RESEARCH INTERESTS
-
Time Series Econometrics. Lévy Processes &
Stochastic Volatility Modeling
-
Bayesian Approach in Statistics and
Econometrics. Probability and Statistics in
Engineering, Social Sciences and Medicine
PEER-REVIEWED JOURNAL ARTICLES
JA.18_23 01-
Uçak, H., Yelgen, E. &
Arı, Y.
(2023) The volatility connectedness between chicken
and selected crops.
World's Poultry Science Journal,
DOI:
https://doi.org/10.1080/00439339.2023.2252408.
(WoS - SCI)
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
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
(TR DİZİN)
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
(TR-Dizin)
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)
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.
–
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)
JA.09_22. –
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 + Scopus)
JA.08_21. -
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)
JA.07_21. -
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. -
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. -
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. –
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)
JA.03_19. -
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. -
Ari Y., & Papadopoulos S. A. (2016).
Bayesian estimation of the parameters of the
ARCH model with Normal Innovations using
Lindley’s approximation. Journal of Economic
Computation and Economic Cybernetics Studies and
Research, issue 4-2016, Vol. 50, pp.
217-234.
Paper link
(WoS- SCI-E & SSCI)
http://www.ecocyb.ase.ro/nr20164
JA.01_11. – 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
BOOK CHAPTERS
-
BC.10_22 - Ari, Y.
(2022). - A Statistical Approach to the
Urbanization: The Case of Turkey. In: O. Olawale
Awe, Kim Love, Eric A. Vance (Eds). Promoting
Statistical Practice and Collaboration in
Developing Countries. ISBN 9781032195551.
Chapman and Hall/CRC.
https://doi.org/10.1201/9781003261148
-
BC.09_22 - Ari, Y.,
Yelgen, E. & Uçak H. (2022). The Impact of
Covid-19 On the Volatility Spillover Between
BIST-BILISIM and Cryptocurrencies. In Mansour,
N., & Ben Salem, S. (Eds.). COVID-19's Impact
on the Cryptocurrency Market and the Digital
Economy. IGI Global. (Feb 2022 Forthcoming)
https://doi.org/10.4018/978-1-7998-9117-8
-
BC.08_22 - Ari, Y.
(2022). A Statistical Analysis for the
Accessibility of Electronic Data Delivery System
of the Central Bank of the Turkish Republic. In
Y. Akgül (Eds.), App and Website
Accessibility Developments and Compliance
Strategies (pp. 38-57). IGI Global.
https://doi.org/10.4018/978-1-7998-7848-3.ch002
-
BC.07_21 - Arı Y.
(2021) Using COGARCH-Filtered Volatility in
Modelling Within ARDL Framework. In: Adıgüzel
Mercangöz B. (eds) Handbook of Research on
Emerging Theories, Models, and Applications of
Financial Econometrics. Springer, Cham.
https://doi.org/10.1007/978-3-030-54108-8_13
-
BC.06_21 – Ari, Y.
(2021). Continuous Autoregressive Moving Average
Models: From Discrete AR to Lévy-Driven CARMA
Models. In D. Samanta, R. Rao Althar, S.
Pramanik, & S. Dutta (Eds.), Methodologies
and Applications of Computational Statistics for
Machine Intelligence (pp. 118-141). IGI
Global.
https://doi.org/10.4018/978-1-7998-7701-1.ch007
-
BC.05_20 - Ari, Y.
(2020). Volatility Transmission Model Using
DCC-GARCH Representation. In Evci, S & Sharma, A
(Eds), Studies at the Crossroads of Management &
Economics (pp. 237-250). IJOPEC Publication.
https://www.researchgate.net/publication/341626785
-
BC.04_20 - Ari, Y.
(2020). The Impact of USD-TRY Forex Rate
Volatility on Imports to Turkey from Central
Asia. In B. Christiansen, & H. Sezerel (Eds.), Economic,
Educational, and Touristic Development in Asia (pp.
70-89). IGI Global.
https://doi.org/10.4018/978-1-7998-2239-4.ch004
-
BC.03_19 - Arı, Y.
(2020). COGARCH Models: An Explicit Solution to
the Stochastic Differential Equation for
Variance. In S. Alparslan Gök, & D. Aruğaslan
Çinçin (Eds.), Emerging Applications of
Differential Equations and Game Theory (pp.
79-97). IGI Global.
https://doi.org/10.4018/978-1-7998-0134-4.ch005
-
BC.02_18 - Arı Y.
(2018) Bayesian Estimation of GARCH(1,1) Model
Using Tierney-Kadane’s Approximation. In:
Tsounis N., Vlachvei A. (eds) Advances in
Time Series Data Methods in Applied Economic
Research. ICOAE 2018. Springer Proceedings
in Business and Economics. Springer, Cham.
https://doi.org/10.1007/978-3-030-02194-8_24
-
BC.01_18 -
Yilmaz, G., &
Ari Y. (2018). Analyzing
the Effect of the Increase in Corporation Tax
Rate on Corporation Tax Revenues via Multiple
Regression with Dummy Variables. In Christos
Papatheodorou, Savaş Çevik, Dimitris Paitaridis,
Güneş Yılmaz (Eds). Political Economy of
Labour, Income Distribution & Exclusion,
pp.95-110. IJOPEC Publication.
https://www.researchgate.net/publication/341626948
CONFERENCE PRESENTATIONS/ PROCEEDINGS
CP.24_23 -
Akbulut N. &
Ari Y.
(2023). TVP-VAR Frequency Connectedness Between the
Foreign Exchange Rates of Non-Euro Area Member
Countries.
The XVII. International Scientific Conference on
Contemporary Problems of Economics, Management,
Finance, Insurance, and Banking.
Plock, Poland.
CP.23_23 -
Akbulut N., Aktürk, B., &
Ari Y.
(2023). Finansal Yatırım Araçlarının TÜFE Bazlı
Aylık Reel Getiri Volatiliteleri Üzerine TVP-VAR
Frekans Bağlantılılık Analizi.
Ekonomi ve Finans Kongresi, İstanbul Beykent
Üniversitesi,
İstanbul, Türkiye.
CP.22_22
-
Tuncer M., Akbulut N., Turhan M.S. &
Ari Y.
(2022) Linkage Between Organizational Ecology of
Transportation and Storage Firms and
Macroeconomic Variables: Evidence from TVP-VAR
Based Diebold-Yilmaz Connectedness.
The XVI. International Scientific Conference on
Contemporary Problems of Economics, Management,
Finance, Insurance, and Banking. Plock,
Poland.
CP.21_21 - ARI Y.
(2021). A Proposed Bayesian Method for The
Parameter Estimation of COGARCH (1,1) Model via
Lindley’s Approximation. In L. Lusa & A. Kastrin
(Eds). 17th Applied Statistics 2021
Proceedings. (p. 82).(Abstract:
https://akastrin.si/as-book-2021.pdf)
(Poster Presentation:
https://akastrin.si/as2021/files/posters/poster/66.pdf
) (Video:https://akastrin.si/as2021/files/posters/video/66.mp4)
CP.20_21 - ARI Y.
(2021). An Application of The Diebold-Yilmaz
Volatility Spillover Index Using Lévy Driven
COGARCH Models. In M. Atan (Ed.). XXI.
International Symposium on Econometrics,
Operational Research and Statistics Abstracts.
p. 212. Holistence Publications (E-ISBN:
978-625-7047-85-2)
https://www.researchgate.net/publication/354736225
CP.19_21 - ARI Y.
(2021). An ARDL Bounds Test Approach to
Urbanization: The Case of Turkey. 2020
Plenary 2021-4:
Importance of Statistics in Urban Planning and
Development.
LISA.
https://www.lisa2020.org/symposium/
(Invited Speaker)
CP.18_21 - ARI Y.,
& UYMAZ A.O. (2021). Financial Connectedness
Between Construction Sector, Ethereum and Gold:
The Role of Covid-19 Pandemic. In
L. Akbaş (ed.).
13th International Conference
of Strategic Research on Scientific Studies and
Education (ICoSReSSE) Abstracts Book, 44-44.
SRA Academic Publishing.
(ISBN: 978-625-7148-21-4).
https://www.researchgate.net/publication/354736146
CP.17_21 - ARI Y.
(2021). The Impact of Covid-19 On Long Memory
of BIST-30 Index: The Comparison of Short-Memory
and Long-Memory GARCH Models. In Ö. K. Tüfekci
(ed.) 13th International Conference of
Strategic Research on Scientific Studies and
Education (ICoSReSSE) Proceedings, pp.
325-333. SRA Academic Publishing. (ISBN:
978-625-7148-21-4).
https://www.researchgate.net/publication/354736000
CP.16_20 – ARI, Y.
(2020). Nonlinear Modelling of BIST-100 Index
Returns Via Tar and Markov-Switching Models. In
B. Darıcı, H.M. Ertuğrul, F. Ayhan (Eds.). VII ICOAEF International Conference on Applied
Economics and Finance Extended with Social
Sciences Full Paper Proceeding, pp. 50-60.
(ISBN: 978-625-44365-0-5).
https://www.researchgate.net/publication/358009278
CP.15_20 -
Kotoko
Alifa, A., & Ari, Y. (2020). An Empirical Study on Turkey and CEMAC Trade Relations Using GARCH Volatility and ARDL Cointegration. In V. M. Srivastava,
Y.
Eratlı Şirin,
S.
Khadhraouı Ontunc (Eds.). International African Conference on Current
Studies of Science, Technology and Social Sciences Proceedings Book, pp. 270
– 282. (ISBN - 978-625-7898-12-6).
https://www.researchgate.net/publication/358009463
&
https://www.africansummit.org/pdf
CP.14_19 - ARI Y.
(2019). The Impact of the COGARCH Filtered Forex
Volatility on BIST-100 Index. In B. Darıcı, H.M.
Ertuğrul, F. Ayhan (Eds.). VII ICOAEF
International Conference on Applied Economics
and Finance Extended with Social Sciences Full
Paper Proceeding, pp. 137-149. (ISBN:
978-605-69839-6-2). https://www.researchgate.net/publication/357718620
CP.13_19 –
Çiftçi, A. &
Ari Y. (2019). The Housing
Prices in Alanya: A Hedonic Pricing Model
Application. In N. Çil,
V. Yılancı, M. Sağır (Eds.). III.
International Symposium on Economics, Finance
and Econometrics Full Paper Proceeding, pp.
16-24. (ISBN: 978-605-82381-9-0).
https://www.researchgate.net/publication/358039221
CP.12_19 - ARI Y.
(2019). Multivariate GARCH Model Via Cholesky
Decomposition. In N. Çil, V. Yılancı, M. Sağır
(Eds.). III. International Symposium on
Economics, Finance and Econometrics Full Paper
Proceeding, pp. 98-109. (ISBN:
978-605-82381-9-0).
https://www.researchgate.net/publication/358038972
CP.11_19 - ARI Y., &
TOKTAŞ Y. (2019). The Impact of Exchange Rate
Volatility on Turkey’s Livestock Imports. In H.
Uçak (Ed.). 3rd International
Conference on Food and Agricultural Economics
Proceedings Book, pp. 370-381. (ISBN:
978-605-81058-1-2). https://www.researchgate.net/publication/337651645
CP.10_19 -
ÇİFTÇİ A., &
ARI Y. (2019). Antalya
İlinde Yabancilara Satilan Konut Sayisi Üzerine
Bir Eşbütünleşme Ve VECM Analizi. In
H., Keskin (Ed.). Vi. International Social,
Human and Administrative Sciences Symposium, 1
(1), 479-488. (ISBN: 978-605-7602-94-7)
https://www.researchgate.net/publication/337651411
CP.09_18 –
YILMAZ, G. &
ARI, Y. (2018). Kurumlar
Vergisi Gelirleri Üzerine Ampirik Bir Analiz.
In:
H., Sağlam & M. E., Kenanoğlu (Eds.) ICOPEC
2018: 10 Years After the Great Recession:
Orthodox versus Heterodox Economics 9.
International Conference on Political Economy
Abstracts & Proceeding Book, 1 (26), 145-160. (ISBN:
978-1-912503-47-6).
https://www.researchgate.net/publication/358039445
CP.08_18 - ARI Y.
(2018). Bayesian Estimation of GARCH (1,1) Model
Using Tierney-Kadane’s Approximation. In N.
Tsounis and A. Vlachvei (eds.), Advances in Time
Series Data Methods in Applied Economic
Research, Springer Proceedings in Business and
Economics, pp. 355-364.
https://doi.org/10.1007/978-3-030-02194-8_24
&
https://www.researchgate.net/publication/329606344
CP.07_16 - ARI Y.,
Papadopoulos A. (2016). Bayesian Estimation of
Student-t GARCH Model using Lindley’s
Approximation. 17th International Symposium on
Econometrics, Operations Research and Statistics
Abstracts Book, pp. 34-36. Retrieved from:
http://eyi2016.cumhuriyet.edu.tr/abstracts.pdf
/
https://www.researchgate.net/publication/358042628
CP.06_15 – ARI, Y.,
& Papadopoulos, A. (2015). Bayesian Estimation
of the Parameters of the ARCH Model using
Lindley’s Approximation. The International 9th
Bi-Annual
Statistics Congress Abstracts Book, pp. 14-15.
Retrieved from:
http://www.istkon.net/ISTKON9.pdf /
https://www.researchgate.net/publication/358042208
CP.05_12 - ARI Y.,
Yıldırım Y., & Bayracı S. (2012). Long-Memory
Financial Time Series Modeling of the ISE100
Index. 8. World Congress in Probability and
Statistics (Abstract Paper / Poster).
https://www.researchgate.net/publication/358040268
CP.04_12 - ARI Y. (2012).
Volatility Modeling of Foreign Exchange Rate:
Discrete GARCH Family versus Continuous GARCH.
13th International Symposium on Econometrics,
Statistics and Operations Research 2012 (Full
Paper / Oral Presentation)
CP.03_11 -
Bayracı S., Yıldırım Y., &
Ari Y. (2011).
Stochastic Volatility Modeling in Istanbul Stock
Exchange: Heston Model etc. COGARCH (1.1). In A.
Duran & C. Çetin (Eds.). Abstracts Book of
International Conference on Mathematical Finance
and Economics. p. 103. Istanbul Technical
University. (ISBN 978-975-561-398-7).
https://www.researchgate.net/publication/358039497
CP.02_11 –
Bayracı, S.,
Ari Y., & Yıldırım Y.
(2011). A Vector Auto-Regressive (VAR) Model for
The Turkish Financial Markets. In B. Güloglu
(Eds.) Proceedings of the 12th International
Symposium on Econometrics, Statistics and
Operations Research, 752-767. Pamukkale
University.
https://www.researchgate.net/publication/358039758
CP.01_11 - ARI Y.,
ÜNAL G. (2011). Continuous Modeling of Foreign
Exchange Rate of USD versus TRY. International
Conference on Economics and Finance (Abstract
Paper)
SEMINARS
GIVEN
-
“Recent Bayesian Estimation Methods for GARCH
Models”, Warsaw University of Life Sciences.
[July 2018]
-
“Stochastic Volatility Models and Bayesian
Estimation of GARCH Models”, Yeditepe
University. [March 2016]
-
“Parametric versus Non-parametric Tests in
Hypothesis Testing”, invited lecturer to
Research Methods for Psychology, Yeditepe
University. [July 2015]
-
“Statistical Methods in Language Development
Studies”, SDU [Feb 2014]
-
“Stochastic Calculus and Stochastic Differential
Equations”, Financial Economics Graduate
Programme, Yeditepe University. [Oct 2008]
-
“The Basics of Financial Mathematics”, Financial
Economics Graduate Programme, Yeditepe
University. [Sep 2008]
SEMINARS & WORKSHOPS ATTENDED
-
Lectures on Lévy Processes and Stochastic
Calculus” by Professor David Applebaum, 5th-9th
Dec 2011, Koç University, Istanbul, Turkey.
-
“V. Student Recruitment Workshop”,
Foreign Economic Relations Board (DEIK) / Higher
Education Business Council (EEIK), Istanbul,
Turkey. [May 2017]
COMPUTER
SKILLS
-
R, S-Plus, C, JAMOVI, JASP, PSPP, SPSS, Eviews,
JMulti, Gretl, OxMetrics, JSP, HTML, CSS
PROFESSIONAL MEMBERSHIP
-
International Society for Business and
Industrial Statistics - Member
-
Econometric Research Association - Member
-
Turkish Statistical Association - Member
REVIEWING
& EDITORIAL EXPERIENCE
-
Applied Economics
– (SSCI) – reviewer
-
Journal of Applied Statistics – (SCI) – reviewer
-
International Journal of Finance & Economics
– (SSCI) – reviewer
-
Buildings
– (SCI-E) – reviewer
-
Technological Forecasting and Social Change - An
International Journal – (SSCI) – reviewer
-
Advances in Meteorology – (SCI-E) – reviewer
-
International Journal of Accounting and
Information Management – (SSCI) – reviewer
-
Children and Youth Services Review – (SSCI)
– reviewer
-
TUBITAK
Turk Journal Electric Engineering & Computer
Science – (SCI-E) – reviewer
-
Journal of Agricultural Science and Technology –
(SSCI) – reviewer
-
Electronic Journal of Social Sciences (SBedergi)
- Editorial Board Member
-
Journal of Çukurova University Faculty of
Economics and Administrative Sciences (Çukurova
Üniversitesi İktisadi ve İdari Bilimler
Fakültesi Dergisi) – (Index Copernicus) –
reviewer
-
International Journal of Food and Agricultural
Economics – reviewer
-
Pakistan Journal of Social Sciences – reviewer
-
Alanya Academic Review – (ULKABİM)
– reviewer
-
Journal of Selçuk
University Social Sciences Vocational School –
reviewer
-
The Journal of International Lingual Social and
Educational Sciences – reviewer
-
Pamukkale University Journal of Social Sciences
Institute – (ULKABİM) – reviewer
-
Istanbul Gelisim University Journal of Social
Sciences – (ULKABİM) – reviewer
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