Relationships between Oil Price and Stock Market: An Empirical Analysis from Istanbul Stock Exchange (ISE)
Bibliographic record
Abstract
The present study examined long-term relationships and short-term dynamics between National 100, National 50 and National 30 Index of Istanbul Stock Exchange (ISE) and international Brent oil price by using various econometric techniques. The study, in which relationships of three index with oil price are sought separately, encompasses the period between 04.01.2000 and 04.01.2010 and was performed with data consisting of 2437 days. As a result of applied Johansen cointegration test, it was determined that there was a cointegrated relationship between each index and oil price, with other words, there was a long term relationship between each of the three index and oil price. As a result of Granger causality analysis, it was observed that there was one way causality relationship from all index of the stock exchange market to oil price, but oil price was not the causal of each of the three index.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.001 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.001 | 0.002 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".