PEER-REVIEWED JOURNAL ARTICLES
JA.22_24.04- Akbulut, N., Aktürk, B., & Arı, Y (2024). TVP-VAR Frequency Connectedness Analysis on Cpi-Based Monthly Real Return Volatility of Financial Investment Instruments (accepted - WoS - ESCI)
JA.21_24.03- Arı, Y. , Kurt, H. & Uçak, H. (2024). Volatility Connectedness Across Global E-Commerce Stocks. Ekonomski Pregled. 75-4, 295-310. https://doi.org/10.32910/ep.75.4.1 (WoS - ESCI)
JA.20_24.02- Uçak, H., Yelgen, E. & Arı, Y. (2024) The volatility connectedness between chicken and selected crops. World's Poultry Science Journal, DOI: https://doi.org/10.1080/00439339.2023.2252408. (WoS - SCI - Q1)
JA.19_24.01- Uçak, H., Ullah, I. & Ari, Y. (2024). The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries. Asia-Pac J Reg Sci. https://doi.org/10.1007/s41685-023-00317-3 (WoS - ESCI - Q2)
JA.18_23.01- Akbulut, N. & Ari, Y. (2023). TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries. Folia Oeconomica Stetinensia, vol.23, no.2, 2023, pp.1-23. https://doi.org/10.2478/foli-2023-0016 (SCOPUS)
JA.17_22.09- Tuncer, M., Akbulut, N., Turhan, M. S., & Arı, Y. (2022). Time-Varying Network Connectedness Between the Organizational Ecology of Transportation and Storage Firms and Macroeconomic Variables. Folia Oeconomica Stetinensia, 22 (2), 209–223. DOI: 10.2478/foli-2022-0027. https://sciendo.com/article/10.2478/foli-2022-0027. (SCOPUS)
JA.16_22.08- Turhan, M. S. & Arı, Y. (2022). Entrepreneurship in the tourism sector with the perspective of organizational ecology: Evidence from Türkiye. Journal of Management and Organization Studies, 7(2), 27-46. DOI: 10.15659/yoad.8.1.002 (TR DİZİN)
JA.15_22.07– Ari, Y. (2022). Chasing volatility of USD/TRY foreign exchange rate: The comparison of CARR, EWMA, and GARCH models. EKOIST Journal of Econometrics and Statistics, 37, 107-127. https://doi.org/10.26650/ekoist.2022.37.1113670 (WoS - ESCI)
JA.14_22.06– Arı, Y. (2022). TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict. Ekonomi Politika ve Finans Araştırmaları Dergisi. DOI: 10.30784/epfad.1138999 (WoS - ESCI)
JA.13_22.05– Uçak H., Arı Y., Yelgen E. (2022): The volatility connectedness among fertilisers and agricultural crop prices: Evidence from selected main agricultural products. Agric. Econ. – Czech, 68: 348–360. DOI: 10.17221/147/2022-AGRICECON (WoS-SSCI - Q2)
JA.12_22.04 – Arı, Y. (2022). The comparison of range-based volatility estimators and an application of TVP-VAR-based connectedness. Journal of Life Economics. 9(3): 147-157, DOI: 10.15637/jlecon.9.3.03
JA.11_22.03 – Arı, Y. (2022). USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR, Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 67, pages 5-26. http://pe.cemi.rssi.ru/pe_2022_67_005-026.pdf . (Scopus)
JA.10_22. 02– Arı, Y. (2022). FROM DISCRETE TO CONTINUOUS: GARCH VOLATILITY MODELING OF THE BITCOIN. Ege Academic Review, 22 (3), 353-370. DOI: https://doi.org/10.21121/eab.819934 (WoS-ESCI - Q4)
JA.09_22.01 – Uçak, H., Yelgen E., & Arı, Y. (2022). The Role of Energy on Fruit and Vegetables Price Volatility: Evidence from Turkey. Bio-based and Applied Economics. DOI: 10.36253/bae-10896 (WoS-ESCI - Q2)
JA.08_21. 04- Turhan, M. S., & Arı, Y. (2021). Organizational Foundings, Disbandings, and The Covid-19 Pandemic: Evidence from The Turkish Construction Sector. Ekonomski vjesnik/Econviews - Review of Contemporary Business, Entrepreneurship and Economic Issues, 34(2). https://doi.org/10.51680/ev.34.2.7. (WoS-ESCI - Q4)
JA.07_21.03 - Turhan, M. S., & Arı, Y. (2021) Örgütsel Ekoloji ve Kooperatif Örgütlenmeleri: Türkiye’de Tarım, Ormancılık ve Balıkçılık Sektörü Üzerine Bir Analiz, Üçüncü Sektör Sosyal Ekonomi Dergisi, 56(3), 1436-1454. doi: 10.15659/3.sektor-sosyal-ekonomi.21.08.1609 (TR DİZİN)
JA.06_21.02 - Arı, Y. (2021). Volatility spillovers effect analysis during Covid-19 period using EWMA model: The case of health sector stocks in ISE. Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi , 14 (4) , 1453-1467 . DOI: https://doi.org/10.25287/ohuiibf.917674. (TR DİZİN + Index Copernicus + EBSCO)
JA.05_21.01- Arı, Y. (2021). Engle-Granger Cointegration Analysis Between Garch-Type Volatilities of Gold and Silver Returns. Alanya Akademik Bakış , 5 (2) , 589-618 . Doi: 10.29023/alanyaakademik.838284 (TR DİZİN + Index Copernicus)
JA.04_19.02 – Arı, Y., & Papadopoulos A. (2019). Bayesian Estimation of Student-t GARCH Model Using Lindley’s Approximation. Economic Computation and Economic Cybernetics Studies and Research, 53(1/2019), 75-88., Doi: 10.24818/18423264/53.1.19.05. (WoS- SCI-E & SSCI - Q3)
JA.03_19. 01- Çiftçi, A. & Arı, Y. (2019). Konut Fiyatları Üzerine Ampirik Bir Çalışma: Alanya Örneği . Çukurova Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi , 23 (2) , 229-248 . Paper Link (Index Copernicus)
JA.02_16.01 - Ari Y., & Papadopoulos S. A. (2016). Bayesian estimation of the parameters of the ARCH model with Normal Innovations using Lindley’s approximation. Economic Computation and Economic Cybernetics Studies and Research, issue 4-2016, Vol. 50, pp. 217-234. Paper link (WoS- SCI-E & SSCI - Q3) http://www.ecocyb.ase.ro/nr20164
JA.01_11. 01– Ari, Y. & Ünal, G. (2011). Continuous Modelling of Foreign Exchange Rate of USD versus TRY. International Journal of Economics and Finance Studies. Vol.3, No.11, pp.251-261. Paper Link (Scopus + EconLit +EBSCO)
SUBMITTED / ONGOING PAPERS