Cilt 9 Sayı 1 (2021): Business & Management Studies: An International Journal
Makaleler

Emtia fiyatı ve navlun piyasasının ajan bazlı etkileşimi

Abdullah Açık
Arş. Görv., Dokuz Eylül Üniversitesi
Sadık Özlen Başer
Prof. Dr., Dokuz Eylül Üniversitesi

Yayınlanmış 2021-03-25

Anahtar Kelimeler

  • Commodity Price, Freight Market, Volatility Spillover
  • Emtia Fiyatı, Navlun Piyasası, Oynaklık Yayılımı

Nasıl Atıf Yapılır

Açık, A., & Başer, S. Özlen. (2021). Emtia fiyatı ve navlun piyasasının ajan bazlı etkileşimi. Business & Management Studies: An International Journal, 9(1), 56–75. https://doi.org/10.15295/bmij.v9i1.1684

Özet

Bu çalışmanın amacı, 3 ana kuru dökme yük olan demir cevheri, kömür ve buğday fiyatları ile bu üç temel yükün taşınmasında yoğun olarak kullanılan gemiler olan Capesize, Panamax ve Handymax navlunları arasındaki ilişkiyi araştırmaktır. Bu başlıca gemi türleri, piyasadaki ajanlar olarak ele alınmışlardır. Temel araştırma soruları, emtia fiyatları ve navlun rotaları arasında bir oynaklık yayılımı ve risk transferi olup olmadığı ve yük türü ve yoğun taşıma oranına göre ilişkilerde bir farklılaşma olup olmadığıdır. Bu araştırma sorularını test etmek için, değişkenler arasındaki bilgi akışını ve oynaklık yayılımını inceleyen varyansta nedensellik analizi kullanılmıştır. Elde edilen sonuçlar, etkileşimin hem gemi türlerine hem de emtia türlerine göre farklılık gösterebildiğini ve oynaklık yayılımı ve risk transferlerinin emtia fiyatlarından navlun oranlarına doğru olduğunu ortaya koymaktadır.

İndirmeler

İndirme verileri henüz mevcut değil.

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