SAR-CoV-2 Salgınının Petrol Fiyatlarına ve BRICS Hisse Senedi Piyasalarına Etkisi: Dinamik Koşullu Kopula Yaklaşımı

Year 2024, Volume: 7 Issue: 1, 95 - 109, 22.01.2024

Ayse Karakaş , Mine Doğan , Sinan Çalik

https://doi.org/10.47495/okufbed.1277143

Abstract

Bu çalışma, Petrol Fiyatları ile Brics Hisse Senedi Piyasaları arasındaki SAR-CoV-2 salgını öncesi ve sonrası bağımlılık modelinin bir örneğini oluşturmaktadır. Mevcut çalışmanın amacı, CD-vine kopula tekniğini kullanarak BRICS Hisse Senedi Piyasaları ve Petrol Fiyatlarından (Opec Petrol ve Brent Petrol) elde edilen verilerin koşullu bağımlılıklarının dinamik yapısını göstermektir. Koşullu bağımlılık olarak da bilinen CD-vine yaklaşımı, karmaşık bağımlılık yapısını elde etmeyi kolaylaştırmaktadır. Bu bağımlılık yapısı bu nedenle grafiklerde ve tablolarda gösterilmektedir.

Keywords

SAR-CoV-2, koşullu bağımlılık, Bağımlılık yapısı

Supporting Institution

Bitlis Eren Üniversitesi Bilimsel Araştırma Projeleri Koordinatörlüğü

Project Number

BEBAP 2021.16

Thanks

Bitlis Eren Üniversitesine katkılarından dolayı teşekkür ederiz.

The Impact of the SAR-CoV-2 Epidemic on Oil Prices and BRICS Stock Markets: Dynamic Conditional Copula Approach

Abstract

This study serves as an example of the before and after-SAR-CoV-2 epidemic dependence pattern between Oil Prices and the Brics Stock Markets. The current study's goal was to illustrate the dynamic structure of the conditional dependencies of the data from the BRICS Stock Markets and Oil Prices (Opec Oil and Brent Oil) using the CD-vine copula technique. The CD-vine approach, also known as conditional dependence, makes it simple to get the intricate dependency structure. This dependency structure is therefore displayed in graphics and tables.

Keywords

SAR-CoV-2, Conditional dependency, Dependency structure

Project Number

BEBAP 2021.16

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