Mehmet Balcilar : Citation Profile

Are you Mehmet Balcilar?

Doğu Akdeniz Üniversitesi (70% share)
Montpellier Business School (25% share)
University of Pretoria (3% share)
Economic Research Forum (ERF) (2% share)

11

H index

16

i10 index

557

Citations

RESEARCH PRODUCTION:

87

Articles

153

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 39
   Journals where Mehmet Balcilar has often published
   Relations with other researchers
   Recent citing documents: 211.    Total self citations: 88 (13.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba722
   Updated: 2017-10-21    RAS profile: 2017-09-13    
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Relations with other researchers

Works with:

GUPTA, RANGAN (175)

Miller, Stephen (37)

Jooste, Charl (25)

Ozdemir, Zeynel (23)

Demirer, Riza (19)

van Eyden, Renee (15)

Wohar, Mark (13)

Majumdar, Anandamayee (9)

Simo-Kengne, Beatrice Desiree (7)

Chang, Tsangyao (7)

tansel, aysıt (7)

Ajmi, Ahdi Noomen (6)

Katzke, Nico (6)

Inglesi-Lotz, Roula (6)

BABALOS, VASSILIOS (6)

Kotze, Kevin (5)

Pierdzioch, Christian (5)

Reid, Monique (4)

Bosch, Adel (4)

El Montasser, Ghassen (4)

Bouri, Elie (3)

Gil-Alana, Luis (3)

Ranjbar, Omid (3)

Yetkiner, Ibrahim (3)

Ben Nasr, Adnen (3)

Sousa, Ricardo (3)

Hammoudeh, Shawkat (3)

Nguyen, Duc Khuong (3)

Kanda, Patrick (3)

Shahbaz, Muhammad (3)

Cakan, Esin (2)

Koch, Steven (2)

Dunne, John (2)

YAYA, MEHMET (2)

Bahramian, Pejman (2)

Roubaud, David (2)

Bekiros, Stelios (2)

Antonakakis, Nikolaos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mehmet Balcilar.

Is cited by:

GUPTA, RANGAN (153)

Wohar, Mark (39)

Miller, Stephen (18)

Demirer, Riza (16)

tansel, aysıt (14)

Uribe, Jorge (11)

Shahbaz, Muhammad (11)

Chuliá, Helena (11)

Antonakakis, Nikolaos (10)

McAleer, Michael (10)

Tiwari, Aviral (10)

Cites to:

GUPTA, RANGAN (216)

Hamilton, James (69)

Hammoudeh, Shawkat (60)

Perron, Pierre (52)

Phillips, Peter (46)

Kilian, Lutz (45)

Stock, James (42)

Granger, Clive (40)

Andrews, Donald (38)

Demirer, Riza (36)

Korobilis, Dimitris (36)

Main data

Where Mehmet Balcilar has published?

Journals with more than one article published# docs
Economic Modelling7
Energy Economics6
Emerging Markets Finance and Trade5
Applied Economics5
International Review of Economics & Finance5
Empirical Economics4
Journal of Developing Areas4
Resources Policy4
Emerging Markets Finance and Trade4
The North American Journal of Economics and Finance3
Journal of Applied Economics3
Ege Academic Review2
Economia Internazionale / International Economics2
Journal of Economic Studies2
Physica A: Statistical Mechanics and its Applications2
Journal of International Financial Markets, Institutions and Money2
The Journal of Real Estate Finance and Economics2
Emerging Markets Review2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics86
Working Papers / Eastern Mediterranean University, Department of Economics31
Working Papers / University of Nevada, Las Vegas , Department of Economics6
Working Papers / Stellenbosch University, Department of Economics3
MPRA Paper / University Library of Munich, Germany3
Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum2
Economics Discussion Papers / Kiel Institute for the World Economy (IfW)2
IZA Discussion Papers / Institute for the Study of Labor (IZA)2
ERC Working Papers / ERC - Economic Research Center, Middle East Technical University2

Recent works citing Mehmet Balcilar (2017 and 2016)

YearTitle of citing document
2016The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework. (2016). Zhang, Jin ; Broadstock, David. In: The Energy Journal. RePEc:aen:journl:ej37-si1-zhang.

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2016Measuring Economic Growth Using Data Envelopment Analysis. (2016). Rabar, Danijela ; Kare, Marinko . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:42:y:2016:i:18:p:386.

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2017Causality between economic policy uncertainty and exchange rate in China with considering quantile differences. (2017). Dai, Yin ; Li, Xin ; Yu, Xiu-Zhen ; Zhang, Jing-Wen . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:29-38.

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2016The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76.

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2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252845.

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2016A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks. (2016). Fern, M ; McKelvey, Bill ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1601.04188.

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2017Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Papers. RePEc:arx:papers:1707.07977.

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2017The inefficiency of Bitcoin revisited: a dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:1709.08090.

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2017Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis.. (2017). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:805.

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2016The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets. (2016). Aloui, Chaker ; Dakhlaoui, Imen . In: International Economics. RePEc:cii:cepiie:2016-q2-146-7.

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2016Change Detection and the Causal Impact of the Yield Curve. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2058.

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2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2059.

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2016ON THE ROLE OF EXPORTS FOR ECONOMIC GROWTH AT A GLOBAL LEVEL THROUGH A LMM APPROACH. (2016). Popa, Ioan ; Belu, Mihaela Gabriela ; Tudor, Cristiana ; Paraschiv, Dorel . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:4:p:5-24.

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2016Market Size and Export-led Growth Hypotheses: New Evidence from Malaysia. (2016). Hassan, Sallahuddin ; Murtala, Musa . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-20.

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2017Does Labor Market Hysteresis Hold in Low Income Countries?. (2017). Bekun, Festus ; Olanipekun, Ifedolapo Olabisi ; Olawumi, Osundina ; Akadiri, Seyi Saint . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-04.

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2017Tourism and Economic Growth in Jordan: Evidence from Linear and Nonlinear Frameworks. (2017). , Buthaina ; Daoud, Hussam-Eldin . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-28.

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2017The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh. (2017). Law, Siong Hook ; Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-49.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017Military Expenditure and Economic Growth in South Asian Countries: Empirical Evidences. (2017). Ismail, Saba . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-42.

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2016Co-integration between Electricity Supply and Economic Growth in South Africa. (2016). Khobai, hlalefang ; le Roux, Pierre ; Abel, Sanderson . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-03-34.

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2016Nonlinear and time-varying growth-tourism causality. (2016). Liu, Shiao-Yen ; Wu, Po-Chin ; Huang, Tsai-Yuan ; Hsiao, Juei-Ming . In: Annals of Tourism Research. RePEc:eee:anture:v:59:y:2016:i:c:p:45-59.

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2017Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:112-127.

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2017Urban-rural imbalance and Tourism-Led Growth in China. (2017). Liu, Jingjing ; Lin, Derong ; Nijkamp, Peter . In: Annals of Tourism Research. RePEc:eee:anture:v:64:y:2017:i:c:p:24-36.

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2017Tourism expenditures and crisis transmission: A general equilibrium GVAR analysis with network theory. (2017). Soklis, George ; Michaelides, Panayotis ; Konstantakis, Konstantinos. In: Annals of Tourism Research. RePEc:eee:anture:v:66:y:2017:i:c:p:74-94.

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2016Forecasting volatility of wind power production. (2016). Shen, Zhiwei ; Ritter, Matthias. In: Applied Energy. RePEc:eee:appene:v:176:y:2016:i:c:p:295-308.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2016Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches. (2016). Ranjbar, Omid ; Chang, Tsangyao ; Bahmani-Oskooee, Mohsen. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:66-78.

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2016Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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2017Effective timing of tourism policy: The case of Singapore. (2017). Agiomirgianakis, George ; Serenis, Dimitrios ; Tsounis, Nicholas . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:29-38.

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2017Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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2017Long memory, fractional integration, and cross-sectional aggregation. (2017). Haldrup, Niels ; Vera, Eduardo J. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:1-11.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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2017Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea. (2017). , Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:133-154.

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2016Dynamic asymmetries in house price cycles: A generalized smooth transition model. (2016). Zanetti Chini, Emilio ; Canepa, Alessandra. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:91-103.

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2016The impact of oil shocks on exchange rates: A Markov-switching approach. (2016). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:11-23.

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2016Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

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2016Free cash flows and overinvestment: Further evidence from Chinese energy firms. (2016). Zhang, Dayong ; Kutan, Ali M ; Dickinson, David G ; Cao, Hong . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:116-124.

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2016Forecasting the volatility of crude oil futures using HAR-type models with structural breaks. (2016). Wen, Fenghua ; Cai, Shenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:400-413.

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2016Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. (2016). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper N. In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:168-175.

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2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:241-252.

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2017The role of oil prices in the forecasts of South African interest rates: A Bayesian approach. (2017). Kotze, Kevin ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:270-278.

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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2017When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng . In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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2017Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016. (2017). Wei, Yi-Ming ; Chevallier, Julien ; Han, Dong ; Zhu, Bangzhu . In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:309-322.

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2016Variations in energy use and output growth dynamics: An assessment for intertemporal and contemporaneous relationship. (2016). Rashid, Abdul ; Kandemir, Zge . In: Energy. RePEc:eee:energy:v:102:y:2016:i:c:p:388-396.

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2016Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania. In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:866-888.

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2016Controlling for relevant variables: Energy consumption and economic growth nexus revisited in an EGARCH-M (Exponential GARCH-in-Mean) model. (2016). Chen, Sheng-Hung ; Hsueh, Sheng-Pin ; Chiou-Wei, Song-Zan ; Zhu, Zhen . In: Energy. RePEc:eee:energy:v:109:y:2016:i:c:p:391-399.

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2017The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution. (2017). Sun, Xiaoqi ; Jiang, Meihui . In: Energy. RePEc:eee:energy:v:118:y:2017:i:c:p:742-752.

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2017Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:69-81.

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2017Main driving factors of the interest rate-stock market Granger causality. (2017). Jammazi, Rania ; Hammoudeh, Shawkat M ; Jareo, Francisco ; Ferrer, Roman . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:260-280.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity. (2017). Keung, Marco Chi ; Yarovaya, Larisa ; Wang, Shixuan ; Vigne, Samuel A. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:316-332.

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2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

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2017Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets. (2017). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:217-222.

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2017The depreciation of the pound post-Brexit: Could it have been predicted?. (2017). Wohar, Mark ; GUPTA, RANGAN ; Plakandaras, Vasilios . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:206-213.

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2017Time-varying causality between stock and housing markets in China. (2017). Shi, Guangping ; Zhang, XU ; Liu, Xiaoxing . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:227-232.

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2016Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). GUPTA, RANGAN ; Paetz, Michael . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:166-182.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2016Nonlinear models for the sources of real effective exchange rate fluctuations: Evidence from the Republic of Korea. (2016). Huang, Chia-Hsing ; Meng, Xiangcai . In: Japan and the World Economy. RePEc:eee:japwor:v:40:y:2016:i:c:p:21-30.

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2017Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, Walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:258-279.

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2017Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area. (2017). Zhu, Bing ; Sebastian, Steffen ; Betzinger, Michael . In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:1-21.

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2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

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2016Macroeconomic effects of a decline in housing prices in Sweden. (2016). Österholm, Pär ; Osterholm, Par ; Stockhammar, Par ; Gustafsson, Peter . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:2:p:242-255.

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2016Multiscale dependence analysis and portfolio risk modeling for precious metal markets. (2016). Liu, Youjin ; Yu, Lean ; Lai, Kin Keung ; He, Kaijian . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:224-233.

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2017On the nonlinear relation between crude oil and gold. (2017). Kumar, Satish . In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:219-224.

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2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Christou, Christina ; Hassapis, Christis ; Cunado, Juncal . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

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2016Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?. (2016). Naifar, Nader ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69.

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2016Are Islamic stock returns predictable? A global perspective. (2016). Sharma, Susan ; Bach, Dinh Hoang ; Westerlund, Joakim ; Narayan, Paresh Kumar . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:210-223.

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2017Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). GUPTA, RANGAN ; Hammoudeh, Shawkat ; Muteba, John W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

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2016The crude oil price bubbling and universal scaling dynamics of price volatility. (2016). Garcia-Carranco, Sergio M ; Balankin, Alexander S ; Bory-Reyes, Juan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:452:y:2016:i:c:p:60-68.

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2017Long-range dependence in returns and volatility of global gold market amid financial crises. (2017). Omane-Adjepong, Maurice ; Boako, Gideon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:188-202.

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2017Outward foreign direct investments and home country’s economic growth. (2017). Ciesielska, Dorota ; Kotuniak, Marcin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:127-146.

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2017Time varying international financial integration for GCC stock markets. (2017). Mishra, Anil ; Alotaibi, Abdullah R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:66-78.

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2016Spatial interrelations of Chinese housing markets: Spatial causality, convergence and diffusion. (2016). Boelhouwer, Peter J ; Gong, Yunlong ; Hu, Jinxing . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:59:y:2016:i:c:p:103-117.

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2017Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach. (2017). Teye, Alfred Larm ; Ahelegbey, Daniel Felix . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:65:y:2017:i:c:p:56-64.

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2016Renewable energy consumption and economic growth in newly industrialized countries: Evidence from asymmetric causality test. (2016). Destek, Mehmet. In: Renewable Energy. RePEc:eee:renene:v:95:y:2016:i:c:p:478-484.

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2016A bootstrap panel Granger causality analysis of energy consumption and economic growth in the G7 countries. (2016). Mutascu, Mihai Ioan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:63:y:2016:i:c:p:166-171.

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2017Testing the moderating role of financial development in an environmental Kuznets curve: Empirical evidence from Turkey. (2017). Taspinar, Nigar ; KATIRCIOGLU, SALIH ; Tapinar, Nigar ; Katirciolu, Salih Turan . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:68:y:2017:i:p1:p:572-586.

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2017Energy security measurement – A sustainable approach. (2017). Pavlovi, Dejan ; Filipovi, Sanja ; Radovanovi, Mirjana . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:68:y:2017:i:p2:p:1020-1032.

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2017Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries. (2017). BEN AISSA, Mohamed ; kahia, montassar ; Charfeddine, Lanouar ; Lanouar, Charfeddine . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:71:y:2017:i:c:p:127-140.

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2016Can commodity returns forecast Canadian sector stock returns?. (2016). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:172-188.

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2016The nexus between insurance activity and economic growth: A bootstrap rolling window approach. (2016). Lee, Chien-Chiang ; Liu, Guan-Chun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:299-319.

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2017Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2017The dynamic and asymmetric herding behavior of US equity fund managers in the stock market. (2017). Fang, Hao ; Lee, Yen-Hsien ; Shen, Chung-Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:353-369.

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2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

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2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses. (2017). Chen, Mei-Ping ; Tseng, Tseng-Chan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:484-498.

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2017Impacts of oil price shocks on Chinese stock market liquidity. (2017). Zheng, Xinwei ; Su, Dan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:136-174.

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2016The volatility dynamics of spot and futures gold prices: Evidence from Russia. (2016). Kirkulak, Berna ; Kirkulak-Uludag, Berna ; Lkhamazhapov, Zorikto . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:474-484.

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2016Herding and excessive risk in the American stock market: A sectoral analysis. (2016). Bouraoui, Omar ; Litimi, Houda ; Bensaida, Ahmed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:6-21.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2017Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386.

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2016A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:93112.

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2017The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets. (2017). Shahzad, Syed Jawad Hussain ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Naifar, Nader . In: Working Papers. RePEc:erg:wpaper:1129.

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2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:295.

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2016Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro. (2016). Kar, Muhsin ; Kayhan, Selim ; Bayat, Tayfur . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:3:p:14-:d:73200.

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More than 100 citations found, this list is not complete...

Works by Mehmet Balcilar:

YearTitleTypeCited
2013INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? In: Bulletin of Economic Research.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Working Papers.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: IZA Discussion Papers.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: ERC Working Papers.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Working Papers.
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2013Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article5
2014The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings.
[Full Text][Citation analysis]		article0
2011On the nonlinear causality between inflation and inflation uncertainty in the G3 countries In: Journal of Applied Economics.
[Full Text][Citation analysis]		article3
2015Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests In: Journal of Applied Economics.
[Full Text][Citation analysis]		article1
2013Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach In: Journal of Applied Economics.
[Full Text][Citation analysis]		article0
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model.(2016) In: Working Papers.
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2017Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model.(2017) In: Empirical Economics.
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2011Time-varying linkages between tourism receipts and economic growth in a small open economy In: Economic Modelling.
[Full Text][Citation analysis]		article30
2011Time-varying linkages between tourism receipts and economic growth in a small open economy.(2011) In: Economic Modelling.
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2011An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa In: Economic Modelling.
[Full Text][Citation analysis]		article11
2010An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa.(2010) In: Working Papers.
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2013Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model In: Economic Modelling.
[Full Text][Citation analysis]		article10
2015Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model In: Economic Modelling.
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2017Testing the dependency theory on small island economies: The case of Cyprus In: Economic Modelling.
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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]		article5
2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article11
2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article14
2013Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
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2013Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach.(2013) In: Working papers.
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2017Do precious metal prices help in forecasting South African inflation? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
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2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
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2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
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2014EuroConference 2013 Symposium: International Conference on Business, Economics and Finance In: Economic Systems.
[Full Text][Citation analysis]		article0
2015Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review.
[Full Text][Citation analysis]		article4
2015Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review.
[Full Text][Citation analysis]		article5
2014Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers.
[Citation analysis]
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2010Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window In: Energy Economics.
[Full Text][Citation analysis]		article52
2013The causal nexus between oil prices and equity market in the U.S.: A regime switching model In: Energy Economics.
[Full Text][Citation analysis]		article13
2015Regime switching model of US crude oil and stock market prices: 1859 to 2013 In: Energy Economics.
[Full Text][Citation analysis]		article17
2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working Papers.
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2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working papers.
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2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
[Full Text][Citation analysis]		article8
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics.
[Full Text][Citation analysis]		article5
2015Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers.
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2017Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics.
[Full Text][Citation analysis]		article1
2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article29
2016Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article11
2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
[Citation analysis]
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2014Housing and the business cycle in South Africa In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article11
2014Housing and the Business Cycle in South Africa.(2014) In: Working Papers.
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2013Housing and the Business Cycle in South Africa.(2013) In: Working Papers.
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2015Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy.
[Full Text][Citation analysis]		article6
2015Persistence of precious metal prices: a fractional integration approach with structural breaks.(2015) In: NCID Working Papers.
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2014Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks.(2014) In: Working Papers.
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2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy.
[Full Text][Citation analysis]		article5
2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
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2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]		article1
2017Does oil predict gold? A nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]		article0
2017Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach.(2017) In: MPRA Paper.
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2015Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal.
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2014Are there really bubbles in oil prices? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2016LPPLS bubble indicators over two centuries of the S&P 500 index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index.(2016) In: Working Papers.
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2015Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics.
[Full Text][Citation analysis]		article4
2014Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers.
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2013Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers.
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2015The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article9
2015The time-varying causality between spot and futures crude oil prices: A regime switching approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
2015A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article12
2017Financial integration in small Islands: The case of Cyprus In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2016Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2016Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers.
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2014Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) In: Ege Academic Review.
[Full Text][Citation analysis]		article0
2017Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma In: Ege Academic Review.
[Full Text][Citation analysis]		article0
2017South Africa’s economic response to monetary policy uncertainty In: Journal of Economic Studies.
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2016The dynamic response of the rand real exchange rate to fundamental shocks In: Journal of Economic Studies.
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2016Is there a role for Islamic bonds in global diversification strategies? In: Managerial Finance.
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2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers.
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2011Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers.
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2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working Papers.
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2013Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics.
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2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers.
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2015THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers.
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2015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers.
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2015Identifying Periods of US Housing Market Explosivity In: Working Papers.
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2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
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2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
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2015Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? In: Working Papers.
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2015Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?.(2015) In: Working Papers.
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2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa In: Working Papers.
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2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
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2015International Stock Return Predictability: Is the Role of U.S. Time-Varying? In: Working Papers.
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2017International stock return predictability: Is the role of U.S. time-varying?.(2017) In: Empirica.
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2015International Stock Return Predictability: Is the Role of U.S. Time-Varying?.(2015) In: Working Papers.
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2015Forecasting Core Inflation: The Case of South Africa In: Working Papers.
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2015Forecasting Core Inflation: The Case of South Africa.(2015) In: Working Papers.
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2014Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter In: Working Papers.
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2016Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter.(2016) In: Journal of Developing Areas.
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2014Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter.(2014) In: Working Papers.
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2014The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model In: Working Papers.
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2014The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model.(2014) In: Working Papers.
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2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis In: Working Papers.
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2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers.
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2014Revisiting Herding Behavior in REITs: A RegimeSwitching Approach In: Working Papers.
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2014Revisiting Herding Behavior in REITs: A Regime-Switching Approach.(2014) In: Working Papers.
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2014House Values and Proximity to a Landfill: A Quantile Regression Framework In: Working Papers.
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2014House Values and Proximity to a Landfill: A Quantile Regression Framework.(2014) In: Working Papers.
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2014The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach In: Working Papers.
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2014The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach.(2014) In: Working Papers.
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2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation In: Working Papers.
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2014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation.(2014) In: Working Papers.
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2016Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation.(2016) In: Applied Economics.
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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? In: Working Papers.
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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?.(2014) In: Working Papers.
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2015Are there long-run diversification gains from the Dow Jones Islamic finance index?.(2015) In: Applied Economics Letters.
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2014Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience In: Working Papers.
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2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers.
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2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working Papers.
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2012Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience.(2012) In: Working papers.
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2013Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries.(2013) In: EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey.
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