Ahmet Sensoy : Citation Profile

Are you Ahmet Sensoy?

Bilkent Üniversitesi

25

H index

45

i10 index

1760

Citations

RESEARCH PRODUCTION:

96

Articles

19

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 160
   Journals where Ahmet Sensoy has often published
   Relations with other researchers
   Recent citing documents: 630.    Total self citations: 49 (2.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse604
   Updated: 2023-11-04    RAS profile: 2023-10-09    
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Relations with other researchers

Works with:

Nguyen, Duc Khuong (20)

Corbet, Shaen (13)

lucey, brian (5)

Silva, Thiago (4)

Tabak, Benjamin (4)

GUPTA, RANGAN (3)

Demirer, Riza (3)

Vo, Xuan Vinh (3)

Yarovaya, Larisa (2)

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

Is cited by:

Corbet, Shaen (80)

lucey, brian (41)

Tiwari, Aviral (37)

Yarovaya, Larisa (24)

HU, YANG (23)

Vo, Xuan Vinh (23)

Yousaf, Imran (23)

Yoon, Seong-Min (21)

Oxley, Les (19)

Shahzad, Syed Jawad Hussain (19)

Uddin, Gazi (18)

Cites to:

lucey, brian (100)

Tabak, Benjamin (91)

Cajueiro, Daniel (73)

Corbet, Shaen (73)

Bouri, Elie (56)

Engle, Robert (54)

Roubaud, David (54)

Nguyen, Duc Khuong (46)

Yarovaya, Larisa (41)

Bollerslev, Tim (37)

Diebold, Francis (36)

Main data

Where Ahmet Sensoy has published?

Journals with more than one article published# docs
Finance Research Letters14
International Review of Financial Analysis8
Research in International Business and Finance7
Physica A: Statistical Mechanics and its Applications5
Annals of Operations Research5
Energy Economics4
Economic Modelling4
The North American Journal of Economics and Finance4
Chaos, Solitons & Fractals4
Financial Innovation3
Applied Economics3
Resources Policy3
Complexity3
International Review of Economics & Finance3
Journal of Financial Stability3
Journal of International Financial Markets, Institutions and Money3
Economics Letters2
Pacific-Basin Finance Journal2
Journal of Forecasting2
Technological Forecasting and Social Change2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School7
MPRA Paper / University Library of Munich, Germany5
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey2
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Ahmet Sensoy (2023 and 2022)

YearTitle of citing document
2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2022.

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2022Green credit policy and total factor productivity: Evidence from Chinese listed companies. (2022). Zhongxiang, Zhang ; Shu, Guo. In: FEEM Working Papers. RePEc:ags:feemwp:320842.

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2023Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict. (2023). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334707.

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2023.

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2022The double whammy of COVID-19 and oil price collapse: Spillover effects on inflation and exchange rates. (2022). Ayad, Hicham ; Djedaiet, Aissa . In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202206.

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2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2022On the Dynamics of Solid, Liquid and Digital Gold Futures. (2022). Matsui, Toshiko ; Knottenbelt, William J ; Al-Ali, Ali. In: Papers. RePEc:arx:papers:2202.09845.

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2022The Efficient Market Hypothesis for Bitcoin in the context of neural networks. (2022). Osterrieder, Joerg ; Kraehenbuehl, Mike. In: Papers. RePEc:arx:papers:2208.07254.

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2022Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models. (2022). Low, Kah Wee ; Herremans, Dorien. In: Papers. RePEc:arx:papers:2211.08281.

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2023Feature Selection for Forecasting. (2023). Barbu, Adrian ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.02223.

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

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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2023Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2306.08157.

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2023Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612.

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2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137.

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2023Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874.

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2023Bayesian framework for characterizing cryptocurrency market dynamics, structural dependency, and volatility using potential field. (2023). Aprem, Anup ; Negi, Neeraj. In: Papers. RePEc:arx:papers:2308.01013.

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2023Green credit policy and corporate cash holdings: Evidence from China. (2023). Li, Weiping ; Yuan, Tao ; Chen, Xiaoqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2875-2903.

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2022Coupling of cryptocurrency trading with the sustainable environmental goals: Is it on the cards?. (2022). Kumar, Vikas ; Nandy, Monomita ; Lodh, Suman ; Mustafa, Fairouz. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1152-1168.

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2022Does green innovation increase enterprise value?. (2022). Chen, Zhongfei ; Hao, Xinyue. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1232-1247.

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2022Did cryptocurrencies exhibit log?periodic power law signature during the second wave of COVID?19?. (2022). Papathanasiou, Spyros ; Ghosh, Bikramaditya ; Pergeris, Georgios. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12207.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2022.

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

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2023Managing pandemics: A POM perspective and directions for future research. (2023). Starr, Martin ; Joglekar, Nitin ; Gupta, Sushil ; Anderson, Edward. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:5:p:1295-1306.

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

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2022Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33.

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2022Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives. (2022). Isah, Kazeem ; Adelakun, Ojo ; Musa, Danmecca ; Yakubu, Yusuf ; Udeaja, Elias A ; Mahomedy, Abdulkader C. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:329-348.

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2022.

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2022Investigating the Efficiency of Bitcoin Futures in Price Discovery. (2022). Agarwal, Gaurav ; Sharma, Dinesh Kumar ; Gupta, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-12.

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2022Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches. (2022). Dickason-Koekemoer, Zandri ; Sanusi, Kazeem Abimbola. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-7.

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2022Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets. (2022). Usmonov, Jaloliddin ; Mukhamedov, Farkhod ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-21.

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2022Can Companies Make Green Innovation a Reality by Means of Corporate Environmental Responsibility? The Mediating Role of Environmental Subsidies. (2022). Anqi, Chen ; San, Ong Tze ; Xiangyuan, AO ; Mengdie, Zhang. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-42.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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

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

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

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2022Did COVID-19 tourism sector supports alleviate investor fear?. (2022). Oxley, Les ; Hu, Yang ; Hou, Yang ; Corbet, Shaen. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000858.

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2022Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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2022A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price. (2022). Alexakis, Christos ; Nagula, Pavan Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000673.

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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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2022Sleep and cardiac signal processing using improved multivariate partial compensated transfer entropy based on non-uniform embedding. (2022). Lin, Guancen ; Gu, Danlei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922002715.

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2022A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004489.

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2023Scientific progress in information theory quantifiers. (2023). , Abrao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923001613.

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2022How does anti-corruption affect green innovation? Evidence from China. (2022). Guo, Chong ; Chen, Zhibin ; Wu, Jiamei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:405-424.

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2022Is government regulation a push for corporate environmental performance? Evidence from China. (2022). Liu, Shiyuan ; Luo, Qian ; Zhang, Weike. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:105-121.

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2022The dimension of green economy: Culture viewpoint. (2022). Lee, Chien-Chiang ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:122-138.

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2022Can the joint regional air pollution control policy achieve a win-win outcome for the environment and economy? Evidence from China. (2022). Wang, Mingzhe ; Gao, Weixin ; Chen, Lubin ; Zhong, Zhuoxi ; Zhou, DI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:13-33.

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

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2022The carbon emissions trading scheme and green technology innovation in China: A new structural economics perspective. (2022). Wang, Xiaoyu ; Zhou, Fengxiu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:365-381.

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2022Can green industrial policy promote green innovation in heavily polluting enterprises? Evidence from China. (2022). Tan, Yafei ; Zhu, Zhaohui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:59-75.

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2022The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). Lopez, Raquel ; Esparcia, Carlos ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60.

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2022Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19. (2022). Tiwari, Aviral Kumar ; Farid, Saqib ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:548-562.

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2022Has COVID-19 intensified the oil price–exchange rate nexus?. (2022). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:280-298.

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2022Competition and cooperation in the dual-channel green supply chain with customer satisfaction. (2022). Veglianti, Eleonora ; Wang, Wei ; Peng, Yongtao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:95-113.

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2023Green credit policy and the stock price synchronicity of heavily polluting enterprises. (2023). Wang, HU ; Zhang, Xiaoming ; Zheng, Shuxia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:251-264.

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

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2023The effect of broadband infrastructure construction on urban green innovation: Evidence from a quasi-natural experiment in China. (2023). Nie, Changfei ; Chen, Zhi ; Feng, Yuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:581-598.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219.

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2022Is there a value premium in cryptoasset markets?. (2022). Liebi, Luca J. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000232.

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2022Do intangible assets provide corporate resilience? New evidence from infectious disease pandemics. (2022). Abadi, Nour ; Hasan, Mostafa Monzur ; Uddin, Mohammad Riaz. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000529.

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2022Economic recovery forecasts under impacts of COVID-19. (2022). Shi, Chaojun ; Hu, Wentao ; Wang, Wei ; Sun, Yunchuan ; Teng, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000670.

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2022The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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2022Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420.

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2022Is greenness an optimal hedge for sectoral stock indices?. (2022). Umar, Zaghum ; Ghardallou, Wafa ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681.

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2022Does water rights trading affect corporate investment? The role of resource allocation and risk mitigation channels. (2022). Wan, Hong ; Yu, Nizhou ; Liu, Duan. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003005.

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2022The effect of accounting fraud on future stock price crash risk. (2022). Liu, Chelsea ; Obaydin, Ivan ; Richardson, Grant. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003091.

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2023Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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

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2023Systemic political risk. (2023). Uribe, Jorge ; Chuliá, Helena ; Estevez, Marc ; Chulia, Helena. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001876.

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2022Network analysis on Bitcoin arbitrage opportunities. (2022). Šapkauskienė, Alfreda ; Bruzg, Rasa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001704.

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2022Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789.

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2022The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”. (2022). GENG, Xueqing ; Guo, Kun ; Wang, Yijing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001911.

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2022The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence. (2022). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001984.

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2022Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Zhao, Chengjie ; Li, Yangyang ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002151.

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

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

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

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2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

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2022The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432.

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2022The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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

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2022Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach. (2022). Gao, Wang ; Wang, Xinyi ; Yang, Cai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200095x.

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

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

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2022A novel estimation of time-varying quantile correlation for financial contagion detection. (2022). Wu, Yuehua ; Li, Mingge ; Ye, Wuyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001334.

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2022The transition of the global financial markets connectedness during the COVID-19 pandemic. (2022). Yamaka, Woraphon ; Jaipong, Peemmawat ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001516.

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

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2023The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826.

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2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

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2023A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2023Quantity or quality: Environmental legislation and corporate green innovations. (2023). Zou, Xinyu ; Zhang, Zhan ; Liu, Wei ; Huang, Xiaoqi. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pb:s0921800922003457.

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2022Financial condition indices for emerging market economies: Can Google help?. (2022). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001410.

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2022Safe flight to which haven when Russia invades Ukraine? A 48-hour story. (2022). Mohamad, Azhar. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001598.

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

Works by Ahmet Sensoy:

YearTitleTypeCited
2013How much random does European Union walk? A time-varying long memory analysis In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific In: Working Papers Series.
[Full Text][Citation analysis]		paper29
2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2016Systematic Risk in Conventional and Islamic Equity Markets In: International Review of Finance.
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2023Managing disease containment measures during a pandemic In: Production and Operations Management.
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2022Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article2
2013Time-varying long range dependence in market returns of FEAS members In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article9
2013Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article10
2014Effective transfer entropy approach to information flow between exchange rates and stock markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article15
2015Shaping the manufacturing industry performance: MIDAS approach In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2020The impact of blockchain related name changes on corporate performance In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article30
2021Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article40
2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis? In: Economic Modelling.
[Full Text][Citation analysis]		article93
2023Economic policy uncertainty and green innovation: Evidence from China In: Economic Modelling.
[Full Text][Citation analysis]		article9
2014Dynamic relationship between Turkey and European countries during the global financial crisis In: Economic Modelling.
[Full Text][Citation analysis]		article9
2014Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey In: Economic Modelling.
[Full Text][Citation analysis]		article23
2015Predictability dynamics of Islamic and conventional equity markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article25
2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article46
2021Sensitivity of US equity returns to economic policy uncertainty and investor sentiments In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article8
2022Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2017Predictability dynamics of emerging sovereign CDS markets In: Economics Letters.
[Full Text][Citation analysis]		article6
2018A tale of two risks in the EMU sovereign debt markets In: Economics Letters.
[Full Text][Citation analysis]		article0
2018A Tale of Two Risks in the EMU Sovereign Debt Markets.(2018) In: Working Papers.
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2016Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe In: Economic Systems.
[Full Text][Citation analysis]		article3
2022Other peoples money: A comparison of institutional investors In: Emerging Markets Review.
[Full Text][Citation analysis]		article1
2021Green credit policy and firm performance: What we learn from China In: Energy Economics.
[Full Text][Citation analysis]		article60
2014Time-varying long range dependence in energy futures markets In: Energy Economics.
[Full Text][Citation analysis]		article22
2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications In: Energy Economics.
[Full Text][Citation analysis]		article71
2020U.S. equity and commodity futures markets: Hedging or financialization? In: Energy Economics.
[Full Text][Citation analysis]		article24
2016Dynamic efficiency of stock markets and exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
2018Implied volatility indices: A review and extension in the Turkish case In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2019Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2019Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market.(2019) In: Working Papers.
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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2020The financial market effects of international aviation disasters In: International Review of Financial Analysis.
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2021The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks In: International Review of Financial Analysis.
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2021The dark side of marital leadership: Evidence from China In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2022Learning from failures: Director interlocks and corporate misconduct In: International Review of Financial Analysis.
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2014Constructing a financial fragility index for emerging countries In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2016Commonality in liquidity: Effects of monetary policy and macroeconomic announcements In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2019Commonality in ask-side vs. bid-side liquidity In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2019The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies In: Finance Research Letters.
[Full Text][Citation analysis]		article91
2019Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article38
2019The effectiveness of technical trading rules in cryptocurrency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article40
2020The relationship between implied volatility and cryptocurrency returns In: Finance Research Letters.
[Full Text][Citation analysis]		article37
2020The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives In: Finance Research Letters.
[Full Text][Citation analysis]		article31
2020Intraday efficiency-frequency nexus in the cryptocurrency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article20
2020The influence of Bitcoin on portfolio diversification and design In: Finance Research Letters.
[Full Text][Citation analysis]		article37
2021Financial contagion during COVID–19 crisis In: Finance Research Letters.
[Full Text][Citation analysis]		article113
2021Covid-19 pandemic and tail-dependency networks of financial assets In: Finance Research Letters.
[Full Text][Citation analysis]		article35
2021Commonality in FX liquidity: High-frequency evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2023Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2014Impact of short selling activity on market dynamics: Evidence from an emerging market In: Journal of Financial Stability.
[Full Text][Citation analysis]		article7
2017Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market In: Journal of Financial Stability.
[Full Text][Citation analysis]		article9
2017Not all emerging markets are the same: A classification approach with correlation based networks In: Journal of Financial Stability.
[Full Text][Citation analysis]		article8
2014A comparative analysis of the dynamic relationship between oil prices and exchange rates In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article60
2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2020Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets.(2020) In: Working Papers.
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2021Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets.(2021) In: MPRA Paper.
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2022Retail vs institutional investor attention in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2020Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework In: International Review of Law and Economics.
[Full Text][Citation analysis]		article1
2019Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework.(2019) In: Working Papers.
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2022Positive information shocks, investor behavior and stock price crash risk In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2013Dynamic relationship between precious metals In: Resources Policy.
[Full Text][Citation analysis]		article72
2015Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy.
[Full Text][Citation analysis]		article43
2020Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices In: Resources Policy.
[Full Text][Citation analysis]		article92
2021Big data analytics, order imbalance and the predictability of stock returns In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article1
2015Cross-sectoral interactions in Islamic equity markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article41
2019Energy, precious metals, and GCC stock markets: Is there any risk spillover? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article50
2013Generalized Hurst exponent approach to efficiency in MENA markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article31
2013Analysis of cross-correlations between financial markets after the 2008 crisis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2015An alternative way to track the hot money in turbulent times In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2015Time-varying long term memory in the European Union stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article21
2014A view to the long-run dynamic relationship between crude oil and the major asset classes In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article31
2022Information content of order imbalance in the index options market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2023Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article34
2021The voice of minority shareholders: Online voting and corporate social responsibility In: Research in International Business and Finance.
[Full Text][Citation analysis]		article7
2021Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article17
2022Top executives’ great famine experience and stock price crash risk In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2022Three channels of monetary policy international transmission: Identifying spillover effects from the US to China In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2022Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2023Does corporate green innovation behaviour impact trade credit? Evidence from China In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2020Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article17
2022Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article12
2021Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers.
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2022Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting.
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2020Applications of Machine Learning Methods in Complex Economics and Financial Networks In: Complexity.
[Full Text][Citation analysis]		article0
2018Financial Networks In: Complexity.
[Full Text][Citation analysis]		article19
2019Financial Networks 2019 In: Complexity.
[Full Text][Citation analysis]		article0
2018Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets In: Working Papers.
[Full Text][Citation analysis]		paper15
2019Dynamic integration and network structure of the EMU sovereign bond markets.(2019) In: Annals of Operations Research.
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2019Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Broker Network Connectivity and the Cross-Section of Expected Stock Returns In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Broker Network Connectivity and the Cross-Section of Expected Stock Returns.(2020) In: MPRA Paper.
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2021Statistical Arbitrage: Factor Investing Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Statistical arbitrage: Factor investing approach.(2021) In: MPRA Paper.
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2023Building Eco-friendly Corporations: The Role of Minority Shareholders In: Journal of Business Ethics.
[Full Text][Citation analysis]		article1
2020Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Analysis on Runs of Daily Returns in Istanbul Stock Exchange In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Prediction of cryptocurrency returns using machine learning In: Annals of Operations Research.
[Full Text][Citation analysis]		article25
2022Statistical arbitrage in jump-diffusion models with compound Poisson processes In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2022Forecasting high-frequency stock returns: a comparison of alternative methods In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2023Extending the Merton model with applications to credit value adjustment In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2021High frequency multiscale relationships among major cryptocurrencies: portfolio management implications In: Financial Innovation.
[Full Text][Citation analysis]		article2
2021Lottery-like preferences and the MAX effect in the cryptocurrency market In: Financial Innovation.
[Full Text][Citation analysis]		article3
2021Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications In: Financial Innovation.
[Full Text][Citation analysis]		article2
2016Impact of sovereign rating changes on stock market co-movements: the case of Latin America In: Applied Economics.
[Full Text][Citation analysis]		article3
2017Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes In: Applied Economics.
[Full Text][Citation analysis]		article12
2021High-frequency return and volatility spillovers among cryptocurrencies In: Applied Economics.
[Full Text][Citation analysis]		article12
2022Early warning systems for currency and systemic banking crises in Vietnam In: Post-Communist Economies.
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2021Determinants of ICO Success and Post-ICO Performance In: Working Papers.
[Full Text][Citation analysis]		paper0
2015European economic and monetary union sovereign debt markets In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper4
2023Jump forecasting in foreign exchange markets: A high?frequency analysis In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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