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:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde668
   Updated: 2025-05-17    RAS profile: 2024-12-12    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article4
2019Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2020The US Term Structure and Return Volatility in Global REIT Markets In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article1
2020The U.S. Term Structure and Return Volatility in Global REIT Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022The financial US uncertainty spillover multiplier: Evidence from a GVAR model In: International Finance.
[Full Text][Citation analysis]
article5
2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2023Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand In: International Review of Finance.
[Full Text][Citation analysis]
article0
2022Oil 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]
article1
2014The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
paper2
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2020Unemployment 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 nother version. Agregated cites: 2
paper
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.
[Full Text][Citation analysis]
article45
2019Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article33
2018Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 33
paper
2018Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data In: Economics Letters.
[Full Text][Citation analysis]
article9
2018Global risk aversion and emerging market return comovements In: Economics Letters.
[Full Text][Citation analysis]
article22
2021Bitcoin mining activity and volatility dynamics in the power market In: Economics Letters.
[Full Text][Citation analysis]
article8
2021Bitcoin Mining Activity and Volatility Dynamics in the Power Market.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2022Hedging climate risks with green assets In: Economics Letters.
[Full Text][Citation analysis]
article47
2022Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks In: Economics Letters.
[Full Text][Citation analysis]
article10
2022Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2018Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems.
[Full Text][Citation analysis]
article132
2016Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 132
paper
2006Sequential valuation networks for asymmetric decision problems In: European Journal of Operational Research.
[Full Text][Citation analysis]
article4
2015Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review.
[Full Text][Citation analysis]
article17
2024Technological shocks and stock market volatility over a century In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1
2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2022Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2022Green investments: A luxury good or a financial necessity? In: Energy Economics.
[Full Text][Citation analysis]
article56
2022Forecasting oil and gold volatilities with sentiment indicators under structural breaks In: Energy Economics.
[Full Text][Citation analysis]
article24
2021Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model In: Energy Economics.
[Full Text][Citation analysis]
article17
2021Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2022Oil beta uncertainty and global stock returns In: Energy Economics.
[Full Text][Citation analysis]
article4
2022Oil price shocks and cost of capital: Does market liquidity play a role? In: Energy Economics.
[Full Text][Citation analysis]
article8
2010The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective In: Energy Economics.
[Full Text][Citation analysis]
article82
2012The effect of ethanol listing on corn prices: Evidence from spot and futures markets In: Energy Economics.
[Full Text][Citation analysis]
article8
2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics.
[Full Text][Citation analysis]
article58
2014Oil 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 nother version. Agregated cites: 58
paper
2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
[Full Text][Citation analysis]
article109
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109
paper
2017Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics.
[Full Text][Citation analysis]
article30
2017Oil and stock market momentum In: Energy Economics.
[Full Text][Citation analysis]
article28
2018Oil returns and volatility: The role of mergers and acquisitions In: Energy Economics.
[Full Text][Citation analysis]
article8
2017Oil Returns and Volatility: The Role of Mergers and Acquisitions.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2018Time-varying rare disaster risks, oil returns and volatility In: Energy Economics.
[Full Text][Citation analysis]
article51
2017Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies In: Energy Economics.
[Full Text][Citation analysis]
article81
2019The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics.
[Full Text][Citation analysis]
article64
2020Oil price shocks, global financial markets and their connectedness In: Energy Economics.
[Full Text][Citation analysis]
article95
2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets In: Energy Policy.
[Full Text][Citation analysis]
article41
2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
paper
2005Correlation and return dispersion dynamics in Chinese markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article6
2015Does the stock market drive herd behavior in commodity futures markets? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article57
2017On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters.
[Full Text][Citation analysis]
article5
2019Herding and flash events: Evidence from the 2010 Flash Crash In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2020Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters.
[Full Text][Citation analysis]
article10
2019Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
[Full Text][Citation analysis]
article5
2019Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2022Financial market connectedness: The role of investors’ happiness In: Finance Research Letters.
[Full Text][Citation analysis]
article16
2024What drives green betas? Climate uncertainty or speculation In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2022Value-at-risk and the cross section of emerging market hedge fund returns In: Global Finance Journal.
[Full Text][Citation analysis]
article1
2022Financial turbulence, systemic risk and the predictability of stock market volatility In: Global Finance Journal.
[Full Text][Citation analysis]
article10
2021Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2024Climate risk, ESG ratings, and the flow-performance relationship in mutual funds In: Global Finance Journal.
[Full Text][Citation analysis]
article0
2006Does herding behavior exist in Chinese stock markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article147
2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article69
2023Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article25
2024Do industries predict stock market volatility? Evidence from machine learning models In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article4
2023Anti-herding by hedge funds and its implications for expected returns In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article1
2010Do investors herd in emerging stock markets?: Evidence from the Taiwanese market In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article80
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.
[Full Text][Citation analysis]
article8
2019Cross-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 nother version. Agregated cites: 8
paper
2023Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article4
2018Firm-level political risk and asymmetric volatility In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article12
2018Firm-Level Political Risk and Asymmetric Volatility.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2020Oil price uncertainty, global industry returns and active investment strategies In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article2
2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article25
2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]
article48
2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy.
[Full Text][Citation analysis]
article9
2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2019Commodity-currencies or currency-commodities: Evidence from causality tests In: Resources Policy.
[Full Text][Citation analysis]
article15
2020The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy.
[Full Text][Citation analysis]
article26
2020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2021Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data In: Resources Policy.
[Full Text][Citation analysis]
article14
2023On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal In: Resources Policy.
[Full Text][Citation analysis]
article2
2022On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2024Gold, platinum and the predictability of bubbles in global stock markets In: Resources Policy.
[Full Text][Citation analysis]
article0
2005Comparisons of short and long hedge performance: the case of Taiwan In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article8
2015Industry herding and momentum strategies In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article17
2015Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article3
2015Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article27
2022Economic policy uncertainty and institutional investment returns: The case of New Zealand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article2
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.
[Full Text][Citation analysis]
article9
2022Do emerging stock markets offer an illiquidity premium for local or global investors? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
article0
2021Firm-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 nother version. Agregated cites: 0
paper
2003Downside risk for short and long hedgers In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article23
2014Do ADR investors herd?: Evidence from advanced and emerging markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article14
2013The conditional relation between dispersion and return In: Review of Financial Economics.
[Full Text][Citation analysis]
article5
2013The conditional relation between dispersion and return.(2013) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2013Can 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]
article5
2017Flight 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]
article2
2021Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance.
[Full Text][Citation analysis]
article10
2020Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2022Time-varying risk aversion and currency excess returns In: Research in International Business and Finance.
[Full Text][Citation analysis]
article8
2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2019The 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]
article40
2019The 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 nother version. Agregated cites: 40
paper
2020The effect of global and regional stock market shocks on safe haven assets In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article13
In: .
[Full Text][Citation analysis]
article2
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article1
2019A note on the technology herd: evidence from large institutional investors In: Review of Behavioral Finance.
[Full Text][Citation analysis]
article2
2017A Note on the Technology Herd: Evidence from Large Institutional Investors.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
In: .
[Full Text][Citation analysis]
article2
2020Oil and risk premia in equity markets In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article2
2016Does speculation in the oil market drive investor herding in net exporting nations? In: Working Papers.
[Full Text][Citation analysis]
paper1
2013Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers.
[Full Text][Citation analysis]
paper4
2020Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram In: Economies.
[Full Text][Citation analysis]
article2
2019Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2020Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies.
[Full Text][Citation analysis]
article55
2022Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM.
[Full Text][Citation analysis]
article5
2020Risk Appetite and Jumps in Realized Correlation In: Mathematics.
[Full Text][Citation analysis]
article1
2021Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold In: Mathematics.
[Full Text][Citation analysis]
article1
2018Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks.
[Full Text][Citation analysis]
article4
2021COVID-19 Pandemic and Investor Herding in International Stock Markets In: Risks.
[Full Text][Citation analysis]
article29
2020COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2019Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests In: Sustainability.
[Full Text][Citation analysis]
article13
2018Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability.
[Full Text][Citation analysis]
article23
2016Do 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 nother version. Agregated cites: 23
paper
2021Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers.
[Full Text][Citation analysis]
paper2
2020Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2022Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2002An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article18
2015Effect 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]
article26
2020Predicting firm-level volatility in the United States: the role of monetary policy uncertainty In: Economics and Business Letters.
[Full Text][Citation analysis]
article0
2020Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021On the hedging benefits of REITs: The role of risk aversion and market states In: Economics and Business Letters.
[Full Text][Citation analysis]
article0
2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers.
[Citation analysis]
paper9
2016The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers.
[Citation analysis]
paper0
2016The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective In: Working Papers.
[Citation analysis]
paper18
2017The 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 nother version. Agregated cites: 18
article
2016Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]
paper5
2018Differences 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 nother version. Agregated cites: 5
article
2016The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests In: Working Papers.
[Citation analysis]
paper0
2017Credit 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]
paper0
2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets In: Working Papers.
[Citation analysis]
paper2
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
[Citation analysis]
paper45
2019Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
article
2017Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers.
[Citation analysis]
paper11
2019Oil speculation and herding behavior in emerging stock markets.(2019) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2017On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers.
[Citation analysis]
paper28
2019On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators.(2019) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
article
2017Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach In: Working Papers.
[Citation analysis]
paper1
2018Investor Sentiment and Crash Risk in Safe Havens In: Working Papers.
[Citation analysis]
paper4
2019Investor Sentiment and Crash Risk in Safe Havens.(2019) In: Journal of Economics and Behavioral Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2018Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities In: Working Papers.
[Citation analysis]
paper3
2018Does 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 nother version. Agregated cites: 3
article
2018Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data In: Working Papers.
[Citation analysis]
paper6
2018Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility In: Working Papers.
[Citation analysis]
paper6
2018Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? In: Working Papers.
[Citation analysis]
paper0
2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach In: Working Papers.
[Citation analysis]
paper0
2019The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers.
[Citation analysis]
paper16
2020The 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 nother version. Agregated cites: 16
article
2019Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests In: Working Papers.
[Citation analysis]
paper9
2022Risk 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 nother version. Agregated cites: 9
article
2020A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility In: Working Papers.
[Citation analysis]
paper7
2021A note on oil price shocks and the forecastability of gold realized volatility.(2021) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2020Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data In: Working Papers.
[Citation analysis]
paper2
2020Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? In: Working Papers.
[Citation analysis]
paper1
2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers.
[Citation analysis]
paper1
2020Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data In: Working Papers.
[Citation analysis]
paper1
2020A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers.
[Citation analysis]
paper2
2022A 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 nother version. Agregated cites: 2
article
2020Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data In: Working Papers.
[Citation analysis]
paper2
2023Investor 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 nother version. Agregated cites: 2
article
2021Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models In: Working Papers.
[Citation analysis]
paper1
2021Gold and the Global Financial Cycle In: Working Papers.
[Citation analysis]
paper2
2021The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers.
[Citation analysis]
paper1
2022The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests In: Working Papers.
[Citation analysis]
paper0
2022Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality In: Working Papers.
[Citation analysis]
paper8
2023Policy uncertainty and stock market volatility revisited: The predictive role of signal quality.(2023) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]
paper1
2023Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets In: Working Papers.
[Citation analysis]
paper0
2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes In: Working Papers.
[Citation analysis]
paper0
2024Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data In: Working Papers.
[Citation analysis]
paper0
2025Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures In: Working Papers.
[Full Text][Citation analysis]
paper0
2019The U.S. term structure and stock market volatility: Evidence from emerging stock markets In: Proceedings of International Academic Conferences.
[Full Text][Citation analysis]
paper0
2016On 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]
article24
2020The U.S. term structure and return volatility in emerging stock markets In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2022U.S. monetary policy and the predictability of global economic synchronization patterns In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2023A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2004Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification In: Applied Financial Economics.
[Full Text][Citation analysis]
article7
2019Industry Herding and the Profitability of Momentum Strategies During Market Crises In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
article1
2024Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
article0
2017Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets In: Central Bank Review.
[Full Text][Citation analysis]
article18
2013Commodity Financialization and Herd Behavior in Commodity Futures Markets In: Working Papers.
[Full Text][Citation analysis]
paper3
2022Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article2
2020Volatility forecasting with bivariate multifractal models In: Journal of Forecasting.
[Full Text][Citation analysis]
article11
2019Do firm characteristics matter in explaining the herding effect on returns? In: Review of Financial Economics.
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team