Riza Demirer : Citation Profile

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

26

H index

55

i10 index

2356

Citations

RESEARCH PRODUCTION:

128

Articles

76

Papers

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 102
   Journals where Riza Demirer has often published
   Relations with other researchers
   Recent citing documents: 373.    Total self citations: 108 (4.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde668
   Updated: 2025-05-17    RAS profile: 2024-12-12    
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Relations with other researchers

Works with:

GUPTA, RANGAN (72)

Salisu, Afees (17)

Pierdzioch, Christian (12)

Cepni, Oguzhan (7)

Bouri, Elie (7)

Shahzad, Syed Jawad Hussain (7)

Gabauer, David (6)

Balcilar, Mehmet (6)

Sibande, Xolani (5)

Sensoy, Ahmet (3)

Wohar, Mark (3)

Kotze, Kevin (3)

Ji, Qiang (3)

Clance, Matthew (2)

van Eyden, Renee (2)

Kyei, Clement (2)

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

Is cited by:

GUPTA, RANGAN (351)

Pierdzioch, Christian (113)

Salisu, Afees (72)

Cepni, Oguzhan (51)

Bouri, Elie (44)

Balcilar, Mehmet (37)

Lau, Chi Keung (35)

Wohar, Mark (32)

Tiwari, Aviral (24)

Ji, Qiang (23)

Shahzad, Syed Jawad Hussain (21)

Cites to:

GUPTA, RANGAN (389)

Balcilar, Mehmet (139)

Hammoudeh, Shawkat (101)

Wohar, Mark (90)

Pierdzioch, Christian (88)

Filis, George (77)

Campbell, John (69)

Bollerslev, Tim (61)

Ratti, Ronald (60)

Nguyen, Duc Khuong (60)

Degiannakis, Stavros (59)

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
Pacific-Basin Finance Journal4
Journal of International Financial Markets, Institutions and Money4
Journal of Forecasting4
Global Finance Journal3
The Quarterly Review of Economics and Finance3
Journal of Behavioral Finance3
Emerging Markets Finance and Trade2
Structural Change and Economic Dynamics2
Journal of International Money and Finance2
International Review of Economics & Finance2
The North American Journal of Economics and Finance2
Applied Economics Letters2
Journal of Economics and Behavioral Studies2
Risks2
Economics and Business Letters2
Advances in Decision Sciences2
Journal of Economic Behavior & Organization2
Sustainability2
Mathematics2
The Journal of Economic Asymmetries2
Review of Financial Economics2
Journal of Multinational Financial Management2
Journal of Empirical Finance2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics67
Working Papers / Eastern Mediterranean University, Department of Economics3
Working Papers / Economic Research Forum2

Recent works citing Riza Demirer (2025 and 2024)

YearTitle of citing document
2024Effectiveness of monetary policy under economic uncertainty regimes. (2024). Ramírez-Rondán, Nelson R. ; Yepez, Luis ; Ramirez-Rondan, Nelson R. In: Working Papers. RePEc:apc:wpaper:204.

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2024GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346.

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2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641.

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2024Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs. (2024). Conlon, Thomas ; Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2407.08069.

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2024Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Gao, Xing-Lu ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2410.02798.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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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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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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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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2024The road to net zero: a fund flow investigation. (2024). Takahashi, Koji ; Chen, Louisa. In: BIS Working Papers. RePEc:bis:biswps:1220.

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2024Research on the Impact of Geopolitical Instability on Russian Trade. (2024). Talamanov, Pavel. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:7:p:1276-1297.

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2024The causal effect of political risk on the stock market: Evidence from a natural experiment. (2024). Li, Zhibing ; Zhu, Yinglun ; Liu, Xiaoyu. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:145-162.

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2024Global Financial Risk, Equity Returns and Economic Activity in Emerging Countries. (2024). Yang, Guanyi ; Horvath, Jaroslav. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:672-689.

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

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2024The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067.

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2024Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11384.

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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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2024Forecasting Stock Market Realized Volatility using Random Forest and Artificial Neural Network in South Africa. (2024). Brijlal, Pradeep ; Diane, Lamine. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-2.

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2024Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55.

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2024Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-38.

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2024Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach. (2024). Brik, Hatem ; el Ouakdi, Jihene. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-9.

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2024Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Xu, Yingying ; Dai, Yifan ; Guo, Lingling ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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2024Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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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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2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

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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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2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2024Can green bond hedges climate policy uncertainty in the United States: New insights from novel time-varying causality and quantile-on-quantile methods?. (2024). Li, Jing-Ping ; Wu, Jiawen ; Su, Chi-Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1158-1176.

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2024Is there a relationship between climate policy uncertainty and green finance? Evidence from bootstrap rolling window test. (2024). Dong, Xiaotian ; Sorana, Vtavu ; Tao, Ran ; Moldovan, Nicoleta-Claudia ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:277-289.

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2024What explains foreign portfolio investment inflows to BRICS countries?. (2024). Dua, Pami ; Kumar, Virender. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:32-46.

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2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

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

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

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Vo, Xuan Vinh ; Ghardallou, Wafa ; Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

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2024Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Guo, Peng ; Shi, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

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2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

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2024A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487.

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2024Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

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2024Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736.

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2024How does climate policy uncertainty affect financial markets? Evidence from Europe. (2024). Tedeschi, Marco ; Foglia, Matteo ; Dai, Peng-Fei ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300469x.

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2024Intra- and inter-sector spillover effects within a supply chain: Evidence from Taiwan electric motorcycle industry. (2024). Chen, Yu-Fen ; Yeh, Wen-Hung ; Lin, Fu-Lai. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s0165176524002519.

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2024Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554.

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2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

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2024Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564.

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2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors. (2024). Zhao, Yanzhi ; Zhou, Yanan ; Ma, Xiaojun ; Dong, Qingli. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007260.

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2024Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Zhang, Dongyang ; Bai, Dingchuan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Bossman, Ahmed ; Husain, Afzol. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

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2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Does interest rate liberalization affect corporate green investment?. (2024). Chen, YU ; Wu, Wei ; Yang, Shuang ; Li, AO. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000859.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. (2024). PETITJEAN, Mikael ; Ansaram, Karishma. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001142.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024The quest for green horizons: Can political turnovers drive green investments? New evidence from China. (2024). Suardi, Sandy ; Pan, Xiaofei ; Ma, Ruichen. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001725.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2024Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111.

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2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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2024Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices. (2024). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Iqbal, Najaf ; Alsagr, Naif ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002263.

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2024The effects of conventional and unconventional monetary policies of the US, EU, and China on global green investment. (2024). Hoang, Viet-Ngu ; Alvi, Shahzad ; Tufail, Saira ; Wilson, Clevo. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002573.

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2024U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Measuring crisis from climate risk spillovers in European electricity markets. (2024). Liu, Zhenhua ; Zhai, Xiangyang ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002949.

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2024Impact of climate policy uncertainty on return spillover among green assets and portfolio implications. (2024). , Thao ; Pham, Son D ; Do, Hung X. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003396.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024Monetary policy uncertainty and ESG performance across energy firms. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sulong, Zunaidah ; Ji, Qiang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004079.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2024Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources. (2024). Umar, Zaghum ; Usman, Muhammad ; Ktaish, Farah. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400450x.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894.

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2024Exploring resource blessing hypothesis within the coffin of technological innovation and economic risk: Evidence from wavelet quantile regression. (2024). Abbas, Shujaat ; Adebayo, Tomiwa Sunday ; Irfan, Muhammad ; Liu, Lingcai. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005103.

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2024Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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2024Heterogeneity of regional carbon emission markets in China: Evidence from multidimensional determinants. (2024). Dong, Xiyong ; Zhang, John F. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005437.

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2024Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. (2024). Tiwari, Aviral ; Kocoglu, Mustafa ; Haouas, Ilham ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400553x.

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2024Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619.

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2024Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005760.

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2024Oil price shocks and energy transition in Africa. (2024). Nchofoung, Tii N. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004408.

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2024Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855.

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2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

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2024The nexus between Russian uranium exports and US nuclear-energy consumption: Do the spillover effects of geopolitical risks matter?. (2024). Shahbaz, Muhammad ; Islam, Md. Monirul ; Samargandi, Nahla. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524.

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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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2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers.
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2023Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand In: International Review of Finance.
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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† In: Scottish Journal of Political Economy.
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2014The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings.
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2020Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data In: School of Economics Macroeconomic Discussion Paper Series.
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2021Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data.(2021) In: Journal of Multinational Financial Management.
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2020Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data.(2020) In: Working Papers.
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2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors In: The North American Journal of Economics and Finance.
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2019Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance.
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2018Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers.
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2018Global risk aversion and emerging market return comovements In: Economics Letters.
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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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2012The effect of ethanol listing on corn prices: Evidence from spot and futures markets In: Energy Economics.
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2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics.
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2014Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries.(2014) In: Working Papers.
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2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
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2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
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2017Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics.
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2017Oil and stock market momentum In: Energy Economics.
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2018Oil returns and volatility: The role of mergers and acquisitions In: Energy Economics.
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2017Oil Returns and Volatility: The Role of Mergers and Acquisitions.(2017) In: Working Papers.
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2018Time-varying rare disaster risks, oil returns and volatility In: Energy Economics.
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2017Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers.
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2019The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics.
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2020Oil price shocks, global financial markets and their connectedness In: Energy Economics.
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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets In: Energy Policy.
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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets.(2019) In: Working Papers.
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2005Correlation and return dispersion dynamics in Chinese markets In: International Review of Financial Analysis.
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2015Does the stock market drive herd behavior in commodity futures markets? In: International Review of Financial Analysis.
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2017On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters.
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2019Herding and flash events: Evidence from the 2010 Flash Crash In: Finance Research Letters.
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2020Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters.
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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.
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2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
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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.
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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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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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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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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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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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