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- Title
HAM PETROL FİYATLARININ BİST 100 VE BİST ULAŞTIRMA ENDEKSLERİ İLE İLİŞKİSİ.
- Authors
KENDİRLİ, Selçuk; ÇANKAYA, Muhammet
- Abstract
In this study were examined causality relationship between the Index changes in the crude oil price per barrel in the BIST 100 and Borsa Istanbul Transportation (XULAS) causal relationship between the Index. For this purpose, the crude oil price per barrel during 4.January.2000-30.April.2015, BIST 100 and XULAS daily closing values of the variables are used. Granger causality test was applied to the series in order to analyze the causal relationship between time-series study. Granger Causality Test results according to the 5% level of significance was found BIST than 100 one-way relationship to other variables. In addition, it is a one-way relationship to a 5% significance level of the crude oil price per barrel of Borsa Istanbul Transportation Index has been determined.
- Publication
Kastamonu University Journal of Economics & Administrative Sciences Faculty / Kastamonu Üniversitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi, 2016, Vol 12, p136
- ISSN
2147-6012
- Publication type
Article
- DOI
10.21180/kuiibf.20161218251