Araştırma Makalesi
BibTex RIS Kaynak Göster

Yıl 2023, Cilt: 7 Sayı: 2, 233 - 241, 25.07.2023

Muhammed Fatih Yürük

https://doi.org/10.30518/jav.1277250

Öz

Kaynakça

  • Ahmad, M. I. (2012). Modelling and forecasting Oman crude oil prices using Box-Jenkins techniques. International Journal of Trade and Global Markets, 5(1), 24-30.
  • Aviationbenefits. (2020). Aviation: Benefits Beyond Borders. https://aviationbenefits.org/downloads/aviation-benefits -beyond-borders-2020/.
  • Bircan, H. & Karagöz, Y. (2003). With Box-Jenkins Models An Application on Monthly Exchange Rate Forecasting. Kocaeli University Journal of Social Sciences (6), 49-62.
  • Box, G. & Jenkins, G. (1976). Time series analysis: forecasting and control. GEP.
  • Çelik, D. S. (2017). The Airline Transport Industry And Its Economıc Impacts The Journal of International Scientific Researches, 2(8), 82-89.
  • Doğan, C. & Ersel, D. (2009). Forecasting Turkey balance of trade with Box-jenkins models. Economics Business and Finance, 24(276), 52-73.
  • Dritsak, C. (2015). Box–Jenkins Modeling of Greek Stock Prices Data. International Journal of Economics and Financial Issues, 5(3), 740-747.
  • Hamzaçebi, C. & Kutay, F. (2004). Electric Consumption Forecasting Of Turkey Using Artificial Neural Networks Up To Year 2010. Journal of the Faculty of Engineering and Architecture of Gazi University, 19(3).
  • Icao. (2012). The air transport industry and its economic impacts.https://www.icao.int/Meetings/wrdss2011/Documents/JointWorkshop2005/ATAG_SocialBenefitsAirTransport.pdf.
  • Kavak, O. & Kaygın, E. (2021). A chronological overview of the effects of economic crises on the civil aviation sector. Sakarya University Graduate School of Business Journal, 3(1), 181-186.
  • Kaynar, O. & Taştan, S. (2009). Comparasion Of Mlp Artifical Neural Network And Arima Method In Time Series Analysis. Erciyes University Journal of Faculty of Economics and Administrative Sciences (33), 161-172.
  • Kutlar, A. (2017). Applied Time Series with Eviews (Vol. 1st edition). Istanbul: Umuttepe Publications.
  • Nyoni, T. (2019). Forecasting UK consumer price index using Box-Jenkins ARIMA models: University Library of Munich, Germany.
  • Okereke, O. E. & Bernard, C. B. (2014). Forecasting Gross Domestic Product In Nigeria Using Box-Jenkins Methodology. Journal of Statistical and Econometric Methods, 3(4).
  • Özer, O. O. & İlkdoğan, U. (2013). The World Cotton Price Forecasting By Using Box-Jenkins Model Journal of Tekirdag Agricultural Faculty, 10(2), 13-20.
  • Sharma, D. & Phulli, K. (2020). Forecasting and Analyzing the Military Expenditure of India Using Box-Jenkins ARIMA Model: arXiv.org.
  • Suleman, N. & Sarpong, S. (2012). Forecasting Milled Rice Production in Ghana Using Box-Jenkins Approach. International Journal of Agricultural Management and Development (IJAMAD), 02(2), 147585.

Stock Price Prediction with Box-Jenkins Models: Delta Airlines Application

Yıl 2023, Cilt: 7 Sayı: 2, 233 - 241, 25.07.2023

Muhammed Fatih Yürük

https://doi.org/10.30518/jav.1277250

Öz

The aviation industry has a great impact on the economic development of countries. This industry is effective in increasing the global gross domestic product both directly and indirectly. The share of airline companies in this economic development is important. This study, it is tried to estimate the monthly stock price of an airline company that contributes to economic growth. In the study, the monthly prices of shares of Delta Airlines, which are among the largest airline companies in America, traded in the New York Stock Exchange (NYSE), covering the period of 2010 January-2021 December, were included. Stock prices are from Box- Jenkins models; It has been tried to estimate using Autoregressive Models (AR), Moving Average Models (MA), Autoregressive and Moving Average Model (ARMA). In the study, the (AR) model was included in the prediction modelling because it provided the assumptions. The result of the study showed that the Box- Jenkins approach gave successful results in the estimation outputs.

Anahtar Kelimeler

Aviation ARMA ARIMA Box-Jenkins

Kaynakça

  • Ahmad, M. I. (2012). Modelling and forecasting Oman crude oil prices using Box-Jenkins techniques. International Journal of Trade and Global Markets, 5(1), 24-30.
  • Aviationbenefits. (2020). Aviation: Benefits Beyond Borders. https://aviationbenefits.org/downloads/aviation-benefits -beyond-borders-2020/.
  • Bircan, H. & Karagöz, Y. (2003). With Box-Jenkins Models An Application on Monthly Exchange Rate Forecasting. Kocaeli University Journal of Social Sciences (6), 49-62.
  • Box, G. & Jenkins, G. (1976). Time series analysis: forecasting and control. GEP.
  • Çelik, D. S. (2017). The Airline Transport Industry And Its Economıc Impacts The Journal of International Scientific Researches, 2(8), 82-89.
  • Doğan, C. & Ersel, D. (2009). Forecasting Turkey balance of trade with Box-jenkins models. Economics Business and Finance, 24(276), 52-73.
  • Dritsak, C. (2015). Box–Jenkins Modeling of Greek Stock Prices Data. International Journal of Economics and Financial Issues, 5(3), 740-747.
  • Hamzaçebi, C. & Kutay, F. (2004). Electric Consumption Forecasting Of Turkey Using Artificial Neural Networks Up To Year 2010. Journal of the Faculty of Engineering and Architecture of Gazi University, 19(3).
  • Icao. (2012). The air transport industry and its economic impacts.https://www.icao.int/Meetings/wrdss2011/Documents/JointWorkshop2005/ATAG_SocialBenefitsAirTransport.pdf.
  • Kavak, O. & Kaygın, E. (2021). A chronological overview of the effects of economic crises on the civil aviation sector. Sakarya University Graduate School of Business Journal, 3(1), 181-186.
  • Kaynar, O. & Taştan, S. (2009). Comparasion Of Mlp Artifical Neural Network And Arima Method In Time Series Analysis. Erciyes University Journal of Faculty of Economics and Administrative Sciences (33), 161-172.
  • Kutlar, A. (2017). Applied Time Series with Eviews (Vol. 1st edition). Istanbul: Umuttepe Publications.
  • Nyoni, T. (2019). Forecasting UK consumer price index using Box-Jenkins ARIMA models: University Library of Munich, Germany.
  • Okereke, O. E. & Bernard, C. B. (2014). Forecasting Gross Domestic Product In Nigeria Using Box-Jenkins Methodology. Journal of Statistical and Econometric Methods, 3(4).
  • Özer, O. O. & İlkdoğan, U. (2013). The World Cotton Price Forecasting By Using Box-Jenkins Model Journal of Tekirdag Agricultural Faculty, 10(2), 13-20.
  • Sharma, D. & Phulli, K. (2020). Forecasting and Analyzing the Military Expenditure of India Using Box-Jenkins ARIMA Model: arXiv.org.
  • Suleman, N. & Sarpong, S. (2012). Forecasting Milled Rice Production in Ghana Using Box-Jenkins Approach. International Journal of Agricultural Management and Development (IJAMAD), 02(2), 147585.
Toplam 17 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Konular Finansal Ekonomi
Bölüm Araştırma Makaleleri
Yazarlar

Muhammed Fatih Yürük 0000-0003-2998-4675

Erken Görünüm Tarihi 13 Temmuz 2023
Yayımlanma Tarihi 25 Temmuz 2023
Gönderilme Tarihi 4 Nisan 2023
Kabul Tarihi 6 Haziran 2023
Yayımlandığı Sayı Yıl 2023 Cilt: 7 Sayı: 2

Kaynak Göster

APA Yürük, M. F. (2023). Stock Price Prediction with Box-Jenkins Models: Delta Airlines Application. Journal of Aviation, 7(2), 233-241. https://doi.org/10.30518/jav.1277250
 Kapak Resmi İndir

Journal of Aviation - JAV 

www.javsci.com - editor@javsci.com


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