İktisadi ve İdari Bilimler Fakültesi / Faculty of Economics and Administrative Sciences

Permanent URI for this collectionhttps://hdl.handle.net/11727/1399

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    Return and Volatility Connectedness in Electronic Warehouse Receipt Market of Turkey
    (2023) Acikgoz, Turker; 0000-0002-5613-1929; IYJ-0960-2023
    Over the course of the last century, globalization and integration have increased significantly around the world. The rise in economic and financial globalization and integration has increased the connectedness between national economies and financial markets and secured an important place in the systemic risk spillover. It is important to analyze the issue in terms of different markets. Food prices around the world have increased significantly over the last 20 years. The price and volatility increase associated with food products lead to important socioeconomic and social problems. In this context, it will be important for decision-makers to assess the issue from the perspective of financial markets and to understand and reveal the dynamic structure of food commodity markets. This study aims to examine the connectedness of return and volatility in the Electronic Warehouse Receipt (EWR) market, where agricultural commodities are traded in Turkey, and to analyze its dynamic structure that changes over time. In this study, the Diebold-Yilmaz connectedness measurement method based on the forecast error variance decomposition after the VAR (p) model was used to analyze the connectedness between financial assets. According to the results of the static analysis performed, it was observed that while the return connectedness in the EWR market is very low, the volatility connectedness is at a higher level than the return connectedness. Based on the results of the dynamic analysis, no trend was observed in return connectedness; however, rapid increases and decreases were observed for certain periods. On the other hand, while an increasing trend was observed in the dynamic analysis of volatility connectedness, sudden increases and decreases were observed during periods of crisis. Of all agricultural commodities, it was observed that barley was the asset that sent the most net shock into the system. The EWR market in Turkey has come up recently. The market's structure, dynamics, and synchronization with other markets are still at a low level. The spillover effect of return and volatility shocks in the market are also low. The findings of this study can be used by producers, financial market participants and various decision makers for risk management, hedging and profit maximization purposes.
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    The Effect Of Occupational Identification On Burnout: The Mediation Role Of Workload Perception And Psychological Resilience
    (2021) Dogan, Aysun; Basim, Hamdullah Nejat
    This study was conducted to examine the mediation role of workload perception and psychological resilience in the effect of occupational identification on burnout. The research model that was constructed within the scope of the research variables, was tested with the data which were gathered from 503 nurses. The analysis of the survey data indicates that occupational identification is negatively associated with burnout and workload, positively associated with psychological resilience. The findings also indicate that workload perception positively and psychological resilience negatively associated with burnout. It was determined that workload perception and psychological resilience, had a partial mediation role in the effect of occupational identification on burnout. In addition to that, only emotional exhaustion dimension of burnout was found to be high, despite nursing occupation were characterized with the highest burnout among others in the relevant literature.