PALM YAĞI FİYATLARINI ETKİLEYEN PARAMETRELER VE FİYAT TAHMİN MODELİ

Yıl 2025, Cilt: 12 Sayı: 3, 345 - 374, 31.07.2025

Hasan Özmay

Öz

Bitkisel yağ piyasalarında oluşan fiyat hareketlerinden hareketle, özellikle palm yağındaki fiyat dalgalanmaları üzerine bir tahminleme modeli oluşturulması için literatür taraması yapıldı. Yapılan araştırmalar ve taranan makaleler sonucunda emtia piyasalarındaki fiyat hareketlerinden başlayarak fiyat dalgalanmalarına sebep olabilecek parametreler belirlendi. Bu parametreler oluşturulan etki-frekans analiziyle incelendi. Tümden gelimle başlanan çalışmada etkisi ve gerçekleşme olasılığı yüksek olan parametreler arasında bir ilişki kurmak üzerine yoğunlaşıldı. Tedarik zincirindeki arz talep dengesinden, stok tutma maliyetlerine kadar pek çok teknik terimden faydalanılarak emtia piyasalarındaki fiyat hareketlerinin şirketlerin karlılık hedefleri için ne kadar etkili olabileceği tartışıldı.
Araştırmada bitkisel yağlar ve palm yağı ile ilgili bilgi verilmiş, ardından bu piyasadaki fiyat hareketlerine yönelik parametreler ve tarihsel olaylar incelenmiştir. Palm yağının fiyat dalgalanmaları ile ilgili etkili olabilecek parametrelerin birbiriyle olan ilişkisini anlamlandırabilmek için kullanılacak olan ana metodoloji sistem dinamiği olarak belirlenmiştir. Fakat sistem dinamiğinden farklı olarak sistemin tamamına odaklanmak yerine, küçük sistemlerin ilişkisine odaklanılmış ve bütündeki payı anlaşılmaya çalışılmıştır. Bu sebeple de incelenen tüm parametrelerden etkisinin ve gerçekleşme olasılığı yüksek olan odak parametreler belirlenmiştir.
Ortaya konulan metodoloji ile seçilen palm yağı fiyatlarını etkileyen odak parametrelerle eğitilen fiyat tahmin modeli ile palm yağı fiyatlarının yön hareketlerini %75 oranında doğru tahmin etmiştir. Parametrelerin oluşturduğu modeldeki değişkenliklere bağlı olarak palm yağı fiyatlarında değişimler simüle edilmiştir. Bu palm yağı fiyatı tahmin modelinin bir tedarik zinciri modelinde nasıl uygulanabileceğine dair tartışmalar yapılmış ve sonuçlar paylaşılmıştır.

Anahtar Kelimeler

Palm Yağı , Fiyat Parametreleri , Sistem Dinamiği , Çoklu Linear Regresyon

Teşekkür

Bu alanda çalışmama rehberlik eden ve araştırmalarım tamamlamak için bilgimi artırmama yardımcı olan danışmanım Doç. Dr. Esra BAŞ'a, her zaman yanımda olan yol arkadaşım Gülce EROĞLU’na, sevgili aileme, destekleri için ayrıca TÜBİTAK 2211 Yurt İçi Lisansüstü Burs Programı’na özel teşekkürlerimi sunarım.

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