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Yakari Sarissa III

Personal Details

First Name:Yakari
Middle Name:
Last Name:Sarissa
Suffix:III
RePEc Short-ID:par624
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Research output

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Working papers

  1. Ari, Yakup & Toktas, Yilmas, 2019. "Proceedings: 3rd International Conference on Food and Agricultural Economics: THE IMPACT OF EXCHANGE RATE VOLATILITY ON TURKEY’S LIVESTOCK IMPORTS," 3rd International Conference on Food and Agricultural Economics, April 25-26, 2019, Alanya, Turkey 296877, International Conference on Food and Agricultural Economics.
  2. Ari, Yakup, 2012. "Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH," MPRA Paper 43330, University Library of Munich, Germany.
  3. Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011. "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper 30475, University Library of Munich, Germany.
  4. Ari, Yakup & Unal, Gazanfer, 2010. "Continuous Modeling of Foreign Exchange Rate of USD versus TRY," MPRA Paper 29241, University Library of Munich, Germany.

Articles

  1. Akbulut Nesrin & Ari Yakup, 2023. "TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries," Folia Oeconomica Stetinensia, Sciendo, vol. 23(2), pages 1-23, December.
  2. Yakup Arı, 2022. "Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(37), pages 107-127, December.
  3. Uçak, Harun & Yelgen, Esin & Arı, Yakup, 2022. "The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 11(1), April.
  4. Yakup Arı, 2022. "TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 7(3), pages 590-607.
  5. Harun Uçak & Yakup Ari & Esin Yelgen, 2022. "The volatility connectedness among fertilisers and agricultural crop prices: Evidence from selected main agricultural products," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 68(9), pages 348-360.
  6. Arı, Yakup, 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.
  7. Tuncer Murathan & Akbulut Nesrin & Turhan Miraç Savaş & Ari Yakup, 2022. "Time-Varying Network Connectedness Between the Organizational Ecology of Transportation and Storage Firms and Macroeconomic Variables," Folia Oeconomica Stetinensia, Sciendo, vol. 22(2), pages 209-223, December.
  8. Yakup ARI & Alexandros PAPADOPOULOS, 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, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 217-234.

Chapters

  1. Yakup Arı, 2021. "Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework," Springer Books, in: Burcu Adıgüzel Mercangöz (ed.), Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, edition 1, pages 301-321, Springer.
  2. Yakup Arı, 2018. "Bayesian Estimation of GARCH(1,1) Model Using Tierney-Kadane’s Approximation," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 355-364, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011. "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper 30475, University Library of Munich, Germany.

    Cited by:

    1. Katarzyna Mamcarz, 2019. "Gold Market and Selected Stock Markets–Granger Causality Analysis," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 405-422, Springer.

Articles

  1. Uçak, Harun & Yelgen, Esin & Arı, Yakup, 2022. "The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 11(1), April.

    Cited by:

    1. Zaremba, Lukasz, 2023. "Uwarunkowania Zmienności Cen Warzyw W Polsce," Roczniki (Annals), Polish Association of Agricultural Economists and Agribusiness - Stowarzyszenie Ekonomistow Rolnictwa e Agrobiznesu (SERiA), vol. 2023(4).
    2. Harun Uçak & Yakup Ari & Esin Yelgen, 2022. "The volatility connectedness among fertilisers and agricultural crop prices: Evidence from selected main agricultural products," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 68(9), pages 348-360.

Chapters

    Sorry, no citations of chapters recorded.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ARA: MENA - Middle East and North Africa (2) 2011-05-07 2019-12-09
  2. NEP-AGR: Agricultural Economics (1) 2019-12-09
  3. NEP-ECM: Econometrics (1) 2013-01-07
  4. NEP-ETS: Econometric Time Series (1) 2013-01-07
  5. NEP-FOR: Forecasting (1) 2011-05-07
  6. NEP-MIC: Microeconomics (1) 2011-05-07

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