Scopus İndeksli Yayınlar Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12573/395

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Author: search.filters.author.Tekin, HasanWoS Q: search.filters.wosQuartile.N/A

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  • Article
    Citation - Scopus: 23
    Oil Price Shocks During the COVID-19 Pandemic: Evidence From United Kingdom Energy Stocks
    (Asia-Pacific Applied Economics Association, 2021-05-25) Muğaloğlu, Erhan; Polat, Ali Yavuz; Tekin, Hasan; Dogan, Abdullah
    We investigate the dynamic relationship between global oil prices, the stock market, and oil and gas stock (FTSE-OG) returns in the UK through a structural vector autoregressive (VAR) framework during the COVID-19 pandemic. The structural VAR results suggest that the impact of structural shocks related to the global oil price on FTSE-OG index returns becomes less important and loses its explanatory power during the pandemic. However, stock market shocks increase their explanatory power in the variations of FTSE-OG index returns. © 2023 Elsevier B.V., All rights reserved.
  • Article
    Citation - Scopus: 9
    Adjustment Speed of Debt Maturity: Evidence From Financial Crises in East Asia
    (Bank Indonesia Institute, 2021-04-14) Tekin, Hasan; Polat, Ali Yavuz
    We investigate the change in adjustment speed of debt maturity for East Asian firms between 1990 and 2017 by including two exogenous shocks: the Asian Financial Crisis 1997-1998 (AFC) and the Global Financial Crisis 2007-2009 (GFC). We employ the least square dummy variable correction and find that East Asian firms have a slower adjustment of long-term debt over time. Besides, the decrease in adjustment speed of long-term debt after the GFC is more compared to the decrease after the AFC. Further analysis shows the optimal debt maturity differs across countries and industries. Another important implication of our results is that firms in high governance countries are more likely to close the gap between the actual and target debt maturity in time. Overall, debt holders and investors should consider financial uncertainties. © 2025 Elsevier B.V., All rights reserved.