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Jeopolitik Risklerin Küresel Enerji ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri

Yıl 2024, Cilt: 25 Sayı: 3, 775 - 791, 01.11.2024
https://doi.org/10.17494/ogusbd.1548066

Öz

Bu çalışma, giderek daha önemli bir belirsizlik faktörü haline gelen jeopolitik risklerin küresel enerji ve gıda fiyatları üzerindeki etkilerini analiz etmeyi amaçlamaktadır. Bu doğrultuda, zamana göre değişen parametreli vektör otoregresif (TVP-VAR) modelinin kullanıldığı çalışmada 1992:01-2024:02 dönemi aralığı ele alınmıştır. Çalışmada, jeopolitik risklerin enerji fiyatları ve gıda fiyatları üzerindeki zamanla değişen etkisinin yanı sıra enerji fiyatlarının gıda fiyatları üzerindeki etkisi de incelenmiştir. Elde edilen bulgular, jeopolitik risklerin küresel enerji ve gıda fiyatlarına etkilerinin zamanla değiştiğini ve genellikle beklenenden daha düşük düzeylerde olduğunu göstermektedir. Enerji fiyatlarının gıda fiyatları üzerindeki etkisinin ise 2006 sonrasında pozitif olduğu görülmektedir. Bu durum, ekonomik istikrarın sürdürülmesi için uluslararası ekonomik faktörlerin dikkate alınması gerektiğini vurgulamaktadır. Ayrıca, politika yapıcıların enflasyon hedeflemesi gibi para politikalarını uygularken jeopolitik riskleri dikkate almaları ve bu risklere yönelik stratejiler geliştirmeleri ekonomik istikrarı destekleyecektir.

Kaynakça

  • Adeosun, O., Tabash, M., ve Anagreh, S. (2023). Revisiting the oil prices–domestic food inflation nexus in Nigeria: the role of global geopolitical risk. African Journal of Economic and Management Studies. https://doi.org/10.1108/ajems-09-2022-0399.
  • Ajami, R. (2020). Globalization, the challenge of COVID-19 and oil price uncertainty. Journal of Asia-Pacific Business, 21(2), 77-79. https://doi.org/10.1080/10599231.2020.1745046.
  • Akdeniz, C. ve İlhan, A. (2021). Dynamic Optics in Economics: Quantitative, Experimental and Econometric Analyses. Kırer Silva Lecuna (Ed.), The validity of the real interest differential model for Turkey with Markov regime switching(s.99-115) içinde. Berlin, Germany: Peter Lang Verlag.
  • Akdeniz, C., ve Çatık, N. (2019). Parasal aktarım mekanizmalarının işleyişinde finansal koşulların önemi: TVP-VAR modellerinden bulgular. Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi (34), 73-96. https://doi.org/10.30794/pausbed.421112.
  • Antonakakis, N., Gupta, R., Kollias, C. ve Papadamou, S. (2017). Geopolitical risks and the oil-stock nexus over 1899–2016. Finance Research Letters, 23, 165-173. https://doi.org/10.1016/j.frl.2017.07.017.
  • Asadollah, O., Carmy, L. S., Hoque, M. R., ve Yilmazkuday, H. (2024). Geopolitical risk, supply chains, and global inflation. The World Economy. https://doi.org/10.1111/twec.13585.
  • Bouri, E., Gabauer, D., Gupta, R., ve Kinateder, H. (2023). Global geopolitical risk and inflation spillovers across European and North American economies. Research in International Business and Finance, 66, 102048. https://doi.org/10.1016/j.ribaf.2023.102048.
  • Brock, W. A., Scheinkman, J. A., Dechert, W. D., ve LeBaron, B. (1996). A test for independence based on the correlation dimension. Econometric Reviews, 15(3), 197-235. https://doi.org/10.1080/07474939608800353.
  • Caldara, D., ve Iacoviello, M. (2022). Measuring geopolitical risk. American Economic Review, 112(4), 1194-1225. 10.1257/aer.20191823.
  • Caporale, G. M., Çatık, A. N., Helmi, M. H., Akdeniz, C., ve İlhan, A. (2024). Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. Empirica, 51(2), 529-558. https://doi.org/10.1007/s10663-024-09608-0.
  • Chowdhury, M., Meo, M., ve Aloui, C. (2021). How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions. International Review of Financial Analysis. https://doi.org/10.1016/J.IRFA.2021.101759.
  • Ciccarelli, M., ve Mojon, B. (2010). Global inflation. The Review of Economics and Statistics, 92(3), 524-535. https://doi.org/10.1162/REST_a_00008.
  • Cuñado, J., Gupta, R., Lau, C., ve Sheng, X. (2020). Time-Varying impact of geopolitical risks on oil prices. Defence and Peace Economics, 31, 692 - 706. https://doi.org/10.1080/10242694.2018.1563854.
  • Foglia, M., Palomba, G. ve Tedeschi, M. (2023). Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries. Resources Policy, 85, Part B, 104056, https://doi.org/10.1016/j.resourpol.2023.104056.
  • Geweke, J. (1992). Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments. Bayesian Stat. 4, 169–193.
  • Gong, X., ve Xu, J. (2022). Geopolitical risk and dynamic connectedness between commodity markets. Energy Economics, 110, 106028. https://doi.org/10.1016/j.eneco.2022.106028.
  • Hudecova, K., ve Rajcaniova, M. (2023). Geopolitical risk and energy market. Peace Economics, Peace Science and Public Policy, 29, 171- 187. https://doi.org/10.1515/peps-2022-0033.
  • Jagtap, S., Trollman, H., Trollman, F., Garcia-Garcia, G., Parra-López, C., Duong, L., ... Afy-Shararah, M. (2022). The Russia-Ukraine conflict: Its implications for the global food supply chains. Foods, 11(14), 2098. https://doi.org/10.3390/foods11142098.
  • Koop, G. (2012). Using VARs and TVP-VARs with many macroeconomic variables, Central European Journal of Economic Modelling and Econometrics, CEJEME, 4(3), 143-167.
  • Kwiatkowski, D., Philips, P. CB., Schmidt P. ve Shin Y. (1992), Testing the null hypothesis of stationarity against the alternative of a unit root, Journal Of Econometrics (54), 159-178.
  • Lee, J. and Strazicizh, M. C. (2003). Minimum lagrange multiplier unit root test with two structural breaks. The Review of Economics and Statistics 85(4):1082-1089. https://doi.org/10.1162/003465303772815961.
  • Liu, H., Yang, P., He, Y., Oxley, L. ve Guo, P. (2024). Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. Energy Economics, 129, 107204. https://doi.org/10.1016/j.eneco.2023.107204.
  • Maimaitijiang, S., Shen,Y. ve Yao, X. (2024). Impacts of geopolitical risk on China stock market: A dynamic resilience analysis. Procedia Computer Science, 242, 318-325, https://doi.org/10.1016/j.procs.2024.08.224.
  • Mhalla, M. (2020). The impact of novel coronavirus (COVID-19) on the global oil and aviation markets. Journal of Asian Scientific Research, 10(2), 96.
  • Mo, B., Nie, H. ve Zhao, R. (2024). Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. Energy, 288, 129759, https://doi.org/10.1016/j.energy.2023.129759.
  • Nakajima, J. (2011). Time-varying parameter VAR model with stochastic volatility: An overview of methodology and empirical applications. Monetary and Economic Studies, 29, 107-142.
  • Nazlıoglu, S. ve Soytas, U. (2011). World oil prices and agricultural commodity prices: Evidence from an emerging market. Energy Economics, 33(3), 488-496. https://doi.org/10.1016/j.eneco.2010.11.012.
  • Noguera-Santaella, J. (2016). Geopolitics and the oil price. Economic Modelling, 52, 301-309. https://doi.org/10.1016/j.econmod.2015.08.018.
  • Olasehinde-Williams, G., Olanipekun, I. ve Usman, O. (2024). Does geopolitics trigger energy inflation in the European economic area? Evidence from a panel time-varying regression. International Journal of Energy Sector Management. https://doi.org/10.1108/ijesm-05-2023-0027.
  • Peersman, G., Rüth, S. K. ve Van der Veken, W. (2021). The interplay between oil and food commodity prices: Has it changed over time? Journal of International Economics, 133, 103540. https://doi.org/10.1016/j.jinteco.2021.103540.
  • Phillips, P. (1988). Testing for a unit root in time series regression. Biometrika, 71, 599-607.
  • Primiceri, G. E. (2005). Time varying structural vector autoregressions and monetary policy. The Review of Economic Studies, 72(3), 821-852. https://doi.org/10.1111/j.1467-937X.2005.00353.x.
  • Qian, L., Zeng, Q. ve Li, T. (2022). Geopolitical risk and oil price volatility: Evidence from Markov-switching model. International Review of Economics & Finance, 81, 29-38, https://doi.org/10.1016/j.iref.2022.05.002.
  • Qin, Y., Hong, K., Chen, J. ve Zhang, Z. (2020). Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions. Energy Economics, 90, 104851. https://doi.org/10.1016/j.eneco.2020.104851.
  • Saâdaoui, F., Jabeur, S.B. ve Goodell J.W. (2022). Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict. Finance Research Letters, 49, 103103, https://doi.org/10.1016/j.frl.2022.103103.
  • Sohag, K., Islam, M. M., Tomas Žiković, I. ve Mansour, H. (2023). Food inflation and geopolitical risks: analyzing European regions amid the Russia-Ukraine war. British Food Journal, 125(7), 2368-2391. https://doi.org/10.1108/bfj-09-2022-0793.
  • Su, C. W., Khan, K., Tao, R. ve Nicoleta-Claudia, M. (2019). Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. Energy, 187, 116003. https://doi.org/10.1016/j.energy.2019.116003.
  • Taghizadeh-Hesary, F., Rasoulinezhad, E. ve Yoshino, N. (2019). Energy and food security: Linkages through price volatility. Energy policy, 128, 796-806. https://doi.org/10.1016/j.enpol.2018.12.043.
  • Tiwari, A. K., Boachie, M. K., Suleman, M. T. ve Gupta, R. (2021). Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks. Energy, 219, 119584. https://doi.org/10.1016/j.energy.2020.119584.
  • Yang, T., Dong, Q., Du, M. ve Du, Q. (2023). Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. Energy Economics, 127, 107099. https://doi.org/10.1016/j.eneco.2023.107099.
  • Zhao, Y., Chen, L. ve Zhang, Y. (2024). Spillover effects of geopolitical risks on global energy markets: Evidence from CoVaR and CAViaR-EGARCH model. Energy Exploration & Exploitation, 42(2), 772-788. https://doi.org/10.1177/01445987231196617.

Time-Varying Effects of Geopolitical Risks on Global Energy and Food Prices

Yıl 2024, Cilt: 25 Sayı: 3, 775 - 791, 01.11.2024
https://doi.org/10.17494/ogusbd.1548066

Öz

This study aims to analyse the effects of geopolitical risks, which have become an increasingly important uncertainty factor, on global energy and food prices. To this end, the time-varying parameter vector autoregressive (TVP-VAR) model is used for the period 1992:01-2024:02. The study analyses the time-varying impact of geopolitical risks on energy prices and food prices as well as the impact of energy prices on food prices. The findings show that the effects of geopolitical risks on global energy and food prices change over time and are generally lower than expected. The impact of energy prices on food prices has been positive after 2006. This emphasises the need to take international economic factors into account in order to maintain economic stability. Moreover, policymakers should take geopolitical risks into account when implementing monetary policies such as inflation targeting and develop strategies to address these risks, which will support economic stability.

Kaynakça

  • Adeosun, O., Tabash, M., ve Anagreh, S. (2023). Revisiting the oil prices–domestic food inflation nexus in Nigeria: the role of global geopolitical risk. African Journal of Economic and Management Studies. https://doi.org/10.1108/ajems-09-2022-0399.
  • Ajami, R. (2020). Globalization, the challenge of COVID-19 and oil price uncertainty. Journal of Asia-Pacific Business, 21(2), 77-79. https://doi.org/10.1080/10599231.2020.1745046.
  • Akdeniz, C. ve İlhan, A. (2021). Dynamic Optics in Economics: Quantitative, Experimental and Econometric Analyses. Kırer Silva Lecuna (Ed.), The validity of the real interest differential model for Turkey with Markov regime switching(s.99-115) içinde. Berlin, Germany: Peter Lang Verlag.
  • Akdeniz, C., ve Çatık, N. (2019). Parasal aktarım mekanizmalarının işleyişinde finansal koşulların önemi: TVP-VAR modellerinden bulgular. Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi (34), 73-96. https://doi.org/10.30794/pausbed.421112.
  • Antonakakis, N., Gupta, R., Kollias, C. ve Papadamou, S. (2017). Geopolitical risks and the oil-stock nexus over 1899–2016. Finance Research Letters, 23, 165-173. https://doi.org/10.1016/j.frl.2017.07.017.
  • Asadollah, O., Carmy, L. S., Hoque, M. R., ve Yilmazkuday, H. (2024). Geopolitical risk, supply chains, and global inflation. The World Economy. https://doi.org/10.1111/twec.13585.
  • Bouri, E., Gabauer, D., Gupta, R., ve Kinateder, H. (2023). Global geopolitical risk and inflation spillovers across European and North American economies. Research in International Business and Finance, 66, 102048. https://doi.org/10.1016/j.ribaf.2023.102048.
  • Brock, W. A., Scheinkman, J. A., Dechert, W. D., ve LeBaron, B. (1996). A test for independence based on the correlation dimension. Econometric Reviews, 15(3), 197-235. https://doi.org/10.1080/07474939608800353.
  • Caldara, D., ve Iacoviello, M. (2022). Measuring geopolitical risk. American Economic Review, 112(4), 1194-1225. 10.1257/aer.20191823.
  • Caporale, G. M., Çatık, A. N., Helmi, M. H., Akdeniz, C., ve İlhan, A. (2024). Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. Empirica, 51(2), 529-558. https://doi.org/10.1007/s10663-024-09608-0.
  • Chowdhury, M., Meo, M., ve Aloui, C. (2021). How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions. International Review of Financial Analysis. https://doi.org/10.1016/J.IRFA.2021.101759.
  • Ciccarelli, M., ve Mojon, B. (2010). Global inflation. The Review of Economics and Statistics, 92(3), 524-535. https://doi.org/10.1162/REST_a_00008.
  • Cuñado, J., Gupta, R., Lau, C., ve Sheng, X. (2020). Time-Varying impact of geopolitical risks on oil prices. Defence and Peace Economics, 31, 692 - 706. https://doi.org/10.1080/10242694.2018.1563854.
  • Foglia, M., Palomba, G. ve Tedeschi, M. (2023). Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries. Resources Policy, 85, Part B, 104056, https://doi.org/10.1016/j.resourpol.2023.104056.
  • Geweke, J. (1992). Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments. Bayesian Stat. 4, 169–193.
  • Gong, X., ve Xu, J. (2022). Geopolitical risk and dynamic connectedness between commodity markets. Energy Economics, 110, 106028. https://doi.org/10.1016/j.eneco.2022.106028.
  • Hudecova, K., ve Rajcaniova, M. (2023). Geopolitical risk and energy market. Peace Economics, Peace Science and Public Policy, 29, 171- 187. https://doi.org/10.1515/peps-2022-0033.
  • Jagtap, S., Trollman, H., Trollman, F., Garcia-Garcia, G., Parra-López, C., Duong, L., ... Afy-Shararah, M. (2022). The Russia-Ukraine conflict: Its implications for the global food supply chains. Foods, 11(14), 2098. https://doi.org/10.3390/foods11142098.
  • Koop, G. (2012). Using VARs and TVP-VARs with many macroeconomic variables, Central European Journal of Economic Modelling and Econometrics, CEJEME, 4(3), 143-167.
  • Kwiatkowski, D., Philips, P. CB., Schmidt P. ve Shin Y. (1992), Testing the null hypothesis of stationarity against the alternative of a unit root, Journal Of Econometrics (54), 159-178.
  • Lee, J. and Strazicizh, M. C. (2003). Minimum lagrange multiplier unit root test with two structural breaks. The Review of Economics and Statistics 85(4):1082-1089. https://doi.org/10.1162/003465303772815961.
  • Liu, H., Yang, P., He, Y., Oxley, L. ve Guo, P. (2024). Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. Energy Economics, 129, 107204. https://doi.org/10.1016/j.eneco.2023.107204.
  • Maimaitijiang, S., Shen,Y. ve Yao, X. (2024). Impacts of geopolitical risk on China stock market: A dynamic resilience analysis. Procedia Computer Science, 242, 318-325, https://doi.org/10.1016/j.procs.2024.08.224.
  • Mhalla, M. (2020). The impact of novel coronavirus (COVID-19) on the global oil and aviation markets. Journal of Asian Scientific Research, 10(2), 96.
  • Mo, B., Nie, H. ve Zhao, R. (2024). Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. Energy, 288, 129759, https://doi.org/10.1016/j.energy.2023.129759.
  • Nakajima, J. (2011). Time-varying parameter VAR model with stochastic volatility: An overview of methodology and empirical applications. Monetary and Economic Studies, 29, 107-142.
  • Nazlıoglu, S. ve Soytas, U. (2011). World oil prices and agricultural commodity prices: Evidence from an emerging market. Energy Economics, 33(3), 488-496. https://doi.org/10.1016/j.eneco.2010.11.012.
  • Noguera-Santaella, J. (2016). Geopolitics and the oil price. Economic Modelling, 52, 301-309. https://doi.org/10.1016/j.econmod.2015.08.018.
  • Olasehinde-Williams, G., Olanipekun, I. ve Usman, O. (2024). Does geopolitics trigger energy inflation in the European economic area? Evidence from a panel time-varying regression. International Journal of Energy Sector Management. https://doi.org/10.1108/ijesm-05-2023-0027.
  • Peersman, G., Rüth, S. K. ve Van der Veken, W. (2021). The interplay between oil and food commodity prices: Has it changed over time? Journal of International Economics, 133, 103540. https://doi.org/10.1016/j.jinteco.2021.103540.
  • Phillips, P. (1988). Testing for a unit root in time series regression. Biometrika, 71, 599-607.
  • Primiceri, G. E. (2005). Time varying structural vector autoregressions and monetary policy. The Review of Economic Studies, 72(3), 821-852. https://doi.org/10.1111/j.1467-937X.2005.00353.x.
  • Qian, L., Zeng, Q. ve Li, T. (2022). Geopolitical risk and oil price volatility: Evidence from Markov-switching model. International Review of Economics & Finance, 81, 29-38, https://doi.org/10.1016/j.iref.2022.05.002.
  • Qin, Y., Hong, K., Chen, J. ve Zhang, Z. (2020). Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions. Energy Economics, 90, 104851. https://doi.org/10.1016/j.eneco.2020.104851.
  • Saâdaoui, F., Jabeur, S.B. ve Goodell J.W. (2022). Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict. Finance Research Letters, 49, 103103, https://doi.org/10.1016/j.frl.2022.103103.
  • Sohag, K., Islam, M. M., Tomas Žiković, I. ve Mansour, H. (2023). Food inflation and geopolitical risks: analyzing European regions amid the Russia-Ukraine war. British Food Journal, 125(7), 2368-2391. https://doi.org/10.1108/bfj-09-2022-0793.
  • Su, C. W., Khan, K., Tao, R. ve Nicoleta-Claudia, M. (2019). Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. Energy, 187, 116003. https://doi.org/10.1016/j.energy.2019.116003.
  • Taghizadeh-Hesary, F., Rasoulinezhad, E. ve Yoshino, N. (2019). Energy and food security: Linkages through price volatility. Energy policy, 128, 796-806. https://doi.org/10.1016/j.enpol.2018.12.043.
  • Tiwari, A. K., Boachie, M. K., Suleman, M. T. ve Gupta, R. (2021). Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks. Energy, 219, 119584. https://doi.org/10.1016/j.energy.2020.119584.
  • Yang, T., Dong, Q., Du, M. ve Du, Q. (2023). Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. Energy Economics, 127, 107099. https://doi.org/10.1016/j.eneco.2023.107099.
  • Zhao, Y., Chen, L. ve Zhang, Y. (2024). Spillover effects of geopolitical risks on global energy markets: Evidence from CoVaR and CAViaR-EGARCH model. Energy Exploration & Exploitation, 42(2), 772-788. https://doi.org/10.1177/01445987231196617.
Toplam 41 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Konular Enflasyon, Para Politikası, Makro İktisat (Diğer)
Bölüm Makaleler
Yazarlar

Fatih Ceylan 0000-0002-3685-2032

Yayımlanma Tarihi 1 Kasım 2024
Gönderilme Tarihi 10 Eylül 2024
Kabul Tarihi 10 Ekim 2024
Yayımlandığı Sayı Yıl 2024 Cilt: 25 Sayı: 3

Kaynak Göster

APA Ceylan, F. (2024). Jeopolitik Risklerin Küresel Enerji ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi, 25(3), 775-791. https://doi.org/10.17494/ogusbd.1548066
AMA Ceylan F. Jeopolitik Risklerin Küresel Enerji ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi. Kasım 2024;25(3):775-791. doi:10.17494/ogusbd.1548066
Chicago Ceylan, Fatih. “Jeopolitik Risklerin Küresel Enerji Ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri”. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi 25, sy. 3 (Kasım 2024): 775-91. https://doi.org/10.17494/ogusbd.1548066.
EndNote Ceylan F (01 Kasım 2024) Jeopolitik Risklerin Küresel Enerji ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi 25 3 775–791.
IEEE F. Ceylan, “Jeopolitik Risklerin Küresel Enerji ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri”, Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi, c. 25, sy. 3, ss. 775–791, 2024, doi: 10.17494/ogusbd.1548066.
ISNAD Ceylan, Fatih. “Jeopolitik Risklerin Küresel Enerji Ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri”. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi 25/3 (Kasım 2024), 775-791. https://doi.org/10.17494/ogusbd.1548066.
JAMA Ceylan F. Jeopolitik Risklerin Küresel Enerji ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi. 2024;25:775–791.
MLA Ceylan, Fatih. “Jeopolitik Risklerin Küresel Enerji Ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri”. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi, c. 25, sy. 3, 2024, ss. 775-91, doi:10.17494/ogusbd.1548066.
Vancouver Ceylan F. Jeopolitik Risklerin Küresel Enerji ve Gıda Fiyatları Üzerinde Zamanla Değişen Etkileri. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi. 2024;25(3):775-91.