8
H index
6
i10 index
153
Citations
Ege Üniversitesi | 8 H index 6 i10 index 153 Citations RESEARCH PRODUCTION: 26 Articles 6 Papers RESEARCH ACTIVITY: 21 years (2003 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pon26 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with A. Özlem Önder. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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European Planning Studies | 5 |
Emerging Markets Finance and Trade | 4 |
Journal of Economic Studies | 2 |
Journal of Asset Management | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Ege University, Department of Economics | 5 |
Year | Title of citing document |
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2023 | Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435. Full description at Econpapers || Download paper |
2023 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605. Full description at Econpapers || Download paper |
2023 | Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers || Download paper |
2023 | Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation. (2023). Jain, Shashi ; Dutta, Sumanjay. In: Papers. RePEc:arx:papers:2305.11298. Full description at Econpapers || Download paper |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper |
2024 | Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. (2024). Caner, Mehmet ; Li, Yingying ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2402.17523. Full description at Econpapers || Download paper |
2024 | RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction. (2024). Guo, Shengjie ; Wang, Yilun. In: Papers. RePEc:arx:papers:2403.02500. Full description at Econpapers || Download paper |
2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107. Full description at Econpapers || Download paper |
2023 | Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365. Full description at Econpapers || Download paper |
2024 | Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Yang, BO ; Chowdhury, Rosen ; Agboola, Emmanuel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x. Full description at Econpapers || Download paper |
2023 | Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models. (2023). Medeiros, Marcelo ; Caner, Mehmet. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:393-417. Full description at Econpapers || Download paper |
2024 | Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646. Full description at Econpapers || Download paper |
2023 | Dynamic effects and driving intermediations of oil price shocks on major economies. (2023). Chai, Jian ; Xiao, Hao ; Lin, Jie. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002773. Full description at Econpapers || Download paper |
2023 | Oil price shocks in the age of surging inflation. (2023). Mattoussi, Wided ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006266. Full description at Econpapers || Download paper |
2024 | How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824. Full description at Econpapers || Download paper |
2023 | Frontier markets sovereign risk: New evidence from spatial econometric models. (2023). Telila, Henok Fasil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010371. Full description at Econpapers || Download paper |
2024 | Shrinkage and thresholding approaches for expected utility portfolios: An analysis in terms of predictive ability. (2024). Jain, Shashi ; Dutta, Sumanjay. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004562. Full description at Econpapers || Download paper |
2023 | Oil price shocks and inflation: A cross-national examination in the ASEAN5+3 countries. (2023). Azman, Mukhriz Izraf ; Aharon, David Y ; Kallir, Ido. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002842. Full description at Econpapers || Download paper |
2023 | Effects of oil shocks and central bank credibility on price diffusion. (2023). de Mendonça, Helder ; Garcia, Pedro Mendes ; de Mendona, Helder Ferreira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:304-317. Full description at Econpapers || Download paper |
2024 | Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:427-443. Full description at Econpapers || Download paper |
2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: IZA Discussion Papers. RePEc:iza:izadps:dp16970. Full description at Econpapers || Download paper |
2023 | Dating Currency Crisis and Assessing the Determinants Based on Meta Fuzzy Index Functions. (2023). Gök, Adem ; Tak, Nihat ; Gok, Adem. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10243-9. Full description at Econpapers || Download paper |
2023 | Drivers of inflation in Turkey: a new Keynesian Phillips curve perspective. (2023). Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09532-6. Full description at Econpapers || Download paper |
2023 | Symmetric and Asymmetric Dynamics of Output Gap and Inflation Relation for Turkish Economy. (2023). Cil, Almila Burgac ; Bier, Burhan. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:5:id:842:p:520-549. Full description at Econpapers || Download paper |
2023 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2023). Lee, Tae-Hwy ; Banafti, Saman. In: Working Papers. RePEc:ucr:wpaper:202308. Full description at Econpapers || Download paper |
2023 | Dating currency crises and designing early warning systems: Meta?possibilistic fuzzy index functions. (2022). Gok, Adem ; Tak, Nihat. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3773-3790. Full description at Econpapers || Download paper |
2023 | The role of expectations for currency crisis dynamics—The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642. Full description at Econpapers || Download paper |
2023 | The role of expectations for currency crisis dynamics - The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:279397. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | An asymmetric analysis of the relationship between oil prices and output: The case of Turkey In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2005 | Robust tests for normality of errors in regression models In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2018 | Spatial analysis of sovereign risks: The case of emerging markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2010 | The Distribution of The Inflation in Turkey In: Ege Academic Review. [Full Text][Citation analysis] | article | 0 |
2006 | The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2009 | The stability of the Turkish Phillips curve and alternative regime shifting models.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2007 | The Effects of Public Capital on Regional Convergence in Turkey In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2007 | The Spillover Effects of Public Capital Formation on the Manufacturing Industry in the Turkish Geographical Regions In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Relative Price Variability and the Philips Curve: Evidence from Turkey In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Relative price variability and the Phillips Curve: evidence from Turkey.(2011) In: Journal of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2009 | The Distribution Analysis of the Inflation Components of Turkey In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Empirical Gram Matrix Estimation Using High-Frequency Data for Portfolio Optimization and Gross Exposure: Evidence from Emerging Stock Markets In: EcoMod2017. [Full Text][Citation analysis] | paper | 0 |
2011 | Relative price variability and the Phillips Curve: evidence from Turkey In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2022 | Time-varying herding spillover for emerging countries: evidence from BRIC countries and Turkey In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2024 | The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2003 | Efficiency in the Manufacturing Industry of Selected Provinces in Turkey : A Stochastic Frontier Analysis In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 9 |
2004 | Forecasting Inflation in Emerging Markets by Using the Phillips Curve and Alternative Time Series Models In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 9 |
2008 | Determinants of Currency Crises in Emerging Markets: The Case of Turkey In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 10 |
2011 | Inflationary Effects of Oil Prices in Turkey: A Regime-Switching Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 14 |
2022 | Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach In: Journal of Asset Management. [Full Text][Citation analysis] | article | 1 |
2023 | Large portfolio optimisation approaches In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
2021 | Dynamic Herding Behaviour In the US Stock Market In: Prague Economic Papers. [Full Text][Citation analysis] | article | 0 |
2009 | The spillover effects of public capital on the Turkish private manufacturing industries in the geographical regions In: The Annals of Regional Science. [Full Text][Citation analysis] | article | 6 |
2022 | The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
2003 | The effects of public capital on private sector performance in Turkish regional manufacturing industries1 In: European Planning Studies. [Full Text][Citation analysis] | article | 5 |
2009 | Tourism, Regional Development and Public Policy: Introduction to the Special Issue In: European Planning Studies. [Full Text][Citation analysis] | article | 2 |
2009 | An Empirical Analysis of the Determinants of International Tourism Demand: The Case of Izmir In: European Planning Studies. [Full Text][Citation analysis] | article | 11 |
2009 | The Impact of Public Capital Stock on Regional Convergence in Turkey In: European Planning Studies. [Full Text][Citation analysis] | article | 3 |
2013 | The Size Distribution of Cities and Determinants of City Growth in Turkey In: European Planning Studies. [Full Text][Citation analysis] | article | 7 |
2021 | A Nodewise Regression Approach to Estimating Large Portfolios In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 21 |
2005 | Growth of factor productivity in the Turkish manufacturing industry at provincial level In: Regional Studies. [Full Text][Citation analysis] | article | 8 |
2021 | Determinants of financial stress in emerging market economies: Are spatial effects important? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
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