Küçüközmen, C Coşkun
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Kucukozmen, C Coskun
Kucukozmen, C. Coskun
Küçüközmen, Cumhur Coşkun
Küçüközmen, Cumhur Çoşkun
Küçüközmen, CC
Kucukozmen, C. Coskun
Küçüközmen, Cumhur Coşkun
Küçüközmen, Cumhur Çoşkun
Küçüközmen, CC
Job Title
Email Address
coskun.kucukozmen@ieu.edu.tr
Main Affiliation
03.04. International Trade and Finance
Status
Current Staff
Website
ORCID ID
Scopus Author ID
Turkish CoHE Profile ID
Google Scholar ID
WoS Researcher ID
Sustainable Development Goals
5
GENDER EQUALITY
0
Research Products
9
INDUSTRY, INNOVATION AND INFRASTRUCTURE
5
Research Products
13
CLIMATE ACTION
3
Research Products
8
DECENT WORK AND ECONOMIC GROWTH
4
Research Products
14
LIFE BELOW WATER
1
Research Products
17
PARTNERSHIPS FOR THE GOALS
0
Research Products
1
NO POVERTY
3
Research Products
2
ZERO HUNGER
2
Research Products
4
QUALITY EDUCATION
3
Research Products
11
SUSTAINABLE CITIES AND COMMUNITIES
4
Research Products
16
PEACE, JUSTICE AND STRONG INSTITUTIONS
1
Research Products
3
GOOD HEALTH AND WELL-BEING
0
Research Products
6
CLEAN WATER AND SANITATION
1
Research Products
12
RESPONSIBLE CONSUMPTION AND PRODUCTION
3
Research Products
10
REDUCED INEQUALITIES
2
Research Products
15
LIFE ON LAND
0
Research Products
7
AFFORDABLE AND CLEAN ENERGY
3
Research Products
Documents
11
Citations
236
h-index
7
Documents
7
Citations
149
Scholarly Output
14
Articles
3
Views / Downloads
8/425
Supervised MSc Theses
3
Supervised PhD Theses
2
WoS Citation Count
134
Scopus Citation Count
150
WoS h-index
3
Scopus h-index
3
Patents
0
Projects
0
WoS Citations per Publication
9.57
Scopus Citations per Publication
10.71
Open Access Source
6
Supervised Theses
5
| Journal | Count |
|---|---|
| Springer Proceedings in Complexity | 2 |
| Ege Akademik Bakış | 1 |
| Emergıng Markets Fınance And Trade | 1 |
| Borsa Istanbul Revıew | 1 |
| Internatıonal Journal of Housıng Markets And Analysıs | 1 |
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13 results
Scholarly Output Search Results
Now showing 1 - 10 of 13
Master Thesis Tehlikeli Maddelerin Deniz Yoluyla Taşınması ve Gemi Kazaları(2025) Acar, Cem; Küçüközmen, Cumhur ÇoşkunDeniz taşımacılığında tehlikeli maddelerin taşınması çok riskli ve dikkat edilmesi gereken bir konudur. Bu bağlamda genel olarak tehlikeli maddeler,türleri ve taşınırken dikkat edilmesi gereken hususlara değinilmiş ve gemi kazaları konu edilmiştir. Daha sonrasında bu tip kazaların yaşanmaması,can ve mal kayıplarının önüne geçilmesi adına alınabilecek ne gibi aksiyonlar vardır gibi sorulara yanıt aranmıştır.Master Thesis Auditors' Perceptions of Artificial Intelligence: Evidence From Global Audit Companies(İzmir Ekonomi Üniversitesi, 2023) Şen, Yağmur; Küçüközmen, Cumhur ÇoşkunSon dönemde yaşanan teknolojik gelişmeler, denetim sektörünün faaliyetlerini teknoloji tabanlı temeller üzerine oturtarak süreçlerini değiştirme ve dönüştürme gerekliliğini ortaya çıkarmıştır. Bu tez, Türkiye'de denetim sektöründeki yapay zekâ uygulamalarının mevcut durumunu ve denetçilerin bu konudaki tutumlarını dört büyük denetim şirketlerinde faaliyet gösteren denetçilere anket uygulayarak ortaya koymayı amaçlamaktadır. Denetçilerin anket cevapları betimsel istatistiklerle, sorular ile değişkenler arasındaki ilişki ki-kare analizi ile incelenmiştir. Sonuç olarak, yapay zekâ platformlarının Türkiye'deki küresel denetim şirketlerinin süreçlerine dahil edildiği ve denetçilerin genel olarak yapay zekâ platformlarına olumlu baktığı gözlemlenmiştir. Türkiye'de yapay zekâ destekli denetimlere katılan denetçilerin tutumları ilk kez bu çalışmada ortaya konulmuştur.Book Part Geleceği Şekillendiren Teknoloji: Yapay Zeka(2023) Genç, Tolga; Küçüközmen, C CoşkunArticle Citation - WoS: 10Citation - Scopus: 12Discovering the Fundamentals of Turkish Housing Market: a Price Convergence Framework(Emerald Group Publishing Ltd, 2023) Ozguler, Ismail Cem; Buyukkara, Z. Goknur; Küçüközmen, C CoşkunPurpose The purpose of this study is to determine the Turkish housing price and rent dynamics among seven big cities with a unique monthly data set over 2003-2019. The secondary purpose is to examine bubble dynamics within the price convergence framework through alternative tests. Design/methodology/approach The paper conducts two autoregressive distributed lag (ARDL) cointegration estimates for housing prices and rents and applies conditional error correction model to investigate the long-run drivers of the Turkish housing market. The authors compare ARDL cointegration in-sample forecasts and discounted cash flow (DCF) estimates with actual prices to determine the timing, magnitude and collapse period(s) of bubbles within the price convergence framework. In particular, the generalized sup augmented Dickey-Fuller (GSADF) approach time stamps multiple explosive price behaviors. Findings The ARDL results confirm the theory of investment value by addressing mortgage rates, the price-to-rent ratio and rents as the fundamental factors of house prices. The price-to-rent ratio offers a comparison mechanism among houses deciding to buy a new house in which rents increase monthly real estate investment returns, and mortgage rates act as the discount rate. One key finding is that these dynamics have a greater impact on house prices than mortgage rates. Furthermore, the ARDL, DCF and GSADF findings exhibit temporal overvaluations rather than bubble signals, implying that housing price appreciations, including explosive behaviors, are consistent with fundamental advances. Originality/value This paper is considered to be innovative in determining housing market dynamics through two different ARDL estimates for the Turkish housing price index and rents in real terms as dependent variables. The authors compare the boom and collapse periods of the real housing price index and its fundamentals via the GSADF test. A final key feature of this research is its extensive data set, with 11 different regressors between 2003 and 2019.Book Part Citation - WoS: 1Citation - Scopus: 3Re-Examining Turkey's Potential of Becoming a Natural Gas Transit Hub(Springer-Verlag Berlin, 2014) Karan, Mehmet Baha; Küçüközmen, C Coşkun; Akturk, ArifThe aim of this study is to investigate the potential for Turkey to play a role as a natural gas hub in view of its location adjacent to the most important gas producer and energy consuming countries. In spite of the importance of the location of Turkey for the energy security of the EU, the current gas stream to Turkey and infrastructure are inadequate due to technical, political and economic factors affecting the Southeastern European energy corridor. During the last 15 years, Turkey has achieved considerable reforms in energy markets and complied with all directives of the European Union. However, Turkey still needs to adopt a more transparent framework regarding liberalization of its internal energy market. Our study shows that Turkey should not only improve her market structure, but also continue to develop new projects that will improve her position in the competitive world energy environment. Turkey is in a key location in this international game: in addition to the current BTE pipeline, TANAP is the most promising pipeline passing through Turkey in the east-west energy corridor. A SWOT analysis reveals many factors that favor Turkey as the major European natural gas transit hub. However, many obstacles that may hinder the achievement of its full potential remain.Editorial Citation - Scopus: 1Crises and Recovery in Emerging Markets Guest Editors' Introduction(Routledge Journals, Taylor & Francis Ltd, 2012) Yetkiner, İ Hakan; Küçüközmen, C Coşkun[Abstract Not Available]Book Part Object Oriented Modelling of Corporate Complexity Performance Balance Card: Cbbc(Springer, 2015) Çınar F.; Küçüközmen, C CoşkunRecent advances in computing and communications technology indicate that this progress and use of state of the art techniques will continue at a very rapid pace. This situation will inevitably increase companies’ informational data input and output as a consequence. It is also obvious that companies need to process and convert both input and output in such a manner that valuable entities are created in return. We value data as a company asset to be visualised in the form of new generation graphics providing decision-makers with significant corporate information. By these ways executives who can realize and evaluate the overall picture more effectively will be able to take new steps forward in improving business efficiency. We hereby suggest an alternative object-oriented business modelling approach which is able to more comprehensively analyse problems with respect to relations and correlations in current company structure. Through our model we propose a new reporting system by restructuring available data to enable decision makers to have reports via a user friendly reporting system. We combine the data available in the system with data source Objects via the Java SQL-based database, then the Cortex is formed and an infrastructure is developed for making statistical inquiries. Thus, all data in a single pool of resources can be managed and integrated with the reports consolidated while summary reports which provide spontaneous pictures and graphics are provided to be displayed instantly. © Springer International Publishing Switzerland 2015.Doctoral Thesis Measuring the Effectiveness of Hedging Strategies for Fx Risk in Turkish Electricity Market(İzmir Ekonomi Üniversitesi, 2021) Uysal, Emin Tolga; Küçüközmen, Cumhur CoşkunBu kapsamlı çalışmanın ana amacı Dengeleme ve Uzlaştırma Yönetmeliğine tabi bir rüzgar enerjisi santralinin elektrik gelir portföyü döviz riskinin optimum korunma oranları bulunarak ve sabit ve dinamik korunma stratejileri karşılaştırılarak korunma etkinliğinin ölçülmesidir. Bu çalışma ülkede bulunan finansal vadeli döviz sözleşmelerini kullanarak ve farklı risk ölçme teknikleriyle ölçerek Türk elektrik piyasasındaki döviz riskinin daha iyi yönetilmesinin yollarının bulunmasını hedeflemektedir. Bu hedefe ulaşmak için Borsa İstanbul (BIST)'da işlem gören Türk Lirası ABD Doları döviz vadeli işlem sözleşmelerinin optimum korunma oranları tespit edilmiştir. Portföylerin sabit ve dinamik yöntemlerden olan Sıradan En Küçük Kareler, tam korunma ve çok değişkenli bir GARCH modeli olan diagonal VECH yöntemleriyle hesaplanan korunma oranları Minimum Varyans Korunma Oranı Teorisi çerçevesinde karşılaştırılmıştır. Bulunan sonuçlar, varyansın yüzdesel azalımının dinamik GARCH modelinde, statik Sıradan En Küçük Kareler ve tam korunma oranının kullanıldığı yönteme göre daha fazla olduğunu göstermektedir. Diğer taraftan parametrik yöntem ve Monte Carlo simülasyonuna göre hesaplanan günlük Riske Maruz Değerleri birbirine yakındır. GARCH yöntemiyle korunan portföyün %1'lik Riske Maruz Değeri hesaplanan en düşük değer olmakla birlikte EHE'nin minimum varyans modelinin sonucuyla da uyumludur. Christoffersen geriye dönük testi, korunan portföyler için örneklem dışı ve örneklem içi verileriyle hesaplanan bütün Riske Maruz Değerlerinin kabul edilebilir olduğunu göstermektedir.Article Citation - WoS: 13Citation - Scopus: 12Optimal Hedge Ratios and Hedging Effectiveness: an Analysis of the Turkish Futures Market(Elsevier, 2022) Buyukkara, Goknur; Küçüközmen, C Coşkun; Uysal, E. TolgaThe main purpose of this comprehensive study is to determine the optimal hedge ratios and hedging effectiveness of different futures contracts traded on the Borsa Istanbul (BIST), namely the BIST 30 equity index, US dollar-Turkish lira currency futures (USD-TRY), euro-Turkish lira (EUR-TRY) currency futures, and gold futures. The efficiency of hedge ratios estimated through constant and time-varying econometric models, such as ordinary least squares (OLS) and diagonal VECH-a multivariate generalized autoregressive conditional heteroskedasticity (GARCH) model-are compared with a minimum variance hedge ratio framework. The periods before and after the merger of the Turkish Derivatives Exchange are analyzed with the models to capture changes in the hedging effectiveness of the contracts. We find that the diagonal VECH and constant models produce almost identical positive results for both periods, suggesting similar high hedging effectiveness for BIST 30 equity futures contracts. We conclude that BIST 30 equity futures contracts provide an efficient hedging mechanism for investors aiming to protect their spot equity portfolios. However, after Turkey's foreign exchange regulation amendment in 2017, the percentage of variance reduction improves greatly for the dynamic GARCH model, compared to the static OLS model, for USD-TRY and EUR-TRY futures contracts. Furthermore, the hedging effectiveness of currency futures contracts is negatively affected during the COVID-19 pandemic period beginning in 2020. Unlike other contracts, the hedging effectiveness of gold contracts is low in all periods. Copyright (C) 2021, Borsa Istanbul Anonim Sirketi. Production and hosting by Elsevier B.V.Other Analyzing the Dual Long Memory in Stock Market Returns(2011) Küçüközmen, C Coşkun; Ural, MertBu çalışmanın amacı, zayıf formda etkin piyasa hipotezi bağlamında birleşik ARFIMA-FIGARCH modeli ve yapısal kırılma testi kullanarak beş farklı borsa endeks getiri serisi için ikili uzun hafıza özelliklerini incelemektir. Modeller S&P500, FTSE100, DAX, CAC40 ve ISE100 borsa endekslerinin günlük kapanış fiyatları kullanılarak test edilmiştir. Volatilite sürekliliği üzerinde yapısal kırılmaların etkilerini belirlemek üzere ICSS (Iterative Cumulative Sums of Squares) algoritması ile varyanstaki kırılmalar tespit edilmiş ve modellere kukla değişkenler olarak eklenmiştir. Analiz sonuçlarına göre, tüm borsalar için ikili uzun hafızanın bulunduğu anlaşılmıştır. Ayrıca volatilitenin öngörülebilir yapı göstermesi nedeniyle tüm borsaların zayıf formda etkinsiz oldukları sonucuna varılmıştır. Bunun yanı sıra, varyanstaki yapısal kırılmaların modellere eklenmesiyle volatilite dinamiklerinin daha doğru hesaplandığı ve volatilite sürekliliğinin fiilen azaldığı saptanmıştır
