Khan, Asad ul Islam
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Organizasyon Birimleri
Yönetim Bilimleri Fakültesi, İktisat Bölümü
İktisat Bölümü, başta Türkiye ve çevre ülkeler olmak üzere küresel ekonomileri anlayan, var olan sorunları analiz ederken, iktisadi kuramları ve kavramları yetkin ve özgün bir şekilde kullanma becerisine sahip bireyler yetiştirmeyi amaçlamaktadır.
Adı Soyadı
Khan
İlgi Alanları
Solunum Sistemi, Genel ve Dahili Tıp, Çevre Bilimleri ve Ekoloji, İş Ekonomisi, Bilim ve Teknoloji
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Yayın Asymmetric effects of economic growth, fossil fuel consumption, and financial development on carbon emissions in Ghana(Shaheed Benazir Bhutto Women University, 2024) Abdul Rahman, Mutawakil; Iftikhar, Sundas; Khan, Asad ul Islam; Yönetim Bilimleri Fakültesi, İktisat BölümüThis research analyzes the impact of economic expansion, non-renewable energy consumption (NonREC), financial sector improvement, and carbon releases in Ghana. The study used yearly data from 1971 to 2014 and applied the Nonlinear Autoregressive Distributed Lag (NARDL) method to examine the data. The NARDL approach facilitated the differentiation of variables into favorable and unfavorable adjustments by examining the short-and long-run effects. The results indicated that all the independent variables exhibited short-term asymmetries, while economic growth presented long-term asymmetry. Negative adjustments in economic expansion led to a decline in carbon releases in the long run but an increase in the short run. favorable and unfavorable adjustments in NonREC positively and negatively impact carbon releases in both the short and long term. Additionally, negative adjustments in financial development positively affected carbon releases in the long run. The cumulative dynamic multipliers graphs and impulse response function graphs illustrate the same impact pattern of the independent variables on carbon releases, confirming the findings' robustness. The study suggests implementing environmental policies in Ghana that promote renewable sources of energy and energy-conserving innovations to reduce environmental degradation. The findings recommend that the decision-maker prioritize effective environmental strategies like a green economy, renewable energy use, and energy-saving technologies. By adopting clean energy and implementing advanced technologies, sustainable economic growth can be achieved while preserving the environment and the ecosystem.Yayın Beyond GARCH: Intraday insights into the exchange rate and stock price volatility dynamics in Borsa Istanbul sectors(Shaheed Benazir Bhutto Women University, 2024) Abdul-Rahman, Mutawakil; Khan, Asad ul Islam; Kaplan, Muhittin; Yönetim Bilimleri Fakültesi, İktisat BölümüThis study investigated the impact of exchange rate volatility on sectoral stock volatility by employing the intraday volatility measure directly calculated from the original data, using daily data from 27 Borsa Istanbul sectors between April 29, 2003, and April 25, 2023. In the literature, GARCH models are commonly used to study the volatility spillovers between exchange rates and stock prices, typically using aggregate data. However, the GARCH family models provide inefficient and biased estimates if they are misspecified. Moreover, using aggregate-level data may lead to biased and misleading conclusions. The research used intraday volatility measures to overcome the shortcomings of GARCH models. The ordinary least squares (OLS), GARCH (1,1) methods, and Garman and Klass (1980) volatility estimator are used. The empirical results showed that the estimates from each method vary significantly, and these disparities in the results might be due to misspecification in GARCH (1,1) models. The intraday volatility model estimation results showed that although stock price volatilities in all sectors are positively and significantly affected by exchange rate volatility, their magnitudes vary significantly. Taken together, this implies the presence of vast heterogeneities in the responses of sectoral stock price volatilities to exchange rate volatility. The results encourage policymakers to pay special attention to these heterogeneities to prevent capital flights and underinvestment. Additionally, the findings assist investors in making more effective decisions by helping them adapt their investment strategies to factor in exchange rate fluctuations and mitigate the impact of unexpected events in the exchange rate market.
