Khan

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.

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Khan

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Solunum Sistemi, Genel ve Dahili Tıp, Çevre Bilimleri ve Ekoloji, İş Ekonomisi, Bilim ve Teknoloji

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Listeleniyor 1 - 10 / 14

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; Yönetim Bilimleri Fakültesi, İktisat Bölümü
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.
Choosing solitude in turmoil, herding in the decentralized finance (DeFi) token market: An international perspective
(Korea Distribution Science Assoc, 2022) Özcan, Rasim; Khan, Asad ul Islam; Turgut, Murat; Napari, Ayuba; Khan, Asad ul Islam; Özcan, Rasim; Yönetim Bilimleri Fakültesi, İktisat Bölümü
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.
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; Özcan, Rasim; Khan, Asad ul Islam; Özcan, Rasim; Yönetim Bilimleri Fakültesi, İktisat Bölümü
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.
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; Yönetim Bilimleri Fakültesi, İktisat Bölümü
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.
Examining the shifting dynamics of the Beveridge curve in the Turkish labor market during crises
(Multidisciplinary Digital Publishing Institute (MDPI), 2024) Babangida, Jamilu Said; Khan, Asad ul Islam; Aysan, Ahmet Faruk; Yönetim Bilimleri Fakültesi, İktisat Bölümü
Following the global financial crisis, an increasing amount of attention has been directed towards examining the Beveridge curve (BC), which indicates the relationship between unemployment and vacancy rates. This research analyzes the unemployment–vacancy rate dynamics in the Turkiye labor market during both the global financial crisis and COVID-19 periods. The findings from this study demonstrate that the labor market exhibits deteriorating efficiency, as evidenced by movement of BC away from the origin. The unemployment and vacancy rates both increase over time, with a leftward (rightward) shift of BC during the global financial crisis (COVID-19) period. The study also reveals that both crises had no significant effect on unemployment–vacancy rate dynamics. In the Turkish labor market, there exists a situation where the vacancy rate is in shortfall of the unemployment level in Turkiye. This creates a positive relationship between these two factors. The labor market in Turkiye experiences inefficiencies as it struggles to generate a sufficient number of jobs to meet the demand from job seekers.
On the ranks of tests having null of cointegration: A Monte Carlo comparison
(Research Center Public ADM & Public Service, 2020) Isac, Nicoleta; Dobrin, Cosmin; Hussan, Mehmood; Khan, Asad ul Islam; Marin, Alina-Andreea; Khan, Asad ul Islam; Yönetim Bilimleri Fakültesi, İktisat Bölümü
The null of cointegration tests for testing the existence of cointegration are available in literature in great diversity. The selection of a particular test from all these available tests is the crucial problem and often researchers face this. This study is carried out to solve this problem by comparing eight tests on basis two properties of size and power using a new proposed methodology of rank scores. Three different specifications of deterministic component and four sample sizes are considered. It is concluded that if asymptotic critical values are used then it results into an uncontrolled empirical size. While, if the simulated critical values are used, then the empirical size is controlled around nominal size. Moreover, on basis of power, a simple test, which is based on KPSS statistic, is the sole better performer for all of the different 132 different cases of data generations considered in the study.
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; Yönetim Bilimleri Fakültesi, İktisat Bölümü
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.
The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison
(Plos One, 2022) Aysan, Ahmet Faruk; Güney, İbrahim; Isac, Nicoleta; Khan, Asad ul Islam; Khan, Asad ul Islam; Yönetim Bilimleri Fakültesi, İktisat Bölümü
This paper evaluates the performance of eight tests with null hypothesis of cointegration on basis of probabilities of type I and II errors using Monte Carlo simulations. This study uses a variety of 132 different data generations covering three cases of deterministic part and four sample sizes. The three cases of deterministic part considered are: absence of both intercept and linear time trend, presence of only the intercept and presence of both the intercept and linear time trend. It is found that all of tests have either larger or smaller probabilities of type I error and concluded that tests face either problems of over rejection or under rejection, when asymptotic critical values are used. It is also concluded that use of simulated critical values leads to controlled probability of type I error. So, the use of asymptotic critical values may be avoided, and the use of simulated critical values is highly recommended. It is found and concluded that the simple LM test based on KPSS statistic performs better than rest for all specifications of deterministic part and sample sizes.
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; Yönetim Bilimleri Fakültesi, İktisat Bölümü
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 ∀ (Formula presented.), there exists (Formula presented.) ∋ (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.
Most stringent test of null of cointegration: A Monte Carlo comparison
(Taylor & Francis, 2022) Khan, Asad ul Islam; Khan, Waqar Muhammad; Hussan, Mehmood; Khan, Asad ul Islam; Yönetim Bilimleri Fakültesi, İktisat Bölümü
To test for the existence of long run relationship, a variety of null of cointegration tests have been developed in literature. This study is aimed at comparing these tests on basis of size and power using stringency criterion: a robust technique for comparison of tests as it provides with a single number representing the maximum difference between a test’s power and maximum possible power in the entire parameter space. It is found that in general, asymptotic critical values tends to produce size distortion and size of test is controlled when simulated critical values are used. The simple LM test based on KPSS statistic is the most stringent test at all sample sizes for all three specifications of deterministic component, as it has the maximum difference approaching to zero and lesser than 20% for the entire parameter space.

Khan, Asad ul Islam

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