Erk Hacihasanoglu : Citation Profile


Are you Erk Hacihasanoglu?

Abdullah Gül Üniversitesi (90% share)
Orta Doğu Teknik Üniversitesi (10% share)

9

H index

9

i10 index

320

Citations

RESEARCH PRODUCTION:

12

Articles

3

Papers

RESEARCH ACTIVITY:

   6 years (2009 - 2015). See details.
   Cites by year: 53
   Journals where Erk Hacihasanoglu has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 4 (1.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha819
   Updated: 2020-05-23    RAS profile: 2016-07-07    
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Relations with other researchers


Works with:

Sensoy, Ahmet (9)

Şensoy, Ahmet (9)

Turhan, Ibrahim (3)

Ozturk, Kevser (2)

Soytas, Ugur (2)

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

Is cited by:

Tiwari, Aviral (15)

GUPTA, RANGAN (12)

Balcilar, Mehmet (12)

Soytas, Ugur (11)

Shahbaz, Muhammad (10)

Yoon, Seong-Min (9)

Shahzad, Syed Jawad Hussain (8)

Mensi, walid (8)

Sensoy, Ahmet (7)

Ozdemir, Zeynel (7)

lucey, brian (6)

Cites to:

Hammoudeh, Shawkat (21)

Nguyen, Duc Khuong (12)

Engle, Robert (11)

Soytas, Ugur (11)

Tabak, Benjamin (10)

Cajueiro, Daniel (7)

Serletis, Apostolos (7)

Sarı, Ramazan (7)

Şensoy, Ahmet (6)

Pesaran, M (6)

Sensoy, Ahmet (6)

Main data


Where Erk Hacihasanoglu has published?


Journals with more than one article published# docs
Energy Economics2
Emerging Markets Finance and Trade2

Recent works citing Erk Hacihasanoglu (2018 and 2017)


YearTitle of citing document
2017DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES?. (2017). Inar, Gokhan ; Uzmay, Ayse. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266472.

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2017The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner. (2017). Elik, Ufuk ; Baarir, Aatay . In: Alphanumeric Journal. RePEc:anm:alpnmr:v:5:y:2017:i:1:p:45-54.

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2019Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2019). Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:1812.08548.

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2019The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi. In: Papers. RePEc:arx:papers:1912.12590.

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2020Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model. (2020). Shoshi, Humayra ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:2004.14862.

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2020An Assymetric Evaluation of Oil Price- Inflation Nexus: Evidence from Nigeria. (2020). Olaniran, Oladotun D ; Alimi, Ahmed S ; Ayuba, Timothy. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:1-11.

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2017Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains. (2017). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun . In: Review of Economics & Finance. RePEc:bap:journl:170304.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2018The global financial cycle, bank capital flows and monetary policy. Evidence from Norway. (2018). Alstadheim, Ragna ; Blandhol, Christine. In: Working Paper. RePEc:bno:worpap:2018_02.

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2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2019Does U.S. Equity market uncertainty and implied stock market volatility affect the GCC stock markets?. (2019). Alqahtani, Abdullah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00909.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

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2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2019Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis. (2019). Pappas, Vasileios ; Johnes, Jill ; Izzeldin, Marwan ; Alexakis, Christos. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:1-14.

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2019Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2019Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56.

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2019Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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2017Predictability dynamics of emerging sovereign CDS markets. (2017). Sensoy, Ahmet ; Eraslan, Veysel ; Fabozzi, Frank J. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:5-9.

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2017The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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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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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Chevallier, Julien ; Guesmi, Khaled ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239.

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2017Influential factors in crude oil price forecasting. (2017). Miao, Hong ; Yang, Dongxiao ; Wang, Tianyang ; Ramchander, Sanjay. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2018The value of the US dollar and its impact on oil prices: Evidence from a non-linear asymmetric cointegration approach. (2018). , Roger ; Haughton, Andre Yone . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:61-69.

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2018Analyzing volatility transmission using group transfer entropy. (2018). Dimpfl, Thomas ; Peter, Franziska J. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:368-376.

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2018Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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2019The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis. (2019). Nusair, Salah ; Olson, Dennis. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:44-63.

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2019On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model. (2019). Guesmi, Khaled ; Chevallier, Julien ; Braiek, Sana ; Bedoui, Rihab. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:876-889.

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2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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2019Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches. (2019). Tiwari, Aviral ; Bachmeier, Lance ; Alqahtani, Faisal ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1011-1028.

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2019Are the crude oil markets really becoming more efficient over time? Some new evidence. (2019). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:253-263.

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2019Dynamic link between oil prices and exchange rates: A non-linear approach. (2019). Xu, Yang ; Yin, Libo ; Wan, LI ; Han, Liyan. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302695.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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2019The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models. (2019). Cagli, Efe Caglar ; Mandaci, Pinar Evrim ; Taskin, Dilvin. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303354.

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2019Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421.

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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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2018Investigating dependencies among oil price and tanker market variables by copula-based multivariate models. (2018). Zhang, YI. In: Energy. RePEc:eee:energy:v:161:y:2018:i:c:p:435-446.

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2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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2019Long-term forecast of energy commodities price using machine learning. (2019). Constantino, Michel ; Herrera, Gabriel Paes ; Naranpanawa, Athula ; Su, Jen-Je ; Pistori, Hemerson ; Tabak, Benjamin Miranda. In: Energy. RePEc:eee:energy:v:179:y:2019:i:c:p:214-221.

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2020Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method. (2020). Lian, Peng ; Qi, Yajie ; Guo, Sui ; Sun, Bowen ; Zhou, Jinsheng. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322807.

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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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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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2018On the study of conditional dependence structure between oil, gold and USD exchange rates. (2018). Goutte, Stéphane ; Guesmi, Khaled ; Braeik, Sana ; Bedoui, Rihab. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:134-146.

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2018Implied volatility indices: A review and extension in the Turkish case. (2018). Sensoy, Ahmet ; Omole, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:151-161.

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2018The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis. (2018). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9.

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2018The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets. (2018). Fang, Libing ; Xiong, Cheng ; Yu, Honghai ; Chen, Baizhu. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:56-63.

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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2018Oil market volatility and stock market volatility. (2018). Molnár, Peter ; Molnar, Peter ; Bata, Milan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:204-214.

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2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234.

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2019Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411.

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2019The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73.

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2017Not all emerging markets are the same: A classification approach with correlation based networks. (2017). Tabak, Benjamin ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Ozturk, Kevser . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:163-186.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:100-112.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2018Sailing with the non-conventional stocks when there is no place to hide. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:1-16.

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2018Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis. (2018). Mohapatra, Sanket ; Gopalakrishnan, Balagopal. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:94-109.

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2019Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116.

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2018Is food financialized? Yes, but only when liquidity is abundant. (2018). Oran, Adil ; Soytas, Ugur ; Ordu, Beyza Mina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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2019Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

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2020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

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2017Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:257-265.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2017Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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2017Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

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2018Economics literature on joint production of minerals: A survey. (2018). Jordan, Brett. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:20-28.

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2018The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration. (2018). Türsoy, Turgut ; Faisal, Faisal ; Tursoy, Turgut . In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:49-54.

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2018Impacts of oil volatility shocks on metal markets: A research note. (2018). Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:9-19.

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2018The volatility-volume relationship in the LME futures market for industrial metals. (2018). Clements, Adam ; Todorova, Neda. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:111-124.

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2018Precious metal returns and oil shocks: A time varying connectedness approach. (2018). Ur, Mobeen ; Hedstrom, Axel ; Uddin, Gazi Salah ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:77-89.

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2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

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2019Nonlinear relationships amongst the implied volatilities of crude oil and precious metals. (2019). Bouri, Elie ; Dutta, Anupam ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:473-478.

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2019Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis. (2019). Zhu, Xuehong ; Chen, Jinyu ; Zhong, Meirui. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:489-500.

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2019Spillovers from oil to precious metals: Quantile approaches. (2019). Ur, Mobeen ; Hussain, Syed Jawad ; Jammazi, Rania. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:508-521.

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2019Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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2019Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602.

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2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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2019Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, Ä°rfan ; Akkoc, Ugur. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:231-239.

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2019Gold, gold mining stocks and equities- partial wavelet coherence evidence from developed countries. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:378-384.

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2019Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Husain, Shaiara ; Sohag, Kazi. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:57-65.

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2019Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Kang, Sang Hoon ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:588-601.

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2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market. (2019). Kumar, Satish ; Eraslan, Veysel ; Bouri, Elie. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:20.

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2019Time-varying effect of the financialization of nonferrous metals markets on Chinas industrial sector. (2019). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Ying-Zhe. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718302812.

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2019Exploring the time and frequency domain connectedness of oil prices and metal prices. (2019). Tiwari, Aviral ; solarin, sakiru ; Nasreen, Samia ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718304458.

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2019Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Wanas, Idries Mohammad ; Maitra, Debasish ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

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

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

Works by Erk Hacihasanoglu:


YearTitleTypeCited
2014Dynamic relationship between Turkey and European countries during the global financial crisis In: Economic Modelling.
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article7
2015Predictability dynamics of Islamic and conventional equity markets In: The North American Journal of Economics and Finance.
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article18
2011Do global risk perceptions influence world oil prices? In: Energy Economics.
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article33
2014Time-varying long range dependence in energy futures markets In: Energy Economics.
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article19
2009World oil prices, precious metal prices and macroeconomy in Turkey In: Energy Policy.
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article102
2014Constructing a financial fragility index for emerging countries In: Finance Research Letters.
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article4
2014A comparative analysis of the dynamic relationship between oil prices and exchange rates In: Journal of International Financial Markets, Institutions and Money.
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article25
2015Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy.
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article25
2015Cross-sectoral interactions in Islamic equity markets In: Pacific-Basin Finance Journal.
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article26
2014A view to the long-run dynamic relationship between crude oil and the major asset classes In: International Review of Economics & Finance.
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article12
2012Do Global Risk Perceptions Play a Role in Emerging Market Equity Return Volatilities? In: Emerging Markets Finance and Trade.
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article4
2013Oil Prices and Emerging Market Exchange Rates In: Emerging Markets Finance and Trade.
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article41
2012Oil prices and emerging market exchange rates.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 41
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2012Oil Prices and Emerging Market Exchange Rates.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 41
paper
2015European economic and monetary union sovereign debt markets In: Policy Research Working Paper Series.
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