Dergiler / İstatistikçiler Dergisi:İstatistik ve Aktüerya / 2015 / Cilt: 8 Sayı: 2
Döviz Kuru ve Hisse Senedi Enerji Değişimlerinin Faz Düzlemleri Aracılığıyla İncelenmesi
- Sayfa
- 36–57
- DOI
- —
Özet
senedi fiyatlarındaki enerji değişimlerini incelemeye odaklanmıştır. Ayrıca çok sayıda araştırmaya konu olmuş
Abstract
given that phase planes have important roles in functional data analysis. The relationship between these twovariables which has been the main scope of many previous research, with respect to whether they changeconcordantly or discordantly during periods with and without economic crisis were also investigated from adifferent point of view. Period with economic crisis were represented by 1994, 1997 and 2001 years, whileperiods without economic crisis were represented by 2003-2006 years. Besides, previous studies performed inthis topic were investigated by a detailed literature review. In general, it was found out that energy exchange instock prices was more prominent during periods with crisis, whereas energy exchange in exchange rate wasmore remarkable during periods without crisis. However, no definite positive or negative relationship betweenthese two variables was detected in the present study.