Search Results - "Önder, A."
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1
A Nodewise Regression Approach to Estimating Large Portfolios
Published in Journal of business & economic statistics (20-03-2021)“…This article investigates the large sample properties of the variance, weights, and risk of high-dimensional portfolios where the inverse of the covariance…”
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2
Time-varying herding spillover for emerging countries: evidence from BRIC countries and Turkey
Published in Review of behavioral finance (21-08-2023)“…PurposeThis study aims to investigate herding spillover in BRIC (Brazil, Russia, India and China) countries and Turkey under different regimes by using a…”
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3
Large portfolio optimisation approaches
Published in Journal of asset management (01-10-2023)“…This paper makes an empirical comparison of prominent methods in portfolio optimisation, such as nodewise regression, the sample covariance matrix, observable…”
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4
Spatial effects of renewable and fossil energy consumption on the ecological footprint for the EU Countries
Published in Environmental science and pollution research international (01-09-2024)“…This study examines the spillover of pollution among the 26 European Union (EU) countries from 1995 to 2020. In order to quantify pollution spillovers among…”
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5
The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis
Published in Computational economics (01-03-2024)“…The level of financial risk spread out to the world during the COVID-19 pandemic has shown that none of the countries are immune to financial uncertainty and…”
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6
Determinants of financial stress in emerging market economies: Are spatial effects important?
Published in International journal of finance and economics (01-07-2021)“…This study aims to analyse the determinants of financial stress and to show the impact of the spatial linkages between 13 emerging economies during 1996–2016…”
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7
The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market
Published in Journal of quantitative economics : journal of the Indian Econometric Society (01-12-2022)“…This article aims to assess the extent of oil price and exchange rate pass-through into disaggregated consumer prices in Turkey in a time-varying framework…”
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8
Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach
Published in Journal of asset management (01-07-2022)“…This paper examines the interactions among CDS spreads across 13 European countries using spatial econometrics techniques. Our model allows for the estimation…”
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9
Spatial analysis of sovereign risks: The case of emerging markets
Published in Finance research letters (01-09-2018)“…•Spatial model displays the spatial dependency among the emerging markets.•Quarterly data from fourth quarter of 2004 to fourth quarter of 2015 are…”
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10
An asymmetric analysis of the relationship between oil prices and output: The case of Turkey
Published in Economic modelling (01-07-2013)“…In this paper we analyze the asymmetric impact of oil price changes on the economic activity in Turkey. In contrast to previous studies on Turkey, the…”
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11
The Size Distribution of Cities and Determinants of City Growth in Turkey
Published in European planning studies (01-02-2013)“…The aim of this study is two-fold. Firstly, this study examines the size distribution of cities by using Zipf's law. The second objective of this study is to…”
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12
The stability of the Turkish Phillips curve and alternative regime shifting models
Published in Applied economics (01-09-2009)“…This article, presents empirical evidence supporting instability of the Phillips curve in Turkey. We employ the multiple structural break models and the…”
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13
Multi-Objective Evolutionary Algorithm Based on Decomposition for Energy Efficient Coverage in Wireless Sensor Networks
Published in Wireless personal communications (01-07-2013)“…Wireless sensor networks (WSNs) have become a hot area of research in recent years due to the realization of their ability in myriad applications including…”
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14
The Impact of Public Capital Stock on Regional Convergence in Turkey
Published in European planning studies (01-07-2010)“…The effect of public capital on regional output and private sector productivity has been the subject of considerable research in the field of regional…”
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15
Inflationary Effects of Oil Prices in Turkey: A Regime-Switching Approach
Published in Emerging markets finance & trade (01-09-2011)“…This paper investigates the existence of oil pass-through to inflation for Turkey covering the period February 1996-May 2007. Oil price-augmented Phillips…”
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16
Multi-objective clustered-based routing with coverage control in wireless sensor networks
Published in Soft computing (Berlin, Germany) (01-09-2013)“…A wireless sensor network (WSN) generally consists of a large number of inexpensive power constrained sensors that are small in size and communicate over short…”
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17
An Empirical Analysis of the Determinants of International Tourism Demand: The Case of Izmir
Published in European planning studies (01-10-2009)“…Tourism has become an important sector in Turkey as a growing source of foreign exchange reserves and employment over the last two decades. After being one of…”
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18
The effects of pomegranate on bacterial translocation in rats with obstructive jaundice
Published in European review for medical and pharmacological sciences (01-06-2013)“…Obstructive jaundice may promote bacterial overgrowth and altered intestinal barrier function, with resultant increased bacterial translocation. This study…”
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19
The spillover effects of public capital on the Turkish private manufacturing industries in the geographical regions
Published in The Annals of regional science (01-06-2009)“…This paper investigates the spillover effects of public capital formation on the Turkish private manufacturing industry at the regional level over the period…”
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RASYONEL KURUMSALCILIK VE SOSYOLOJİK KURUMSALCILIK AÇISINDAN AVRUPALILAŞMA YAKLAŞIMI
Published in Sosyal Ekonomik Araştırmalar Dergisi (25-08-2017)“…ÖZAvrupa Birliği Soğuk Savaşın sona ermesinden sonra Orta ve Doğu Avrupa ülkelerini üyeliğe kabul ederek genişleme sürecine girdi. Bu süreçte Avrupa Birliği…”
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