Petrol Fiyatları İle Pay Senedi Fiyatları Arasındaki İlişkinin Ekonometrik Analizi

Timur, Ersin

doi:10.26449/sssj.1769

Cited by 1 publication

(1 citation statement)

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“…Some of these studies (Abdioğlu & Değirmenci, 2014;Eyüboğlu & Eyüboğlu, 2016;İşcan, 2010;Kapusuzoğlu, 2011) focused on measuring the relationship of oil prices with stock prices. Furthermore, another part of the researches probed the relationship between oil and BIST indices (Timur and Günay, 2019;Kiracı, 2020). Finally, another group of studies examined the relationship among COVID-19, gold and oil (Sarı and Kartal, 2020;Gülhan, 2020;Çevik et al, 2020).…”

Section: Literature Reviewmentioning

confidence: 99%

Investigation of the Relationship Between Brent Oil and Cryptocurrencies During the Pandemic Period

Kurt

Kula

2021

J. corp. gov. insur. risk manag.

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The function of money plays an essential and indisputable role in the development of trade. Typically, banknotes and coins have always been introduced by central authorities. Emerging after the 2008 crisis, however, Bitcoin, considered to be the original cryptocurrency, contributed to money in an unprecedented dimension as it is the first decentralized peer-to-peer payment network. Cryptocurrencies are in constant interaction and the casualty relationship, among other variables, with Brent Oil. This study attempts to investigate the relationship between Bitcoin, Ethereum and Brent Oil price movements using 210 daily data from 10.12.2019 to 01.10.2020, featuring the period of the start and the spread of the COVID-19 pandemic. In this study, the casualty relationship among Brent Oil, Bitcoin and Ethereum was examined with the Granger Causality test. As a result of the study, a bidirectional casualty relationship is determined between Brent Oil and Ethereum. However, a one-way causality relationship is found between Brent Oil and Bitcoin. On the other hand, there is no causality relationship between Ethereum and Bitcoin.

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