Ahmet Goncu : Citation Profile


Are you Ahmet Goncu?

2

H index

0

i10 index

18

Citations

RESEARCH PRODUCTION:

13

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 3
   Journals where Ahmet Goncu has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 3 (14.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo527
   Updated: 2019-05-18    RAS profile: 2016-10-16    
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Relations with other researchers


Works with:

Kuzubas, Tolga (6)

Karahan, Mehmet (5)

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

Is cited by:

van Kooten, Gerrit (3)

Mosiño, Alejandro (2)

Longden, Thomas (1)

Perote, Javier (1)

Crisóstomo, Ricardo (1)

Trueck, Stefan (1)

Cites to:

Yakovenko, Victor (9)

Djehiche, Boualem (4)

Platen, Eckhard (4)

Erdoğdu, Erkan (3)

Jarrow, Robert (3)

Diebold, Francis (3)

Scholes, Myron (3)

AFAWUBO, Komivi (3)

Kuzubas, Tolga (2)

merton, robert (2)

Mandelbrot, Benoît (2)

Main data


Where Ahmet Goncu has published?


Journals with more than one article published# docs
Iktisat Isletme ve Finans2
The North American Journal of Economics and Finance2
Journal of Risk Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Bogazici University, Department of Economics4

Recent works citing Ahmet Goncu (2018 and 2017)


YearTitle of citing document
2017Financial Weather Derivatives for Corn Production in Northeastern China: Modelling the Underlying Weather Index. (2017). Sun, Baojing. In: Working Papers. RePEc:ags:uvicwp:257083.

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2017Financial Weather Derivatives for Corn Production in Northeastern China: Modelling the underlying Weather Index. (2017). Sun, Baojing. In: Working Papers. RePEc:ags:uvicwp:263197.

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2018Comparison of Stochastic and Spline Models for Temperature‐based Derivatives in China. (2018). Zong, LU ; Ender, Manuela. In: Pacific Economic Review. RePEc:bla:pacecr:v:23:y:2018:i:4:p:547-589.

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2017Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models. (2017). Crisóstomo, Ricardo ; Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_64en.

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2018On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process. (2018). Mosiño, Alejandro ; Mosio, Alejandro ; Moreno-Okuno, Alejandro Tatsuo . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00495.

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2017Moments expansion densities for quantifying financial risk. (2017). Perote, Javier ; Iguez, Trino-Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:53-69.

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2017Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma. (2017). Mosiño, Alejandro ; Moreno-Okuno, Alejandro T ; Salomon-Nuez, Laura A ; Mosio, Alejandro. In: MPRA Paper. RePEc:pra:mprapa:78961.

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2017Financial Weather Derivatives for Corn Production in Northeastern China: Modelling the underlying Weather Index. (2017). Sun, Baojing. In: Working Papers. RePEc:rep:wpaper:2017-05.

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2018A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns. (2018). Endres, Sylvia ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:072018.

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2017Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes. (2017). Endres, Sylvia ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:172017.

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Works by Ahmet Goncu:


YearTitleTypeCited
2014Statistical Arbitrage in the Black-Scholes Framework In: Papers.
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2015Statistical arbitrage in the Black-Scholes framework.(2015) In: Quantitative Finance.
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This paper has another version. Agregated cites: 0
article
2016Statistical Arbitrage with Pairs Trading In: International Review of Finance.
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article2
2013Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach In: Working Papers.
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paper1
2013Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models In: Working Papers.
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paper1
2014A Comparative Goodness-of-fit Analysis of Distributions of Some Levy Processes and Heston Model to Stock Index Returns In: Working Papers.
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paper2
2016A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns.(2016) In: The North American Journal of Economics and Finance.
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This paper has another version. Agregated cites: 2
article
2014A Comparison of Stochastic Models of Natural Gas Consumption In: Working Papers.
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2013Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
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article2
2016Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns In: The North American Journal of Economics and Finance.
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article2
2011Pricing temperature-based weather derivatives in China In: Journal of Risk Finance.
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article1
2013Comparison of temperature models using heating and cooling degree days futures In: Journal of Risk Finance.
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article0
2011Pricing of temperature-based weather options for Turkey In: Iktisat Isletme ve Finans.
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2013A Stochastic Model for Natural Gas Consumption: An Application for Turkey In: Iktisat Isletme ve Finans.
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2014Fitting the Heston Stochastic Volatility Model to Chinese Stocks In: International Finance and Banking.
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2011Pricing temperature-based weather contracts: an application to China In: Applied Economics Letters.
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article6
2012An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange In: Applied Financial Economics.
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article1
2015Estimating sensitivities of temperature-based weather derivatives In: Applied Economics.
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article0

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