueip.540147" @default.
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