Browsing by Author "Bilge, Ayşe Hümeyra"

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Citation Count: 0
2009 A (H1N1) ve COVID-19 Pandemilerinde Nüfus Yoğunluğunun ve Temas Oranının Rolü
(2024) Bilge, Ayşe Hümeyra; Ahmetolan, Semra; Bilge, Ayşe Hümeyra; Demirci, Ali; Kaya, Burak Erkan
Sağlıklı-Virus bulaşmış-Bulaşıcılığı olmayan (SIR) salgın modelinin başlıca özellikleri, temel üreme sayısı olarak bilinen 𝑅0 parametresi tarafından belirlenir. Bu çalışmada, çeşitli Avrupa ülkeleri ve İstanbul'daki 2009 A(H1N1) pandemisi ile Almanya'nın federal eyaletlerindeki Covid-19 pandemisi olmak üzere iki farklı salgın için, 𝑅0'ın temas oranlarına olan bağımlılığı araştırılmıştır. 2009 A(H1N1) pandemisine ait veriler, Hollanda da dahil olmak üzere yedi Avrupa ülkesi ve İstanbul için ele alınmış olup, bu ülkeler için temel üreme sayısının nüfus yoğunluğuna orantılı olduğu gösterilmiştir. Yüksek nüfus yoğunluklarına sahip olmaları nedeniyle Hollanda ve İstanbul’a ait 𝑅0 değerlerinin, literatürde kabul edilen aralıkların oldukça dışında kaldığı gözlemlenmiştir. Covid-19 pandemisi için 2020 yılının Şubat ve Haziran ayları arasındaki döneme ait Almanya federal eyaletlerinin verileri kullanılarak, toplumdaki heterojenliklerin nüfus yoğunluğunun etkilerini domine ettiği gösterilmiştir. Bu durum, sokağa çıkma yasağı ve seyahat kısıtlamaları gibi uygulamaların ev içi dinamiklerinin rolünü arttırması olasılığı ile açıklanmıştır.
2050 yılına kadar sıfır karbon emisyon hedefi: Türkiye'de %100 temiz elektriğin uygulanabilirliği
(Kadir Has Üniversitesi, 2021) Yücekaya, Ahmet Deniz; Bilge, Ayşe Hümeyra; Yücekaya, Ahmet Deniz
The aim of this study is to make projections about how much resources Turkey needs to meet its electricity demand within the framework of zero carbon emissions by 2050, and to make evaluations about renewable energy capacity to meet this need. The data used in this study were obtained through World Bank, Turkish Electricity Transmission Corporation and Energy Exchange İstanbul. In the first part, electricity supply sources, capacities and potentials in Turkey are discussed. In the second part, the current state of electricity consumption is examined; analyzes on the effects of population, national income and technology on electricity consumption are evaluated. In the third part, the level that the electricity demand will reach in 2050 depending on national income, population and technology has been estimated in various scenarios and the predicted demand is compared with the renewable energy potential. In the fourth and last part, evaluations have been made on the potential renewable electricity capacity and projected energy demand scenarios. Keywords: Electricity demand projection based on population, national income and technology, Zero carbon emissions
Citation Count: 5
(3+3+2) warped-like product manifolds with Spin(7) holonomy
(Elsevier Science Bv, 2011) Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra
We consider a generalization of eight-dimensional multiply warped product manifolds as a special warped product by allowing the fiber metric to be non-block diagonal. We define this special warped product as a (3 + 3 + 2) warped-like manifold of the form M = F x B. where the base B is a two-dimensional Riemannian manifold and the fibre F is of the form F = F-1 x F-2 where the F-i(i = 1 2) are Riemannian 3-manifolds. We prove that the connection on M is completely determined by the requirement that the Bonan 4-form given in the work of Yasui and Ootsuka [Y. Yasui and T. Ootsuka Spin(7) holonomy manifold and superconnection Class. Quantum Gravity 18(2001)807-816] be closed. Assuming that the F-i are complete connected and simply connected it follows that they are isometric to S-3 with constant curvature k > 0 and the Yasui-Ootsuka solution is unique in the class of (3 + 3 + 2) warped-like product metrics admitting a specific Spin(7) structure. Crown Copyright (C) 2011 Published by Elsevier B.V. All rights reserved.
Citation Count: 5
An analysis of price spikes and deviations in the deregulated Turkish power market
(Elsevier, 2019) Bilge, Ayşe Hümeyra; Yücekaya, Ahmet; Bilge, Ayşe Hümeyra
The successful operation of a real time market is related to the planning in the day ahead market. We analyze the day ahead and real time market data for the Turkish power market for the period 2012-2015 to classify price spikes and their causes. We also focus on the levels of deviation between the day ahead market values and the real time market values. We define price deviation and load deviation ratios to measure the level of deviation both in price and demand. The analysis for the load is based on load shedding and cycling values. We analyze the mean and standard deviation in market prices and we determine the price spike as a two sigma deviation from the mean value. It is shown that 60% of the price deviation ratios are in the range of ( +/- 20%), while 44% are in the range of ( +/- 10%) and 35% are in the range of (+/- 5%). We also show that 56.9% of the spikes are due to problems in the generation of natural gas based power plants which affect the day ahead and real time prices. A total of 29.2% of the spikes are due to power plant and system failures that affect only real time prices. The share of high temperature based spikes is 13.9% which is a result of air conditioner usage.
Citation Count: 10
Application of epidemic models to phase transitions
(Taylor & Francis Ltd, 2012) Bilge, Ayşe Hümeyra; Pekcan, Önder; Gürol, M. V.
The Susceptible-Infected-Recovered (SIR) and Susceptible-Exposed-Infected-Recovered (SEIR) models describe the spread of epidemics in a society. In the typical case, the ratio of the susceptible individuals fall from a value S-0 close to 1 to a final value S-f, while the ratio of recovered individuals rise from 0 to R-f = 1 - S-f. The sharp passage from the level zero to the level R-f allows also the modeling of phase transitions by the number of "recovered" individuals R(t) of the SIR or SEIR model. In this article, we model the sol-gel transition for polyacrylamide-sodium alginate (SA) composite with different concentrations of SA as SIR and SEIR dynamical systems by solving the corresponding differential equations numerically and we show that the phase transitions of "classical" and "percolation" types are represented, respectively, by the SEIR and SIR models.
Citation Count: 4
Assessment and simulation of water transfer for the megacity Istanbul
(Bellwether Publishing, Ltd., 2021) Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra; Ülker, Duygu
The population of Istanbul increased from three to fifteen million from 1970 to 2018. The city, which has no perennial fresh water resources within its metropolitan boundaries, has long imported water from other basins. In this study, the performance of a reservoir system fed by surface runoff and inter-basin water transfer is investigated and applied. Simulations are run for water demand estimates and with Gamma-distributed realizations of monthly precipitation, based on 105-year temperature and precipitation data. The research shows that after 2060, existing and transferred water alone will not be sufficient to meet demand and it is expected that the megacity Istanbul will be on a path towards water crisis after this date, if not before. It is concluded that it is vital to adopt a more diversified water supply and demand management portfolio with extensive Integrated Water Resources Management (IWRM) measures for “Water Sensitive Cities”. Strategies for reliable system operation that take foreseeable environmental problems into account are proposed.
Ayvansaray mahallesinin tarihsel cevre analizi
(Kadir Has Üniversitesi, 2018) Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra
Portfoy sigortasi yatirimcilari piyasa dususlerinden korumak ve piyasa yukselislerinde portfoyun degerini artirmak icin dunya capinda kullanilan bir stratejidir. Sabit oranli portfoy sigortasi da bu konu basligi altina bulunan yontemlerden bir tanesidir. Sabit oranli portfoy sigortasi portfoyunde riskli ve risksiz varlik bulundurup dinamik bir sekilde denge tutmaktadir. Portfoy sigortasi kullanilan donem basinda kararlastirilan taban degeri koruma sozu vermektedir. Bu dengeyi sabit carpan ve koruma orani gibi stratejide kullanilan parametreler yardimi ile yapmaktadir. Bu calismada da yuksek getiri amaclayan bir riskli portfoy olusturulup piyasa kosullarina gore revize edilen bir sabit carpan ile donem sonunda toplam portfoy buyuklugunu maksimize etmek amaclanmistir. Portfoyde bulunan riskli varligi olustururken BÝST-30’da bulunan hisse senetleri kullanilip bu hisse senetlerinin BÝST-30 ile olan korelasyonlari bakilarak secim yapilmistir. Ayrica hisselerin portfoydeki agirliklari Markowitz Teoremi yardimiyla hesaplanmistir. Riskli varlik portfoyunun getirisini maksimum duzeye tasimak amaci ile sabit carpan piyasa yukselislerinde artirilmis dususlerinde ise azaltilmistir. Bu duzenleme islemi Finansal Varliklari Fiyatlama Modeli’nde bulunan beklenen getiri hesaplanarak isleme dahil olmustur. Bu calismada iki ana uygulama mevcut olup bu uygulamalarinda kendi icinde sabit carpan degisimi yapilmis ve yapilmamis versiyonlari kiyaslanmaktadir. Uygulamada 02.01.2008-16.02.2018 tarihleri arasindaki veriler baz alinmis olup tezin amaci olarak calistirilan stratejinin taban degerin asimi donem sonu portfoy buyuklugu ve BÝST-30 endeksi ile farklari incelenmistir.
Bankacılık hisse senetleri üzerine endekse dayalı bir alım satım stratejisi önerisi
(Kadir Has Üniversitesi, 2017) Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra
Batıda uzun zamandır uygulanan, Türkiye'de yeni yeni uygulanmaya başlayan ve her geçen yıl önemini artıran algoritmik alım satım yöntemi yatırımcılara büyük avantajlar sağlamaktadır. Algoritmik alım satım yöntemleri sayesinde küçük yatırımcılar dahi koruma amaçlı fon ( Hedge Fon ) yatırım bankaları ve profesyonel yatırımcılar tarafından uygulanan alım satım tekniklerini uygulayabilmekte ve geriye dönük testlerini yapabilmektedir. Bu tezin amacı algoritmik alım satım teknikleri yardımıyla, eş işlem stratejisine (Pairs Trading) alternatif bir model geliştirilerek, bu modele istinaden yapılabilecek alım satım işlemlerinin performansın incelemektir. Oluşturulan model Borsa İstanbul bünyesinde hesaplanan bankacılık endeksinde yer alan, bankacılık hisselerinde test edilmiştir. Araştırmada, endeksin kendi saatlik volatilitesinin üzerinde bir hareket yapması beklenmiş ve bu hareketin ardından hisse senetlerinin de hareketi takip etmesi gerektiği varsayımı üzerinden iki ana alım stratejisi oluşturularak bu stratejilerin geriye dönük test ve optimizasyonları yapılmıştır. Seçilen hisse senetlerinin endeks ile korelasyonunun yüksek olması dikkate alınmıştır. Hisse senetleri ve endekslerin korelasyonları ve volatiliteleri Matlab programı vasıtasıyla hesaplanmış ve geriye dönük testler Matriks programının "system tester" modülü kullanılarak gerçekleştirilmiştir. Araştırma Türkiye'de siyasi ve ekonomik risklerin arttığı 2013 yılı sonrasını kapsamaktadır ve bu süreçte dahi, geliştirilen stratejiler sayesinde al tut stratejisi ve piyasa faiz oranının üzerinde getiriler elde edilmiştir.
Citation Count: 0
Canonical forms for families of anti-commuting diagonalizable linear operators
(Elsevier Science Inc, 2012) Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra
It is well known that a commuting family of diagonalizable linear operators on a finite dimensional vector space is simultaneously diagonalizable. In this paper we consider a family A = {A(a)} A(a) : V -> V a = 1... N of anti-commuting (complex) linear operators on a finite dimensional vector space. We prove that if the family is diagonalizable over the complex numbers then V has an A-invariant direct sum decomposition into subspaces V(alpha) such that the restriction of the family A to V(alpha) is a representation of a Clifford algebra. Thus unlike the families of commuting diagonalizable operators diagonalizable anti-commuting families cannot be simultaneously digonalized but on each subspace they can be put simultaneously to (non-unique) canonical forms. The construction of canonical forms for complex representations is straightforward while for the real representations it follows from the results of [A.H. Bilge S. Kocak S. Uguz Canonical bases for real representations of Clifford algebras Linear Algebra Appl. 419 (2006) 417-439]. (C) 2011 Elsevier Inc. All rights reserved.
Citation Count: 7
COMPUTATION OF MONTHLY RUNOFF COEFFICIENTS FOR ISTANBUL
(VINCA INST NUCLEAR SCI, 2021) Bilge, Ayşe Hümeyra; Ülker, Duygu; Burak, Selman
Water demand for Istanbul is supplied both by impounded reservoirs located within its provincial boundaries and by water transfer from Western and Eastern regions in peripheral areas, located in South-West Black Sea region. The runoff coefficient defined as the ratio of the streamflow to the precipitation, plays a key role in the calculation of the surface water yield of water catchment areas. In this paper, we present the computation of monthly runoff coefficients for an accurate estimation of the yield of the catchment areas. We obtain statistical parameters for monthly temperatures and precipitation, based on 105-year data recorded at Istanbul Kandilli Observatory, modeled as Gaussian and Rayleigh distributed random variables, respectively. We run simulations to predict temperatures and precipitation over a horizon extending to 2100. We apply Turc's formula and Thornthwaite method to obtain monthly runoff coefficients based on long-term data. The results are compared and discussed with the findings of previous researches.
Citation Count: 1
The critical point of a sigmoidal curve
(Babeș-Bolyai University, 2020) Bilge, Ayşe Hümeyra; Özdemir, Yunus
Let y(t) be a monotone increasing curve with lim(t ->+/-infinity) y((n))(t) = 0 for all n and let t(n) be the location of the global extremum of the nth derivative y((n))(t). Under certain assumptions on the Fourier and Hilbert transforms of y(t), we prove that the sequence {t(n)} is convergent. This implies in particular a preferred choice of the origin of the time axis and an intrinsic definition of the even and odd components of a sigmoidal function. In the context of phase transitions, the limit point has the interpretation of the critical point of the transition as discussed in previous work [3].
Citation Count: 1
Determination of epidemic parameters from early phase fatality data: A case study of the 2009 A(H1N1) pandemic in Europe
(World Scientific Publ Co Pte Ltd, 2018) Bilge, Ayşe Hümeyra; Samanlıoğlu, Funda
This paper demonstrates that the susceptible-infected-removed (SIR) model applied to the early phase of an epidemic can be used to determine epidemic parameters reliably. As a case study the SIR model is applied to the fatality data of the 2009 fall wave cycle of the A(H1N1) pandemic in 12 European countries. It is observed that the best estimates of the basic reproduction number R-0 and the mean duration of the infection period 1/eta lie on a curve in the scatterplots indicating the existence of a nearly-invariant quantity which corresponds to the duration of the epidemic. Spline interpolation applied to the early phase of the epidemic an approximately 10-week period together with a future control point in the stabilization region is sufficient to estimate model parameters. The SIR model is run over a wide range of parameters and estimates of R0 in the range 1.2-2.0 match the values in the literature. The duration of the infection period 1/eta is estimated to be in the range 2.0-7.0 days. Longer infection periods are tied to spatial characteristics of the spread of the epidemic.
Citation Count: 2
Determining the critical point of a sigmoidal curve via its fourier transform
(Institute of Physics Publishing, 2016) Bilge, Ayşe Hümeyra; Özdemir, Yunus
A sigmoidal curve y(t) is a monotone increasing curve such that all derivatives vanish at infinity. Let tn be the point where the nth derivative of y(t) reaches its global extremum. In the previous work on sol-gel transition modelled by the Susceptible-Infected- Recovered (SIR) system, we observed that the sequence {tn } seemed to converge to a point that agrees qualitatively with the location of the gel point [2]. In the present work we outline a proof that for sigmoidal curves satisfying fairly general assumptions on their Fourier transform, the sequence {tn } is convergent and we call it "the critical point of the sigmoidal curve". In the context of phase transitions, the limit point is interpreted as a junction point of two different regimes where all derivatives undergo their highest rate of change.
Citation Count: 0
Dynamics of Feline Coronavirus and FIP: A Compartmental Modeling Approach
(Hindawi Ltd, 2023) Bilge, Ayşe Hümeyra; Bayrakal, Alper; Or, Mehmet Erman; Bilge, Ayse Humeyra
The investigation of infectious agents invading human and nonhuman populations represents a rich research domain within the framework of mathematical biology, captivating the interest of scientists across various disciplines. In this work, we examine the endemic equilibrium of feline coronavirus and feline infectious peritonitis by using a modified susceptible-infected-susceptible epidemiological model. We incorporate the concept of mutations from FCoV to FIP to enrich our analysis. We establish that the model, when subjected to reasonable parameter ranges, supports an endemic equilibrium wherein the FCoV group dominates. To demonstrate the stability of the equilibria under typical parameters and initial conditions, we employ the model SCF presented by Dobie in 2022 (Dobie, 2022). We ascertain that the equilibrium values reside within the interior domains of stability. Additionally, we displayed perturbed solutions to enhance our understanding. Remarkably, our findings align qualitatively with existing literature, which reports the prevalence of seropositivity to FCoV among stray cats (Tekelioglu et al. 2015, Oguzoglu et al. 2010, Pratelli 2008, Arshad et al. 2004).
Citation Count: 0
Epidemic Models for Chemical Gel Phase Transformation: Effect of Optical Measurements with Different Wavelengths
(Taylor & Francis Inc, 2023) Bilge, Ayşe Hümeyra; Bilge, Ayse Humeyra; Pekcan, Onder; Incegul, Metehan
In our previous work we characterized the sol-gel transition of chemical and physical gels in terms of epidemic models which describe the spread of a disease in a society. We have shown that gelation in chemical gels can be represented by the Susceptible-Infected-Recovered (SIR) model, while the gelation mechanism of physical gels can be represented by the Susceptible-Infected-Susceptible (SIS) model. These studies were based on optical measurements at a single wavelength. In the present work we studied the gelation mechanism for chemical gels obtained from experiments that have been carried out with acrylamide (AAm) and N,N0-methylenebis (acrylamide) (Bis) as base materials for chemical gel formation in water and with cross-linker. The transmitted light intensity was measured for various wavelengths from 440 nm to 690 nm during the gelation process. The data are modeled by the epidemic SIR process. The results indicate that the gelation processes obtained from the same Bis and water contents observed at different wavelengths obey different SIR models. This observation is explained by the scattering of light of different wavelengths depending on the sizes of the micro-gels formed.
Citation Count: 5
Epidemic models for phase transitions: application to a physical gel
(Taylor & Francis Ltd, 2017) Bilge, Ayşe Hümeyra; Pekcan, Önder; Kara, Selim; Öğrenci, Arif Selçuk
Carrageenan gels are characterized by reversible sol-gel and gel-sol transitions under cooling and heating processes and these transitions are approximated by generalized logistic growth curves. We express the transitions of carrageenan-water system as a representative of reversible physical gels in terms of a modified Susceptible-Infected-Susceptible epidemic model as opposed to the Susceptible-Infected-Removed model used to represent the (irreversible) chemical gel formation in the previous work. We locate the gel point T-c of sol-gel and gel-sol transitions and we find that for the sol-gel transition (cooling) T-c > T-sg (transition temperature) i.e. T-c is earlier in time for all carrageenan contents and moves forward in time and gets closer to T-sg as the carrageenan content increases. For the gel-sol transition (heating) T-c is relatively closer to T-gs
Citation Count: 2
An equivalence class decomposition of finite metric spaces via Gromov products
(Elsevier Science Bv, 2017) Bilge, Ayşe Hümeyra; Çelik, Derya; Koçak, Şahin
Let (X, d) be a finite metric space with elements P-i, i = 1,..., n and with the distance functions d(ij) The Gromov Product of the "triangle" (P-i, P-j, P-k) with vertices P-t, P-j and P-k at the vertex Pi is defined by Delta(ijk) = 1/2(d(ij) + d(ik) - d(jk)). We show that the collection of Gromov products determines the metric. We call a metric space Delta-generic, if the set of all Gromov products at a fixed vertex P-i has a unique smallest element (for i = 1,., n). We consider the function assigning to each vertex P-i the edge {P-i, P-k} of the triangle (P-i, P-j, P-k) realizing the minimal Gromov product at P-i and we call this function the Gromov product structure of the metric space (X, d). We say two Delta-generic metric spaces (X, d) and (X, d') to be Gromov product equivalent, if the corresponding Gromov product structures are the same up to a permutation of X. For n = 3, 4 there is one (Delta-generic) Gromov equivalence class and for n = 5 there are three (Delta-generic) Gromov equivalence classes. For n = 6 we show by computer that there are 26 distinct (Delta-generic) Gromov equivalence classes. (C) 2017 Elsevier B.V. All rights reserved.
Finansal piyasalarda karanlık havuzlar ve optimal stratejiler
(Kadir Has Üniversitesi, 2016) Bilge, Ayşe Hümeyra; Bilge, Ayşe Hümeyra
Karanlık havuzlar, 1980'li yılların son dönemlerinde ortaya çıkmış, öncelikle gelişmiş ülkelerde kullanılmış, finansal piyasalarda yaşanan küreselleşme ile hız kazanarak gelişmekte olan ülkelerde de yeni bir finansal yapı olarak yerleşmeye başlamıştır. Finansal piyasalarda karanlık havuzlar, daha çok büyük hacimde işlem yapan yatırımcı profilinin piyasa dalgalanmalarından etkilenmemek amacıyla tercih ettikleri alternatif bir alım ve satım sistemidir. Dünyadaki karanlık havuz piyasaları ve bu piyasaların dahil olduğu genel sistem olan alternatif alım ve satım sistemleri ayrıca literatür çalışması ile incelenmiş olup, litratür taraması sonucu elde edilen veriler ışığında, bu piyasalar çeşitli zaman dilimlerine ait gerçek veriler ile örneklendirilmiş olup bu örnekler karşılaştırılmıştır. Yapılan bu karşılaştırmalar sonucunda tüm veriler işlenmiş ve teze dahil edilmiştir. Bu çalışmada, finansal piyasalara piyasanın denge konumunu etkileyecek yüksek hacimli işlemlere sahip finansal varlığın emir işlemleri problemi incelenmiştir. Problemde piyasanın yatay seyrettiği ve piyasa dalgalanmalarının, söz konusu yüksek hacimli işlemin yaratacağı dalgalanma yanında ihmal edilebilir olduğu varsayılmıştır. Bu sayede model basitleştirilmiş olup çeşitli karşılaştırılmalar ile daha kolay irdelenebilir hale getirilmiştir. Bu çerçevede, alıcı ve satıcılar açısından arz ve talep eğrisinin bilindiği varsayılmıştır. Problem, alıcı ve satıcının alım veya satım emirlerindeki miktar ve fiyat belirlenmesine ilişkin durumlar için incelenmiştir. Son olarak, yapılan çalışmada kullanılan örnekler doğrultusunda karanlık havuz piyasasındaki emirler hakkında bilgi edinebilme çalışması yapılmıştır.
Citation Count: 68
Forecasting electricity demand for Turkey: Modeling periodic variations and demand segregation
(Elsevier, 2017) Bilge, Ayşe Hümeyra; Yücekaya, Ahmet; Bilge, Ayşe Hümeyra
In deregulated electricity markets the independent system operator (ISO) oversees the power system and manages the supply and demand balancing process. In a typical day the ISO announces the electricity demand forecast for the next day and gives participants an option to prepare offers to meet the demand. In order to have a reliable power system and successful market operation it is crucial to estimate the electricity demand accurately. In this paper we develop an hourly demand forecasting method on annual weekly and daily horizons using a linear model that takes into account the harmonics of these variations and the modulation of diurnal periodic variations by seasonal variations. The electricity demand exhibits cyclic behavior with different seasonal characteristics. Our model is based solely on sinusoidal variations and predicts hourly variations without using any climatic or econometric information. The method is applied to the Turkish power market on data for the period 2012-2014 and predicts the demand over daily and weekly horizons within a 3% error margin in the Mean Absolute Percentage Error (MAPE) norm. We also discuss the week day/weekend/holiday consumption profiles to infer the proportion of industrial and domestic electricity consumption. (C) 2017 Elsevier Ltd. All rights reserved.
Citation Count: 2
Forecasting Hourly Electricity Demand Under COVID-19 Restrictions
(Econjournals, 2022) Yücekaya, Ahmet Deniz; Bilge, Ayşe Hümeyra; Hekimoğlu, M.; Aktunc, E.A.; Yücekaya, A.; Bilge, A.
The rapid spread of the COVID-19 pandemic has severely impacted many sectors including the electricity sector. The restrictions such as lockdowns, remote-working, and-schooling significantly altered the consumers’ behaviors and demand structure especially due to a large number of people working at home. Accurate demand forecasts and detailed production plans are crucial for cost-efficient generation and transmission of electricity. In this research, the restrictions and their corresponding timing are classified and mapped with the Turkish electricity demand data to analyze the impact of the restrictions on total demand using a multiple linear regression model. In addition, the model is utilized to forecast the electricity demand in pandemic conditions and to analyze how different types of restrictions impact the total electricity demand. It is found that among three levels of COVID-19 restrictions, age-specific restrictions and the complete lockdown have different effects on the electricity demand on weekends and weekdays. In general, new scheduling approaches for daily and weekly loads are required to avoid supply-demand mismatches as COVID-19 significantly changed the consumer behavior, which appears as altered daily and weekly load profiles of the country. Long-term policy implications for the energy transition and lessons learned from the COVID-19 experience are also discussed. © 2022, Econjournals. All rights reserved.