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Covıd-19 Krizinin Petrol Fiyatları Üzerine Etkisi

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  • Ayhan Kuloğlu

Abstract

Çin’in Wuhan şehrinde Aralık 2019’da ortaya çıkan pandemi küresel düzeyde ülkelerin ekonomilerini derinden etkilemiştir. Bu çalışma, Covid-19 pandemisinin petrol fiyatları üzerine etkisini araştırmayı amaçlamaktadır. Model, şok dönemi (23 Ocak 2020- 31 Aralık 2020) ve aşılama dönemi (4 Ocak 2021- 31 Ağustos 2021) olarak iki ayrı dönem üzerinde kurgulanmıştır. Çalışma, Salisu, Ebuh ve Usman’nın (2020) Covid-19’un pandemi ilanı öncesi ve sonrası dönemde petrol fiyatları ile hisse senedi getirileri arasındaki nedensellik ilişkisini inceleyen çalışması temel alınarak geliştirilmiştir. Çalışmada petrol fiyatları (LOIL), küresel günlük teyit edilmiş Covid-19 vaka sayıları (LCOV) ve ABD dolar endeksi (LDXY) değişenleri kullanılarak Johansen Eşbütünleşme testi uygulanmıştır. Serilerin birim köke sahip olduğu ve uzun dönemde eşbütünleşik olduğu görülmüştür. Değişkenler arasında uzun dönem etkinin derecesi ve yönünü belirlemek için FMOLS ve CCR testleri uygulanmıştır. Sonuç olarak, pandeminin petrol fiyatlarına etkisi aşılama döneminde şok dönemine kıyasla daha ılımlı negatif etkiye sahip olduğu görülmektedir. Ülkeler pandeminin etkilerini azaltmak için aşılama çalışmalarına hız vermelidirler.

Suggested Citation

  • Ayhan Kuloğlu, 2021. "Covıd-19 Krizinin Petrol Fiyatları Üzerine Etkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(3), pages 710-727.
    • Handle: RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727
    DOI: 10.30784/epfad.996706
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    More about this item

    Keywords

    Covid-19; Petrol Fiyatları; Dolar Endeksi;
    All these keywords.

    JEL classification:

    • I19 - Health, Education, and Welfare - - Health - - - Other
    • Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
    • H12 - Public Economics - - Structure and Scope of Government - - - Crisis Management

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