Riza Demirer : Citation Profile

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

28

H index

63

i10 index

2668

Citations

RESEARCH PRODUCTION:

130

Articles

79

Papers

RESEARCH ACTIVITY:

   24 years (2002 - 2026). See details.
   Cites by year: 111
   Journals where Riza Demirer has often published
   Relations with other researchers
   Recent citing documents: 242.    Total self citations: 112 (4.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde668
   Updated: 2026-02-21    RAS profile: 2025-12-07    
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Relations with other researchers

Works with:

GUPTA, RANGAN (50)

Salisu, Afees (16)

Cepni, Oguzhan (7)

Balcilar, Mehmet (5)

Polat, Onur (4)

Pierdzioch, Christian (4)

Gabauer, David (4)

Sibande, Xolani (4)

Bouri, Elie (2)

van Eyden, Renee (2)

Ji, Qiang (2)

Sensoy, Ahmet (2)

Shahzad, Syed Jawad Hussain (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 (389)

Pierdzioch, Christian (117)

Salisu, Afees (75)

Cepni, Oguzhan (62)

Bouri, Elie (44)

Balcilar, Mehmet (39)

Lau, Chi Keung (36)

Wohar, Mark (33)

Tiwari, Aviral (29)

Polat, Onur (26)

Plakandaras, Vasilios (25)

Cites to:

GUPTA, RANGAN (398)

Balcilar, Mehmet (141)

Hammoudeh, Shawkat (102)

Wohar, Mark (91)

Pierdzioch, Christian (86)

Filis, George (77)

Campbell, John (71)

Bollerslev, Tim (63)

Ratti, Ronald (61)

Nguyen, Duc Khuong (61)

Engle, Robert (60)

Main data

Where Riza Demirer has published?

Journals with more than one article published# docs
Energy Economics16
Resources Policy7
Finance Research Letters6
Journal of Economics and Finance5
Economics Letters5
Research in International Business and Finance5
Journal of International Financial Markets, Institutions and Money4
Journal of Forecasting4
Pacific-Basin Finance Journal4
The Quarterly Review of Economics and Finance4
Journal of Behavioral Finance3
Global Finance Journal3
Applied Economics Letters2
Emerging Markets Finance and Trade2
Scottish Journal of Political Economy2
Journal of Economic Behavior & Organization2
Risks2
International Review of Financial Analysis2
Journal of International Money and Finance2
Journal of Empirical Finance2
Mathematics2
International Review of Economics & Finance2
Review of Financial Economics2
Journal of Economics and Behavioral Studies2
Advances in Decision Sciences2
Structural Change and Economic Dynamics2
Journal of Multinational Financial Management2
Sustainability2
The North American Journal of Economics and Finance2
Economics and Business Letters2
The Journal of Economic Asymmetries2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics70
Working Papers / Eastern Mediterranean University, Department of Economics3
Working Papers / Economic Research Forum2

Recent works citing Riza Demirer (2026 and 2025)

YearTitle of citing document
2025Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310.

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2025Evaluating the Risk-Return Profile of a Portfolio of ESG and Traditional Assets Using a Hybrid Optimisation Model. (2025). Pataki, Laszlo ; Thalmeiner, Gergo ; Tatay, Tibor ; Banyai, Attila. In: Virtual Economics. RePEc:aid:journl:v:8:y:2025:i:1:p:16-39.

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2025The Risk-Neutral Equivalent Pricing of Model-Uncertainty. (2025). Wren, Ken Kangda. In: Papers. RePEc:arx:papers:2502.13744.

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2025The Role of Weather Anomalies in Shaping Investor Sentiment and Stock Market Performance: A Conceptual Analysis. (2025). Shehryar, Muhammad. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-3:p:558-565.

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2025Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180.

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2025The role of economic policies in achieving sustainable development goal 7: Insights from OECD and European countries. (2025). Zarghami, Seyed Ashkan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s030626192401941x.

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2025Dependence and hedging between green bonds and clean energy sub-markets in China: Insights from time–frequency wavelet approaches. (2025). Xing, Xiaoyun ; Deng, Jing ; Liu, Yejiao. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001083.

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2024Herding behaviour and monetary policy: Evidence from the ZAR market. (2024). Sibande, Xolani. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000352.

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2025The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711.

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2025Good for bad: The heterogeneous effects of export controls on firms ESG. (2025). Jia, Deting ; Liu, Qing ; Wang, Kai. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000161.

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2025How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240.

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2025Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

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2025Does national ESG performance move together with climate warming?. (2025). Chang, Chun-Ping ; Tan, Juan ; Zou, Xing-Yun ; Zhang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:19-29.

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2025Integrating policy design with agricultural emissions reduction in China: A multi-sector DSGE Approach. (2025). Zhang, Xiaodi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2019-2048.

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2025Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000628.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2025Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

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2025Does oil price uncertainty affect corporate total factor productivity? Evidence from China. (2025). Chen, Leyi ; Wu, Ziqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002274.

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2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

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2025Stock and corporate bond liquidity: When having the same issuer induces commonality. (2025). Mrquez-De, Elena ; Martnez-Caete, Ana R ; Nieto, Beln. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000245.

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2025Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty. (2025). Wang, Bin ; Yan, Wan-Lin ; Kong, Adrian Wai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000506.

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2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2025Carbon finance development, industrial structure and green financial instruments. (2025). Zhao, Chenyuan ; Wang, Yuxuan ; Lei, Zhaolongyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000701.

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2025Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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2025Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Bouri, Elie ; Liu, Ruipeng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000138.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2025Herd behavior and the intention to vaccinate against COVID-19. (2025). Israeli, Osnat ; Heizler, Odelia ; Epstein, Gil S. In: European Economic Review. RePEc:eee:eecrev:v:175:y:2025:i:c:s0014292125000662.

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2025From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548.

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2025Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126.

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2025Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector. (2025). di Tommaso, Caterina ; Pacelli, Vincenzo ; Povia, Maria Melania ; Foglia, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007916.

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2025Does climate policy uncertainty (CPU) hinder carbon reduction? Evidence using the city-level CPU index in China. (2025). Fang, Debin ; Li, Rui ; Xu, Jiajun. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008077.

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2025Would geopolitical risks be the new driver of the energy transition? An empirical study on renewable energy technology innovation. (2025). Liu, Baoliu ; Zhang, Ying ; Zhao, Fang ; Chen, Yiming ; Xue, Jinjun. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008090.

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2025The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

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2025Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144.

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2025Asymmetric tail risk spillover and co-movement between climate risk and the international energy market. (2025). Pham, Thu Phuong ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008314.

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2025Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375.

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2025How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?. (2025). Ji, Qiang ; Wang, Xinya ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008521.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2025Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507.

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2025Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659.

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2025The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets. (2025). Xu, Xin ; Yu, YI ; Bi, Yanhao ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500115x.

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2025Energy structural change towards net-zero economy: What can we learn from carbon finance initiatives in China?. (2025). Song, Malin ; Sun, DI ; Huang, Hongyun ; Zhang, Linbo ; Tian, Mingfu ; Qu, Xinwei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001446.

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2025Does the crude oil return matter for the new energy vehicle-related industry markets? — A comparison of complete vehicles, energy systems, and raw materials. (2025). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500163x.

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2025Financial risk management innovation in energy market: Evidence from a machine learning hybrid model. (2025). Lu, Xinjie ; Ma, Feng ; Li, Zepei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001847.

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2025Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective. (2025). Xu, Zhiwei ; Zhang, Teng ; Gou, Xinyi. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002336.

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2025Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002506.

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2025Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis. (2025). Huang, Wucaihong ; Maneejuk, Paravee ; Yamaka, Woraphon. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002543.

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2025Asymmetric dynamics between supply chain disruptions, oil price shocks, and U.S. investor sentiment. (2025). Li, Linyue. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002646.

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2025ESG ratings and ESG mutual fund management compensation. (2025). Huang, Binghua ; Li, Rui. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003354.

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2025A multi-scale analysis of spillover effects between the Chinese carbon market and related markets: The impact of the geopolitical risk. (2025). Liu, Jing ; Zhao, Xin ; Ding, Lili. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003676.

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2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

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2025What is the focus of energy supply chain relationship management during geopolitical risks? Evidence from the stock market based on transaction cost economics. (2025). Bai, Shizhen ; He, Hao ; Han, Chunjia ; Shang, Wen-Long ; Yang, MU ; Fan, Weijia. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004566.

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2025Environment and Energy: Does climate risk shape the energy consumption behavior of firms?. (2025). Srivastav, Shashank Prakash ; Kannadhasan, M. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004578.

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2025Resilience and performance of Islamic and conventional banks amid oil price uncertainty. (2025). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam ; Mohsen, Mohammed Sharaf. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004645.

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2025How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879.

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2025Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia. (2025). Cao, Shanwei ; Zhai, Xiangyang ; Ji, Qiang ; Guo, Kun ; Liu, YU. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224041100.

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2025European industrial production in the face of energy dynamics and geopolitical shocks. (2025). Sohag, Kazi ; Karass, Vsevolod ; Alam, Khorshed. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225000933.

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2025Time-frequency spillover and early warning of climate risk in international energy markets and carbon markets: From the perspective of complex network and machine learning. (2025). Shi, Changfeng ; Xu, Changxin ; Chen, Zixu ; Zhu, Wenjun ; Zhi, Jiaqi ; Yu, Yue. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004992.

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2025The impact of climate risks on global energy production and consumption: New evidence from causality-in-quantile and wavelet analysis. (2025). Gao, Hanxiao ; Lan, Yong ; Li, Hailing ; Zhang, Hua ; Zhou, Ping. In: Energy. RePEc:eee:energy:v:319:y:2025:i:c:s036054422500492x.

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2025Interactions among correlations: How does the volatility of the carbon-energy price correlations transmit across different time scales?. (2025). Li, Huiru ; Yu, Hui. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s036054422500831x.

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2025The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

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2025Hedging financial risks with a climate index based on EU ETS firms. (2025). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009193.

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2025Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach. (2025). Ferreira, Paulo ; Nadeem, Nasir ; Aslam, Faheem ; Jadoon, Imran Abbas. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021255.

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2025Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x.

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2025The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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2025Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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2025Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625.

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2025Stock market volatility and oil shocks: A study of G7 economies. (2025). Cadena-Silva, Javier Patricio ; Sanz, Jos Ngel ; Rodrguez, Jos Miguel. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003059.

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2025Risk connectedness and portfolios between fossil energy, new energy and environmental governance markets. (2025). He, Miao ; Gao, Wang ; Zhang, Hongwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003217.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025Oil price uncertainty, exchange rate volatility, and African stock markets: A nonparametric quantile-on-quantile analysis. (2025). Chen, Yufeng ; Msofe, Zulkifr Abdallah ; Wang, Chuwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004727.

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2025Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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2025Risk spillover changes among commodity futures, stock and ESG markets: A study based on multidimensional higher order moment perspective. (2025). Zhou, Luohui ; Yu, Peining ; Li, Chujin ; Chen, Zejun. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013138.

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2025Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts. (2025). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324014545.

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2025Global geopolitical risk and financial stability: Evidence from China. (2025). Xia, Yuqin ; Zhu, Sha ; Chen, Yunjia ; Li, Qiuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015307.

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2025Climate change attention and systemic financial risk: A TENET analysis. (2025). Li, Yana ; Liang, Shuo ; Zhang, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015848.

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2025Does ESG enhance asset quality and funding cost management in banking diversification?. (2025). Kang, Moonsoo ; Baek, Seungho. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401571x.

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2025Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail. (2025). Neto, David. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401691x.

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2025The impact of rating announcements on stock returns: A nonlinear assessment. (2025). Filograsso, Gianni ; di Tollo, Giacomo ; Corazza, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000030.

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2025ESG performance and corporate environmental investment: Incentive or inhibition?. (2025). Yang, Xinfang ; Zhao, Xiaoxia ; Li, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000790.

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2025Connectedness between traditional finance, cryptocurrencies and DeFi in the post COVID period. (2025). Sala, Carlo ; Parrondo, Luz. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001618.

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2025Disentangling geopolitical risks: A quantile approach to geopolitical risk indices’ impacts on stock markets. (2025). Bulut, Emre ; Marangoz, Cumali ; Gerekan, Bekir ; Yilmaz, Erdal. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003769.

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2025Geopolitical risk and Taiwan’s government bond yields: Evidence from Nancy Pelosi’s visit. (2025). Hong, Zhiwu ; Bai, Haoran ; Niu, Linlin. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004374.

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2025Attention to climate events and carbon price volatility. (2025). Zhang, Yaojie ; Ji, Shidong ; Gong, Xue. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005161.

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2025Shortages and machine-learning forecasting of oil returns volatility: 1900–2024. (2025). GUPTA, RANGAN ; Karmakar, Sayar ; Somani, Dhanashree ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005975.

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2025Economic policy uncertainty and active management: Evidence from SRI funds. (2025). Farooq, Omar ; Bouaddi, Mohammed ; Tanos, Barbara Abou ; Ahmed, Neveen. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325006026.

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2025Taiwan’s stock market resilience to increasing geopolitical risk. (2025). Prol, Javier Lpez. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325005823.

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2025Shockwaves across borders: Did the 2023 banking crisis reshape global banking sector linkages?. (2025). Huang, Chun-Sung ; Charteris, Ailie. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500830x.

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2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2025Disaggregated geopolitical risks and global stock returns. (2025). Rafi, Md Khaled Hossain ; Mahmood, Syed Riaz. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s104402832500078x.

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2025Hydroclimatic risk mispricing: Evidence from China. (2025). Wang, Yongqiao ; Su, Jiaming. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000845.

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2025Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933.

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2025Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains. (2025). Zhou, Shengjie ; Qin, QI ; Gao, Jieying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000265.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2025ESG incidents and corporate green bond market reaction. (2025). Cotugno, Matteo ; Fiorillo, Paolo ; Severini, Sabrina ; Monferr, Stefano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s104244312500068x.

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2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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2025Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981.

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2025Gold for global airline stock indices during COVID-19: Hedge or safe-haven asset?. (2025). Bouri, Elie ; Abuzayed, Bana ; Al-Fayoumi, Nedal. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:127:y:2025:i:c:s0969699725000547.

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2025Climate change exposure and green bonds issuance. (2025). Makrychoriti, Panagiota ; Guesmi, Khaled ; Pyrgiotakis, Emmanouil G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000166.

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2025Carbon risk and debt financing: An international perspective. (2025). Urquhart, Andrew ; Ren, Xiaohang ; Li, Wenqi ; Duan, Kun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000294.

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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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2026Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes In: Scottish Journal of Political Economy.
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2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes.(2024) In: Working Papers.
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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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2024Technological shocks and stock market volatility over a century In: Journal of Empirical Finance.
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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies In: Journal of Empirical Finance.
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2022Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies.(2022) In: Working Papers.
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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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2021Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model.(2021) In: Working Papers.
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2022Oil beta uncertainty and global stock returns In: Energy Economics.
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2022Oil price shocks and cost of capital: Does market liquidity play a role? 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.
[Full Text][Citation analysis]		article60
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.
[Full Text][Citation analysis]		article6
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.
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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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2024What drives green betas? Climate uncertainty or speculation 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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2024Climate risk, ESG ratings, and the flow-performance relationship in mutual funds In: Global Finance Journal.
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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]		article152
2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
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2023Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money.
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2024Do industries predict stock market volatility? Evidence from machine learning models In: Journal of International Financial Markets, Institutions and Money.
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2023Anti-herding by hedge funds and its implications for expected returns In: Journal of Economic Behavior & Organization.
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2010Do investors herd in emerging stock markets?: Evidence from the Taiwanese market In: Journal of Economic Behavior & Organization.
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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.
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2022On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal.(2022) In: Working Papers.
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2024Gold, platinum and the predictability of bubbles in global stock markets In: Resources Policy.
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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.
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2022Economic policy uncertainty and institutional investment returns: The case of New Zealand In: Pacific-Basin Finance Journal.
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2026Does mining activity drive crash risks in bitcoin? In: The Quarterly Review of Economics and Finance.
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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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2022Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM.
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2020Risk Appetite and Jumps in Realized Correlation In: Mathematics.
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2021Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold In: Mathematics.
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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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