Details about Yakup ARI

Access statistics for papers by Yakup ARI.

Last updated 2024-09-04. Update your information in the RePEc Author Service.

Short-id: par624

Working Papers

2019

1. Proceedings: 3rd International Conference on Food and Agricultural Economics: THE IMPACT OF EXCHANGE RATE VOLATILITY ON TURKEY’S LIVESTOCK IMPORTS
   3rd International Conference on Food and Agricultural Economics, April 25-26, 2019, Alanya, Turkey, International Conference on Food and Agricultural Economics

2012

2. Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH
   MPRA Paper, University Library of Munich, Germany

2011

3. A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets
   MPRA Paper, University Library of Munich, Germany View citations (1)

2010

4. Continuous Modeling of Foreign Exchange Rate of USD versus TRY
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Correction: The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries
   Asia-Pacific Journal of Regional Science, 2024, 8, (1), 265-266
2. The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries
   Asia-Pacific Journal of Regional Science, 2024, 8, (1), 239-263

2023

3. TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries
   Folia Oeconomica Stetinensia, 2023, 23, (2), 1-23

2022

4. Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models
   EKOIST Journal of Econometrics and Statistics, 2022, (37), 107-127
5. TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict
   Journal of Research in Economics, Politics & Finance, 2022, 7, (3), 590-607
6. The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey
   Bio-based and Applied Economics Journal, 2022, 11, (01) View citations (4)
7. The volatility connectedness among fertilisers and agricultural crop prices: Evidence from selected main agricultural products
   Agricultural Economics, 2022, 68, (9), 348-360 View citations (4)
8. Time-Varying Network Connectedness Between the Organizational Ecology of Transportation and Storage Firms and Macroeconomic Variables
   Folia Oeconomica Stetinensia, 2022, 22, (2), 209-223
9. USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR
   Applied Econometrics, 2022, 67, 5-26

2016

10. BAYESIAN ESTIMATION OF THE PARAMETERS OF THE ARCH MODEL WITH NORMAL INNOVATIONS USING LINDLEY’S APPROXIMATION
    ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2016, 50, (4), 217-234

Chapters

2021

1. Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework
   Springer

2018

2. Bayesian Estimation of GARCH(1,1) Model Using Tierney-Kadane’s Approximation
   Springer