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RESEARCH

 

 

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.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.  Ekonomski vjesnik/Econviews - Review of Contemporary Business, Entrepreneurship and Economic Issues, 37(2), 319–337. https://doi.org/10.51680/ev.37.2.8 (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. 03-  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-Dizin)
  • 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 (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 - 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


CONFERENCE PRESENTATIONS/ PROCEEDINGS

 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