sercan demiralay : Citation Profile

Are you sercan demiralay?

İstanbul Gelişim Üniversitesi

7

H index

3

i10 index

141

Citations

RESEARCH PRODUCTION:

20

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 15
   Journals where sercan demiralay has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 3 (2.08 %)

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   Permalink: http://citec.repec.org/pde877
   Updated: 2024-11-08    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

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

Is cited by:

lucey, brian (6)

GUPTA, RANGAN (4)

Cepni, Oguzhan (2)

Civcir, Ä°rfan (2)

Oyewole, Oluwatomisin (2)

Lorusso, Marco (2)

Ozturk, Ilhan (2)

Tiwari, Aviral (2)

Gallali, Mohamed (2)

Demirer, Riza (2)

Bunnag, Tanattrin (2)

Cites to:

Hammoudeh, Shawkat (22)

Bouri, Elie (19)

Nguyen, Duc Khuong (19)

Engle, Robert (17)

lucey, brian (17)

Roubaud, David (16)

Szafarz, Ariane (13)

GUPTA, RANGAN (11)

Corbet, Shaen (11)

Tiwari, Aviral (11)

Diebold, Francis (10)

Main data

Where sercan demiralay has published?

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing sercan demiralay (2024 and 2023)

YearTitle of citing document
2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2023On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria. In: Working Papers. RePEc:crb:wpaper:2023-01.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. (2023). Rath, Badri ; Behera, Harendra ; Gunadi, Iman. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:173-189.

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2023The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market. (2023). Zhang, Jie ; Gao, Zhenbin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000384.

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2023The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?. (2023). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000383.

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2023How to purchase carbon emission right optimally for energy-consuming enterprises? Analysis based on optimal stopping model. (2023). Meng, Bo ; Chen, Bin ; Jin, Shunlin ; Sun, Huaping ; Liu, Yue. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002566.

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2023Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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2023Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. (2023). Liu, Yang ; Duan, Kun ; Huang, Yingying ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005479.

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2023Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. (2023). Soo-Wah, Low ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005327.

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2024Modeling the behavior of renewable energy market: Understanding the moderation of climate risk factors. (2024). Sinha, Avik ; Saha, Tanaya ; Tiwari, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007880.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2023Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow. (2023). Lee, Yunyoung. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007668.

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2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

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2023Can Chinas national carbon trading market hedge the risks of light and medium crude oil? A comparative analysis with the European carbon market. (2023). Shang, Yue ; Lu, Tuantuan ; Zhu, Pengfei ; Wei, YU ; Zhang, Zerong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006633.

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2024Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?. (2024). Cao, Xiangye ; Zhang, Junchao ; Li, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400299x.

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2023An examination of green bonds as a hedge and safe haven for international equity markets. (2023). Luo, Qirui ; Lucey, Brian ; Ren, Boru. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000893.

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2023Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525.

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2024Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes. (2024). Goodell, John W ; Youssef, Manel ; Yousaf, Imran. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312300197x.

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2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

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2023A novel hybrid model based on deep learning and error correction for crude oil futures prices forecast. (2023). Dou, Wanting ; Hu, Yuan ; Wang, Zhaocai ; Dong, Jinghan ; Wu, Junhao. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003136.

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2023Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Mugheri, Adil ; Luqman, Muhammad ; Ahmad, Najid. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009807.

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2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

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2023Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139.

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2023Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet. (2023). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Zhao, Xin ; Shahzad, Umer ; Vasa, Laszlo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:112-131.

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2023Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368.

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2023Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. (2023). Benlagha, Noureddine ; Khan, Ashraf ; Farid, Saqib ; Anwer, Zaheer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:418-431.

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2024Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion. (2024). Sinha, Neena ; Abedin, Mohammad Zoynul ; Yadav, Miklesh Prasad ; Arya, Vandana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002726.

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2024Privacy concerns versus personalisation benefits in social robot acceptance by employees: A paradox theory — Contingency perspective. (2024). Miah, Shah ; Shahmehr, Fatemeh S ; Sadegh, Seyed Mohammad ; Ozdemir, Dilek ; Daim, Tugrul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523007199.

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2024How does climate policy uncertainty affect the carbon market?. (2024). Wang, Yan ; Wei, Shenkai ; Su, Chi Wei ; Tao, Ran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008405.

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2024Coskewness and the short-term predictability for Bitcoin return. (2024). Zhang, Feipeng ; Liu, Yakun ; Chen, Yan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008818.

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2023Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets. (2023). Chen, Zhenxi ; Gu, Yimiao ; Qiao, Huiting ; Cheng, Qiyun. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1624-:d:1059724.

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2023Fragmented or Unified? The State of China’s Carbon Emission Trading Market. (2023). Gu, Yimiao ; Huang, Yan ; Wu, Liangzheng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2470-:d:1088196.

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2023Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04.

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2023Political Instability and Stock Market: An Event Study. (2023). Khan, Azam Anwar ; Jivani, Tooba ; Ahmed, Faiza. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:339-345.

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2023The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more?. (2023). Disli, Mustafa ; Cepni, Oguzhan ; Aysan, Ahmet Faruk ; Abdelsalam, Omneya. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:559-567.

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2023The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test. (2023). Ozdemir, Ozgur ; Dogru, Tarik ; Cepni, Oguzhan. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:4:p:906-928.

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2023Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?. (2023). Wang, Xin-Yi ; Chen, BO ; Song, YU. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00445-3.

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2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5.

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2023Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x.

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2023Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence from SVAR?cDCC?GARCH model. (2021). Akko, Uur ; Civcir, rfan . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1978-1992.

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2024Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach. (2024). Xie, Fei ; Cao, Guangxi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2155-2175.

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2023Global climate change and commodity markets: A hedging perspective. (2023). Jin, Jiayu ; Han, Liyan ; Chen, Xinhui ; Jia, Shanghui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1393-1422.

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Works by sercan demiralay:

YearTitleTypeCited
2013The impact of oil prices on sectoral returns: an empirical analysis from Borsa Istanbul In: Theoretical and Applied Economics.
[Full Text][Citation analysis]		article5
2013The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul.(2013) In: EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey.
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This paper has nother version. Agregated cites: 5		paper
2018STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article7
2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises? In: Manchester School.
[Full Text][Citation analysis]		article3
2014Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies In: International Journal of Energy Economics and Policy.
[Full Text][Citation analysis]		article5
2020Political uncertainty and the us tourism index returns In: Annals of Tourism Research.
[Full Text][Citation analysis]		article7
2014Non-linear volatility dynamics and risk management of precious metals In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article22
2022Carbon credit futures as an emerging asset: Hedging, diversification and downside risks In: Energy Economics.
[Full Text][Citation analysis]		article13
2021On the dynamic equicorrelations in cryptocurrency market In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article16
2017Energy demand and stock market development in OECD countries: A panel data analysis In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article9
2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period In: Technological Forecasting and Social Change.
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In: .
[Full Text][Citation analysis]		article4
2020Dynamic co-movements and directional spillovers among energy futures In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article5
2015Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article9
2017Between war and peace: The Ottoman economy and foreign exchange trading at the Istanbul bourse In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Volatility Modeling and Value-at-Risk (VaR) Forecasting of Emerging Stock Markets in the Presence of Long Memory, Asymmetry, and Skewed Heavy Tails In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article5
2013Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2014Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2019Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe In: Prague Economic Papers.
[Full Text][Citation analysis]		article2
2021Oil Prices and Firm Returns in an Emerging Market In: American Business Review.
[Full Text][Citation analysis]		article2
2016The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2019Time-varying diversification benefits of commodity futures In: Empirical Economics.
[Full Text][Citation analysis]		article4
2019The Effects of Terrorism on Turkish Financial Markets In: Defence and Peace Economics.
[Full Text][Citation analysis]		article4
2021Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article7

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