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Ezgi Kuyu

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Open access Aug 2026

Volatility Spillovers Between Oil Prices and Sectoral Stock Indices in Türkiye: Evidence from VAR-Diagonal BEKK-GARCH

This study assesses the volatility spillovers between Brent crude oil prices and main sectoral index returns on Borsa Istanbul using daily data from January 2, 2015, to 28 July 2025. Unlike previous studies that focus on aggregate market indices, this research provides a granular sectoral analysis to uncover hidden het...

T. Köse, Ezgi Kuyu · 0 citations

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