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Bu çalışmanın amacı Covid-19 küresel salgınının altın ons fiyatları ve dolar endeksi üzerindeki etkisini araştırmaktır. Bu amacı gerçekleştirmek için 1 Mart 2020 - 7 Mayıs 2020 dönemi günlük vaka ve ölüm sayıları, altın ons fiyatları ve dolar endeks verileri dikkate alınmıştır. Serilerin durağanlığını araştırmak için yapısal kırılmalı birim kök testlerinden Narayan ve Pop birim kök testi yapılmıştır. Değişkenler arasındaki eşbütünleşme ilişkisini tespit etmek içinse Hatemi-J Eşbütünleşme testi uygulanmıştır. Elde edilen bulgularda değişkenler arasında eşbütünleşme ilişkisi tespit edilmiş ve Hatemi- J Asimetrik nedensellik testi ile nedensellik ilişkisine bakılmıştır. Analiz sonucunda pandemiden kaynaklanan vefat ve vaka sayısı ile dolar endeksi arasında eşbütünleşik ilişki bulunmaktadır. Nedensellik testi sonucunda ise pandemi kaynaklı vaka ve vefat sayısındaki pozitif şokların dolar endeksi ve altın ons fiyatı üzerinde şoklara neden olduğu tespit edilmiştir.
The aim of this study was to investigate the effects of the global epidemic Covid-19 on gold ounce prices and the dollar index. In order to realize this goal, daily case and death numbers, gold ounce prices and dollar index data for the period of March 1, 2020-May 7, 2020 were taken into consideration. Narayan and Pop unit root tests, which are structural break unit root tests, were performed to investigate the stationarity of the series. Hatemi-J Cointegration test was applied to determine the cointegration relationship between the variables. In the findings obtained, the cointegration relationship between the variables was determined and the causality relationship was examined with the Hatemi-J asymmetric causality test. As a result of the analysis, there was co-integrated relationship between the number of deaths and cases caused by the pandemic and the dollar index. As a result of the causality test, it was determined that positive shocks in the number of pandemic cases and deaths caused shocks on the dollar index and gold ounce price.
The aim of this study was to investigate the effects of global epidemic Covid-19 on gold ounce prices and the dollar index. In order to realize this aim, daily case and death numbers, gold ounce prices and dollar index datafor the period of March 1, 2020-May 7, 2020 were taken into consideration. Narayan and Pop unit root tests, which are structural break unit root tests, were performed to investigate the stationarity of the series. Hatemi-J Cointegration test was applied to determine the cointegration relationship between the variables. In the findings obtained, the cointegration relationship between the variables was determined and the causality relationship was examined with the Hatemi-J Asymmetric causality test. As a result of the analysis, there was co-integrated relationship between the number of deaths and cases caused by pandemic and the dollar index. As a result of the causality test, it was determined that positive shocks in the number of pandemic cases and deaths caused shocks on the dollar index and gold ounce price.
Field : Güzel Sanatlar; Hukuk; İlahiyat; Sosyal, Beşeri ve İdari Bilimler
Journal Type : Uluslararası
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