10
H index
10
i10 index
388
Citations
Central Bank of the United Arab Emirates | 10 H index 10 i10 index 388 Citations RESEARCH PRODUCTION: 54 Articles 53 Papers RESEARCH ACTIVITY: 11 years (2013 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pce231 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Oguzhan Cepni. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2023 | GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2023). Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346. Full description at Econpapers || Download paper | |
2023 | Climate Risk Measures - A Review. (2023). Salisu, Afees ; Oloko, Tirimisiyu. In: Asian Economics Letters. RePEc:ayb:jrnael:81. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615. Full description at Econpapers || Download paper | |
2023 | Goodness-of-fit test in high-dimensional linear sparse models. (2023). van Bellegem, Sebastien ; Sauvenier, Mathieu. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023008. Full description at Econpapers || Download paper | |
2023 | Exploring 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. Full description at Econpapers || Download paper | |
2023 | Green Bonds, Investor Attention and Stock Market Reaction: Evidence from ASEAN Countries. (2023). Sukmadilaga, Citra ; Aini, Andini Nurul ; Ghani, Erlane K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-35. Full description at Econpapers || Download paper | |
2023 | International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312. Full description at Econpapers || Download paper | |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper | |
2023 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187. Full description at Econpapers || Download paper | |
2023 | Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266. Full description at Econpapers || Download paper | |
2023 | Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370. Full description at Econpapers || Download paper | |
2023 | Frequency 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. Full description at Econpapers || Download paper | |
2023 | Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155. Full description at Econpapers || Download paper | |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper | |
2023 | Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796. Full description at Econpapers || Download paper | |
2023 | Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372. Full description at Econpapers || Download paper | |
2023 | Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682. Full description at Econpapers || Download paper | |
2023 | On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x. Full description at Econpapers || Download paper | |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper | |
2023 | Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247. Full description at Econpapers || Download paper | |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper | |
2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper | |
2023 | The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x. Full description at Econpapers || Download paper | |
2023 | Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683. Full description at Econpapers || Download paper | |
2023 | Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. (2023). Soderberg, Magnus ; Sjolander, Par ; Mnsson, Kristofer ; Javed, Farrukh ; Duras, Toni. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001196. Full description at Econpapers || Download paper | |
2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305. Full description at Econpapers || Download paper | |
2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780. Full description at Econpapers || Download paper | |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper | |
2023 | Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237. Full description at Econpapers || Download paper | |
2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274. Full description at Econpapers || Download paper | |
2023 | Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468. Full description at Econpapers || Download paper | |
2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper | |
2023 | Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948. Full description at Econpapers || Download paper | |
2023 | Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper | |
2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper | |
2023 | Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437. Full description at Econpapers || Download paper | |
2023 | COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082. Full description at Econpapers || Download paper | |
2023 | Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121. Full description at Econpapers || Download paper | |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
2023 | Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649. Full description at Econpapers || Download paper | |
2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper | |
2023 | Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818. Full description at Econpapers || Download paper | |
2023 | Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities. (2023). Yousaf, Imran ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003423. Full description at Econpapers || Download paper | |
2023 | Can bonds hedge stock market risks? Green bonds vs conventional bonds. (2023). Yoon, Seong-Min ; Nie, Siyue ; Xiong, Youlin ; Dong, Xiyong. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200544x. Full description at Econpapers || Download paper | |
2023 | COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Li, Jingyu ; Zheng, Xiaolong ; Liu, Ranran ; Cheng, LU ; Xie, Qiwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218. Full description at Econpapers || Download paper | |
2023 | Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089. Full description at Econpapers || Download paper | |
2023 | Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram. (2023). Ashraf, Sania ; Lucey, Brian M ; Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001022. Full description at Econpapers || Download paper | |
2023 | Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks. (2023). Salisu, Afees ; Ji, Qiang ; Nel, Jacobus ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x. Full description at Econpapers || Download paper | |
2023 | Joint extreme risk of energy prices-evidence from European energy markets. (2023). Li, Jiangchen ; Cai, Xiurong ; Ji, Hao ; Sun, Yiqun. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004087. Full description at Econpapers || Download paper | |
2023 | Climate uncertainty and marginal climate capital needs. (2023). Sakkas, Athanasios ; Angelidis, Timotheos ; Spiliotopoulos, George. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004324. Full description at Econpapers || Download paper | |
2023 | Volatility connectedness between global COVOL and major international volatility indices. (2023). Corbet, Shaen ; Goodell, John W ; Hu, Yang ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004841. Full description at Econpapers || Download paper | |
2023 | How did major global asset classes respond to Silicon Valley Bank failure?. (2023). Nobanee, Haitham ; Azmi, Shujaat Naeem ; Anwer, Zaheer. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004956. Full description at Econpapers || Download paper | |
2023 | What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis. (2023). Treku, Daniel ; Dunbar, Kwamie ; Hoover, Jack ; Sarnie, Robert. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006347. Full description at Econpapers || Download paper | |
2023 | Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189. Full description at Econpapers || Download paper | |
2023 | Forecasting NFT coin prices using machine learning: Insights into feature significance and portfolio strategies. (2023). Sadorsky, Perry ; Henriques, Irene. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000996. Full description at Econpapers || Download paper | |
2023 | Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358. Full description at Econpapers || Download paper | |
2023 | How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367. Full description at Econpapers || Download paper | |
2023 | Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924. Full description at Econpapers || Download paper | |
2023 | Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310. Full description at Econpapers || Download paper | |
2023 | Assessing linkages between alternative energy markets and cryptocurrencies. (2023). lucey, brian ; Karim, Sitara ; Farid, Saqib ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:513-529. Full description at Econpapers || Download paper | |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper | |
2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper | |
2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper | |
2023 | The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645. Full description at Econpapers || Download paper | |
2023 | Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006. Full description at Econpapers || Download paper | |
2023 | What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning. (2023). Chavriya, Shubham ; Parihar, Jaya Singh ; Rao, Amar ; Srivastava, Mrinalini ; Singh, Surendar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006924. Full description at Econpapers || Download paper | |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292. Full description at Econpapers || Download paper | |
2023 | Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636. Full description at Econpapers || Download paper | |
2023 | Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216. Full description at Econpapers || Download paper | |
2023 | Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development. (2023). Ren, Xiaohang ; Duan, Xiaoping ; Taghizadeh-Hesary, Farhad ; Xiao, YA. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001915. Full description at Econpapers || Download paper | |
2023 | Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988. Full description at Econpapers || Download paper | |
2023 | Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x. Full description at Econpapers || Download paper | |
2023 | Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763. Full description at Econpapers || Download paper | |
2023 | Tracking policy uncertainty under climate change. (2023). Lin, Boqiang ; Zhao, Hengsong. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004105. Full description at Econpapers || Download paper | |
2023 | COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707. Full description at Econpapers || Download paper | |
2023 | Green development, climate risks, and cash flow: International evidence. (2023). Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000872. Full description at Econpapers || Download paper | |
2023 | Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233. Full description at Econpapers || Download paper | |
2023 | Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices. (2023). Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s037843712300136x. Full description at Econpapers || Download paper | |
2023 | Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314. Full description at Econpapers || Download paper | |
2023 | COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81. Full description at Econpapers || Download paper | |
2023 | Cloning mutual fund returns. (2023). Niemann, Sebastian ; Schuhmacher, Frank ; Auer, Benjamin R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:31-37. Full description at Econpapers || Download paper | |
2023 | Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309. Full description at Econpapers || Download paper | |
2023 | Role of trade and green bond market in renewable energy deployment in Southeast Asia. (2023). Sun, Yunpeng ; Gao, Pengpeng ; Li, Ying ; Dong, Weijian. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:313-319. Full description at Econpapers || Download paper | |
2023 | Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests. (2023). Ren, Xiaohang ; Lucey, Brian ; He, Feng ; Li, Jingyao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:173:y:2023:i:c:s136403212200939x. Full description at Econpapers || Download paper | |
2023 | Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. (2023). Mo, Bin ; Li, Zhenghui ; Nie, HE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:46-57. Full description at Econpapers || Download paper | |
2023 | Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine. (2023). Iqbal, Najaf ; Bouri, Elie ; Kumar, Sanjeev ; Patel, Ritesh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:143-162. Full description at Econpapers || Download paper | |
2023 | Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243. Full description at Econpapers || Download paper | |
2023 | How much finance is in climate finance? A bibliometric review, critiques, and future research directions. (2023). Weber, O ; Care, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000120. Full description at Econpapers || Download paper | |
2023 | Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831. Full description at Econpapers || Download paper | |
2023 | Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953. Full description at Econpapers || Download paper | |
2023 | Heterogeneous and time varying nexus between climate change and quality of life in Africa. (2023). Lawal, Rodiat ; Seyingbo, Oluwagbenga ; Fagbemi, Temitope ; Adigun, Rasheed ; Oyekola, Olayinka ; Sakariyahu, Rilwan. In: Discussion Papers. RePEc:exe:wpaper:2308. Full description at Econpapers || Download paper | |
2023 | Negative Media Sentiment about the Pig Epidemic and Pork Price Fluctuations: A Study on Spatial Spillover Effect and Mechanism. (2023). Li, Xia ; Liu, Wei ; Tan, Caifeng ; Tao, Jianping ; Ma, Chi. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:658-:d:1094452. Full description at Econpapers || Download paper | |
2023 | An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Corporate Social Responsibility and Green Technology Innovation: The Moderating Role of Stakeholders. (2023). Jin, Shanyue ; Chen, Yixuan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8164-:d:1149293. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2021 | Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2017 | Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve.(2017) In: CBT Research Notes in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | The effect of environmental, social and governance risks In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 0 |
2021 | Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2020 | Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2017 | The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2021 | Do investor sentiments drive cryptocurrency prices? In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
2022 | Hedging climate risks with green assets In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
2022 | The effects of climate risks on economic activity in a panel of US states: The role of uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
2022 | The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2022 | Persistence of state-level uncertainty of the United States: The role of climate risks In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2022 | Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | Does climate change affect bank lending behavior? In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2023 | Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2022 | Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Do the carry trades respond to geopolitical risks? Evidence from BRICS countries In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
2019 | Local currency bond risk premia: A panel evidence on emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 6 |
2021 | Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
2022 | Connectedness of energy markets around the world during the COVID-19 pandemic In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2022 | How connected is the agricultural commodity market to the news-based investor sentiment? In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2022 | Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
2022 | Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2024 | Climate change exposure and cost of equity In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 162 |
2020 | Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 162 | paper | |
2020 | Local currency bond risk premia of emerging markets: The role of local and global factors In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2019 | Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2020 | The role of an aligned investor sentiment index in predicting bond risk premia of the U.S In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 14 |
2023 | Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 7 |
2022 | Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2023 | Climate risks and state-level stock market realized volatility In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 3 |
2022 | Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2024 | Not all words are equal: Sentiment and jumps in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2019 | Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
2024 | How local is the local inflation factor? Evidence from emerging European countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | How Local is the Local Inflation Factor? Evidence from Emerging European Countries.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
2022 | Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | Extreme directional spillovers between investor attention and green bond markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 15 |
2022 | Oil price shocks and yield curve dynamics in emerging markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2020 | Oil Price Shocks and Yield Curve Dynamics in Emerging Markets.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2020 | Global uncertainties and portfolio flow dynamics of the BRICS countries In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2021 | The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2020 | The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
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2021 | The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | COIN SPECIFIC SENTIMENTS MATTER FOR THE NONFUNGIBLE TOKENS SPILLOVERS: HOW AND WHEN? In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2019 | Time-Varying Risk Aversion and the Predictability of Bond Premia In: Working Papers. [Citation analysis] | paper | 8 |
2019 | Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold In: Working Papers. [Citation analysis] | paper | 2 |
2019 | The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach In: Working Papers. [Citation analysis] | paper | 1 |
2020 | The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2019 | Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages In: Working Papers. [Citation analysis] | paper | 2 |
2020 | Forecasting local currency bond risk premia of emerging markets: The role of cross?country macrofinancial linkages.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2019 | Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio In: Working Papers. [Citation analysis] | paper | 2 |
2020 | Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio.(2020) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2019 | The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2019 | The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis In: Working Papers. [Citation analysis] | paper | 0 |
2022 | The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2020 | Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Working Papers. [Citation analysis] | paper | 1 |
2020 | The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach In: Working Papers. [Citation analysis] | paper | 2 |
2022 | The role of investor sentiment in forecasting housing returns in China: A machine learning approach.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis In: Working Papers. [Citation analysis] | paper | 6 |
2022 | Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2021 | Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries In: Working Papers. [Citation analysis] | paper | 6 |
2023 | Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries.(2023) In: Journal of Behavioral Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2021 | The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Forecasting international REITs volatility: the role of oil-price uncertainty.(2023) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2021 | El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks In: Working Papers. [Citation analysis] | paper | 0 |
2022 | The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Financial Stress and Realized Volatility: The Case of Agricultural Commodities In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Endogeneity of Money Supply: Evidence from Turkey In: International Journal of Finance & Banking Studies. [Full Text][Citation analysis] | article | 3 |
2016 | Endogeneity of Money Supply : Evidence From Turkey.(2016) In: CBT Research Notes in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
2023 | The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Nowcasting emerging market’s GDP: the importance of dimension reduction techniques In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2021 | The impact of real exchange rate on international trade: Evidence from panel structural VAR model In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 0 |
2020 | Credit decomposition and economic activity in Turkey: A wavelet-based approach In: Central Bank Review. [Full Text][Citation analysis] | article | 1 |
2020 | Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | The Sensitivity of CDS Premium to the Global Risk Factor : Evidence from Emerging Markets In: CBT Research Notes in Economics. [Full Text][Citation analysis] | paper | 3 |
2018 | The Interaction between Yield Curve and Macroeconomic Factors In: CBT Research Notes in Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Do local and global factors impact the emerging markets sovereign yield curves? Evidence from a data?rich environment.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2020 | Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors In: Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
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