MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03547nam a2200421 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
200436491 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
TR-AnTOB |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20231219000941.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
|---|
| fixed length control field |
ta |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
171111s2021 tu ab e mmmm 000 0 tur d |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(TR-AnTOB)200447481 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
TR-AnTOB |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
TR-AnTOB |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
İngilizce |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) |
|---|
| Classification number |
TEZ TOBB SBE İŞL YL’21 MAN |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mandi, Emad |
| Relator term |
author |
| 9 (RLIN) |
135561 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Geopolitical events' effect on the volatility of crude oilmarket: |
| Remainder of title |
An example of WTI / |
| Statement of responsibility, etc. |
Emad Mandi ; thesis advisor Melike Meterelliyoz Kuyzu. |
| 246 11 - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Jeopolitik olayların ham petrol piyasasına etkisi: WTI örneği |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Ankara : |
| Name of producer, publisher, distributor, manufacturer |
TOBB ETÜ Sosyal Bilimleri Enstitüsü, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2021. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 91 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
29 cm |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 502 ## - DISSERTATION NOTE |
|---|
| Dissertation note |
Tez (Yüksek Lisans)--TOBB ETÜ Sosyal Bilimler Enstitüsü Aralık 2021. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
Bu çalışma, Arap Baharı, Mısır Darbesi, Yemen İç Savaşı ve Suudi Müdahalesi, 2016 OPEC Üretim Kesintisi, ABD – Çin Ticaret Savaşı ve Rusya – Suudi Arabistan Petrol Fiyatı Savaşı olmak üzere altı önemli olayın, ham petrol piyasasının oynaklığı üzerindeki etkisini araştırmaktadır. Ek olarak bu çalışmada, gelecekte ham petrol piyasasının oynaklığını tahmin edebilecek başarılı modeller bulunması hedeflenmiştir. 2021 yılında karşılaşılan Suudi Arabistan – Birleşik Arap Emirlikleri Petrol Krizi olayı verileri kullanarak bu hedef üzerine çalışılmıştır. Petrol fiyatları West Texas Intermediate (WTI) ham petrol göstergesi kapanış değerleri dikkate alınarak verileri göre belirlenmiştir, bahsi geçen siyasi olayları kapsayan Eylül 2009 ile Ağustos 2021 arasındaki veriler analize dahil edilmiştir. Bu amaçla GARCH modelleri bu çalışmada kullanılan metodolojin temelini oluşturmuştur. Çalışmanın sonucunda, özellikle petrol zengini Ortadoğu ülkeleri ile ilgili jeopolitik olayların WTI ham petrol gösterge fiyatları üzerinde önemli bir etkiye sahip olduğu bulunmuştur. |
|
|---|
| Summary, etc. |
This study investigates the effect of major six events namely, Arab Spring, Egypt Coup, Yemen Civil war & Saudi Intervention, 2016 OPEC Production Cut, U.S. – China Trade War, and Russia – Saudi Arabia Oil Price War, on the volatility of the crude oil market. To exemplify, this study utilized successful models that can estimate the volatility of the crude oil market in the future, to do that a recent event was used which is Saudi Arabia – United Arab Emirates Oil Crisis in 2021. The West Texas Intermediate (WTI) benchmark's closing price data was used to cover the range from September 2009 to August 2021. The methodology that was used to analyze this data was the GARCH(1,1) process which is one of the most widely used models within GARCH models. The main finding of the study is that geopolitical events, especially ones related to middle east countries which are rich of oil, have a significant impact on the WTI crude oil benchmark prices. |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Geopolitical Events |
|
|---|
| Uncontrolled term |
WTI |
|
|---|
| Uncontrolled term |
Volatility |
|
|---|
| Uncontrolled term |
Forecast |
|
|---|
| Uncontrolled term |
GARCH |
|
|---|
| Uncontrolled term |
Jeopolitik Olaylar |
|
|---|
| Uncontrolled term |
Oynaklık |
|
|---|
| Uncontrolled term |
Tahmin |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kuyzu, Melike Meterelliyoz |
| Relator term |
advisor |
| 9 (RLIN) |
129298 |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
TOBB Ekonomi ve Teknoloji Üniversitesi. |
| Subordinate unit |
Sosyal Bilimler Enstitüsü |
| 9 (RLIN) |
95247 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Thesis |
| Source of classification or shelving scheme |
Other/Generic Classification Scheme |
