C. COŞKUN KÜÇÜKÖZMEN : Citation Profile


İzmir Ekonomi Üniversitesi


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   21 years (1996 - 2017). See details.
   Cites by year: 2
   Journals where C. COŞKUN KÜÇÜKÖZMEN has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 1 (2.27 %)


   Permalink: http://citec.repec.org/pku99
   Updated: 2019-10-15    RAS profile: 2019-02-06    
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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 C. COŞKUN KÜÇÜKÖZMEN.

Is cited by:

Mokni, Khaled (4)

BenSaïda, Ahmed (3)

Wang, X. (2)

lucey, brian (2)

Bulla, Jan (2)

Walls, W. (1)


Bouri, Elie (1)

Mahadeo, Scott (1)

Silvennoinen, Annastiina (1)

Yang, Jian (1)

Cites to:

McDonald, James (5)

Engle, Robert (3)

Baruník, Jozef (3)

Avdulaj, Krenar (3)

Reboredo, Juan (3)

Hacihasanoglu, Erk (2)

Wong, Woon (2)

Nguyen, Duc Khuong (2)

Miller, J. (2)

Soytas, Ugur (2)

Copeland, Laurence (2)

Main data

Where C. COŞKUN KÜÇÜKÖZMEN has published?

Journals with more than one article published# docs
Iktisat Isletme ve Finans2

Recent works citing C. COŞKUN KÜÇÜKÖZMEN (2018 and 2017)

YearTitle of citing document
2018Combined Mutiplicative-Heston Model for Stochastic Volatility. (2018). Moghaddam, Dashti M ; Serota, R A. In: Papers. RePEc:arx:papers:1807.10793.

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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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2018A copula-based flexible-stochastic programming method for planning regional energy system under multiple uncertainties: A case study of the urban agglomeration of Beijing and Tianjin. (2018). Yu, L ; Nie, S ; Fan, Y R ; Huang, G H ; Li, Y P. In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:60-74.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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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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2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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2017Using parametric classification trees for model selection with applications to financial risk management. (2017). Adcock, C J ; Meade, N. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:746-765.

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2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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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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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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2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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2019Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:14-33.

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2019Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?. (2019). Mokni, Khaled ; Youssef, Manel . In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:70-:d:247077.

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2019Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment. (2019). Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David ; Raza, Naveed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0730-9.

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2018EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033.

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2001The Empirical Distribution of UK and US Stock Returns In: Journal of Business Finance & Accounting.
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2001Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management In: European Journal of Operational Research.
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2017The impact of crude oil prices on financial market indicators: copula approach In: Energy Economics.
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2011Analyzing the Dual Long Memory in Stock Market Returns In: Ege Academic Review.
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2003Forecasting Value at Risk in Emerging Arab Stock Markets In: Discussion Papers.
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1996Mevduat Sigortası In: Iktisat Isletme ve Finans.
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1999Bankacılıkta Risk Yönetimi Ve Sermaye Yeterliliği Value At Risk Uygulamaları In: Iktisat Isletme ve Finans.
[Citation analysis]
1999Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets In: Research Papers.
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2012Guest Editors Introduction In: Emerging Markets Finance and Trade.
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2001The empirical distribution of stock returns: evidence from an emerging European market In: Applied Economics Letters.
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2004Skewness in the conditional distribution of daily equity returns In: Applied Financial Economics.
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