An analysis of dependence between oil price and stock market with copula-garch approach an empirical analysis from Istanbul Stock Exchange

dc.contributor.author	Metin, Karakas, A.
dc.date.accessioned	2021-12-16T10:12:03Z
dc.date.available	2021-12-16T10:12:03Z
dc.date.issued	2019
dc.identifier.issn	3549836
dc.identifier.uri	https://doi.org/10.2298/TSCI180917328M
dc.identifier.uri	http://dspace.beu.edu.tr:8080/xmlui/handle/20.500.12643/12958
dc.description.abstract	This paper examines the dependence structure between National 100, National 50, and National 30 Indices of Istanbul Stock Exchange and international Brent oil price by using copula-GARCH method. Linear correlation has a serious deficiency. Whereas copula
dc.language.iso	English
dc.publisher	Serbian Society of Heat Transfer Engineers
dc.rights	All Open Access, Gold, Green
dc.source	Thermal Science
dc.title	An analysis of dependence between oil price and stock market with copula-garch approach an empirical analysis from Istanbul Stock Exchange
dc.type	Article
dc.identifier.startpage	S33
dc.identifier.endpage	S46
dc.identifier.doi	10.2298/TSCI180917328M
dc.identifier.scopus	2-s2.0-85065211340
dc.identifier.volume	23

Files in this item

Files	Size	Format	View
There are no files associated with this item.