Kamil Yilmaz : Citation Profile


Koç Üniversitesi (95% share)
Economic Research Forum (ERF) (5% share)

19

H index

25

i10 index

8119

Citations

RESEARCH PRODUCTION:

29

Articles

67

Papers

2

Books

3

Chapters

RESEARCH ACTIVITY:

   32 years (1993 - 2025). See details.
   Cites by year: 253
   Journals where Kamil Yilmaz has often published
   Relations with other researchers
   Recent citing documents: 842.    Total self citations: 57 (0.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyi43
   Updated: 2025-03-08    RAS profile: 2025-02-25    
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Relations with other researchers


Works with:

Diebold, Francis (3)

Voyvoda, Ebru (2)

Taymaz, Erol (2)

cotter, john (2)

Hallam, Mark (2)

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

Is cited by:

Gabauer, David (184)

GUPTA, RANGAN (169)

Antonakakis, Nikolaos (115)

Umar, Zaghum (114)

Tiwari, Aviral (107)

Kočenda, Evžen (90)

Chatziantoniou, Ioannis (88)

Hamori, Shigeyuki (83)

Wang, Gang-Jin (80)

Uddin, Gazi (74)

Baruník, Jozef (72)

Cites to:

Diebold, Francis (125)

Pesaran, Mohammad (47)

Taymaz, Erol (30)

shin, yongcheol (26)

Koop, Gary (23)

Potter, Simon (21)

Engle, Robert (17)

Acemoglu, Daron (17)

Görg, Holger (16)

Bollerslev, Tim (15)

Lo, Andrew (15)

Main data


Production by document typearticlechapterbookpaper199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202505001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250k1k2k3kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents1234567891011121314151617181920210k1k2k3kNumber of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Kamil Yilmaz has published?


Journals with more than one article published# docs
Journal of Development Economics2
Journal of Econometrics2
World Development2
Scottish Journal of Political Economy2
Iktisat Isletme ve Finans2

Working Papers Series with more than one paper published# docs
Ko� University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum30
NBER Working Papers / National Bureau of Economic Research, Inc5
CFS Working Paper Series / Center for Financial Studies (CFS)3
MPRA Paper / University Library of Munich, Germany3
Working Papers / Federal Reserve Bank of Philadelphia3
Working Papers / Geary Institute, University College Dublin2
ERC Working Papers / ERC - Economic Research Center, Middle East Technical University2

Recent works citing Kamil Yilmaz (2025 and 2024)


Year  ↓Title of citing document  ↓
2024.

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2025Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2024Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2024Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Huang, Difang ; Wu, Boyao ; Wang, Yuhang ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19439.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024On the Asymmetric Volatility Connectedness. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2404.12997.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575.

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2024Warfare Ignited Price Contagion Dynamics in Early Modern Europe. (2024). Esmaili, Emile ; Puma, Michael J ; Ludlow, Francis ; Jobbova, Eva ; Holm, Poul. In: Papers. RePEc:arx:papers:2411.18978.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664.

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2024Multivariate Rough Volatility. (2024). Pigato, Paolo ; Giorgio, Giacomo ; Dugo, Ranieri. In: Papers. RePEc:arx:papers:2412.14353.

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2024A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic. (2024). Lan, Wenjie. In: Papers. RePEc:arx:papers:2412.19983.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2024The recent weakness in the German manufacturing sector. (2024). Flaccadoro, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_902_24.

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2024.

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2025.

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2024.

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2024.

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2024.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024The Effect of Labors Bargaining Power on Wealth Inequality in the UK, USA, And France. (2024). Onaran, Ozlem ; Tippet, Ben ; Wildauer, Rafael. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:102-128.

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2024The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. (2024). Vo, Duc Hong ; Dang, Tam Hoangnhat. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:132-143.

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2024Financial Contagion in China, Real Estate Markets, and Regulatory Intervention. (2024). McNelis, Paul ; Lai, Jennifer ; Cao, Shiyun. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1083.

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2024.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2024Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities. (2024). Kočenda, Evžen ; Koenda, Even ; Bartuek, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11494.

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2025Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606.

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2025Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024Assessing the Role of Sharia-Compliant Investments in Promoting Clean Energy and Sustainable Economic Development: A Study of Asia€™s Financial and Renewable Energy Sectors. (2024). Achilova, Nargiza ; Amirdjanova, Sitora ; Otajonova, Charoskhon ; Jalolova, Madina ; Avazkhodjaev, Salokhiddin ; Askarova, Mavluda. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-50.

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2024Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh ; Aziz, Aulia Luqman ; Pradipta, Indry Aristianto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Yang, Jizhe ; Dai, LU. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates. (2024). Nicolau, Joo ; Damasio, Bruno. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000298.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

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2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

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2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133.

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2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Zhou, Sitong ; Zhang, Bokai ; Zhu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2024Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy. (2024). Dong, Liang ; Su, Yaya ; Qu, YI ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300164x.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

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

Works by Kamil Yilmaz:


Year  ↓Title  ↓Type  ↓Cited  ↓
2023On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness In: Papers.
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paper16
2022On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness.(2022) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has nother version. Agregated cites: 16
paper
2003Martingale Property of Exchange Rates and Central Bank Interventions. In: Journal of Business & Economic Statistics.
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article38
1994 On Cointegration and Exchange Rate Dynamics. In: Journal of Finance.
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article137
1993On cointegration and exchange rate dynamics.(1993) In: Working Papers.
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This paper has nother version. Agregated cites: 137
paper
1997Privatisation and Stock Market Efficiency: The British Experience In: Scottish Journal of Political Economy.
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article0
1997Privatisation and Stock Market Efficiency: The British Experience. In: Scottish Journal of Political Economy.
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article2
2017Political economy of industrial policy in Turkey: The case of the automotive industry In: Global Development Institute Working Paper Series.
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paper2
2009Equity Market Spillovers in the Americas In: Journal Economía Chilena (The Chilean Economy).
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article35
2011Equity Market Spillovers in the Americas.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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This paper has nother version. Agregated cites: 35
chapter
2018Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter50
2017Commodity Connectedness.(2017) In: NBER Working Papers.
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2017Commodity Connectedness.(2017) In: PIER Working Paper Archive.
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2017Commodity connectedness.(2017) In: CFS Working Paper Series.
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2010International Business Cycle Spillovers In: CEPR Discussion Papers.
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paper2
2009Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets In: Economic Journal.
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article1844
2008Measuring financial asset return and volatility spillovers, with application to global equity markets.(2008) In: Working Papers.
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2007Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has nother version. Agregated cites: 1844
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2008Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1844
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2007Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2007) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 1844
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2009Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets.(2009) In: Economic Journal.
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This paper has nother version. Agregated cites: 1844
article
2007Measuring financial asset return and volatility spillovers, with application to global equity markets.(2007) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 1844
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2008Measuring financial asset return and volatilty spillovers, with application to global equity markets.(2008) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 1844
paper
2010Return and volatility spillovers among the East Asian equity markets In: Journal of Asian Economics.
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article166
2009Return and Volatility Spillovers among the East Asian Equity Markets.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has nother version. Agregated cites: 166
paper
1997Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries In: Journal of Development Economics.
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article9
1994Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries.(1994) In: Policy Research Working Paper Series.
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This paper has nother version. Agregated cites: 9
paper
1999Optimal export taxes in a multicountry framework In: Journal of Development Economics.
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article21
2021Measuring real–financial connectedness in the U.S. economy In: The North American Journal of Economics and Finance.
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article2
2018Measuring Real-Financial Connectedness in the U.S. Economy.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 2
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2018Measuring Real-Financial Connectedness in the U.S. Economy.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2014On the network topology of variance decompositions: Measuring the connectedness of financial firms In: Journal of Econometrics.
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article2129
2011On the network topology of variance decompositions: Measuring the connectedness of financial firms.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 2129
paper
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