{"title":"uluslararasyi Kıymetli Metal Piyasalarının Rejim Dinamikleri(国际贵金属市场机制动态)","authors":"Ayben Koy, Güldenur Çetin, İhsan Ersan","doi":"10.2139/SSRN.2992052","DOIUrl":null,"url":null,"abstract":"Turkish Abstract: Bu calismanin amaci, kiymetli metal piyasalarinin dogrusal olmayan yapilarini Cok Degiskenli Markov Rejim Degisim Modelleriyle (MMS-VAR) analiz etmektir. Calismanin gozlem araligi 02 Ocak 2002 – 28 Mart 2016 olup, spot altin, gumus, paladyum ve platine ait gunluk kapanis fiyatlarini icermektedir. Arastirma sonuclari, uluslararasi kiymetli metal piyasasinin daralma, ilimli buyume ve genisleme rejimlerinden olusan bir yapiya sahip olduguna dair kanitlar sunmaktadir. \nEnglish Abstract: The aim of this study is to analyze whether the precious metals have a nonlinear pattern by using Multivariate Markov SwitchingVector Autoregressive Models (MMS-VAR). The observation period is between 02 January 2002 and 28 March 2016 and includes daily closed prices of gold, silver, palladium and platinum. Research results have evidence that the international precious metal market have a structure with three regimes as depression, moderate growth and expansion.","PeriodicalId":388404,"journal":{"name":"ERN: Other Econometric Modeling: Commodity Markets (Topic)","volume":"37 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Uluslararası Kıymetli Metal Piyasalarının Rejim Dinamikleri (Regime Dynamics of International Precious Metal Markets)\",\"authors\":\"Ayben Koy, Güldenur Çetin, İhsan Ersan\",\"doi\":\"10.2139/SSRN.2992052\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Turkish Abstract: Bu calismanin amaci, kiymetli metal piyasalarinin dogrusal olmayan yapilarini Cok Degiskenli Markov Rejim Degisim Modelleriyle (MMS-VAR) analiz etmektir. Calismanin gozlem araligi 02 Ocak 2002 – 28 Mart 2016 olup, spot altin, gumus, paladyum ve platine ait gunluk kapanis fiyatlarini icermektedir. Arastirma sonuclari, uluslararasi kiymetli metal piyasasinin daralma, ilimli buyume ve genisleme rejimlerinden olusan bir yapiya sahip olduguna dair kanitlar sunmaktadir. \\nEnglish Abstract: The aim of this study is to analyze whether the precious metals have a nonlinear pattern by using Multivariate Markov SwitchingVector Autoregressive Models (MMS-VAR). The observation period is between 02 January 2002 and 28 March 2016 and includes daily closed prices of gold, silver, palladium and platinum. Research results have evidence that the international precious metal market have a structure with three regimes as depression, moderate growth and expansion.\",\"PeriodicalId\":388404,\"journal\":{\"name\":\"ERN: Other Econometric Modeling: Commodity Markets (Topic)\",\"volume\":\"37 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-03-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Other Econometric Modeling: Commodity Markets (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/SSRN.2992052\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Other Econometric Modeling: Commodity Markets (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/SSRN.2992052","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Uluslararası Kıymetli Metal Piyasalarının Rejim Dinamikleri (Regime Dynamics of International Precious Metal Markets)
Turkish Abstract: Bu calismanin amaci, kiymetli metal piyasalarinin dogrusal olmayan yapilarini Cok Degiskenli Markov Rejim Degisim Modelleriyle (MMS-VAR) analiz etmektir. Calismanin gozlem araligi 02 Ocak 2002 – 28 Mart 2016 olup, spot altin, gumus, paladyum ve platine ait gunluk kapanis fiyatlarini icermektedir. Arastirma sonuclari, uluslararasi kiymetli metal piyasasinin daralma, ilimli buyume ve genisleme rejimlerinden olusan bir yapiya sahip olduguna dair kanitlar sunmaktadir.
English Abstract: The aim of this study is to analyze whether the precious metals have a nonlinear pattern by using Multivariate Markov SwitchingVector Autoregressive Models (MMS-VAR). The observation period is between 02 January 2002 and 28 March 2016 and includes daily closed prices of gold, silver, palladium and platinum. Research results have evidence that the international precious metal market have a structure with three regimes as depression, moderate growth and expansion.
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