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Ozan Evkaya
DR
University Teacher in Statistics
,
School of Mathematics
Overview
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Network
Research output
(3)
Similar Profiles
(1)
Fingerprint
Dive into the research topics where Ozan Evkaya is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
1
Similar Profiles
Consumption
Economics, Econometrics and Finance
100%
Electricity Market
Economics, Econometrics and Finance
100%
Quantile Regression
Economics, Econometrics and Finance
100%
Stock Exchange
Economics, Econometrics and Finance
100%
Copula
Economics, Econometrics and Finance
100%
Stock
Economics, Econometrics and Finance
100%
Analysis
Social Sciences
100%
Measure
Social Sciences
100%
Research output
3
Article
Research output per year
Research output per year
Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index
Evkaya, O.
,
Gür, İ.
,
Külekc, B. Y.
&
Poyraz, G.
,
6 Feb 2024
, (E-pub ahead of print)
In:
Computational Economics.
Research output
:
Contribution to journal
›
Article
›
peer-review
Open Access
File
Copula
100%
Stock Exchange
100%
Stock
100%
Generalized Autoregressive Conditional Heteroskedasticity
75%
Return
25%
Analysis of asymmetric financial data with directional dependence measures
Kizilok Kara, E.
,
Acik Kemaloglu, S.
&
Evkaya, O.
,
31 Dec 2023
,
In:
Hacettepe Journal of Mathematics and Statistics.
24 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
Open Access
Copula
100%
Measure
100%
Dependence
100%
Analysis
100%
Measures
100%
Sectoral electricity consumption modeling with D-vine quantile regression: The US electricity market case
Evkaya, O.
,
Yilmaz, B.
&
Yuksel Haliloglu, E.
,
23 Dec 2022
, (E-pub ahead of print)
In:
Energy Sources Part B: Economics, Planning and Policy.
18
,
1
, 2160523.
Research output
:
Contribution to journal
›
Article
›
peer-review
Quantile Regression
100%
Consumption
100%
Electricity Market
100%
Regression Model
20%