Publications

2024

Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index)

EVKAYA, O., GUR, I., KULEKCI, B. Y. and POYRAZ, G. (2024) – Computational Economics.


2023

Dependence Analysis of the ISE100 Banking Sector Using Vine Copula (in Turkish)

KULEKCI, B. Y., POYRAZ, G., GUR, I. and EVKAYA, O. (2023) – Journal of Istanbul Economics.


Modeling asymmetric dependence pattern with directional dependence measures

KARA, E. K., KEMALOGLU, S. A. and EVKAYA, O. (2023) – Hacettepe Journal of Mathematics and Statistics, 52(4).


2022

Sectoral electricity consumption modeling with D-vine quantile regression: The US electricity market case

EVKAYA, O., YILMAZ, B. and YUKSEL, E. (2022) – Energy Sources, Part B: Economics, Planning, and Policy, 18(1).


2020

Forecasting Drought using Machine Learning Tools with Transformed Time Series Data

EVKAYA, O. and KURNAZ, F. S. (2020) –Journal of Applied Statistics, Special Issue.


CD-Vine Model for Capturing Complex Dependence

EVKAYA, O., YOZGATLıGIL, C. and SELCUK-KESTEL, A. S. (2020) – Journal of Applied Statistics, Special Issue.


2019

Drought Analysis Using Copula Approach: A Case Study for Turkey

EVKAYA, O., YOZGATLıGIL, C. and SELCUK-KESTEL, A. S. (2019) – Communications in Stats. Case Studies and Data Analysis, Special Issue, 5(3), 243–260.


2018

Measuring Dependence between Electricity Consumption and Contributing Indicators via Copulas: Turkish Case

EVKAYA, O., YOZGATLıGIL, C. and SELCUK-KESTEL, A. S. (2018) – Gazi University Journal of Science, 31(4), 1284–1296.


2017

The Determination of the Affecting Factors of the Number of Babies Born Alive in Multiple Pregnancies with Poisson Models

ERKAN, G., EVKAYA, O. AND TURKAN, S. (2017) – Turkiye Klinikleri Journal of Biostatistics, 9(3), 222–229.


Assessment of Index-based Drought Insurance

EVKAYA, O., YILDIRAK, S. K. and SELCUK-KESTEL, A. S. (2017) – Ekonomik Yaklasim, 28(105), 1–18.


Preprints

Semi-parametric approach for copula directed acyclic graphs EVKAYA, O., CLAESKENS, G. and GIJBELS, I.

Clustering mortality data with Non-parametric Bayesian approach EVKAYA, O., and SCARPA, B.

Decoding AI: The inside story of data analysis in ChatGPT EVKAYA, O., CARVALHO, M.

Analysis of drought characteristics using parametric and non-parametric copulas Lu, H. and EVKAYA, O.