Türkiye’de Yenilenebilir Enerjinin Dalgacık Ayrıştırması ve Yakınsama Dinamikleri: ADF ve Fourier ADF Testlerinden Kanıtlar

Abstract

Bu çalışma, 1965-2024 döneminde Türkiye’de yenilenebilir enerji göstergesinin yakınsama dinamiklerini incelemektedir. Analiz kapsamında, orijinal seri ile dalgacık ayrıştırması yoluyla elde edilen kısa, orta ve uzun dönem bileşenleri üzerinde geleneksel Augmented Dickey-Fuller (ADF) ve Fourier Augmented Dickey-Fuller (FADF) birim kök testleri uygulanmıştır. Bulgular, yenilenebilir enerji yakınsama dinamiklerinin tekdüze bir yapı sergilemediğini ve frekanslara göre belirgin biçimde farklılaştığını göstermektedir. Kısa dönemde birim kökün reddedilememesi, şokların kalıcı olduğunu ve yakınsama hipotezinin desteklenmediğini ortaya koymaktadır. Buna karşılık, orta dönem bileşenlerinde birim kökün reddedilmesi, sapmaların zamanla azaldığını ve serinin daha istikrarlı bir denge patikasına yöneldiğini göstermektedir. Uzun dönem bileşenlerinde yeniden birim kök bulgusuna ulaşılması ise çok uzun vadede kalıcı sapmaların sürdüğüne ve yakınsama eğiliminin kırılgan kaldığına işaret etmektedir. Elde edilen sonuçlar, Türkiye’de yenilenebilir enerji dönüşüm sürecinin kısa vadede oynaklık ve belirsizliklerden, orta vadede yatırım ve politika etkilerinden, uzun vadede ise yapısal faktörlerden etkilendiğini göstermektedir.

Keywords

• Yakınsama
• Temiz Enerji
• FADF

Wavelet Decomposition and Convergence Dynamics of Renewable Energy in Turkey: Evidence from ADF and Fourier ADF Tests

Abstract

This study examines the convergence dynamics of the renewable energy index in Turkey over the period 1965–2024. As part of the analysis, traditional Augmented Dickey-Fuller (ADF) and Fourier Augmented Dickey-Fuller (FADF) unit root tests were applied to the original series and its short-, medium-, and long-term components obtained through wavelet decomposition. The findings indicate that the convergence dynamics of renewable energy do not exhibit a uniform structure and vary significantly across frequencies. The failure to reject the unit root in the short term suggests that shocks are persistent and that the convergence hypothesis is not supported. In contrast, the rejection of a unit root in the medium-term components indicates that deviations are diminishing over time and that the series is moving toward a more stable equilibrium path. The re-identification of a unit root in the long-term components, however, suggests that persistent deviations continue over the very long term and that the convergence trend remains fragile. The results indicate that the renewable energy transition process in Turkey is influenced by volatility and uncertainty in the short term, by investment and policy factors in the medium term, and by structural factors in the long term.

Keywords

• Convergence
• Clean Energy
• FADF

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