Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Fuzuli Aliyev"'
Publikováno v:
Risks, Vol 12, Iss 7, p 113 (2024)
The study described in this paper develops a new technique which permits the execution of an open straddle strategy based on the superior volatility forecast for analyzing historical data. We extend the current litearure by measuring the volatility o
Externí odkaz:
https://doaj.org/article/d8b065e6db1140e0a55f837d8f830ee5
Publikováno v:
International Journal of Energy Economics and Policy, Vol 12, Iss 1 (2022)
This paper explores the effect of financial development, economic growth, and energy prices represented by consumer price index (CPI) on energy consumption in Russia by performing VECM, CCR, DOLS and FMOLS analyses to the annual data from 1995 to 201
Externí odkaz:
https://doaj.org/article/137b5eaf70ae413593534877c3d793b4
Autor:
Fuzuli Aliyev
Publikováno v:
International Journal of Financial Studies, Vol 7, Iss 2, p 27 (2019)
Market efficiency has been analyzed through many studies using different linear methods. However, studies on financial econometrics reveal that financial time series exhibit nonlinear patterns because of various reasons. This paper examines market ef
Externí odkaz:
https://doaj.org/article/136fc05adfdb4bce82b96c08b7557c53
Publikováno v:
Economies, Vol 5, Iss 2, p 13 (2017)
Undoubtedly, oil prices play a crucial role in the macroeconomic performances of oil-exporting developing countries. In this regard, the exchange rate is one of the key macroeconomic indicators worthy of investigation. Existing literature shows that
Externí odkaz:
https://doaj.org/article/65a20e4ee2b840febb10611f9dc892e8
Autor:
Fatih YİĞİT, Fuzuli ALİYEV
Publikováno v:
Volume: 22, Issue: 1 49-58
Ege Academic Review
Ege Academic Review
This study investigates the short- and long-run nexus between the volatility index of VIX and sovereign credit risk represented by CDS spread in emerging markets, namely Turkey, China, Russia, Brazil, and Mexico. The emerging markets are at the cente
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4063617c7db2aa2560466c07fa3af2bc
https://doi.org/10.21121/eab.1064521
https://doi.org/10.21121/eab.1064521
Publikováno v:
2022 IEEE 16th International Conference on Application of Information and Communication Technologies (AICT).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4e0a22f9afc78aaeb69d82fa8176279
https://doi.org/10.1109/aict55583.2022.10013496
https://doi.org/10.1109/aict55583.2022.10013496
Publikováno v:
Brazilian Journal of Business. 2:2994-3001
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a35d6a3f8d421d9761a8b5515f286e7f
https://doi.org/10.34140/bjbv2n3-075
https://doi.org/10.34140/bjbv2n3-075
Autor:
Fuzuli Aliyev
Recent developments in technology and research have brought new innovations into the finance sector. Applying mathematics and computer science into finance has developed a multidisciplinary financial engineering field, where new quantitative and comp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e2468781e8d8985968947af8702f3935
https://doi.org/10.1108/978-1-80043-444-820211015
https://doi.org/10.1108/978-1-80043-444-820211015
Autor:
Nigar Gamarli, Fuzuli Aliyev
Publikováno v:
Volume: 3, Issue: 3 625-632
Finans Ekonomi ve Sosyal Araştırmalar Dergisi
Finans Ekonomi ve Sosyal Araştırmalar Dergisi
B u c a l i smad a , B o r s a I s tanbul ’ da ( B I S T) h a fta ici g unle r i a nomali l e r i nin g o z lenip g o z lenm e d i g i arastirilmistir . B u amacla 2015 yili itibariyle 52 haftalik BIST 100 e nd e ksi e lde e di l m i st ir . B u a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::746c5888417e5e7b7c7ea43a02d2ba21
https://doi.org/10.29106/fesa.392479
https://doi.org/10.29106/fesa.392479
Autor:
Fuzuli Aliyev, Aysel Soltanli
Publikováno v:
Academic Journal of Economic Studies, Vol 4, Iss 1, Pp 74-81 (2018)
In this paper we tested Capital Asset Pricing Model (shortly CAPM hereafter) on the selected banking stocks of Borsa Istanbul. Here we tried to explain how to price financial assets based on their risks in the case of BIST-100 index. CAPM is an impor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doajarticles::ff3bbdccc3521a223114443527bea57e
http://www.ajes.ro/wp-content/uploads/AJES_article_1_148.pdf
http://www.ajes.ro/wp-content/uploads/AJES_article_1_148.pdf