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Conditional Autoregressive Range (CARR) based volatility spillover index for the Eurozone markets

Bayraci, Selcuk; Demiralay, Sercan - In: The empirical economics letters : a monthly … 13 (2014) 6, pp. 595-603

Persistent link: https://www.econbiz.de/10010519718

Time-varying diversification benefits of commodity futures

Demiralay, Sercan; Bayraci, Selcuk; Gaye Gencer, H. - In: Empirical economics : a journal of the Institute for … 56 (2019) 6, pp. 1823-1853

Persistent link: https://www.econbiz.de/10012052224

How 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

Demiralay, Sercan; Gencer, Hatice Gaye; Bayraci, Selcuk - In: Technological forecasting & social change : an … 171 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012813236

Carbon Credit Futures as an Emerging Asset Hedging, Diversification and Downside Risks

Demiralay, Sercan; Gencer, Gaye Hatice; Bayraci, Selcuk - 2022

Even though carbon futures as a new asset have attracted the attention of scholars, there have been few attempts to investigate potential benefits of investing in carbon credits. In this study, we analyse the feasibility of hedging and diversifying stocks with carbon futures. We adopt the...

Persistent link: https://www.econbiz.de/10013307850

Carbon credit futures as an emerging asset : hedging, diversification and downside risks

Demiralay, Sercan; Gencer, Hatice Gaye; Bayraci, Selcuk - In: Energy economics 113 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013540541

Wavelet based analysis of major real estate markets

Yilmaz, Adil; Unal, Gazanfer; Karatas, Cengiz - In: Journal of advanced studies in finance : JASF 7 (2016) 2/14, pp. 107-116

Persistent link: https://www.econbiz.de/10011765089

Dynamic correlation of Eastern and Western markets and forecasting : scale-by-scale wavelet-based approach

Oral, Emrah; Unal, Gazanfer - In: International journal of financial engineering 4 (2017) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10011807094

Co-movement analysis of Asian stock markets against FTSE100 and S&P 500 : wavelet-based approach

Yilmaz, Adil; Unal, Gazanfer - In: International journal of financial engineering 3 (2016) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10011673096

Co-movement of precious metals and forecasting using scale by scale wavelet transform

Oral, Emrah; Unal, Gazanfer - In: International journal of financial engineering 4 (2017) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011673112

Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios

Demirel, Mustafa; Unal, Gazanfer - In: Financial innovation : FIN 6 (2020) 50, pp. 1-29

This study examines emerging market (EM) local bonds from a portfolio risk perspective and suggests methodologies for risk evaluation, on which the literature is limited. Despite the growth of EM bond funds in recent years, comprehensive studies regarding this industry have been scarce. In light...

Persistent link: https://www.econbiz.de/10012418409