Riza Demirer : Citation Profile

Are you Riza Demirer?

Southern Illinois University (90% share)
Economic Research Forum (ERF) (10% share)

23

H index

47

i10 index

1773

Citations

RESEARCH PRODUCTION:

120

Articles

73

Papers

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 84
   Journals where Riza Demirer has often published
   Relations with other researchers
   Recent citing documents: 223.    Total self citations: 101 (5.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde668
   Updated: 2024-01-16    RAS profile: 2023-10-09    
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Relations with other researchers

Works with:

GUPTA, RANGAN (83)

Salisu, Afees (16)

Pierdzioch, Christian (13)

Bouri, Elie (10)

Balcilar, Mehmet (8)

Wohar, Mark (5)

Gabauer, David (5)

Shahzad, Syed Jawad Hussain (5)

Kotze, Kevin (3)

Sensoy, Ahmet (3)

Ji, Qiang (3)

Uwilingiye, Josine (3)

Tiwari, Aviral (2)

Clance, Matthew (2)

Marfatia, Hardik (2)

DAS, SONALI (2)

Cakan, Esin (2)

Kyei, Clement (2)

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

Is cited by:

GUPTA, RANGAN (290)

Pierdzioch, Christian (58)

Salisu, Afees (57)

Bouri, Elie (44)

Balcilar, Mehmet (37)

Lau, Chi Keung (34)

Wohar, Mark (27)

Ji, Qiang (23)

Bonato, Matteo (21)

Wong, Wing-Keung (20)

Tiwari, Aviral (20)

Cites to:

GUPTA, RANGAN (359)

Balcilar, Mehmet (132)

Hammoudeh, Shawkat (103)

Pierdzioch, Christian (84)

Wohar, Mark (84)

Filis, George (69)

Campbell, John (67)

Nguyen, Duc Khuong (59)

Degiannakis, Stavros (54)

Bollerslev, Tim (52)

Engle, Robert (50)

Main data

Where Riza Demirer has published?

Journals with more than one article published# docs
Energy Economics16
Resources Policy6
Journal of Economics and Finance5
Finance Research Letters5
Economics Letters5
Journal of Forecasting4
Pacific-Basin Finance Journal4
Research in International Business and Finance4
Journal of International Financial Markets, Institutions and Money3
The Quarterly Review of Economics and Finance3
Structural Change and Economic Dynamics2
Global Finance Journal2
Journal of International Money and Finance2
International Review of Economics & Finance2
Advances in Decision Sciences2
The North American Journal of Economics and Finance2
Sustainability2
Emerging Markets Finance and Trade2
Applied Economics Letters2
International Review of Financial Analysis2
Journal of Economic Behavior & Organization2
Journal of Behavioral Finance2
Review of Financial Economics2
Risks2
Mathematics2
Journal of Multinational Financial Management2
Economics and Business Letters2
The Journal of Economic Asymmetries2
Journal of Economics and Behavioral Studies2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics64
Working Papers / Eastern Mediterranean University, Department of Economics3
Working Papers / Economic Research Forum2

Recent works citing Riza Demirer (2024 and 2023)

YearTitle of citing document
2023Investigating the Influence of Brand Communication and Brand Trust on Customer Commitment: An Examination from the Perspective of Customer Perception. (2023). Wang, Dan ; Sun, Xuemei ; Yu, Shun-Chi ; Chen, Xiuqun. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:166-195.

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2023Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064.

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2023The effects of geopolitical risks on tourism revenues of the Middle East and Asian countries. (2023). Kovacs, Peter ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:77-90.

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2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2023). Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023.

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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

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2023Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24.

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2023Detecting the Herding Behaviour in the South African Stock Market and its Implications. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-10.

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2023Financial Sector Troubles and Energy Markets. (2023). Soytas, Ugur ; Gormus, Alper. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-40.

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2023Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10.

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2023Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks. (2023). Chen, Min ; Wang, Chaoqun ; Li, Yijun ; Wu, QI. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922017093.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

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2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155.

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2023Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

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2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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2023Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645.

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2023Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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2023Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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2023Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133.

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Energy shocks and bank performance in the advanced economies. (2023). Downing, Gareth ; Nasim, Asma. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000154.

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2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2023The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness. (2023). Trinh, Hai Hong ; Truong, HA ; Hao, Wei ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000622.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020.

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2023The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Kassm, Christina Abou ; Hammoud, Rami ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159.

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2023Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330.

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2023Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x.

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2023The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches. (2023). Ren, Xiaohang ; Gözgör, Giray ; Gozgor, Giray ; Qi, Yinshu ; Wei, Ping. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300155x.

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2023Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780.

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2023Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness. (2023). Wegener, Christoph ; Rjiba, Hatem ; Karmani, Majdi ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300227x.

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2023Does climate vulnerability promote green investment under energy supply restriction?. (2023). Anugrah, Donni ; Affandi, Yoga ; Chang, Chun-Ping ; Zhang, Sen ; Wen, Jun. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002888.

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2023Climate change and fossil fuel prices: A GARCH-MIDAS analysis. (2023). Salisu, Afees ; Nmadu, Yaaba B ; Tumala, Mohammed M. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002906.

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2023Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298.

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2023Climate events matter in the global natural gas market. (2023). Zhang, Dayong ; Ji, Qiang ; Sun, Xiaolei ; Shen, Yiran. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003857.

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2023The roles of hydro, nuclear and biomass energy towards carbon neutrality target in China: A policy-based analysis. (2023). Shah, Muhammad Ibrahim ; Raza, Syed ; Adebayo, Tomiwa ; Yi, Sun ; Wang, Chen. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222021879.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

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2023The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises. (2023). Umar, Muhammad ; Lobon, Oana-Ramona ; Qin, Meng ; Pang, Li-Dong ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223006989.

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2023Aging deterioration of mechanical properties on coal-rock combinations considering hydro-chemical corrosion. (2023). Wan, Wen ; Luo, Shilin ; Zhao, Yanlin ; Xie, Senlin ; Peng, Wenqing ; Zhou, YU ; Liu, Jie ; Wu, Xiaofan ; Chen, Wei ; Zeng, Xiantao ; Tang, Xiaoyu ; Wang, Yuanzeng. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223021643.

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2023Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets. (2023). Li, Yingli ; Gao, Wang ; Zhang, Yubo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004240.

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2023The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264.

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2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

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2023Foreign uncertainty and domestic exporter dynamics. (2023). Hu, Shiwei ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300145x.

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2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

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2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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2023Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545.

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2023Do green bond and green stock markets boom and bust together? Evidence from China. (2023). Dai, Liang ; Guo, Dawei ; Su, Xianfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002600.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023US monetary policy and BRICS stock market bubbles. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122.

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2023The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213.

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2023Do investors herd in a volatile market? Evidence of dynamic herding in Taiwan, China, and US stock markets. (2023). Chuang, Ming-Che ; Yang, Wan-Ru. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005414.

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2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. (2023). Vo, Xuan Vinh ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657.

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2023Can art hedge against economic policy uncertainty?: New insights through the NARDL model. (2023). Zhang, Zhiyuan ; Sun, Qinglin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000806.

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2023Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram. (2023). Ashraf, Sania ; Lucey, Brian M ; Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001022.

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2023Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks. (2023). Salisu, Afees ; Ji, Qiang ; Nel, Jacobus ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x.

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2023Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

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2023How connected is the crypto market risk to investor sentiment?. (2023). Zhu, Hao ; Meng, Yiqun ; Lin, Xudong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005494.

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2023Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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2023What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?. (2023). Hammoudeh, Shawkat ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000965.

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2023Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028.

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2023.

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2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287.

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2023Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. (2023). Elsayed, Ahmed ; Hadhri, Sinda ; Billah, Mabruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002001.

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2023Geopolitical risk and crowdfunding performance. (2023). Sewaid, Ahmed ; Davis, Justin G ; Cumming, Douglas J ; Alsagr, Naif. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000343.

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2023The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097.

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2023Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2023The effect of green finance on industrial pollution emissions: Evidence from China. (2023). Li, Qiuming ; Guo, Jie ; Wei, Yiming ; Lan, Jing ; Liu, Zhen. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005992.

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2023Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht. (2023). Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel ; Kyophilavong, Phouphet. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006031.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2023Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432.

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2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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2023Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061.

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2023The essential role of Russian geopolitics: A fresh perception into the gold market. (2023). Peculea, Adelina Dumitrescu ; Pirtea, Marilen Gabriel ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000181.

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2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

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

Works by Riza Demirer:

YearTitleTypeCited
2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market In: Advances in Decision Sciences.
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2019Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market.(2019) In: Working Papers.
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2020The US Term Structure and Return Volatility in Global REIT Markets In: Advances in Decision Sciences.
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2020The U.S. Term Structure and Return Volatility in Global REIT Markets.(2020) In: Working Papers.
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2022The financial US uncertainty spillover multiplier: Evidence from a GVAR model In: International Finance.
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2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers.
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2023Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand In: International Review of Finance.
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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data† In: Scottish Journal of Political Economy.
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2014The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings.
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2020Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data In: School of Economics Macroeconomic Discussion Paper Series.
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2021Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data.(2021) In: Journal of Multinational Financial Management.
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2020Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data.(2020) In: Working Papers.
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2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors In: The North American Journal of Economics and Finance.
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2019Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance.
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2018Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers.
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2018Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data In: Economics Letters.
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2018Global risk aversion and emerging market return comovements In: Economics Letters.
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2021Bitcoin mining activity and volatility dynamics in the power market In: Economics Letters.
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2021Bitcoin Mining Activity and Volatility Dynamics in the Power Market.(2021) In: Working Papers.
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2022Hedging climate risks with green assets In: Economics Letters.
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2022Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks In: Economics Letters.
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2022Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks.(2022) In: Working Papers.
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2018Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems.
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2016Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers.
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2006Sequential valuation networks for asymmetric decision problems In: European Journal of Operational Research.
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2015Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review.
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2022Green investments: A luxury good or a financial necessity? In: Energy Economics.
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2022Forecasting oil and gold volatilities with sentiment indicators under structural breaks In: Energy Economics.
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2021Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks.(2021) In: Working Papers.
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2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model In: Energy Economics.
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2022Oil beta uncertainty and global stock returns In: Energy Economics.
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2010The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective In: Energy Economics.
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2012The effect of ethanol listing on corn prices: Evidence from spot and futures markets In: Energy Economics.
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2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics.
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2014Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries.(2014) In: Working Papers.
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2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
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2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
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2017Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics.
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2017Oil and stock market momentum In: Energy Economics.
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2018Oil returns and volatility: The role of mergers and acquisitions In: Energy Economics.
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2017Oil Returns and Volatility: The Role of Mergers and Acquisitions.(2017) In: Working Papers.
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2018Time-varying rare disaster risks, oil returns and volatility In: Energy Economics.
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2017Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers.
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2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies In: Energy Economics.
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2019The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics.
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2020Oil price shocks, global financial markets and their connectedness In: Energy Economics.
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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets In: Energy Policy.
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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets.(2019) In: Working Papers.
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2005Correlation and return dispersion dynamics in Chinese markets In: International Review of Financial Analysis.
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2015Does the stock market drive herd behavior in commodity futures markets? In: International Review of Financial Analysis.
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2017On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters.
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2019Herding and flash events: Evidence from the 2010 Flash Crash In: Finance Research Letters.
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2020Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2019Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers.
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2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
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2019Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers.
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2022Financial market connectedness: The role of investors’ happiness In: Finance Research Letters.
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2022Value-at-risk and the cross section of emerging market hedge fund returns In: Global Finance Journal.
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2022Financial turbulence, systemic risk and the predictability of stock market volatility In: Global Finance Journal.
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2021Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility.(2021) In: Working Papers.
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2006Does herding behavior exist in Chinese stock markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article135
2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article59
2023Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2023Anti-herding by hedge funds and its implications for expected returns In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
2010Do investors herd in emerging stock markets?: Evidence from the Taiwanese market In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article79
2020Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows In: Journal of International Money and Finance.
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2019Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows.(2019) In: Working Papers.
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2023Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies In: Journal of International Money and Finance.
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2018Firm-level political risk and asymmetric volatility In: The Journal of Economic Asymmetries.
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2018Firm-Level Political Risk and Asymmetric Volatility.(2018) In: Working Papers.
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2020Oil price uncertainty, global industry returns and active investment strategies In: The Journal of Economic Asymmetries.
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2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling.
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2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
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2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy.
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2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers.
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2019Commodity-currencies or currency-commodities: Evidence from causality tests In: Resources Policy.
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2020The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy.
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2020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers.
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2021Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data In: Resources Policy.
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2023On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal In: Resources Policy.
[Full Text][Citation analysis]		article1
2022On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal.(2022) In: Working Papers.
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2005Comparisons of short and long hedge performance: the case of Taiwan In: Journal of Multinational Financial Management.
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2015Industry herding and momentum strategies In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article17
2015Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? In: Pacific-Basin Finance Journal.
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2015Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article23
2022Economic policy uncertainty and institutional investment returns: The case of New Zealand In: Pacific-Basin Finance Journal.
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2021Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach In: The Quarterly Review of Economics and Finance.
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2022Do emerging stock markets offer an illiquidity premium for local or global investors? In: The Quarterly Review of Economics and Finance.
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2023Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic In: The Quarterly Review of Economics and Finance.
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2021Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic.(2021) In: Working Papers.
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2003Downside risk for short and long hedgers In: International Review of Economics & Finance.
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2014Do ADR investors herd?: Evidence from advanced and emerging markets In: International Review of Economics & Finance.
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2013The conditional relation between dispersion and return In: Review of Financial Economics.
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2013The conditional relation between dispersion and return.(2013) In: Review of Financial Economics.
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2013Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets In: Research in International Business and Finance.
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2017Flight to quality and the predictability of reversals: The role of market states and global factors In: Research in International Business and Finance.
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2021Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance.
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2020Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers.
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2022Time-varying risk aversion and currency excess returns In: Research in International Business and Finance.
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2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis In: Structural Change and Economic Dynamics.
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2019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis.(2019) In: Working Papers.
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2020The effect of global and regional stock market shocks on safe haven assets In: Structural Change and Economic Dynamics.
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2019A note on the technology herd: evidence from large institutional investors In: Review of Behavioral Finance.
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2017A Note on the Technology Herd: Evidence from Large Institutional Investors.(2017) In: Working Papers.
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2020Oil and risk premia in equity markets In: Studies in Economics and Finance.
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2016Does speculation in the oil market drive investor herding in net exporting nations? In: Working Papers.
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2013Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers.
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2020Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram In: Economies.
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2019Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram.(2019) In: Working Papers.
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2020Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies.
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2018Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks.
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2021COVID-19 Pandemic and Investor Herding in International Stock Markets In: Risks.
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2020COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers.
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2019Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests In: Sustainability.
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2018Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests.(2018) In: Working Papers.
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2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability.
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2016Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations.(2016) In: Working Papers.
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2021Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers.
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2020Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers.
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2022Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting.
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2002An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey In: Emerging Markets Finance and Trade.
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2015Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul In: Emerging Markets Finance and Trade.
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2020Predicting firm-level volatility in the United States: the role of monetary policy uncertainty In: Economics and Business Letters.
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2020Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty.(2020) In: Working Papers.
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2021On the hedging benefits of REITs: The role of risk aversion and market states In: Economics and Business Letters.
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2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers.
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2016The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers.
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2016The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective In: Working Papers.
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2017The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective.(2017) In: Journal of Economics and Finance.
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