# Khan, Asad ul Islam

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Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla

Ä°ktisat BÃ¶lÃ¼mÃ¼, baÅŸta TÃ¼rkiye ve Ã§evre Ã¼lkeler olmak Ã¼zere kÃ¼resel ekonomileri anlayan, var olan sorunlarÄ± analiz ederken, iktisadi kuramlarÄ± ve kavramlarÄ± yetkin ve Ã¶zgÃ¼n bir ÅŸekilde kullanma becerisine sahip bireyler yetiÅŸtirmeyi amaÃ§lamaktadÄ±r.

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Khan

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Solunum Sistemi, Genel ve Dahili TÄ±p, Ã‡evre Bilimleri ve Ekoloji, Ä°ÅŸ Ekonomisi, Bilim ve Teknoloji

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YayÄ±n Constant time calculation of the metric dimension of the join of path graphs(MDPI, 2023) Zhang, Chuanjun; Haidar, Ghulam; Khan, Murad ul Islam; Yousafzai, Faisal; Hila, Kostaq; Khan, Asad ul Islam; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla The distance between two vertices of a simple connected graph G, denoted as (Formula presented.), is the length of the shortest path from u to v and is always symmetrical. An ordered subset (Formula presented.) of (Formula presented.) is a resolving set for G, if for âˆ€ (Formula presented.), there exists (Formula presented.) âˆ‹ (Formula presented.). A resolving set with minimal cardinality is called the metric basis. The metric dimension of G is the cardinality of metric basis of G and is denoted as (Formula presented.). For the graph (Formula presented.) and (Formula presented.), their join is denoted by (Formula presented.). The vertex set of (Formula presented.) is (Formula presented.) and the edge set is (Formula presented.). In this article, we show that the metric dimension of the join of two path graphs is unbounded because of its dependence on the size of the paths. We also provide a general formula to determine this metric dimension. We also develop algorithms to obtain metric dimensions and a metric basis for the join of path graphs, with respect to its symmetries.Daha fazla YayÄ±n The language of sustainability: Exploring the implications of metaphors on environmental action and finance(Corvinus University of Budapest, 2023) Napari, Ayuba; Ã–zcan, Rasim; Khan, Asad ul Islam; Ã–zcan, Rasim; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla The relationship between humans and the environment is complex. To capture this complex relationship, metaphors/concepts have always been used. The most prominent of these metaphors/conceptions is the limits concept. This views the natural environment in terms of its carrying capacity and contend that human actions must be controlled so as not to overwhelm the environment. For overburdening the environment will result in a collapse of the natural system. The environmental optimists on the other hand discount the carrying capacity contending that human ingenuity and the market mechanism will overcome any temporary environmental problems that may arise. A tempered version of both is the political-ecological class of metaphors/conceptions which emphasize the political, cultural, and economic factors responsible for environmental decay and/or restoration. In this study, the implications of these metaphors/conceptions on environmental action and environmental finance are examined. It is concluded that, the limits conception views environmental action as a top-bottom endeavor and places governmental and multilateral organizations at the center of environmental and climate finance. The neoclassical and technological optimist concepts contend that, the current capitalist structure is well suited to tackle environmental externalities and government policy should encourage eco-innovation preferable through public-private partnerships. The tapestry and the political-ecological class of metaphors envisages a role for central authorities as well as private local individuals with crowdfunding and corporate social/environmental responsibilities along with governmental and multilateral aid and public-private partnerships being some of the main sources of funds for environmental protection and restoration.Daha fazla YayÄ±n Till debt does us apart: Cross-country evidence on the relationship between microfinance prevalence and social distrust(Public Library Science, 2023) Masood, Syed Muhammad Usman; Ã–zcan, Rasim; Khan, Asad ul Islam; Khan, Asad ul Islam; Ã–zcan, Rasim; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla Economic interventions have social consequences. In this paper, we explore one such relationship, between microfinance intensity and social distrust levels reported by the low-income people. We find a significant association between microfinance intensity in a country and distrust among the poor as well as ultra-poor in cross-section using World Values Survey & European Values Survey (WVS-EVS) Wave 7 (2017-2022). We supplement these findings using empirical Bayes on a panel extending back from 7th to the 4th WVS wave (1999-2004). To deal with potential endogeneity, we run 2SLS as well as weak instruments-robust conditional instrumental variable tests and find evidence showing microfinance prevalence intensity affects distrust levels among the poor and ultra-poor households. We find no association between microfinance and distrust levels in the rich in any of the tests, potentially because the rich are not exposed to microfinance.Daha fazla YayÄ±n Choosing solitude in turmoil, herding in the decentralized finance (DeFi) token market: An international perspective(Korea Distribution Science Assoc, 2022) Ã–zcan, Rasim; Khan, Asad ul Islam; Turgut, Murat; Napari, Ayuba; Khan, Asad ul Islam; Ã–zcan, Rasim; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla Financial markets have long been known to be prone to behavioral biases. One such behavioural bias that is consequential yet pervasive in financial markets is the herd effect. The objective of this study is to determine whether or not there exist herd behaviour in the new and bourgeoning Decentralized Finance (DeFi) Tokens market. This is accomplished by using daily returns of 22 DeFi tokens from January 29, 2017 to August 19, 2021, and the Cross-sectional Absolute Deviation (CSAD) of market returns to capture herd behavior. The results fail to provide any evidence of herding in the DeFi token market on bullish days, that is days for which the average market returns is positive. For bearish days however, that is days for which the market returns is negative, our empirical findings point to the presence of adverse herding in the DeFi token market. This phenomenon can be explained to some extent by the investor composition of the DeFi market. The DeFi token space is a growth market dominated by experts and/or enthusiasts who are insulated against the temptation and panic of negative market swings by the level of market and technical information they possess on the assets they invest.Daha fazla YayÄ±n Threat of intervention in cryptocurrency market: West side story of Bitcoin and Ripple(Bucharest University of Economic Studies, 2023) Aysan, Ahmet Faruk; Khan, Asad ul Islam; Isac, Nicoleta; Drammeh, Ousman; Ã–zcan, Rasim; Khan, Asad ul Islam; Ã–zcan, Rasim; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla This study examines the impact of intervention threats on the price and volume volatility of Bitcoin and XRP. Using the Threshold or GJR-GARCH model, we analyse the relationship between news shocks (representing intervention threats) and the volatilities of Bitcoin and XRP price and volume returns, based on data from January 2014 to April 2021. The results indicate a significant association between news shocks and Bitcoin's price volatility, suggesting that intervention-related news events have a notable impact. However, the relationship between news shocks and XRP's price volatility is insignificant. Notably, XRP's volume returns demonstrate a positive and significant relationship with news shocks, while Bitcoin's volume returns do not exhibit a significant relationship. Additionally, past shocks and conditional variance shocks significantly contribute to the volatility of today's price or volume returns. These findings suggest that Ripple (XRP) may benefit from the implicit threat of intervention, strategically managing its availability to control price surges.Daha fazla YayÄ±n Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices(Elsevier, 2023) Shahbaz, Muhammad; Khan, Asad ul Islam; Mubarak, Muhammad Shujaat; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla This paper is to find how the existence of a long-run relationship between oil prices and metals prices evolved for the time from January 1979 to December 2017. The rolling-window autoregressive lag mod- eling (RARDL) testing approach of cointegration has been introduced and applied to assess the long-run relationship considering four rolling windows of 5, 10, 15, and 20 years. The empirical evidence concludes that for a small rolling window of 5 years, there is no evidence of the long-run relationship between oil prices and metals prices, i.e. gold, platinum, and silver. However, there is a long-run relationship between oil prices and steel prices from December 2003 to December 2014. At larger rolling windows of 10, 15 and 20 years, oil prices and gold prices are not cointegrated; however, steel, silver, and platinum have a long-run relationship with oil prices in different periods.Daha fazla YayÄ±n Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach(Elsevier, 2023) Khan, Asad ul Islam; Shahbaz, Muhammad; Napari, Ayuba; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla The analysis of historical price data for patterns and using such patterns for predictions and policy recommendations has become ubiquitous in the existing economics literature. These predictions and recommendations are premised on the stability of the statistical properties and inter-variable dynamics for which a single regime or few number of regimes can capture. This, however, is a strong assumption with serious repercussions if violated. In this study, the appropriateness of the stability assumption is questioned using various recursive regressions to test stability, consistency of stationarity and stability in inter-variable dynamics between crude oil, gold, silver, and platinum prices. Using monthly data sourced from the World Bank Commodity Price Data (Pink Sheet) from January 1, 9960 to March 2022, our empirical analysis found level prices of oil, gold, and platinum to be consistently non-stationary with rare exceptions. The level price of silver however is found to be inconsistent with multiple regime switches while the logged series of all variables yielded non-stationarity. The default is stationarity for all the variables when price series are logged differenced and/or differenced for oil, silver, and platinum. Differenced gold prices resulted in inconsistent stationarity with multiple regime changes. Even if rare, the stationarity of all the variables is dependent on time and sample size due to the inconsistence in the stationarity verdict. On the bi-variate relationship in the long run, only level silver prices are found to be cointegrated with oil while logged silver prices are inconsistently cointegrated with logged oil prices. Also, in the short-run, only log of oil prices is found to Granger cause log of silver prices. It is thus recommended that researchers and policy makers be tempered in extrapolating statistical findings in general and the price and interprice dynamics of oil, gold, silver and platinum into the future.Daha fazla YayÄ±n Bitcoin and altcoins price dependency: Resilience and portfolio allocation in COVID-19 outbreak(MDPI, 2021) Aysan, Ahmet Faruk; Khan, Asad ul Islam; Topuz, Humeyra; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla The main aim of this article is to examine the inter-relationships among the top cryptocurrencies on the crypto stock market in the presence and absence of the COVID-19 pandemic. The nine chosen cryptocurrencies are Bitcoin, Ethereum, Ripple, Litecoin, Eos, BitcoinCash, Binance, Stellar, and Tron and their daily closing price data are captured from coinmarketcap over the period from 13 September 2017 to 21 September 2020. All of the cryptocurrencies are integrated of order 1 i.e., I(1). There is strong evidence of a long-run relationship between Bitcoin and altcoins irrespective of whether it is pre-pandemic or pandemic period. It has also been found that these cryptocurrencies' prices and their inter-relationship are resilient to the pandemic. It is recommended that when the investors create investment plans and strategies they may highly consider Bitcoin and altcoins jointly as they give sustainability and resilience in the long run against the geopolitical risks and even in the tough time of the COVID-19 pandemic.Daha fazla YayÄ±n Metric dimensions of bicyclic graphs(MDPI, 2023) Khan, Asad ul Islam; Haidar, Ghulam; Abbas, Naeem; Khan, Murad ul Islam; Niazi, Azmat Ullah Khan; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla The distance d(va, vb) between two vertices of a simple connected graph G is the length of the shortest path between va and vb. Vertices va, vb of G are considered to be resolved by a vertex v if d(va, v) 6= d(vb, v). An ordered set W = fv1, v2, v3, . . . , vsg V(G) is said to be a resolving set for G, if for any va, vb 2 V(G), 9 vi 2 W 3 d(va, vi) 6= d(vb, vi). The representation of vertex v with respect to W is denoted by r(vjW) and is an s-vector(s-tuple) (d(v, v1), d(v, v2), d(v, v3), . . . , d(v, vs)). Using representation r(vjW), we can say that W is a resolving set if, for any two vertices va, vb 2 V(G), we have r(vajW) 6= r(vbjW). A minimal resolving set is termed a metric basis for G. The cardinality of the metric basis set is called the metric dimension of G, represented by dim(G). In this article, we study the metric dimension of two types of bicyclic graphs. The obtained results prove that they have constant metric dimension.Daha fazla YayÄ±n Survival of the fittest: A natural experiment from crypto exchanges(World Scientific Publishing, 2021) Aysan, Ahmet Faruk; Khan, Asad ul Islam; Topuz, Humeyra; TunalÄ±, Ahmet Semih; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla This paper explores the applicability of universal cryptocurrency exchange by analyzing crypto exchanges of Binance, Latoken, Kucoin and Qash, which also have their own cryptocurrencies in the crypto market. Results of the recursive Johansen cointegration test proved that even though all of the cryptocurrencies have cointegration among each other, Binance positively disassociated itself from the others after it moved to Malta on 23 March 2018. Based on the daily prices of cryptocurrencies over the period from 6 November 2017 to 10 November 2019, taken from coinmarketcap, we conclude that Binance can be considered as a survival of the fittest among all of the crypto exchanges in this natural experiment.Daha fazla