Doğal Gaz Piyasasında Fiyat Balonları

ataş, berkan

doi:10.29023/alanyaakademik.1109469

Doğal Gaz Piyasasında Fiyat Balonları

Berkan ATAŞ (İstanbul Üniversitesi, İşletme Fakültesi, İşletme Bölümü, Finans Ana Bilim Dalı, İstanbul, Türkiye)

Alanya Akademik Bakış

4 2

Yıl: 2023 Cilt: 7 Sayı: 1 Sayfa Aralığı: 277 - 290 Metin Dili: Türkçe DOI: 10.29023/alanyaakademik.1109469 İndeks Tarihi: 17-05-2023

Doğal Gaz Piyasasında Fiyat Balonları

Öz:

Doğal gaz hem verimliği hem de diğer fosil temelli enerji kaynaklarına göre daha çevreci bir alternatif olması nedeniyle günümüzde en çok kullanılan enerji kaynaklarından biridir. Covid-19 etkilerinin yavaş yavaş hafiflemeye başlaması ile birlikte toparlanan ekonomilerin enerji gereksinimlerinin artmasıyla birlikte gelişen arz talep dengesizlikleri sonucu fiyatlarda yukarı yönlü bir hareket gözlemlenmektedir. Çalışmanın amacı yurtiçi ve uluslararası doğalgaz piyasalarındaki fiyat balonlarını pandemi öncesi yakın dönemi de kapsar şekilde karşılaştırmalı olarak analiz etmektir. Fiyat balonlarının tespiti için Generalised Supremum Augmented Dickey Fuller (GSADF) yöntemi kullanılmıştır. Bulunan sonuçlara göre hem yurtiçi gaz referans fiyatında hem de uluslararası doğal gaz piyasında çok dönemli fiyat balonu bulgularına rastlanmıştır. Bununla birlikte uluslararası ve yurtiçi piyasadaki balonların büyük ölçüde birbirine yakın dönemde gerçekleşmesi yurtiçi fiyat politikalarının uluslararası patlayıcı fiyat değişimlerini sönümlendirmekte yetersiz olduğunu göstermektedir.

Anahtar Kelime: Doğal Gaz Piyasaları Fiyat Balonları GSADF

Price Bubbles in Natural Gas Market

Öz:

Natural gas is one of the most used energy sources today, due to its efficiency and environmentally friendly feature to other fossil-based energy sources. An upward trend is observed in prices as a result of the supply-demand imbalances that have developed with the increase in the energy needs of the recovering economies as the effects of Covid-19 begin to fade. The study aims to investigate the price bubbles in the domestic and international natural gas markets, including the recent period before the pandemic. The Generalized Supremum Augmented Dickey Fuller (GSADF) method is employed to detect price bubbles. The results suggest multi-period price bubbles in both the domestic gas reference price and the international natural gas market. Besides, the fact that the bubble periods in the international and domestic markets are close to each other suggests that domestic price policies are insufficient to dampen international explosive price changes.

Anahtar Kelime: Natural Gas Markets Price Bubbles GSADF

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	ataş b (2023). Doğal Gaz Piyasasında Fiyat Balonları. , 277 - 290. 10.29023/alanyaakademik.1109469
Chicago	ataş berkan Doğal Gaz Piyasasında Fiyat Balonları. (2023): 277 - 290. 10.29023/alanyaakademik.1109469
MLA	ataş berkan Doğal Gaz Piyasasında Fiyat Balonları. , 2023, ss.277 - 290. 10.29023/alanyaakademik.1109469
AMA	ataş b Doğal Gaz Piyasasında Fiyat Balonları. . 2023; 277 - 290. 10.29023/alanyaakademik.1109469
Vancouver	ataş b Doğal Gaz Piyasasında Fiyat Balonları. . 2023; 277 - 290. 10.29023/alanyaakademik.1109469
IEEE	ataş b "Doğal Gaz Piyasasında Fiyat Balonları." , ss.277 - 290, 2023. 10.29023/alanyaakademik.1109469
ISNAD	ataş, berkan. "Doğal Gaz Piyasasında Fiyat Balonları". (2023), 277-290. https://doi.org/10.29023/alanyaakademik.1109469

APA	ataş b (2023). Doğal Gaz Piyasasında Fiyat Balonları. Alanya Akademik Bakış, 7(1), 277 - 290. 10.29023/alanyaakademik.1109469
Chicago	ataş berkan Doğal Gaz Piyasasında Fiyat Balonları. Alanya Akademik Bakış 7, no.1 (2023): 277 - 290. 10.29023/alanyaakademik.1109469
MLA	ataş berkan Doğal Gaz Piyasasında Fiyat Balonları. Alanya Akademik Bakış, vol.7, no.1, 2023, ss.277 - 290. 10.29023/alanyaakademik.1109469
AMA	ataş b Doğal Gaz Piyasasında Fiyat Balonları. Alanya Akademik Bakış. 2023; 7(1): 277 - 290. 10.29023/alanyaakademik.1109469
Vancouver	ataş b Doğal Gaz Piyasasında Fiyat Balonları. Alanya Akademik Bakış. 2023; 7(1): 277 - 290. 10.29023/alanyaakademik.1109469
IEEE	ataş b "Doğal Gaz Piyasasında Fiyat Balonları." Alanya Akademik Bakış, 7, ss.277 - 290, 2023. 10.29023/alanyaakademik.1109469
ISNAD	ataş, berkan. "Doğal Gaz Piyasasında Fiyat Balonları". Alanya Akademik Bakış 7/1 (2023), 277-290. https://doi.org/10.29023/alanyaakademik.1109469