Browsing by Keywords "Financial markets"
Now showing items 1-6 of 6
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Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
(Elsevier B.V., 2017)This paper investigates the time-varying equicorrelations and risk spillovers between crude oil, gold and the Dow Jones conventional, sustainability and Islamic stock index aggregates and 10 associated disaggregated Islamic ... -
Financial valuation of supply chain contracts
(John Wiley & Sons, 2011)This chapter focuses on a single buyer‐single supplier multiple period quantity flexibility contract in which the buyer has options to order additional quantities of goods in case of a higher than expected demand in addition ... -
News releases and stock market volatility: intraday evidence from borsa Istanbul
(Elsevier Inc., 2015)In this study, we investigate the effect of public information arrival on return volatility for Borsa Istanbul (BIST) using intraday, 60-min returns between October 3, 2013 and March 31, 2014. Stock return and return ... -
Organization and functioning of liberalized electricity markets: An overview of the Dutch market
(Elsevier Ltd, 2015)Abstract In this paper, we examine the organization and the functioning of the Dutch electricity market. First we describe the organization of the Dutch electricity supply chain and the role of the main market participants ... -
Simulation of benefits and risks after the planned privatization of the pension system in Turkey
(Routledge, 2002)The recently started process of social security reform in Turkey is widely argued to have a significant potential to affect the direction of further development of financial markets in the country in the years ahead, ... -
Türkiye'de para politikasının aktarımı: para politikasının mali piyasalara etkisi
(BİLGESEL Yayıncılık San. ve Tic. Ltd. Şti., 2009)In this paper the effects of Central Bank of Turkey's interest rate decisions on relatively longer-term interest rates in financial markets and risk premia as well as on returns of the ISE-100, ISE-Financial indexes and ...
