Riza Demirer : Citation Profile

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

28

H index

64

i10 index

2745

Citations

RESEARCH PRODUCTION:

130

Articles

79

Papers

RESEARCH ACTIVITY:

   24 years (2002 - 2026). See details.
   Cites by year: 114
   Journals where Riza Demirer has often published
   Relations with other researchers
   Recent citing documents: 300.    Total self citations: 112 (3.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde668
   Updated: 2026-03-28    RAS profile: 2025-12-07    
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Relations with other researchers

Works with:

GUPTA, RANGAN (54)

Salisu, Afees (16)

Cepni, Oguzhan (8)

Balcilar, Mehmet (5)

Gabauer, David (4)

Polat, Onur (4)

Pierdzioch, Christian (4)

Sibande, Xolani (4)

Ji, Qiang (2)

Bouri, Elie (2)

van Eyden, Renee (2)

Sensoy, Ahmet (2)

Shahzad, Syed Jawad Hussain (2)

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

Is cited by:

GUPTA, RANGAN (390)

Pierdzioch, Christian (117)

Salisu, Afees (75)

Cepni, Oguzhan (63)

Bouri, Elie (44)

Balcilar, Mehmet (39)

Lau, Chi Keung (37)

Wohar, Mark (33)

Tiwari, Aviral (29)

Polat, Onur (26)

Plakandaras, Vasilios (25)

Cites to:

GUPTA, RANGAN (400)

Balcilar, Mehmet (141)

Hammoudeh, Shawkat (102)

Wohar, Mark (91)

Pierdzioch, Christian (86)

Filis, George (77)

Campbell, John (71)

Bollerslev, Tim (63)

Ratti, Ronald (62)

Nguyen, Duc Khuong (61)

Engle, Robert (60)

Main data

Where Riza Demirer has published?

Journals with more than one article published# docs
Energy Economics16
Resources Policy7
Finance Research Letters6
Journal of Economics and Finance5
Research in International Business and Finance5
Economics Letters5
Journal of Forecasting4
Journal of International Financial Markets, Institutions and Money4
The Quarterly Review of Economics and Finance4
Pacific-Basin Finance Journal4
Global Finance Journal3
Journal of Behavioral Finance3
Scottish Journal of Political Economy2
Journal of Multinational Financial Management2
Advances in Decision Sciences2
Applied Economics Letters2
Emerging Markets Finance and Trade2
The North American Journal of Economics and Finance2
International Review of Financial Analysis2
Journal of Economic Behavior & Organization2
Journal of International Money and Finance2
Review of Financial Economics2
Sustainability2
Journal of Economics and Behavioral Studies2
Economics and Business Letters2
Risks2
The Journal of Economic Asymmetries2
Journal of Empirical Finance2
Mathematics2
Structural Change and Economic Dynamics2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics70
Working Papers / Eastern Mediterranean University, Department of Economics3
Working Papers / Economic Research Forum2

Recent works citing Riza Demirer (2026 and 2025)

YearTitle of citing document
2025Time-Varying and Dynamic Effects of Uncertainties on Clean Energy Stocks: An Econometric Approach. (2025). Duran, Naime Rem. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:special3:p:242-261.

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2025Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310.

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2025Evaluating the Risk-Return Profile of a Portfolio of ESG and Traditional Assets Using a Hybrid Optimisation Model. (2025). Pataki, Laszlo ; Thalmeiner, Gergo ; Tatay, Tibor ; Banyai, Attila. In: Virtual Economics. RePEc:aid:journl:v:8:y:2025:i:1:p:16-39.

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

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2025The Role of Weather Anomalies in Shaping Investor Sentiment and Stock Market Performance: A Conceptual Analysis. (2025). Shehryar, Muhammad. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-3:p:558-565.

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2026Identification of expectational shocks in the oil market using OPEC announcements. (2026). Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1516_26.

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2025Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180.

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2025The role of economic policies in achieving sustainable development goal 7: Insights from OECD and European countries. (2025). Zarghami, Seyed Ashkan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s030626192401941x.

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2025Analyzing dynamics of crude oil price amid sudden events and intervention measures: Insights from a Prophet-QR model. (2025). Lin, Feng ; Zhuo, Xingxuan ; Ye, Jianjiang ; Liu, Han. In: Applied Energy. RePEc:eee:appene:v:401:y:2025:i:pb:s030626192501445x.

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2025Dependence and hedging between green bonds and clean energy sub-markets in China: Insights from time–frequency wavelet approaches. (2025). Xing, Xiaoyun ; Deng, Jing ; Liu, Yejiao. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001083.

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2024Herding behaviour and monetary policy: Evidence from the ZAR market. (2024). Sibande, Xolani. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000352.

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2025The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711.

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2025Good for bad: The heterogeneous effects of export controls on firms ESG. (2025). Jia, Deting ; Liu, Qing ; Wang, Kai. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000161.

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2025How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240.

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2025Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

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2025Does national ESG performance move together with climate warming?. (2025). Chang, Chun-Ping ; Tan, Juan ; Zou, Xing-Yun ; Zhang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:19-29.

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2025Integrating policy design with agricultural emissions reduction in China: A multi-sector DSGE Approach. (2025). Zhang, Xiaodi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2019-2048.

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2025Internal and external risk spillovers in energy and metal markets: the role of economic policy uncertainties. (2025). Li, Xinran ; Tang, Tao ; Cheng, Sheng ; Liang, Ruibin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:1742-1762.

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2025Global geopolitical risk and stock price informativeness. (2025). Li, Yunzhong ; Shum, Wai Yan ; Wang, Fuxiang ; Lai, Fujun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2279-2297.

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2025Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000628.

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2025Nonlinear hedging climate policy uncertainty: A dynamic mixed copula approach. (2025). Han, Yingwei ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001774.

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2025Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences. (2025). Wang, Xuewu ; Lin, Wensheng. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002639.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2025Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

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2025Does oil price uncertainty affect corporate total factor productivity? Evidence from China. (2025). Chen, Leyi ; Wu, Ziqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002274.

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2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

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2025Stock and corporate bond liquidity: When having the same issuer induces commonality. (2025). Mrquez-De, Elena ; Martnez-Caete, Ana R ; Nieto, Beln. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000245.

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2025Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty. (2025). Wang, Bin ; Yan, Wan-Lin ; Kong, Adrian Wai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000506.

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2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2025Carbon finance development, industrial structure and green financial instruments. (2025). Zhao, Chenyuan ; Wang, Yuxuan ; Lei, Zhaolongyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000701.

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2025Geopolitical risk, herd behavior, and cryptocurrency market. (2025). Wanidwaranan, Phasin ; Wongkantarakorn, Jutamas ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001275.

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2025Risky finance, riskier climate: when financial instability meets climate risks on the bridge of sustainability uncertainty. (2025). GAIES, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001329.

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2025Can extreme weather forecasts lead to a risk premium? Evidence of a non-linear response in U.S. natural gas futures. (2025). Caselli, Stefano ; Arcuri, Maria Cristina ; Monteux, Manou ; Gandolfi, Gino. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001342.

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2025Geopolitical risk and financial stress. (2025). de Luca, Giovanni ; del Gaudio, Belinda Laura ; di Iorio, Anna Pia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001500.

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2025Cross-asset contagion and risk transmission in global financial networks. (2025). Wang, Qing ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001512.

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2026Dynamic interrelations and the potential of global industrial sectors to function as a refuge for the global transition towards a low-carbon economy. (2026). Bein, Murad A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001858.

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2026Quantile-frequency dependence between U.S. sector stock indices and macro-financial indicators: A quantile coherence approach. (2026). Jeribi, Ahmed ; Syed, Aamir Aijaz ; Gkgz, Halilibrahim ; Gheorghe, Catalin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001925.

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2025Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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2025Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Bouri, Elie ; Liu, Ruipeng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000138.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2025Herd behavior and the intention to vaccinate against COVID-19. (2025). Israeli, Osnat ; Heizler, Odelia ; Epstein, Gil S. In: European Economic Review. RePEc:eee:eecrev:v:175:y:2025:i:c:s0014292125000662.

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2026Fifty years of decision analysis in operational research: A review. (2026). Borgonovo, Emanuele ; Ulu, Canan ; Richmond, Victor ; Shachter, Ross ; Knowlton, Morgan ; Siebert, Johannes Ulrich. In: European Journal of Operational Research. RePEc:eee:ejores:v:329:y:2026:i:2:p:355-377.

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2025From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548.

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2025Dynamic volatility spillovers among commodities, bitcoin, and emerging markets. (2025). Perote, Javier ; Mora-Valencia, Andrés ; Molina-Muoz, Jess. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001244.

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2025Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks. (2025). Zhou, Yang ; Gong, Jue ; Wang, Gang-Jin ; Xie, Chi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000611.

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2025Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?. (2025). Bartolini, Nicola ; Santini, Amia ; Romagnoli, Silvia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000945.

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2025Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126.

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2025Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector. (2025). di Tommaso, Caterina ; Pacelli, Vincenzo ; Povia, Maria Melania ; Foglia, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007916.

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2025Does climate policy uncertainty (CPU) hinder carbon reduction? Evidence using the city-level CPU index in China. (2025). Fang, Debin ; Li, Rui ; Xu, Jiajun. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008077.

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2025Would geopolitical risks be the new driver of the energy transition? An empirical study on renewable energy technology innovation. (2025). Liu, Baoliu ; Zhang, Ying ; Zhao, Fang ; Chen, Yiming ; Xue, Jinjun. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008090.

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2025The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

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2025Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144.

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2025Asymmetric tail risk spillover and co-movement between climate risk and the international energy market. (2025). Pham, Thu Phuong ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008314.

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2025Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375.

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2025How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?. (2025). Ji, Qiang ; Wang, Xinya ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008521.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2025Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507.

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2025Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659.

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2025The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets. (2025). Xu, Xin ; Yu, YI ; Bi, Yanhao ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500115x.

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2025Energy structural change towards net-zero economy: What can we learn from carbon finance initiatives in China?. (2025). Song, Malin ; Sun, DI ; Huang, Hongyun ; Zhang, Linbo ; Tian, Mingfu ; Qu, Xinwei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001446.

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2025Does the crude oil return matter for the new energy vehicle-related industry markets? — A comparison of complete vehicles, energy systems, and raw materials. (2025). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500163x.

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2025Financial risk management innovation in energy market: Evidence from a machine learning hybrid model. (2025). Lu, Xinjie ; Ma, Feng ; Li, Zepei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001847.

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2025Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective. (2025). Xu, Zhiwei ; Zhang, Teng ; Gou, Xinyi. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002336.

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2025Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002506.

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2025Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis. (2025). Huang, Wucaihong ; Maneejuk, Paravee ; Yamaka, Woraphon. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002543.

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2025Asymmetric dynamics between supply chain disruptions, oil price shocks, and U.S. investor sentiment. (2025). Li, Linyue. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002646.

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2025ESG ratings and ESG mutual fund management compensation. (2025). Huang, Binghua ; Li, Rui. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003354.

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2025A multi-scale analysis of spillover effects between the Chinese carbon market and related markets: The impact of the geopolitical risk. (2025). Liu, Jing ; Zhao, Xin ; Ding, Lili. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003676.

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2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

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2025What is the focus of energy supply chain relationship management during geopolitical risks? Evidence from the stock market based on transaction cost economics. (2025). Bai, Shizhen ; He, Hao ; Han, Chunjia ; Shang, Wen-Long ; Yang, MU ; Fan, Weijia. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004566.

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2025Environment and Energy: Does climate risk shape the energy consumption behavior of firms?. (2025). Srivastav, Shashank Prakash ; Kannadhasan, M. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004578.

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2025Resilience and performance of Islamic and conventional banks amid oil price uncertainty. (2025). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam ; Mohsen, Mohammed Sharaf. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004645.

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2025Cross-category spillovers of uncertainties in energy transition: Insights from a full-distributional framework. (2025). Ren, Xiaohang ; Parhi, Mamata ; Duan, Kun ; Li, Jingyao. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006371.

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2025Identifying efficient policy mix under emission mitigation and inflation targeting: A case of India. (2025). Shah, Sayar Ahmad ; Sahoo, Pravakar ; Garg, Bhavesh. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006644.

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2025European financial markets, energy returns and geopolitical risk: A frequency domain spectral analysis. (2025). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Kotsompolis, Giorgos ; Prelorentzos, Arsenios-Georgios N. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006838.

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2025Energy uncertainty and corporate bankruptcy risk: International evidence. (2025). Halder, Abhishek ; Kannadhasan, M. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007352.

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2025Transition risk beyond carbon intensity. (2025). Millischer, Laurent ; Evdokimova, Tatiana. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007406.

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2025Oil price uncertainty and corporate digital transformation: Evidence from China. (2025). Wang, Jinpeng ; Zhang, Tao. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007881.

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2025An interpretable analytical framework for carbon price forecasting: Combining multi-source factors and price decomposition. (2025). Li, Hongmin ; Lu, Haiyan ; Zhou, Yilin ; Wang, Kang ; Gao, Jialu. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008503.

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2025How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879.

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2025Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia. (2025). Cao, Shanwei ; Zhai, Xiangyang ; Ji, Qiang ; Guo, Kun ; Liu, YU. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224041100.

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2025European industrial production in the face of energy dynamics and geopolitical shocks. (2025). Sohag, Kazi ; Karass, Vsevolod ; Alam, Khorshed. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225000933.

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2025Time-frequency spillover and early warning of climate risk in international energy markets and carbon markets: From the perspective of complex network and machine learning. (2025). Shi, Changfeng ; Xu, Changxin ; Chen, Zixu ; Zhu, Wenjun ; Zhi, Jiaqi ; Yu, Yue. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004992.

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2025The impact of climate risks on global energy production and consumption: New evidence from causality-in-quantile and wavelet analysis. (2025). Gao, Hanxiao ; Lan, Yong ; Li, Hailing ; Zhang, Hua ; Zhou, Ping. In: Energy. RePEc:eee:energy:v:319:y:2025:i:c:s036054422500492x.

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2025Interactions among correlations: How does the volatility of the carbon-energy price correlations transmit across different time scales?. (2025). Li, Huiru ; Yu, Hui. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s036054422500831x.

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2025The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

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2025Hedging financial risks with a climate index based on EU ETS firms. (2025). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009193.

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2025Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach. (2025). Ferreira, Paulo ; Nadeem, Nasir ; Aslam, Faheem ; Jadoon, Imran Abbas. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021255.

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2025Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x.

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2025Can decomposition of influencing factors improve the ability of models to predict crude oil prices?. (2025). Xin, Ziyu ; Chen, Tingqiang ; Wu, Chengqi ; Li, Caiyuan. In: Energy. RePEc:eee:energy:v:336:y:2025:i:c:s0360544225040502.

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2025The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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2025Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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2025Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625.

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2025Stock market volatility and oil shocks: A study of G7 economies. (2025). Cadena-Silva, Javier Patricio ; Sanz, Jos Ngel ; Rodrguez, Jos Miguel. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003059.

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2025Risk connectedness and portfolios between fossil energy, new energy and environmental governance markets. (2025). He, Miao ; Gao, Wang ; Zhang, Hongwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003217.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025Oil price uncertainty, exchange rate volatility, and African stock markets: A nonparametric quantile-on-quantile analysis. (2025). Chen, Yufeng ; Msofe, Zulkifr Abdallah ; Wang, Chuwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004727.

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2025Managing extreme risks and interdependence between green cryptocurrencies and precious metals. (2025). Ur, Shafique ; Wu, Desheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925004946.

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2025Semiconductor game of thrones: A comprehensive study of geopolitical and equity market uncertainty transmission. (2025). Frydrych, Sylwia ; Ukowski, Micha ; Czech, Maria ; Snarska, Magorzata ; Perez, Katarzyna. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005447.

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2025When green is no longer a win - new evidence on the shareholder value effects of green bond offerings11The authors would like to thank Konstantinos Bozos, Samit Gupta, Antony Potter, Hai-Anh Tran, and participants at the 2023 British Academy of Management Conference, 2023 Corporate Finance Days, 2023 European Financial Management Association Annual Meeting and Second Credit Scoring and Credit Rating Conference for their helpful comments and suggestions. (2025). Li, Shuyu ; Dutordoir, Marie ; Frota, Joao Quariguasi. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006076.

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

Works by Riza Demirer:

YearTitleTypeCited
2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market In: Advances in Decision Sciences.
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2020The US Term Structure and Return Volatility in Global REIT Markets In: Advances in Decision Sciences.
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2023Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand In: International Review of Finance.
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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† In: Scottish Journal of Political Economy.
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2026Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes In: Scottish Journal of Political Economy.
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2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes.(2024) In: Working Papers.
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2014The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings.
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2020Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data In: School of Economics Macroeconomic Discussion Paper Series.
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2021Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data.(2021) In: Journal of Multinational Financial Management.
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2020Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data.(2020) In: Working Papers.
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2019Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance.
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2022Hedging climate risks with green assets In: Economics Letters.
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2022Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks.(2022) In: Working Papers.
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2018Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems.
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2016Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers.
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2006Sequential valuation networks for asymmetric decision problems In: European Journal of Operational Research.
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2015Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review.
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2024Technological shocks and stock market volatility over a century In: Journal of Empirical Finance.
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2010The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective In: Energy Economics.
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2012The effect of ethanol listing on corn prices: Evidence from spot and futures markets In: Energy Economics.
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2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics.
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2014Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries.(2014) In: Working Papers.
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2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
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2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
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2017Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics.
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2017Oil and stock market momentum In: Energy Economics.
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2018Oil returns and volatility: The role of mergers and acquisitions In: Energy Economics.
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2017Oil Returns and Volatility: The Role of Mergers and Acquisitions.(2017) In: Working Papers.
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2018Time-varying rare disaster risks, oil returns and volatility In: Energy Economics.
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2019The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics.
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2020Oil price shocks, global financial markets and their connectedness In: Energy Economics.
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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets In: Energy Policy.
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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets.(2019) In: Working Papers.
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2005Correlation and return dispersion dynamics in Chinese markets In: International Review of Financial Analysis.
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2015Does the stock market drive herd behavior in commodity futures markets? In: International Review of Financial Analysis.
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2017On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters.
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2019Herding and flash events: Evidence from the 2010 Flash Crash In: Finance Research Letters.
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2020Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters.
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2019Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers.
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2021Gold, platinum and the predictability of bond risk premia In: Finance Research Letters.
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2019Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers.
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2022Financial market connectedness: The role of investors’ happiness In: Finance Research Letters.
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2024What drives green betas? Climate uncertainty or speculation In: Finance Research Letters.
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2022Value-at-risk and the cross section of emerging market hedge fund returns In: Global Finance Journal.
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2022Financial turbulence, systemic risk and the predictability of stock market volatility In: Global Finance Journal.
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2021Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility.(2021) In: Working Papers.
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2024Climate risk, ESG ratings, and the flow-performance relationship in mutual funds In: Global Finance Journal.
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2006Does herding behavior exist in Chinese stock markets? In: Journal of International Financial Markets, Institutions and Money.
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2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
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2023Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money.
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2024Do industries predict stock market volatility? Evidence from machine learning models In: Journal of International Financial Markets, Institutions and Money.
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2023Anti-herding by hedge funds and its implications for expected returns In: Journal of Economic Behavior & Organization.
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2010Do investors herd in emerging stock markets?: Evidence from the Taiwanese market In: Journal of Economic Behavior & Organization.
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2020Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows In: Journal of International Money and Finance.
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2019Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows.(2019) In: Working Papers.
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2023Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies In: Journal of International Money and Finance.
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2018Firm-level political risk and asymmetric volatility In: The Journal of Economic Asymmetries.
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2018Firm-Level Political Risk and Asymmetric Volatility.(2018) In: Working Papers.
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2020Oil price uncertainty, global industry returns and active investment strategies In: The Journal of Economic Asymmetries.
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2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling.
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2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
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2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy.
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2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers.
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2019Commodity-currencies or currency-commodities: Evidence from causality tests In: Resources Policy.
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2020The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy.
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2020The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers.
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2021Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data In: Resources Policy.
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2023On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal In: Resources Policy.
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2022On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal.(2022) In: Working Papers.
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2024Gold, platinum and the predictability of bubbles in global stock markets In: Resources Policy.
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2005Comparisons of short and long hedge performance: the case of Taiwan In: Journal of Multinational Financial Management.
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2015Industry herding and momentum strategies In: Pacific-Basin Finance Journal.
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2015Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? In: Pacific-Basin Finance Journal.
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2015Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal.
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2022Economic policy uncertainty and institutional investment returns: The case of New Zealand In: Pacific-Basin Finance Journal.
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2026Does mining activity drive crash risks in bitcoin? In: The Quarterly Review of Economics and Finance.
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2021Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach In: The Quarterly Review of Economics and Finance.
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2022Do emerging stock markets offer an illiquidity premium for local or global investors? In: The Quarterly Review of Economics and Finance.
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2023Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic In: The Quarterly Review of Economics and Finance.
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2003Downside risk for short and long hedgers In: International Review of Economics & Finance.
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2014Do ADR investors herd?: Evidence from advanced and emerging markets In: International Review of Economics & Finance.
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2013The conditional relation between dispersion and return In: Review of Financial Economics.
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2013The conditional relation between dispersion and return.(2013) In: Review of Financial Economics.
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2020Oil and risk premia in equity markets In: Studies in Economics and Finance.
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2016Does speculation in the oil market drive investor herding in net exporting nations? In: Working Papers.
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2013Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers.
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2020Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram In: Economies.
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2019Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram.(2019) In: Working Papers.
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2020Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies.
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2020Risk Appetite and Jumps in Realized Correlation In: Mathematics.
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2018Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks.
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2020COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers.
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2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability.
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2016Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations.(2016) In: Working Papers.
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2015Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul In: Emerging Markets Finance and Trade.
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2020Predicting firm-level volatility in the United States: the role of monetary policy uncertainty In: Economics and Business Letters.
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2020Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty.(2020) In: Working Papers.
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2016Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers.
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2016The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers.
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2016The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective In: Working Papers.
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2017The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective.(2017) In: Journal of Economics and Finance.
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2018Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach.(2018) In: Journal of Economics and Finance.
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2017Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
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2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
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2019Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics.
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2019Oil speculation and herding behavior in emerging stock markets.(2019) In: Journal of Economics and Finance.
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2019On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators.(2019) In: Quantitative Finance.
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2019Investor Sentiment and Crash Risk in Safe Havens.(2019) In: Journal of Economics and Behavioral Studies.
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2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach In: Working Papers.
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2019The U.S. term structure and stock market volatility: Evidence from emerging stock markets In: Proceedings of International Academic Conferences.
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2016On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters In: Economia Politica: Journal of Analytical and Institutional Economics.
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2020The U.S. term structure and return volatility in emerging stock markets In: Journal of Economics and Finance.
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2019Industry Herding and the Profitability of Momentum Strategies During Market Crises In: Journal of Behavioral Finance.
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2017Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets In: Central Bank Review.
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2013Commodity Financialization and Herd Behavior in Commodity Futures Markets In: Working Papers.
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