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Record W2119058621 · doi:10.5539/ijef.v3n6p99

Relationships between Oil Price and Stock Market: An Empirical Analysis from Istanbul Stock Exchange (ISE)

2011· article· en· W2119058621 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueInternational Journal of Economics and Finance · 2011
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsCointegrationEconomicsOil priceGranger causalityStock exchangeIndex (typography)EconometricsStock marketStock market indexJohansen testFinancial economicsCapitalization-weighted indexAugmented Dickey–Fuller testBrent CrudeStock (firearms)Stock pricePrice indexMonetary economicsError correction modelSeries (stratigraphy)GeographyFinance

Abstract

fetched live from OpenAlex

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.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.129
Threshold uncertainty score0.777

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.086
GPT teacher head0.267
Teacher spread0.181 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it