Ahmet Sensoy : Citation Profile


Are you Ahmet Sensoy?

Bilkent Üniversitesi

13

H index

16

i10 index

446

Citations

RESEARCH PRODUCTION:

51

Articles

6

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 55
   Journals where Ahmet Sensoy has often published
   Relations with other researchers
   Recent citing documents: 201.    Total self citations: 23 (4.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse604
   Updated: 2020-10-24    RAS profile: 2020-10-20    
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Relations with other researchers


Works with:

Şensoy, Ahmet (7)

Nguyen, Duc Khuong (6)

Corbet, Shaen (6)

Tabak, Benjamin (5)

Hacihasanoglu, Erk (4)

Mensi, walid (2)

lucey, brian (2)

Yoon, Seong-Min (2)

Silva, Thiago (2)

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

Is cited by:

Tiwari, Aviral (19)

lucey, brian (18)

Yoon, Seong-Min (12)

Corbet, Shaen (12)

GUPTA, RANGAN (9)

Shahzad, Syed Jawad Hussain (9)

Salisu, Afees (7)

Lyócsa, Štefan (6)

Tabak, Benjamin (6)

Darné, Olivier (6)

Fernandez Bariviera, Aurelio (5)

Cites to:

Tabak, Benjamin (75)

Cajueiro, Daniel (61)

lucey, brian (45)

Engle, Robert (38)

Nguyen, Duc Khuong (31)

Corbet, Shaen (25)

Hammoudeh, Shawkat (23)

Şensoy, Ahmet (21)

Bouri, Elie (20)

Dacorogna, Michel (20)

Krištoufek, Ladislav (19)

Main data


Where Ahmet Sensoy has published?


Journals with more than one article published# docs
Finance Research Letters9
Physica A: Statistical Mechanics and its Applications5
International Review of Financial Analysis5
Chaos, Solitons & Fractals4
Energy Economics3
Journal of Financial Stability3
The North American Journal of Economics and Finance2
Economics Letters2
Resources Policy2
Economic Modelling2
Complexity2
Applied Economics2
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Ahmet Sensoy (2020 and 2019)


YearTitle of citing document
2020Impact of exchange rate regimes on inflation: An empirical analysis of BRICS countries. (2020). Rao, Babu. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:215-224.

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2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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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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2019Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253.

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2019Complex Network Construction of Internet Financial risk. (2019). Mi, Chuanmin ; Mierzwiak, Rafal ; Xu, Runjie. In: Papers. RePEc:arx:papers:1904.06640.

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2019Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees. (2019). Wanat, Stanislaw ; Denkowska, Anna. In: Papers. RePEc:arx:papers:1908.01142.

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2019BitMEX Funding Correlation with Bitcoin Exchange Rate. (2019). Ammanamanchi, Pawan Sasanka ; Nimmagadda, Sai Srikar. In: Papers. RePEc:arx:papers:1912.03270.

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2019A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector. (2019). Wanat, Stanisław ; Denkowska, Anna. In: Papers. RePEc:arx:papers:1912.05641.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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

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2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

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2020Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2009.05652.

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2019Monetary Policy and the Stock Price - Exchange Rate Nexus: New Insights from Influential African Economies. (2019). Alimi, Ahmed S ; Olaniran, Oladotun D. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:66-79.

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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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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2019Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests. (2019). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold. In: Working Papers in Economics. RePEc:cbt:econwp:19/16.

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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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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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2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

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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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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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2019Cryptocurrencies and momentum. (2019). Sapkota, Niranjan ; Grobys, Klaus. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:6-10.

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2019Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

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2020Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2019Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective. (2019). Kumar, Pawan ; Singh, Vipul Kumar ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:321-335.

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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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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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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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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426.

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2020The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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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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2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

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2020Sovereign wealth funds: Past, present and future. (2020). Bahoo, Salman ; Paltrinieri, Andrea ; Alon, Ilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918308068.

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2020Do corporations learn from mispricing? Evidence from takeovers and corporate performance. (2020). Barbopoulos, Leonidas G ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521917300972.

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2020Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, Jianping ; Yao, Yanzhen ; Wang, Jun ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599.

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2020Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320.

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2020News sentiment in the cryptocurrency market: An empirical comparison with Forex. (2020). Zhang, S. Sarah ; Hyde, Stuart ; Rognone, Lavinia. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x.

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2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496.

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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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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 relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82.

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2019Hedging bitcoin with other financial assets. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:30-36.

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2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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2019Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets. (2019). Corbet, Shaen ; Akyildirim, Erdinc ; Ekinci, Cumhur . In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:155-164.

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2019Effect of bifurcation on the interaction between Bitcoin and Litecoin. (2019). Xue, Changyong ; Tu, Zhiyong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306275.

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2020Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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2020Technical trading rules in the cryptocurrency market. (2020). Sapkota, Niranjan ; Ahmed, Shaker ; Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319308852.

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2020Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting. (2020). Mora, Juan ; Leon, Angel ; Acereda, Beatriz. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300741.

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2020Profitability of technical trading rules among cryptocurrencies with privacy function. (2020). Sapkota, Niranjan ; Grobys, Klaus ; Ahmed, Shaker. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320300829.

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2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies. (2020). lucey, brian ; Corbet, Shaen ; Larkin, Charles. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304098.

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2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). lucey, brian ; Corbet, Shaen ; Meegan, Andrew ; Larkin, Charles ; Yarovaya, Larisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576.

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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446.

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2020The predictive power of public Twitter sentiment for forecasting cryptocurrency prices. (2020). de Smedt, Johannes ; Kraaijeveld, Olivier. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244312030072x.

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2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

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2020Multivariate tests of independence and their application in correlation analysis between financial markets. (2020). Liu, Binghui ; Zhang, Xiaoxu ; Feng, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302335.

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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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2019Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246.

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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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2019A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

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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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2019The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Pradhan, Ashis ; Mishra, Bibhuti Ranjan. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:66-76.

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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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2019Modeling volatility of precious metals markets by using regime-switching GARCH models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Mubashra, Sana ; Naeem, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303022.

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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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2019Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis. (2019). lucey, brian ; Hernandez, Jose Areola ; Boako, Gideon ; Hussain, Syed Jawad ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930426x.

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2020Testing for multiple bubbles in the copper price: Periodically collapsing behavior. (2020). Wang, Xiao-Qing ; Su, Chi-Wei ; Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Zhu, Haotian. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719301825.

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2020Dynamics and causality in distribution between spot and future precious metals: A copula approach. (2020). Belkacem, Lotfi ; de Peretti, Christian ; Talbi, Marwa. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305215.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365.

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2020Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis. (2020). Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142071930371x.

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2019Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144.

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2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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2019A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

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2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

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2020Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300718.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2019Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. (2019). Prataviera, G A ; Barbi, A Q. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:876-885.

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2019Risk spillovers and portfolio management between precious metal and BRICS stock markets. (2019). Ruan, Weihua ; Fu, Yuyuan ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119306016.

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

Works by Ahmet Sensoy:


YearTitleTypeCited
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