Details about Sercan Demiralay

Access statistics for papers by Sercan Demiralay.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pde877

Working Papers

2017

1. Between war and peace: The Ottoman economy and foreign exchange trading at the Istanbul bourse
   Working Papers, European Historical Economics Society (EHES)

2014

2. Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises
   MPRA Paper, University Library of Munich, Germany View citations (1)
3. Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models
   MPRA Paper, University Library of Munich, Germany View citations (4)

2013

4. Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets
   MPRA Paper, University Library of Munich, Germany
5. The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul
   EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association View citations (6)
   See also Journal Article The impact of oil prices on sectoral returns: an empirical analysis from Borsa Istanbul, Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica (2013) View citations (6) (2013)

Journal Articles

2022

1. Carbon credit futures as an emerging asset: Hedging, diversification and downside risks
   Energy Economics, 2022, 113, (C) View citations (15)

2021

2. 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
   Technological Forecasting and Social Change, 2021, 171, (C) View citations (11)
3. Oil Prices and Firm Returns in an Emerging Market
   American Business Review, 2021, 24, (1), 166-187 View citations (2)
4. On the dynamic equicorrelations in cryptocurrency market
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 524-533 View citations (17)
5. Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure
   International Journal of Finance & Economics, 2021, 26, (4), 6188-6204 View citations (8)

2020

6. Dynamic co-movements and directional spillovers among energy futures
   Studies in Economics and Finance, 2020, 37, (4), 673-696 View citations (5)
7. Political uncertainty and the us tourism index returns
   Annals of Tourism Research, 2020, 84, (C) View citations (9)

2019

8. Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe
   Prague Economic Papers, 2019, 2019, (4), 402-415 View citations (2)
9. The Effects of Terrorism on Turkish Financial Markets
   Defence and Peace Economics, 2019, 30, (6), 733-755 View citations (5)
10. The Ottoman dissolution and the İstanbul bourse between war and peace: a foreign exchange market perspective on the Great War
    Scandinavian Economic History Review, 2019, 67, (2), 154-170
11. Time-varying diversification benefits of commodity futures
    Empirical Economics, 2019, 56, (6), 1823-1853 View citations (6)

2018

12. STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS
    Bulletin of Economic Research, 2018, 70, (1), E29-E49 View citations (8)

2017

13. Energy demand and stock market development in OECD countries: A panel data analysis
    Renewable and Sustainable Energy Reviews, 2017, 71, (C), 141-149 View citations (9)
14. How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?
    Manchester School, 2017, 85, (6), 765-794 View citations (3)

2016

15. The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises
    Journal for Economic Forecasting, 2016, (1), 104-121 View citations (1)
16. Volatility Modeling and Value-at-Risk (VaR) Forecasting of Emerging Stock Markets in the Presence of Long Memory, Asymmetry, and Skewed Heavy Tails
    Emerging Markets Finance and Trade, 2016, 52, (3), 639-657 View citations (5)

2015

17. Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework
    Czech Journal of Economics and Finance (Finance a uver), 2015, 65, (5), 411-430 View citations (8)

2014

18. Non-linear volatility dynamics and risk management of precious metals
    The North American Journal of Economics and Finance, 2014, 30, (C), 183-202 View citations (22)
19. Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies
    International Journal of Energy Economics and Policy, 2014, 4, (3), 442-447 View citations (5)

2013

20. The impact of oil prices on sectoral returns: an empirical analysis from Borsa Istanbul
    Theoretical and Applied Economics, 2013, XX, (12(589)), 7-24 View citations (6)
    See also Working Paper The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul, EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey (2013) View citations (6) (2013)