BIST Kimya, Petrol, Plastik Endeksi Hisse Senedi Fiyatları ile Petrol Fiyatları Arasındaki İlişkinin İncelenmesi

Abdulkadir Kaya, Ömer Binici
580 120

Öz


Enerji türlerinin en önemli unsuru ve üretim sektörünün vazgeçilmez faktörlerinden biri olan petrolün son yıllardaki fiyatındaki değişimler, reel sektör yanında finansal sektörü de etkilemektedir. Bu çalışmada, Türkiye’de faaliyet gösteren, ana üretim faktörü petrol olan Borsa İstanbul (BİST) Kimya, Petrol, Plastik endeksinde yer alan şirketlerin hisse senetleri fiyatları ile petrol fiyatları arasındaki ilişki incelenmiştir. Bu amaçla, BIST Kimya, Petrol, Plastik endeksi ile petrol fiyatları arasındaki uzun dönemli bir ilişki olup olmadığı Johansen Jusellius Eşbütünleşme Testi ile test edilmiştir. Değişkenler arasındaki nedenselliğin yönünü belirlemek için ise Granger Nedensellik Testi yöntemi ile kullanılmıştır. Yapılan analizler sonucunda, petrol fiyatları ile BIST Kimya, Petrol, Plastik endeksi arasında eşbütünleşme ilişkisi bulunmuştur. Ayrıca petrol fiyatlarından, BIST Kimya, Petrol, Plastik endeksine doğru tek yönlü bir nedensellik ilişkisine tespit edilmiştir.

Anahtar Kelimeler: Petrol Fiyatları, BIST Kimya, Petrol, Plastik Endeksi, Johansen Eşbütünleşme Testi, Granger Nedensellik Testi


Anahtar kelimeler


Petrol Fiyatları, BIST Kimya, Petrol, Plastik Endeksi, Johansen Eşbütünleşme Testi, Granger Nedensellik Testi

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