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)

15

H index

27

i10 index

925

Citations

RESEARCH PRODUCTION:

117

Articles

178

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 61
   Journals where Mehmet Balcilar has often published
   Relations with other researchers
   Recent citing documents: 314.    Total self citations: 111 (10.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba722
   Updated: 2019-02-13    RAS profile: 2019-02-03    
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Relations with other researchers

Works with:

GUPTA, RANGAN (176)

Demirer, Riza (25)

Jooste, Charl (23)

Miller, Stephen (22)

Ozdemir, Zeynel (22)

Wohar, Mark (18)

Shahbaz, Muhammad (16)

van Eyden, Renee (13)

Olasehinde-Williams, Godwin (8)

Pierdzioch, Christian (7)

Katzke, Nico (6)

BABALOS, VASSILIOS (6)

Simo-Kengne, Beatrice Desiree (5)

Ajmi, Ahdi Noomen (5)

Chang, Tsangyao (5)

Majumdar, Anandamayee (5)

Gil-Alana, Luis (4)

El Montasser, Ghassen (4)

Kotze, Kevin (4)

Nguyen, Duc Khuong (4)

Sousa, Ricardo (4)

Bouri, Elie (4)

Ben Nasr, Adnen (4)

Akadiri, Seyi (4)

Kutan, Ali (3)

Kanda, Patrick (3)

Hammoudeh, Shawkat (3)

Yetkiner, Ibrahim (3)

Ranjbar, Omid (3)

Bekiros, Stelios (3)

Inglesi-Lotz, Roula (3)

Lee, Chien-Chiang (3)

Bonato, Matteo (3)

Akinsomi, Omokolade (2)

Shahzad, Syed Jawad Hussain (2)

Bosch, Adel (2)

Antonakakis, Nikolaos (2)

Bahramian, Pejman (2)

Apergis, Nicholas (2)

Ruch, Franz (2)

tansel, aysıt (2)

YAYA, MEHMET (2)

Koch, Steven (2)

Cakan, Esin (2)

Roubaud, David (2)

Bahloul, Walid (2)

Emirmahmutoglu, Furkan (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 (257)

Wohar, Mark (60)

Demirer, Riza (34)

Shahbaz, Muhammad (24)

Miller, Stephen (21)

Bouri, Elie (20)

Shahzad, Syed Jawad Hussain (20)

Tiwari, Aviral (20)

Lau, Chi Keung (15)

Gil-Alana, Luis (15)

Chang, Tsangyao (15)

Cites to:

GUPTA, RANGAN (268)

Hammoudeh, Shawkat (81)

Hamilton, James (71)

Perron, Pierre (59)

Phillips, Peter (54)

Pesaran, M (52)

Granger, Clive (50)

Kilian, Lutz (48)

Stock, James (47)

Demirer, Riza (43)

Andrews, Donald (42)

Main data

Where Mehmet Balcilar has published?

Journals with more than one article published# docs
Applied Economics10
Energy Economics7
Economic Modelling7
Emerging Markets Finance and Trade6
International Review of Economics & Finance6
Resources Policy5
Empirical Economics5
Journal of Developing Areas5
The North American Journal of Economics and Finance3
Journal of Applied Economics3
Economic Systems3
Journal of International Financial Markets, Institutions and Money3
The Journal of Real Estate Finance and Economics2
Research in International Business and Finance2
Physica A: Statistical Mechanics and its Applications2
Empirica2
Journal of Economic Studies2
Journal of Policy Modeling2
Journal of Economics and Finance2
Economia Internazionale / International Economics2
Emerging Markets Review2
Bulletin of Economic Research2
Ege Academic Review2
Economics - The Open-Access, Open-Assessment E-Journal2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics95
Working Papers / Eastern Mediterranean University, Department of Economics44
Working Papers / University of Nevada, Las Vegas , Department of Economics6
MPRA Paper / University Library of Munich, Germany5
Working Papers / Stellenbosch University, Department of Economics3
Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum2
ERC Working Papers / ERC - Economic Research Center, Middle East Technical University2
Economics Discussion Papers / Kiel Institute for the World Economy (IfW)2
IZA Discussion Papers / Institute for the Study of Labor (IZA)2

Recent works citing Mehmet Balcilar (2019 and 2018)

YearTitle of citing document
2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Gao, Xue ; Su, Chi-Wei ; Chang, Hsu-Ling. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2018Exports, imports and economic growth in India: Evidence from cointegration and causality analysis. (2018). Guntukula, Raju. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:221-230.

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2017Financial conditions index (FCI), inflation and growth: Some evidence. (2017). Sahoo, Manamani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:147-172.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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

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2018Nonfractional Memory: Filtering, Antipersistence, and Forecasting. (2018). Vera-Valdés, J. In: Papers. RePEc:arx:papers:1801.06677.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Beguvsi, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjvcar, Zvonko. In: Papers. RePEc:arx:papers:1803.08405.

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2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2018An analysis of cryptocurrencies conditional cross correlations. (2018). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365.

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2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2018Asymmetric Price Transmission and Rent‐seeking in Road Fuel Markets: A Comparative Study of South Africa and Selected Eurozone Countries. (2018). Ogbuabor, Jonathan E ; Mba, Ifeoma C ; Manasseh, Charles O ; Eigbiremolen, God'Stime O. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:278-290.

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2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2018DO INVESTORS MIMIC TRADING STRATEGIES OF FOREIGN INVESTORS OR THE MARKET: IMPLICATIONS FOR CAPITAL ASSET PRICING. (2018). Chamil, Senarathne W ; Wei, Jianguo. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:171-205.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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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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2018THE EFFECT OF DEFENCE SPENDING ON ECONOMIC DEVELOPMENT IN CENTRAL EUROPE. (2018). Glont, Oana Ramona. In: SEA - Practical Application of Science. RePEc:cmj:seapas:y:2018:i:16:p:97-106.

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2017Distinctive Characteristics of the Causality between the PPI and CPI: Evidence from Romania. (2017). Khan, Khalid ; Xiong, De-Ping ; Su, Chi-Wei. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:2:p:103-123.

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2018Monetary Policy and Inflation Dynamics in ASEAN Economies. (2018). Dany-Knedlik, Geraldine ; Garcia, Juan Angel. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1755.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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

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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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2018Does Electricity Supply Matter for Economic Growth in Russia: A Vector Error Correction Approach. (2018). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-40.

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2018Fuel Consumption in Ukraine: Evidence from Vector Error Correction Model. (2018). Oliskevych, Marianna ; Tokarchuk, Viktor ; Beregova, Galyna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-8.

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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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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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2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70.

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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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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2017An empirical investigation of herding in the U.S. stock market. (2017). Shi, Shuping ; Clements, Adam ; Hurn, Stan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192.

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2018Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204.

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2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

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2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2018Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

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2018OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). GUPTA, RANGAN ; Yoon, Seong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214.

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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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2017Price clustering in Bitcoin. (2017). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:145-148.

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2017The inefficiency of Bitcoin revisited: A dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:1-4.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

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2018Bitcoin returns and transaction activity. (2018). Koutmos, Dimitrios. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:81-85.

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2018Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130.

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2018The impact of Tether grants on Bitcoin. (2018). Wei, Wang Chun. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:19-22.

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2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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2018House price convergence in euro zone and non-euro zone countries. (2018). I-Chun Tsai, . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:269-281.

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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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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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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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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: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Hammoudeh, Shawkat ; Naifar, Nader ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

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2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:440-453.

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2017Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks: The role of biomass energy consumption in the United States. (2017). solarin, sakiru ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:548-565.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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2018Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46.

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2018Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

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2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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2018Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

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2018Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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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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2018Addressing COP21 using a stock and oil market integration index. (2018). Szilagyi, Peter ; Batten, Jonathan ; Wagner, Niklas F ; Kinateder, Harald. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:127-136.

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2018Oil price and USD-Naira exchange rate crash: Can economic diversification save the Naira?. (2018). Alley, Ibrahim . In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:245-256.

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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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2018Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:984-997.

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2018Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486.

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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). Jareño, Francisco ; Hammoudeh, Shawkat M ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. 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). Wang, Shixuan ; Yarovaya, Larisa ; Vigne, Samuel A ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:316-332.

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2017Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks. (2017). Lee, Eun-Joo . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:1-22.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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

Works by Mehmet Balcilar:

YearTitleTypeCited
2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis In: African Development Review.
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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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2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST In: Bulletin of Economic Research.
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2018Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance.
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2017Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) 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.
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2011On the nonlinear causality between inflation and inflation uncertainty in the G3 countries : In: Journal of Applied Economics.
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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.
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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.(2011) In: Economic Modelling.
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2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach In: The North American Journal of Economics and Finance.
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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.
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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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2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
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2015Regime switching model of US crude oil and stock market prices: 1859 to 2013 In: Energy Economics.
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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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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.
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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.
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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.
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2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach In: Energy Economics.
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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test In: Finance Research Letters.
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2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
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2016Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach In: Journal of International Financial Markets, Institutions and Money.
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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.
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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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2018Distribution specific dependence and causality between industry-level U.S. credit and stock markets In: Journal of International Financial Markets, Institutions and Money.
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2014Housing and the business cycle in South Africa In: Journal of Policy Modeling.
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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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2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling.
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2015Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy.
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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.
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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.
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2017Does oil predict gold? A nonparametric causality-in-quantiles approach In: Resources Policy.
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2017Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach.(2017) In: MPRA Paper.
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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? In: Resources Policy.
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2018The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test In: Journal of Multinational Financial Management.
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2017The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
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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.
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2016LPPLS bubble indicators over two centuries of the S&P 500 index In: Physica A: Statistical Mechanics and its Applications.
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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.
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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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2018Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance.
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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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2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
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2018The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method In: Renewable Energy.
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2018The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method.(2018) In: MPRA Paper.
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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.
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2015A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates In: International Review of Economics & Finance.
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2017Financial integration in small Islands: The case of Cyprus In: International Review of Economics & Finance.
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2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance.
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2019The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea In: International Review of Economics & Finance.
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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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2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) 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?.(2015) 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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2014Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 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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