TR Dizin İndeksli Yayınlar Koleksiyonu / TR Dizin Indexed Publications Collection
Permanent URI for this collectionhttps://hdl.handle.net/20.500.14365/4
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Article Menşe Ülke Etkisinin Çevrimiçi Satın Alma Kararları Üzerindeki Etkileri: Kapsamlı Bir Derleme(2025-12-25) Akdeniz, Gözde; Dobrucali, BirceBu çalışma, menşe ülke kavramının çevrimiçi satın alma kararları üzerindeki etkisini kapsamlı bir şekilde incelemeyi amaçlamaktadır. Bu doğrultuda, mevcut bilgi birikimi içindeki kavramsal ve metodolojik yaklaşımlar ile ampirik boyutlar detaylı bir şekilde analiz edilerek sentezlenmiş ve eleştirel bir değerlendirmeye tabi tutulmuştur. İşletme ve yönetim literatüründen 2006-2025 yılları arasında yayımlanmış 38 makaleye ulaşılmıştır. Literatürdeki güncel durumu belirlemek ile gelecekteki araştırma yönelimlerini ortaya koymak için kapsamlı bir derleme çalışması yapılmıştır. İncelenen makalelerin çoğu hipotez odaklı ve yapılandırılmış olup, daha az bir kısmı keşifsel niteliktedir. Çoğunlukla ikincil verilere dayalı istatistiksel teknikler ve çevrimiçi anketler kullanılırken, vaka çalışmaları daha az tercih edilmiştir. Kesitsel ve boylamsal araştırmalar neredeyse eşit düzeyde temsil edilerek çevrimiçi menşe ülke etkilerine dair hem statik hem de dinamik içgörüler sunmaktadır. Coğrafi açıdan, araştırmalar daha çok Asya, Kuzey Amerika ve Avrupa ülkelerine odaklanmaktadır. Çalışmalarda tüketici ürünlerine, hizmetler ve endüstriyel ürünlerden daha fazla önem verildiği gözlemlenmektedir. Örnekleme yöntemleri genellikle yetersiz açıklanmış olup, en yaygın kullanılan veri analiz tekniği çok değişkenli istatistiklerdir. Bu araştırma, uluslararası pazarlama literatürüne katkıda bulunarak mevcut çalışmaları gözden geçirmek, daha fazla inceleme gerektiren boşlukları vurgulamak ve gelecekteki araştırmalar için olası yönelimler önermek amacıyla gerçekleştirilmiştir.Article Return Transmission Among Fossil Energy Commodities, Clean Energy Stocks, Green Bonds, and Energy Cryptocurrency(Mehmet Akif Ersoy University, 2025-09-30) Cagli, Efe C.; Mandacı, Pınar Evrim; Kocakaya, Birce Tedik; Tedik Kocakaya, Birce; Evrim Mandaci, PinarThis paper investigates return transmission among fossil energy commodities (crude oil, natural gas, gas oil, unleaded gasoline, and heating oil), clean energy stocks, green bonds, and energy cryptocurrency markets. We consider Bloomberg’s fossil energy subindices to proxy various energy commodities. We use the WilderHill Clean Energy Index (ECO) and Solactive Green Bond Index (GB) as proxies for clean energy stocks and green bonds. In addition, the Powerledger (POWR) coin is used to proxy energy cryptocurrency. We employ the TVP-VAR frequency connectedness technique for the period from November 12, 2017, to September 28, 2023. Our findings indicate a moderate level of interdependence with an apparent increase observed during the COVID-19 pandemic. Notably, short-term factors play a significant role in shaping this connectedness. Furthermore, the analysis identifies clean energy stocks, green bonds and energy cryptocurrencies as recipients, while all fossil energy commodities other than natural gas and gasoline are identified as transmitters. These conclusions have important implications for investors and policymakers.Article Finansal Stresin Fosil Enerji Emtiaları ile Yeşil Enerji Piyasaları Arasındaki Dinamik Bağlantılılığa Etkisi(Economic and Financial Research Assoc – EFAD, 2025-06-30) Cagli, Efe C.; Mandacı, Pınar Evrim; Kocakaya, Birce Tedik; Taşkın, DilvinBu makale, FSI (Finansal Stres Endeksi), VIX (Volatilite Endeksi) ve EPU (Ekonomik Politika Belirsizliği) gibi seçili stres değişkenlerinin yeşil piyasalar (hisse senetleri ve tahviller) ile fosil enerji emtiaları arasındaki dinamik bağlantılılık üzerindeki etkilerini incelemeyi amaçlamaktadır. Bağlantılılığı ölçmek için TVP-VAR modelini ve bu stres değişkenlerinin 1 Kasım 2012'den 15 Kasım 2022'ye kadar bu bağlantı üzerindeki etkilerini araştırmak için Fourier Kümülatif Granger Nedensellik testini kullanıyoruz. Sonuçlar, esas olarak kısa vadeli dinamiklerden kaynaklanan orta düzeyde getiri bağlantılılığı olduğunu gösteriyor ve bu da çeşitlendirmenin uzun vadeli yatırımlar için daha faydalı olabileceğini gösteriyor. COVID-19 salgını sırasında yüksek bağlantılılık gözlemliyoruz. Bağlantılılık, su şirketi hisseleri hariç, fosil enerji emtiaları arasında yüksek ancak yeşil hisse senedi ve tahvil piyasaları arasında düşüktür. Su hisselerinin piyasalar üzerinde önemli bir etkisi vardır, bunu petrol takip eder. Nedensellik test sonuçlarımız, FSI ve VIX'in bunların arasındaki bağlantılılığı etkilediğini göstermektedir.Article Machine Learning Applications in Social Media Analytics: a State-Of Analysis(2021) Dobrucalı, Birce; İlter, BurcuSocial media analytics (SMA), referring to the collection and analysis of user generated data from social media platforms, attract attention of both researchers and practitioners striving to derive consumer insights. The SMA domain grows multifariously, with a highlight on the capability of machine learning algorithms in capturing noteworthy insights through processing high-volume and complex data in a cost effective way. As machine learning applications draw attention as a fertile area that may re-shape the future of SMA, there is a need to comprehend trends and approaches in an integrative framework. Accordingly, this study aims to present an integrative framework by portraying machine learning application trends and approaches in SMA. 42 scientific articles published in refereed scientific business, management, and computational science journals between the years 2013 and 2019 are analyzed via systematic literature review based on visual text mining method (SLR-VTM). The results revealed five distinctive research clusters as: (1) review sites, (2) microblogs, (3) social networking sites, (4) content communities, (5) cross-media. This analysis plays a crucial role for enhancing our understanding regarding the intellectual structure of the field, acknowledging the leading studies of the domain, better positioning future research, and determining gaps and new paths for researchers.Article The Impact of Oil Price Shocks on Sector Indices: Evidence From Borsa İstanbul(2018-04-25) Gümüş, Gülüzar Kurt; Delice, Mehmet Erdem; Vardar, GülinWe analyze the dynamic relationship between daily Brent oil prices andselected sector index returns of Borsa İstanbul. To perform an elaborate analysis,because oil price fluctuations affect sectors differently, the sectoral index returns areclassified as oil-user, oil-related, oil-substitute, and financial. Employing Johansen andJuselius (1990) cointegrating technique, the long-run relationship is examined betweenthe oil price changes and sectoral stock returns. After the investigation of the causalrelationship between these two variables, Impulse Response Functions and VarianceDecomposition Analysis are used to evaluate how shocks to variables rebound througha system. Given that significant changes have occurred across capital marketsthroughout the period, it would appear to be worthwhile to investigate whether changesin interactions among oil prices and sectoral stock returns have occurred as a result. Thefindings indicate that; there is cointegration between returns of half of the sectoralindices analyzed and oil prices Granger causes sectoral index returns.Article Volatility Transmission Between Housing and Stock Markets in Europe: a Multivariate Garch Perspective(Ege Univ, Fac Economics & Admin Sciences, 2018) Vardar, Gulin; Aydogan, BernaOver the past decade, the significant changes in the prices of stock and real estate markets have intensified the interest of heightened concern about volatility in these markets. This paper deals with the dynamic return and volatility transmissions across real estate and stock markets in European countries over the period from 1985:Q1 through 2017:Q1. Using VAR-BEKK-GARCH model, we find significant evidence supporting shock and volatility spillover effects from real estate to stock markets in Denmark, Finland, Ireland and Spain whereas evidence running from stock to real estate markets is found in Spain, Sweden and Italy. In contrast, there is no evidence of any such spillovers in Belgium. Overall, these empirical findings provide fresh insights and policy implications in cross-market volatility spillovers for domestic and international investors, and also policy makers, through the potential for improved risk management and more efficient portfolio diversification.Article Citation - WoS: 2Customer Service Failure Evaluations in Diverse Airlines Business Models(Ege Univ, Fac Economics & Admin Sciences, 2019-10-26) Dobrucali, Birce; Oflac, BenguEven though it is impossible to eliminate all failures in a service encounter, due to their negative outcomes, airlines' strive at minimizing failures as much as possible. Customers may act differently after failures, but the important point for airlines is to understand the underlying psychological mechanisms for prevention. In this regard, this study reveals the dynamics by which expectancies of passengers affect stability attribution, word of mouth (WOM) and repurchase intentions after exposing service failures in diverse airlines business models. Structural equation modeling is used to compare models in two airlines business contexts: low cost carriers (LCCs) and flagship airlines. Findings demonstrate that for LCC, passengers' expectations positively affect stability attributions. Additionally, stability attribution following flagship airlines service failure is found to have a negative effect on repurchase intentions. Finally, findings indicate that following both LCC and flagship service failures, stability attribution decreases WOM intention of passengers.Article Citation - WoS: 1Quantifying Return and Volatility Spillovers Among Major Cryptocurrencies: a Var-Bekk Analysis(Eskisehir Osmangazi Univ, Fac Education, 2022-12-01) Vardar, Gülin; Tacoglu, Caner; Aydogan, BernaThis study investigates mean and volatility spillover effects among eight major cryptocurrencies; Bitcoin, Ethereum, Litecoin, Ripple, Stellar, Bitcoin Cash, Cardano and EOS utilizing VAR-BEKK-GARCH model. The results point out that there are bidirectional and unidirectional spillover effects among these major cryptocurrencies. Moreover, the findings indicate that some cryptocurrencies are the transmitter, while others act as a receiver and among all, Litecoin is the highest transmitter, and Stellar is the only one that acts as a receiver. The interdependence among cryptocurrencies supports that they are becoming more integrated and thereby, provides important investment strategies for investors and policy implications for regulators.