Mehmet Balcilar : Citation Profile

Are you Mehmet Balcilar?

University of New Haven (98% share)
Economic Research Forum (ERF) (2% share)

28

H index

86

i10 index

3563

Citations

RESEARCH PRODUCTION:

202

Articles

205

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2003 - 2023). See details.
   Cites by year: 178
   Journals where Mehmet Balcilar has often published
   Relations with other researchers
   Recent citing documents: 718.    Total self citations: 179 (4.78 %)

EXPERT IN:

   Bayesian Analysis: General
   Semiparametric and Nonparametric Methods: General
   Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba722
   Updated: 2023-11-04    RAS profile: 2023-10-11    
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Relations with other researchers

Works with:

GUPTA, RANGAN (71)

Wohar, Mark (24)

Ozdemir, Zeynel (20)

Shahbaz, Muhammad (16)

Demirer, Riza (12)

Olasehinde-Williams, Godwin (12)

USMAN, OJONUGWA (10)

Pierdzioch, Christian (8)

Bekun, Festus (5)

Bouri, Elie (5)

Sousa, Ricardo (5)

Akadiri, Seyi (5)

Lee, Chien-Chiang (5)

Ji, Qiang (5)

Nugent, Jeffrey (3)

Gabauer, David (3)

Roubaud, David (3)

Ben Nasr, Adnen (3)

Kyei, Clement (3)

Miller, Stephen (2)

Cuñado, Juncal (2)

Tiwari, Aviral (2)

Plakandaras, Vasilios (2)

Wang, Shixuan (2)

Gil-Alana, Luis (2)

catik, nazif (2)

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

Is cited by:

GUPTA, RANGAN (708)

Wohar, Mark (125)

Demirer, Riza (107)

Tiwari, Aviral (75)

Bouri, Elie (70)

Shahbaz, Muhammad (66)

Pierdzioch, Christian (65)

Lau, Chi Keung (64)

Salisu, Afees (57)

Shahzad, Syed Jawad Hussain (52)

Miller, Stephen (36)

Cites to:

GUPTA, RANGAN (593)

Pesaran, Mohammad (134)

Wohar, Mark (110)

Diebold, Francis (109)

Hammoudeh, Shawkat (105)

Ozdemir, Zeynel (86)

Hamilton, James (82)

Shahbaz, Muhammad (80)

Miller, Stephen (79)

bloom, nicholas (78)

Perron, Pierre (78)

Main data

Where Mehmet Balcilar has published?

Journals with more than one article published# docs
Resources Policy11
Applied Economics11
International Review of Economics & Finance8
Economic Modelling8
Empirical Economics8
Energy Economics8
Sustainability7
The North American Journal of Economics and Finance7
Emerging Markets Finance and Trade7
Journal of Developing Areas6
Physica A: Statistical Mechanics and its Applications5
Journal of International Financial Markets, Institutions and Money4
Empirica4
Research in International Business and Finance4
The Quarterly Review of Economics and Finance4
International Journal of Finance & Economics4
Economic Systems3
Mathematics3
Journal of Applied Economics3
Journal of Applied Economics3
Journal of Economics and Finance3
Finance Research Letters2
Agrekon2
Bulletin of Economic Research2
Journal of Economic Studies2
The Journal of International Trade & Economic Development2
Energy2
African Development Review2
Structural Change and Economic Dynamics2
Ege Academic Review2
Emerging Markets Review2
Energies2
The Journal of Economic Asymmetries2
Scottish Journal of Political Economy2
The Journal of Real Estate Finance and Economics2
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020)2
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement2
Journal of Policy Modeling2
Economia Internazionale / International Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics114
Working Papers / Eastern Mediterranean University, Department of Economics48
Working Papers / University of Nevada, Las Vegas , Department of Economics6
MPRA Paper / University Library of Munich, Germany5
IZA Discussion Papers / Institute of Labor Economics (IZA)5
Working Papers / Stellenbosch University, Department of Economics3
Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)2
ERC Working Papers / ERC - Economic Research Center, Middle East Technical University2
Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum2
Working Papers / Economic Research Forum2

Recent works citing Mehmet Balcilar (2023 and 2022)

YearTitle of citing document
2023Longitudinal Effects of Sectoral Concentration on the Brazilian Insurance Market Performance. (2023). Furutani, Renata Sayuri ; Frana, Joo Vinicius. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:27:y:2023:i:1:1545.

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2022The Impact of Natural Disasters and Climate Change on Agriculture: An Empirical Analysis. (2022). Nadeem, Abdul Majeed ; Yaseen, Muhammad Rizwan ; Anwar, Sofia ; Iqbal, Muhammad Tariq. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:28-38.

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2022Effects of Agricultural Commodity Prices on Agricultural Output in Nigeria. (2022). Toriola, Anu K. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:3:p:170-176.

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2022.

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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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2022Anomalies and Recoveries in Agricultural Trade. (2022). Batarseh, Feras A ; Gopinath, Munisamy ; Khadka, Savin. In: Commissioned Papers. RePEc:ags:iatrcp:329520.

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2023.

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2022How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421.

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2022Inflation and income inequality: Does the level of income inequality matter?. (2022). Berisha, Edmond ; Gharehgozli, Orkideh ; Dubey, Ram Sewak. In: Papers. RePEc:arx:papers:2202.05743.

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2022The Price and Cost of Bitcoin. (2022). Gordon, Steven R ; Marthinsen, John E. In: Papers. RePEc:arx:papers:2204.13102.

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2022Cross Cryptocurrency Relationship Mining for Bitcoin Price Prediction. (2022). Xuan, QI ; Shanqing, YU ; Zhou, Jiajun ; Gong, Shengbo ; Li, Panpan. In: Papers. RePEc:arx:papers:2205.00974.

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2022Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach. (2022). Ciganovic, Milos ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2210.00883.

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2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

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2023Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642.

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2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Correa, Luis Enrique ; Jing, Ruixue. In: Papers. RePEc:arx:papers:2304.02362.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2022How COVID-19 Influences Indian Sectoral Stocks. (2022). Oliyide, Johnson A ; Adetokunbo, Abiodun M ; Fasanya, Ismail O. In: Asian Economics Letters. RePEc:ayb:jrnael:69.

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2023.

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2022Oil price dynamics and firms stock returns in the Nigeria stock market. (2022). Akachukwu, Stanley Uche. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:4:p:472-486.

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2022Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa. (2022). Ngalawa, Harold ; Dlamini, Lenhle. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:304-336.

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2022Persistence analysis of research intensity in OECD countries since 1870. (2022). Gil-Alana, Luis ; Gilalana, Luis A ; Lopez, Gema ; Solarin, Sakiru Adebola. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:4:p:738-750.

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2023How fiscal policy affects housing market dynamics: Evidence from Spain. (2023). Kucel, Aleksander ; Raya, Josep Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:323-347.

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2022Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248.

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2022The financial US uncertainty spillover multiplier: Evidence from a GVAR model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:313-340.

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2022Spillover effects in Chinese carbon, energy and financial markets. (2022). Ling, Meijun ; Xie, Fei ; Cao, Guangxi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:416-434.

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2022The determinants of Asian banking crises—Application of the panel threshold logit model. (2022). Hsu, Hsinghua ; Shen, Chunghua. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:248-277.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2022Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471.

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2023.

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2022Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849.

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2022Defence Spending and Economic Growth in South Africa: Evidence from Cointegration and Co-Feature Analysis. (2022). Shaaba, Saba Charles. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:28:y:2022:i:1:p:51-100:n:1.

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2023The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10276.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2022School Integration of Syrian Refugee Children in Turkey. (2022). Kırdar, Murat ; Dayioglu, Meltem ; Dayaoalu, Meltem ; Ko, Asmet. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2217.

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2022The effects of monetary policy across fiscal regimes. (2022). van der Veer, Koen ; Bonam, Dennis ; Kloosterman, Roben. In: Working Papers. RePEc:dnb:dnbwpp:755.

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2023Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807.

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2022Exchange Rate Volatility and Oil Prices in South Africa. (2022). Ribese, Selinah ; Shogole, Leeto ; Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-34.

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2022Dynamic Connectedness between Renewable and Nonrenewable Energy Consumptions, Economic Growth and Carbon Dioxide Emissions in Vietnam: Extension of the TVP-VAR Joint Connected Approach. (2022). Thanh, Nguyen Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-39.

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2022Analyzing the Impact of Inward FDI and Economic Growth on CO2 Emissions of Ukraine. (2022). Sadiq, Misbah ; Kayani, Farrukh Nawaz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-24.

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2023Return and Volatility Spillovers of Asian Pacific Stock Markets’ Energy Indices. (2023). Shabi, P S ; Srinivasan, S ; Hariharan, C ; Babu, Manivannan ; Kathiravan, Chinnadurai ; Anandhabalaji, Veeramani ; Rajendran, Brintha ; Sathya, J ; Indhumathi, G ; Jayapal, Gayathri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-9.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Harnessing the Power of Globalization: A Study of the Association between Globalization, Transportation Energy, and Insurance and Financial Services in Europe and Central Asia. (2023). Lutfiansyach, Dadang Yunus ; Ur, Haroon ; Zaman, Khalid ; Khan, Shiraz ; Imran, Muhammad ; Sriyanto, Sriyanto ; Jabor, Mohd Khata ; Pathath, Abdul Wahab ; Parmono, Parmono. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-51.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2022Does herding behavior exist in Chinas carbon markets?. (2022). Wu, Zhanchi ; Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015695.

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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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2022Are Indian Subcontinent remittance markets connected to each other?. (2022). Genc, Ismail H. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000355.

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2022Journal of Behavioral and Experimental Finance: A bibliometric overview. (2022). Goyal, Nisha ; Rao, Sandeep ; Kumar, Satish. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000181.

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2022Return and volatility connectedness of the non-fungible tokens segments. (2022). Vo, Xuan Vinh ; Zaremba, Adam ; Alwahedi, Wafa ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000405.

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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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2022Fiscal policy and uncertainty. (2022). Wolff, Jonathan ; Jerow, Sam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002627.

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2022Can green credit reduce the emissions of pollutants?. (2022). Lobon, Oana-Ramona ; Umar, Muhammad ; Li, Wenhao ; Su, Chi-Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:205-219.

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2022Can top-pollutant economies shift some burden through insurance sector development for sustainable development?. (2022). Ozturk, Ilhan ; Hafeez, Muhammad ; Andlib, Zubaria ; Ullah, Sana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:326-336.

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2022The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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2022Does green finance inspire sustainable development? Evidence from a global perspective. (2022). Li, Zheng-Zheng ; Jiang, Cui-Feng ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:412-426.

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2022A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203.

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2022Enhancing green economic recovery through green bonds financing and energy efficiency investments. (2022). Sadiq, Muhammad ; Tran, Trung Kien ; Chau, Ka Yin ; Zhao, Linhai ; Hien, Thi Thu ; My, Nguyen Thi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:488-501.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2022Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250.

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2022Global financial risk, the risk-taking channel, and monetary policy in emerging markets. (2022). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002796.

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2022Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. (2022). Ye, Wuyi ; Jiang, Kunliang. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002838.

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2022Do export quality and destination income matter for exchange rate pass-through? Evidence from China. (2022). Wang, Xiuling ; Zhang, YU ; Zou, Zongsen. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002991.

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2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

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2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

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2023Inflation and income inequality in a Schumpeterian economy with heterogeneous wealth and skills. (2023). Huang, Chien-Yu ; Wan, XI ; Zheng, Zhijie. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000056.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

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2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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2022Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171.

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2022The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262.

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2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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2022Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Hau, Liya ; Xing, Zhanming ; Ren, Yinghua ; Chen, Yiwen ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523.

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2022Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Zhang, Huanming ; Xie, Haibin ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559.

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2022Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602.

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2022Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging. (2022). Hammoudeh, Shawkat ; Tiwari, Aviral Kumar ; Trabelsi, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000675.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both. (2022). Zhao, Yang ; Xu, Yahua ; Bouri, Elie ; Wen, Zhuzhu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000833.

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2022Do real estate investors trade on momentum?. (2022). Tse, Kwok Sang ; Cheung, Ka Shing ; Wong, Siu Kei ; Deng, Kuang Kuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000948.

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2022Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973.

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2022Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage. (2022). Waked, Sami Sobhi ; Youssef, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000997.

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2022Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Koutsokostas, Drosos ; Dokas, Ioannis ; Papathanasiou, Spyros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097.

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2022Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations. (2022). Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001243.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2022Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares. (2022). Oyewole, Oluwatomisin ; Adegboyega, Soliu ; Adekoya, Oluwasegun ; Fasanya, Ismail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001656.

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2022Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Mao, Weifang ; Zhang, Zhongqingyang ; Zhu, Huiming ; Qiao, Xingzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784.

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2023Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062.

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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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2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621.

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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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2022Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276.

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2022The effect of economic growth on banking system performance: An interregional and comparative study of Sub-Saharan Africa and developed economies. (2022). Csordas, Tamas ; Adjei, Peter Darko ; Liu, Hao ; Zeng, Yong ; Obiora, Sandra Chukwudumebi. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362522000012.

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

Works by Mehmet Balcilar:

YearTitleTypeCited
2018IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST In: Advances in Decision Sciences.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2011On the nonlinear causality between inflation and inflation uncertainty in the G3 countries : In: Journal of Applied Economics.
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2011On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries.(2011) In: Journal of Applied Economics.
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2014EuroConference 2013 Symposium: International Conference on Business, Economics and Finance In: Economic Systems.
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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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2018The synergistic effect of insurance and banking sector activities on economic growth in Africa In: Economic Systems.
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2015Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review.
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2014Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers.
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2010Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window In: Energy Economics.
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2015Regime switching model of US crude oil and stock market prices: 1859 to 2013 In: Energy Economics.
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2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working Papers.
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2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(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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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics.
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2015Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) 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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2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach In: Energy Economics.
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2021Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries 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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2021Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis In: Energy.
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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test In: Finance Research Letters.
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2021Time-varying impact of pandemics on global output growth In: Finance Research Letters.
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2020Time-Varying Impact of Pandemics on Global Output Growth.(2020) In: Working Papers.
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2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
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2016Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach In: Journal of International Financial Markets, Institutions and Money.
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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2018Distribution specific dependence and causality between industry-level U.S. credit and stock markets In: Journal of International Financial Markets, Institutions and Money.
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2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1 In: Journal of International Financial Markets, Institutions and Money.
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2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters In: Resources Policy.
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2023Operational behaviours of multinational corporations, renewable energy transition, and environmental sustainability in Africa: Does the level of natural resource rents matter? In: Resources Policy.
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