sercan demiralay : Citation Profile

İstanbul Gelişim Üniversitesi

8

H index

6

i10 index

184

Citations

RESEARCH PRODUCTION:

21

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 20
   Journals where sercan demiralay has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 3 (1.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde877
   Updated: 2026-02-21    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

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

Is cited by:

lucey, brian (6)

GUPTA, RANGAN (4)

Hoque, Mohammad (4)

Almeida, Dora (3)

Adekoya, Oluwasegun (2)

Bunnag, Tanattrin (2)

ARI, Yakup (2)

Pierdzioch, Christian (2)

Tiwari, Aviral (2)

Goutte, Stéphane (2)

Lorusso, Marco (2)

Cites to:

Hammoudeh, Shawkat (22)

Nguyen, Duc Khuong (19)

Bouri, Elie (19)

lucey, brian (17)

Engle, Robert (17)

Roubaud, David (16)

Szafarz, Ariane (13)

Corbet, Shaen (11)

Tiwari, Aviral (11)

GUPTA, RANGAN (11)

AROURI, Mohamed (10)

Main data

Where sercan demiralay has published?

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing sercan demiralay (2025 and 2024)

YearTitle of citing document
2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2025Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2503.01148.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2025Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

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2024Airline industry equities under external uncertainty shocks. (2024). Mahadeo, Scott ; Blampied, Nicols ; Romeo, Scott Mark. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004786.

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2025Global climate policy uncertainty and carbon market volatility: Aggravating or mitigating across market conditions?. (2025). Wang, Yudong ; Wen, Danyan ; Xiao, Jihong. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002782.

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2024Modeling the behavior of renewable energy market: Understanding the moderation of climate risk factors. (2024). Sinha, Avik ; Saha, Tanaya ; Tiwari, Sunil. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007880.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Xue, Minggao ; Ye, Jing ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach. (2024). Ohikhuare, Obaika M ; Yousaf, Imran ; Li, Yanshuang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005930.

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2025The impact of climate attention on risk spillover effect in energy futures markets. (2025). Song, Min ; Hu, Lei ; Zhao, Yunning ; Zhang, Yun ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007539.

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2025Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets. (2025). Shafiullah, Muhammad ; Gubareva, Mariya ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007941.

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2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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2025Energy shocks and stock market returns under COVID-19: New insights from the United States. (2025). Ulazeez, Abd. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001884.

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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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2025The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119.

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2024Sustainability indices nexus: Green economy, ESG, environment and clean energy. (2024). Tzeremes, Panayiotis ; Evi, Aleksandar ; Nerantzidis, Michail ; Tampakoudis, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005477.

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2024Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?. (2024). Cao, Xiangye ; Li, Wei ; Han, Wei ; Zhang, Junchao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400299x.

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2024Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?. (2024). Potrykus, Marcin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008298.

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2025Asymmetric time-frequency risk spillovers between the Fourth Industrial Revolution assets and commodity futures: Is economic policy uncertainty a driving factor?. (2025). Su, Xianfang ; Zhao, Yachao. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000031.

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2024Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes. (2024). Yousaf, Imran ; Youssef, Manel ; Goodell, John W. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312300197x.

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2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

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2024Dependence of green energy markets on big data and other fourth industrial revolution technologies. (2024). Vigne, Samuel ; Urom, Christian ; Ndubuisi, Gideon ; Guesmi, Khaled ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001276.

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2024How does the mineral resource exploitation sector interact with Islamic and traditional ventures? Insights amidst the impact of green reforms and state-of-the-art technological advancements. (2024). Isfahani, Mohammad Nasr ; Mohammadi, Mahsa ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006548.

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2025Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China. (2025). Zhao, Yachao ; Su, Xianfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004141.

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2024Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science. (2024). Zhou, Fan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004643.

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2025Hedging uncertainty: Bitcoins asymmetric diversification benefits in factor-based portfolios. (2025). Belascu, Lucian ; Horobet, Alexandra ; Mirza, Nawazish ; Marinescu, Ion-Iulian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000560.

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2024Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study. (2024). Eissa, Mohamed Abdelaziz ; al Refai, Hisham. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003940.

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2025Decoding the nexus: How fintech and AI stocks drive the future of sustainable finance. (2025). Ren, Yi-Shuai ; Liu, Xukang ; Ma, Chao-Qun ; Klein, Tony. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000401.

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2024Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion. (2024). Arya, Vandana ; Sinha, Neena ; Abedin, Mohammad Zoynul ; Yadav, Miklesh Prasad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002726.

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2025Industry 4.0 and AI amid economic uncertainty: Implications for sustainable markets. (2025). Tiwari, Sunil ; Serret, Vanessa ; Si, Kamel ; Alshammari, Saad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000297.

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2025Sustainable portfolio optimization: A multi-class framework for eco-friendly stocks. (2025). Kowalewski, Oskar ; Wahid, Abdul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000972.

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2025Hedging climate risk: The role of green energy exchange-traded funds. (2025). Cao, Hong ; Zhang, Jier ; Yin, Libo ; Wang, Wensheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001552.

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2024Privacy concerns versus personalisation benefits in social robot acceptance by employees: A paradox theory — Contingency perspective. (2024). Daim, Tugrul ; Miah, Shah ; Sadegh, Seyed Mohammad ; Shahmehr, Fatemeh S ; Ozdemir, Dilek. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523007199.

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2024How does climate policy uncertainty affect the carbon market?. (2024). Wang, Yan ; Wei, Shenkai ; Tao, Ran ; Su, Chi Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008405.

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2024Coskewness and the short-term predictability for Bitcoin return. (2024). Chen, Yan ; Liu, Yakun ; Zhang, Feipeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008818.

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2024Time-varying relatedness and structural changes among green growth, clean energy innovation, and carbon market amid exogenous shocks: A quantile VAR approach. (2024). Shahzad, Umer ; Si, Kamel ; ben Jabeur, Sami ; Hossain, Mohammad Razib. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005031.

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2025The contagion effect of artificial intelligence across innovative industries: From blockchain and metaverse to cleantech and beyond. (2025). Arfaoui, Nadia ; Yarovaya, Larisa ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006206.

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2024Evolutionary Trends in Carbon Market Risk Research. (2024). Zhang, Yang ; Wu, Chengliang ; Ning, Xuanwei ; Liu, Xinchen. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:18:p:4655-:d:1480346.

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2024Modeling the Nexus between European Carbon Emission Trading and Financial Market Returns: Practical Implications for Carbon Risk Reduction and Hedging. (2024). Mohsen, Mujeeb Saif ; Tabash, Mosab I ; Hannoon, Azzam. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:147-:d:1370634.

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2025Quantifying Cybersecurity Impacts on Clean Energy Market Volatility: A Time-Frequency Approach. (2025). Gheorghe, Catalin ; Panazan, Oana. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1320-:d:1637102.

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2024Volatility Modeling and Spillover: The Turkish and Russian Stock Markets. (2024). Genyurk, Galip. In: Istanbul Business Research. RePEc:ist:ibsibr:v:53:y:2024:i:1:p:81-101.

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2024Research on jumps and volatility in China’s carbon market. (2024). Chen, Xiangjun ; Yan, BO. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09592-2.

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2024Analysis of China’s carbon market price fluctuation and international carbon credit financing mechanism using random forest model. (2024). Song, Cuiling. In: PLOS ONE. RePEc:plo:pone00:0294269.

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2024Impact of Economic Policy Uncertainty Shocks on China€™s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches. (2024). Kamal, Muhammad Abdul ; Ye, Chenghui ; Zhao, Xinshun ; Ullah, Assad. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241266026.

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2024Time and frequency dynamics between NFT coins and economic uncertainty. (2024). Henriques, Irene ; Sadorsky, Perry. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00565-4.

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2024A comparison of cryptocurrency volatility-benchmarking new and mature asset classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00646-y.

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2025Cryptocurrency returns and cryptocurrency uncertainty: a time–frequency analysis. (2025). Ah, Abdollah. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00734-z.

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2024Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties. (2024). Gherghina, Ştefan ; Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Armeanu, Daniel Stefan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01773-8.

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2024Does Political Stability Matter for the UK and the USA? The Time Variant Analysis through Rolling Window Causality Approach. (2024). Maiyra, Ahmed ; Ali, Raza Syed ; Sajid, Ali. In: Zagreb International Review of Economics and Business. RePEc:vrs:zirebs:v:27:y:2024:i:2:p:75-100:n:1004.

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2024Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach. (2024). Guangxi, Cao ; Cao, Guangxi ; Xie, Fei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2155-2175.

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2025Risk spillover measurement of carbon trading market considering susceptible factors: A network perspective. (2025). Jiang, Qichuan ; Lian, Lanlan ; Dong, Qingli. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:493-521.

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2025What drives the return and volatility spillover between DeFis and cryptocurrencies?. (2025). Assaf, Ata ; Ersan, Oguz ; Demir, Ender. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1302-1318.

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2025A portfolio diversification measure in the unit interval: A coherent and practical approach. (2025). Nolascojauregui, Oralia ; Quezadatellez, Luis Alberto ; Diazhernandez, Adan ; Flores, Yuri Salazar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2771-2785.

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2025Stock–Commodity Correlations, Optimal Hedging, and Climate Risks. (2025). Demiralay, Sercan ; Gencer, Hatice Gaye ; Brauneis, Alexander. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1693-1716.

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Works by sercan demiralay:

YearTitleTypeCited
2013The impact of oil prices on sectoral returns: an empirical analysis from Borsa Istanbul In: Theoretical and Applied Economics.
[Full Text][Citation analysis]		article5
2013The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul.(2013) In: EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey.
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This paper has nother version. Agregated cites: 5		paper
2018STOCK€ BOND CO€ MOVEMENTS AND FLIGHT€ TO€ QUALITY IN G7 COUNTRIES: A TIME€ FREQUENCY ANALYSIS In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article7
2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises? In: Manchester School.
[Full Text][Citation analysis]		article3
2014Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies In: International Journal of Energy Economics and Policy.
[Full Text][Citation analysis]		article5
2020Political uncertainty and the us tourism index returns In: Annals of Tourism Research.
[Full Text][Citation analysis]		article9
2014Non-linear volatility dynamics and risk management of precious metals In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article22
2022Carbon credit futures as an emerging asset: Hedging, diversification and downside risks In: Energy Economics.
[Full Text][Citation analysis]		article28
2021On the dynamic equicorrelations in cryptocurrency market In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article20
2017Energy demand and stock market development in OECD countries: A panel data analysis In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article10
2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article18
In: .
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2020Dynamic co-movements and directional spillovers among energy futures In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article7
2015Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article9
2017Between war and peace: The Ottoman economy and foreign exchange trading at the Istanbul bourse In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Volatility Modeling and Value-at-Risk (VaR) Forecasting of Emerging Stock Markets in the Presence of Long Memory, Asymmetry, and Skewed Heavy Tails In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article5
2013Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2014Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2019Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe In: Prague Economic Papers.
[Full Text][Citation analysis]		article2
2021Oil Prices and Firm Returns in an Emerging Market In: American Business Review.
[Full Text][Citation analysis]		article2
2016The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2019Time-varying diversification benefits of commodity futures In: Empirical Economics.
[Full Text][Citation analysis]		article4
2019The Effects of Terrorism on Turkish Financial Markets In: Defence and Peace Economics.
[Full Text][Citation analysis]		article5
2019The Ottoman dissolution and the Ä°stanbul bourse between war and peace: a foreign exchange market perspective on the Great War In: Scandinavian Economic History Review.
[Full Text][Citation analysis]		article0
2021Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article11

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