23
H index
44
i10 index
1709
Citations
Riza Demirer : Citation Profile
Southern Illinois University (90% share) | RESEARCH PRODUCTION: 118 Articles 73 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2002 - 2023). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Riza Demirer. | Is cited by:
| Cites to:
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Main data
Where Riza Demirer has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 64 |
| Working Papers / Eastern Mediterranean University, Department of Economics | 3 |
| Working Papers / Economic Research Forum | 2 |
Recent works citing Riza Demirer (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
| 2022 | Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context. (2021). Mehta, Ram ; Patni, Sujay ; Rawat, Dhruv. In: Papers. RePEc:arx:papers:2112.08071. Full description at Econpapers || Download paper | |
| 2022 | Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence. (2022). Pelagatti, Matteo Maria ; Maranzano, Paolo. In: Papers. RePEc:arx:papers:2210.17529. Full description at Econpapers || Download paper | |
| 2023 | GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2023). Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346. Full description at Econpapers || Download paper | |
| 2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper | |
| 2022 | Media coverage of industry and the cross?section of stock returns. (2022). Zhang, Xueyong ; Huang, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1107-1141. Full description at Econpapers || Download paper | |
| 2022 | Oil price shocks and stock market anomalies. (2022). Ji, Qiang ; Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:573-612. Full description at Econpapers || Download paper | |
| 2022 | Global 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. Full description at Econpapers || Download paper | |
| 2022 | Spillover 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. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33. Full description at Econpapers || Download paper | |
| 2022 | The effects of monetary policy across fiscal regimes. (2022). van der Veer, Koen ; Bonam, Dennis ; Kloosterman, Roben. In: Working Papers. RePEc:dnb:dnbwpp:755. Full description at Econpapers || Download paper | |
| 2023 | Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24. Full description at Econpapers || Download paper | |
| 2022 | Herd Mentality Amongst Equity Investors During COVID-19: Evidences from Saudi Arabia. (2022). Ahmad, Moid U ; Alnori, Faisal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-6. Full description at Econpapers || Download paper | |
| 2023 | Detecting the Herding Behaviour in the South African Stock Market and its Implications. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-10. Full description at Econpapers || Download paper | |
| 2023 | Financial Sector Troubles and Energy Markets. (2023). Soytas, Ugur ; Gormus, Alper. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-40. Full description at Econpapers || Download paper | |
| 2023 | Managing Electricity Costs in Industrial Mining and Cryptocurrency Data Centers. (2023). Konopelko, Dmitry ; Solovyeva, Irina ; Dzyuba, Anatolyy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-10. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Does 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. Full description at Econpapers || Download paper | |
| 2023 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2022 | Covid-19 and herding in global equity markets. (2022). de Souza, Gerson ; Rubesam, Alexandre. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000284. Full description at Econpapers || Download paper | |
| 2022 | Global momentum: The optimal trading approach. (2022). Muradoglu, Yaz ; Tsitsianis, Nicholas ; Muradolu, Yaz Gulnur ; Wouassom, Alain. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000788. Full description at Econpapers || Download paper | |
| 2023 | Investor 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. Full description at Econpapers || Download paper | |
| 2022 | The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361. Full description at Econpapers || Download paper | |
| 2022 | The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). Lopez, Raquel ; Esparcia, Carlos ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60. Full description at Econpapers || Download paper | |
| 2022 | Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663. Full description at Econpapers || Download paper | |
| 2022 | A 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. Full description at Econpapers || Download paper | |
| 2022 | Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises. (2022). ben Larbi, Ons ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:263-279. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric effects of foreign capital on income inequality: The case of the Post-China 16 countries. (2022). Brůna, Karel ; Brna, Karel ; Kabrt, Toma. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:613-626. Full description at Econpapers || Download paper | |
| 2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
| 2022 | Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789. Full description at Econpapers || Download paper | |
| 2022 | Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163. Full description at Econpapers || Download paper | |
| 2022 | Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China. (2022). Zhu, Zhican ; Li, Xupei ; Jian, Zhihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002242. Full description at Econpapers || Download paper | |
| 2022 | Dependence 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. Full description at Econpapers || Download paper | |
| 2022 | Connectedness 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. Full description at Econpapers || Download paper | |
| 2022 | Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249. Full description at Econpapers || Download paper | |
| 2022 | Time-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. Full description at Econpapers || Download paper | |
| 2022 | Time-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. Full description at Econpapers || Download paper | |
| 2022 | Do 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. Full description at Econpapers || Download paper | |
| 2022 | Herding 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. Full description at Econpapers || Download paper | |
| 2022 | Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Olaniran, Abeeb ; Lasisi, Lukman ; Ogbonna, Ahamuefula E ; Salisu, Afees A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric information and inside management trading in the Chinese market. (2022). Zhong, Qian ; Yang, Jingjing ; Tuilautala, Mataiasi ; Hu, May. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001036. Full description at Econpapers || Download paper | |
| 2022 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2022 | The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress. (2022). Balcilar, Mehmet ; Aygun, Gurcan ; Ozdemir, Huseyin ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001371. Full description at Econpapers || Download paper | |
| 2023 | Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796. Full description at Econpapers || Download paper | |
| 2023 | How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005. Full description at Econpapers || Download paper | |
| 2023 | Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372. Full description at Econpapers || Download paper | |
| 2023 | Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645. Full description at Econpapers || Download paper | |
| 2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
| 2022 | Safe flight to which haven when Russia invades Ukraine? A 48-hour story. (2022). Mohamad, Azhar. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001598. Full description at Econpapers || Download paper | |
| 2023 | Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237. Full description at Econpapers || Download paper | |
| 2022 | The capital market responses to new energy vehicle (NEV) subsidies: An event study on China. (2022). Xie, Chunping ; Zhang, Dayong ; Liu, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100534x. Full description at Econpapers || Download paper | |
| 2022 | The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204. Full description at Econpapers || Download paper | |
| 2022 | Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x. Full description at Econpapers || Download paper | |
| 2022 | Oil shocks and corporate social responsibility. (2022). al Mamun, Mohammed Abdullah ; Wong, Jin Boon ; Hasan, Mostafa Monzur. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000639. Full description at Econpapers || Download paper | |
| 2022 | Carbon prices forecasting in quantiles. (2022). Yan, Cheng ; Shi, Yukun ; Tao, Lizhu ; Duan, Kun ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000457. Full description at Econpapers || Download paper | |
| 2022 | Different strokes for different folks: The case of oil shocks and emerging equity markets. (2022). Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000780. Full description at Econpapers || Download paper | |
| 2022 | Dynamic dependence between main-byproduct metals and the role of clean energy market. (2022). Zhang, Hongwei ; Lei, Xiaojie ; Wang, Chang ; Song, Huiling. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000858. Full description at Econpapers || Download paper | |
| 2022 | Oil shocks and BRIC markets: Evidence from extreme quantile approach. (2022). Karim, Sitara ; Senthilkumar, Arunachalam ; Pham, Linh ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001104. Full description at Econpapers || Download paper | |
| 2022 | Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153. Full description at Econpapers || Download paper | |
| 2022 | Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?. (2022). Yang, Wenke ; Zhou, Wei ; Li, Shouwei ; Lu, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001256. Full description at Econpapers || Download paper | |
| 2022 | A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies. (2022). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001281. Full description at Econpapers || Download paper | |
| 2022 | Does the source of oil price shocks matter for the systemic risk?. (2022). Yao, Ting ; Huang, Su-Su ; Liu, Meng-Tian ; Ouyang, Zi-Sheng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001347. Full description at Econpapers || Download paper | |
| 2022 | Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372. Full description at Econpapers || Download paper | |
| 2022 | Spillovers between sovereign yield curve components and oil price shocks. (2022). Alwahedi, Wafa ; Esparcia, Carlos ; Aharon, David Y ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001396. Full description at Econpapers || Download paper | |
| 2022 | Oil and renewable energy stock markets: Unique role of extreme shocks. (2022). , Toan ; Lu, Xinjie ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001670. Full description at Econpapers || Download paper | |
| 2022 | Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341. Full description at Econpapers || Download paper | |
| 2022 | Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test. (2022). Caporin, Massimiliano ; Costola, Michele. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002523. Full description at Econpapers || Download paper | |
| 2022 | Going beyond sustainability: The diversification benefits of green energy financial products. (2022). Naqvi, Bushra ; Abbas, Syed Kumail ; Hasnaoui, Amir ; Shao, Xuefeng. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002705. Full description at Econpapers || Download paper | |
| 2022 | Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. (2022). Do, Hung Xuan ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002651. Full description at Econpapers || Download paper | |
| 2022 | Oil price shocks and green bonds: An empirical evidence. (2022). Mishra, Ranjeeta ; Kapsalyamova, Zhanna ; Azhgaliyeva, Dina. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002675. Full description at Econpapers || Download paper | |
| 2022 | Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778. Full description at Econpapers || Download paper | |
| 2022 | Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413. Full description at Econpapers || Download paper | |
| 2022 | Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462. Full description at Econpapers || Download paper | |
| 2022 | Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies. (2022). Yan, Cheng ; Huang, Yuxuan ; Jin, Sisi ; Zhu, QI. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003474. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Pienaar, Daniel ; Epni, Ouzhan. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723. Full description at Econpapers || Download paper | |
| 2022 | The growth of oil futures in China: Evidence of market maturity through global crises. (2022). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003863. Full description at Econpapers || Download paper | |
| 2022 | The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system. (2022). Kim, Ji Hun ; Cho, Hoon ; Chun, Dohyun. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003978. Full description at Econpapers || Download paper | |
| 2022 | In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets. (2022). Bhattacharyya, Asit ; Das, Debojyoti ; Soytas, Ugur ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s014098832200411x. Full description at Econpapers || Download paper | |
| 2022 | Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network. (2022). Zhang, Zeyi ; Wu, Shan ; Zhou, Yuqin. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004480. Full description at Econpapers || Download paper | |
| 2022 | Economic policy uncertainty and carbon emission trading market: A Chinas perspective. (2022). Lobon, Oana-Ramona ; Zhong, Yifan ; Liu, LU ; Wang, Kai-Hua. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004716. Full description at Econpapers || Download paper | |
| 2022 | Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries. (2022). Lucey, Brian M ; Naeem, Muhammad Abubakr ; Karim, Sitara ; Benlagha, Noureddine ; Vigne, Samuel A. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004777. Full description at Econpapers || Download paper | |
| 2022 | Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893. Full description at Econpapers || Download paper | |
| 2022 | Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wen, Fenghua ; Wu, Nan. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005151. Full description at Econpapers || Download paper | |
| 2022 | Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries. (2022). Brooks, Robert ; Mohsen, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005187. Full description at Econpapers || Download paper | |
| 2022 | Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact. (2022). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005242. Full description at Econpapers || Download paper | |
| 2022 | Safe haven properties of green, Islamic, and crypto assets and investors proclivity towards treasury and gold. (2022). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005254. Full description at Econpapers || Download paper | |
| 2022 | Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667. Full description at Econpapers || Download paper | |
| 2023 | Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041. Full description at Econpapers || Download paper | |
| 2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper | |
| 2023 | Energy shocks and bank performance in the advanced economies. (2023). Downing, Gareth ; Nasim, Asma. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000154. Full description at Econpapers || Download paper | |
| 2023 | Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Riza Demirer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 2 |
| 2019 | Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2020 | The US Term Structure and Return Volatility in Global REIT Markets In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2020 | The U.S. Term Structure and Return Volatility in Global REIT Markets.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2022 | The financial US uncertainty spillover multiplier: Evidence from a GVAR model In: International Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2023 | Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data† In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2014 | The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2020 | Unemployment 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. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Unemployment 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2020 | Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | What 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. [Full Text][Citation analysis] | article | 39 |
| 2019 | Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 27 |
| 2018 | Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2018 | Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2018 | Global risk aversion and emerging market return comovements In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 2021 | Bitcoin mining activity and volatility dynamics in the power market In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2021 | Bitcoin Mining Activity and Volatility Dynamics in the Power Market.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2022 | Hedging climate risks with green assets In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2022 | Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2022 | Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks.(2022) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems. [Full Text][Citation analysis] | article | 83 |
| 2016 | Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2006 | Sequential valuation networks for asymmetric decision problems In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 2015 | Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review. [Full Text][Citation analysis] | article | 16 |
| 2022 | Green investments: A luxury good or a financial necessity? In: Energy Economics. [Full Text][Citation analysis] | article | 17 |
| 2022 | Forecasting oil and gold volatilities with sentiment indicators under structural breaks In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
| 2021 | Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2022 | Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
| 2021 | Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2022 | Oil beta uncertainty and global stock returns In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | Oil price shocks and cost of capital: Does market liquidity play a role? In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2010 | The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective In: Energy Economics. [Full Text][Citation analysis] | article | 71 |
| 2012 | The effect of ethanol listing on corn prices: Evidence from spot and futures markets In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
| 2015 | Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 52 |
| 2014 | Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2016 | Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics. [Full Text][Citation analysis] | article | 72 |
| 2014 | Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
| 2017 | Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
| 2017 | Oil and stock market momentum In: Energy Economics. [Full Text][Citation analysis] | article | 27 |
| 2018 | Oil returns and volatility: The role of mergers and acquisitions In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
| 2017 | Oil Returns and Volatility: The Role of Mergers and Acquisitions.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | Time-varying rare disaster risks, oil returns and volatility In: Energy Economics. [Full Text][Citation analysis] | article | 41 |
| 2017 | Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2019 | Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies In: Energy Economics. [Full Text][Citation analysis] | article | 49 |
| 2019 | The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics. [Full Text][Citation analysis] | article | 40 |
| 2020 | Oil price shocks, global financial markets and their connectedness In: Energy Economics. [Full Text][Citation analysis] | article | 50 |
| 2019 | Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets In: Energy Policy. [Full Text][Citation analysis] | article | 35 |
| 2019 | Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2005 | Correlation and return dispersion dynamics in Chinese markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2015 | Does the stock market drive herd behavior in commodity futures markets? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 45 |
| 2017 | On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2019 | Herding and flash events: Evidence from the 2010 Flash Crash In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2020 | Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
| 2019 | Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2021 | Gold, platinum and the predictability of bond risk premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2019 | Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2022 | Financial market connectedness: The role of investors’ happiness In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2022 | Value-at-risk and the cross section of emerging market hedge fund returns In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2022 | Financial turbulence, systemic risk and the predictability of stock market volatility In: Global Finance Journal. [Full Text][Citation analysis] | article | 4 |
| 2021 | Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2006 | Does herding behavior exist in Chinese stock markets? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 132 |
| 2013 | Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 58 |
| 2023 | Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2023 | Anti-herding by hedge funds and its implications for expected returns In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2010 | Do investors herd in emerging stock markets?: Evidence from the Taiwanese market In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 79 |
| 2020 | Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2019 | Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2018 | Firm-level political risk and asymmetric volatility In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 6 |
| 2018 | Firm-Level Political Risk and Asymmetric Volatility.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2020 | Oil price uncertainty, global industry returns and active investment strategies In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 2 |
| 2017 | The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 19 |
| 2017 | The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy. [Full Text][Citation analysis] | article | 44 |
| 2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy. [Full Text][Citation analysis] | article | 8 |
| 2016 | Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2019 | Commodity-currencies or currency-commodities: Evidence from causality tests In: Resources Policy. [Full Text][Citation analysis] | article | 14 |
| 2020 | The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy. [Full Text][Citation analysis] | article | 20 |
| 2020 | The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2021 | Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data In: Resources Policy. [Full Text][Citation analysis] | article | 10 |
| 2023 | On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
| 2022 | On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal.(2022) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Comparisons of short and long hedge performance: the case of Taiwan In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 8 |
| 2015 | Industry herding and momentum strategies In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 17 |
| 2015 | Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2015 | Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 23 |
| 2022 | Economic policy uncertainty and institutional investment returns: The case of New Zealand In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2021 | Credit 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. [Full Text][Citation analysis] | article | 5 |
| 2022 | Do emerging stock markets offer an illiquidity premium for local or global investors? In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Firm-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. [Full Text][Citation analysis] | article | 0 |
| 2021 | Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Downside risk for short and long hedgers In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 23 |
| 2014 | Do ADR investors herd?: Evidence from advanced and emerging markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 13 |
| 2013 | The conditional relation between dispersion and return In: Review of Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | The conditional relation between dispersion and return.(2013) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2013 | Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2017 | Flight to quality and the predictability of reversals: The role of market states and global factors In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 7 |
| 2020 | Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2022 | Time-varying risk aversion and currency excess returns In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2019 | The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 33 |
| 2019 | The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2020 | The effect of global and regional stock market shocks on safe haven assets In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 9 |
| In: . [Full Text][Citation analysis] | article | 2 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2019 | A note on the technology herd: evidence from large institutional investors In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | A Note on the Technology Herd: Evidence from Large Institutional Investors.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2020 | Oil and risk premia in equity markets In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Does speculation in the oil market drive investor herding in net exporting nations? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram In: Economies. [Full Text][Citation analysis] | article | 2 |
| 2019 | Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies. [Full Text][Citation analysis] | article | 48 |
| 2022 | Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2018 | Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks. [Full Text][Citation analysis] | article | 3 |
| 2021 | COVID-19 Pandemic and Investor Herding in International Stock Markets In: Risks. [Full Text][Citation analysis] | article | 19 |
| 2020 | COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2019 | Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests In: Sustainability. [Full Text][Citation analysis] | article | 13 |
| 2018 | Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2017 | Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability. [Full Text][Citation analysis] | article | 19 |
| 2016 | Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2021 | Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2022 | Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2002 | An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 17 |
| 2015 | Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 24 |
| 2020 | Predicting firm-level volatility in the United States: the role of monetary policy uncertainty In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | On the hedging benefits of REITs: The role of risk aversion and market states In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 8 |
| 2016 | The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers. [Citation analysis] | paper | 0 |
| 2016 | The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective In: Working Papers. [Citation analysis] | paper | 14 |
| 2017 | The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective.(2017) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2016 | Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 4 |
| 2018 | Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach.(2018) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2016 | The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2017 | Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets In: Working Papers. [Citation analysis] | paper | 2 |
| 2017 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers. [Citation analysis] | paper | 33 |
| 2019 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 2017 | Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers. [Citation analysis] | paper | 11 |
| 2019 | Oil speculation and herding behavior in emerging stock markets.(2019) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2017 | On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers. [Citation analysis] | paper | 20 |
| 2019 | On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2017 | Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Investor Sentiment and Crash Risk in Safe Havens In: Working Papers. [Citation analysis] | paper | 2 |
| 2019 | Investor Sentiment and Crash Risk in Safe Havens.(2019) In: Journal of Economics and Behavioral Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2018 | Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities.(2018) In: Journal of Economics and Behavioral Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data In: Working Papers. [Citation analysis] | paper | 6 |
| 2018 | Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility In: Working Papers. [Citation analysis] | paper | 5 |
| 2018 | Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2019 | The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers. [Citation analysis] | paper | 12 |
| 2020 | The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2019 | Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests In: Working Papers. [Citation analysis] | paper | 4 |
| 2022 | Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests.(2022) In: Journal of the Operational Research Society. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2020 | A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility In: Working Papers. [Citation analysis] | paper | 5 |
| 2021 | A note on oil price shocks and the forecastability of gold realized volatility.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data In: Working Papers. [Citation analysis] | paper | 2 |
| 2020 | Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data In: Working Papers. [Citation analysis] | paper | 1 |
| 2020 | A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 2 |
| 2022 | A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT.(2022) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2020 | Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data.(2023) In: Journal of Behavioral Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2021 | Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models In: Working Papers. [Citation analysis] | paper | 1 |
| 2021 | Gold and the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 1 |
| 2021 | The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers. [Citation analysis] | paper | 1 |
| 2022 | The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests In: Working Papers. [Citation analysis] | paper | 0 |
| 2022 | Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality In: Working Papers. [Citation analysis] | paper | 0 |
| 2022 | Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The U.S. term structure and stock market volatility: Evidence from emerging stock markets In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
| 2016 | On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters In: Economia Politica: Journal of Analytical and Institutional Economics. [Full Text][Citation analysis] | article | 20 |
| 2020 | The U.S. term structure and return volatility in emerging stock markets In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | U.S. monetary policy and the predictability of global economic synchronization patterns In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2004 | Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2019 | Industry Herding and the Profitability of Momentum Strategies During Market Crises In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets In: Central Bank Review. [Full Text][Citation analysis] | article | 15 |
| 2013 | Commodity Financialization and Herd Behavior in Commodity Futures Markets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Volatility forecasting with bivariate multifractal models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2019 | Do firm characteristics matter in explaining the herding effect on returns? In: Review of Financial Economics. [Full Text][Citation analysis] | article | 3 |
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