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Mehmet Balcılar · Study
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Author
Mehmet Balcılar
75 works
· latest 2023
· 5 institutions
cluster: provisional
ORCID 0000-0001-9694-5196
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Citations
8,236
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Most cited in this library
Can volume predict Bitcoin returns and volatility? A quantiles-based approach
2017 · 718 citations
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window
2010 · 601 citations
Geopolitical risks and stock market dynamics of the BRICS
2018 · 485 citations
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
2021 · 433 citations
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method
2016 · 337 citations
Works
60 shown
Environmental sustainability in the OECD: The power of digitalization, green innovation, renewable energy and financial development
Telecommunications Policy
·
2023
·
3 authors
·
Open access
214
citations
Operational behaviours of multinational corporations, renewable energy transition, and environmental sustainability in Africa: Does the level of natural resource rents matter?
Resources Policy
·
2023
·
3 authors
·
Open access
77
citations
Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis
Journal of International Financial Markets Institutions and Money
·
2022
·
3 authors
·
Open access
71
citations
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
The North American Journal of Economics and Finance
·
2022
·
5 authors
·
Open access
18
citations
On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis
Environmental Science and Pollution Research
·
2022
·
2 authors
·
Open access
148
citations
The investment volatility-dampening role of foreign aid in poor sub-Saharan African countries
Journal of International Trade & Economic Development
·
2022
·
3 authors
·
Open access
7
citations
Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies
Empirical Economics
·
2022
·
5 authors
·
Open access
16
citations
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
Resources Policy
·
2021
·
3 authors
·
Open access
433
citations
Effects of COVID-19 on Cryptocurrency and Emerging Market Connectedness: Empirical Evidence from Quantile, Frequency, and Lasso Networks
Physica A Statistical Mechanics and its Applications
·
2021
·
3 authors
·
Open access
65
citations
Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa
Journal of Development Effectiveness
·
2020
·
3 authors
·
Open access
17
citations
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach
The Quarterly Review of Economics and Finance
·
2020
·
4 authors
·
Open access
28
citations
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?
World Economy
·
2020
·
4 authors
·
Open access
42
citations
Insurance and economic policy uncertainty
Research in International Business and Finance
·
2020
·
4 authors
·
Open access
76
citations
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets
Energy Policy
·
2019
·
3 authors
·
Open access
81
citations
Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa
African Development Review
·
2019
·
3 authors
·
Open access
44
citations
Revisiting the economic growth and electricity consumption nexus in Pakistan
Environmental Science and Pollution Research
·
2019
·
3 authors
·
Open access
90
citations
The synergistic effect of insurance and banking sector activities on economic growth in Africa
Economic Systems
·
2018
·
4 authors
·
Open access
45
citations
Firm-level political risk and asymmetric volatility
The Journal of Economic Asymmetries
·
2018
·
4 authors
·
Open access
29
citations
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
International Review of Economics & Finance
·
2018
·
4 authors
·
Open access
96
citations
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
Applied Economics
·
2018
·
4 authors
·
Open access
66
citations
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test
Journal of Multinational Financial Management
·
2018
·
4 authors
·
Open access
75
citations
Geopolitical risks and stock market dynamics of the BRICS
Economic Systems
·
2018
·
3 authors
·
Open access
485
citations
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach
Quality & Quantity
·
2018
·
4 authors
·
Open access
61
citations
Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa
RePEc: Research Papers in Economics
·
2018
·
3 authors
·
preprint
1
citations
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations
Sustainability
·
2017
·
3 authors
·
Open access
60
citations
The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Journal of Policy Modeling
·
2017
·
4 authors
·
Open access
49
citations
Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Journal of International Financial Markets Institutions and Money
·
2017
·
5 authors
34
citations
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?
Resources Policy
·
2017
·
5 authors
·
Open access
148
citations
Does speculation in the oil market drive investor herding in emerging stock markets?
Energy Economics
·
2017
·
3 authors
·
Open access
75
citations
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST
Bulletin of Economic Research
·
2017
·
3 authors
·
Open access
38
citations
Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis
The North American Journal of Economics and Finance
·
2017
·
4 authors
·
Open access
36
citations
Does US news impact Asian emerging markets? Evidence from nonparametric causality-in-quantiles test
The North American Journal of Economics and Finance
·
2017
·
3 authors
·
Open access
35
citations
Can volume predict Bitcoin returns and volatility? A quantiles-based approach
Economic Modelling
·
2017
·
4 authors
·
Open access
718
citations
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach
Resources Policy
·
2016
·
3 authors
·
Open access
93
citations
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective
Journal of Economics and Finance
·
2016
·
4 authors
·
Open access
32
citations
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach
Economics
·
2016
·
2 authors
·
Open access
83
citations
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries
European Journal of Finance
·
2016
·
4 authors
·
Open access
91
citations
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method
Empirical Economics
·
2016
·
3 authors
·
Open access
337
citations
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach
Applied Economics
·
2016
·
3 authors
·
Open access
37
citations
Is there a role for Islamic bonds in global diversification strategies?
Managerial Finance
·
2016
·
3 authors
·
Open access
41
citations
Periodically collapsing bubbles in the South African stock market
Research in International Business and Finance
·
2016
·
4 authors
·
Open access
40
citations
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
Resources Policy
·
2016
·
3 authors
·
Open access
336
citations
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach
Journal of International Financial Markets Institutions and Money
·
2016
·
4 authors
·
Open access
35
citations
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
Open Economies Review
·
2016
·
4 authors
·
Open access
199
citations
THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY
The Singapore Economic Review
·
2015
·
3 authors
·
Open access
25
citations
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Energy Economics
·
2015
·
4 authors
·
Open access
248
citations
Herding behavior in real estate markets: Novel evidence from a Markov-switching model
Journal of Behavioral and Experimental Finance
·
2015
·
3 authors
·
Open access
62
citations
Global risk exposures and industry diversification with Shariah-compliant equity sectors
Pacific-Basin Finance Journal
·
2015
·
3 authors
·
Open access
62
citations
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test
Regional Studies
·
2015
·
6 authors
·
Open access
37
citations
Regional and global spillovers and diversification opportunities in the GCC equity sectors
Emerging Markets Review
·
2015
·
3 authors
·
Open access
34
citations
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns
The Journal of Real Estate Finance and Economics
·
2015
·
4 authors
·
Open access
30
citations
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach
Emerging Markets Finance and Trade
·
2015
·
4 authors
·
Open access
261
citations
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model
Emerging Markets Review
·
2015
·
6 authors
·
Open access
26
citations
Regime switching model of US crude oil and stock market prices: 1859 to 2013
Energy Economics
·
2015
·
3 authors
·
Open access
166
citations
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
International Review of Economics & Finance
·
2015
·
5 authors
102
citations
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
International Review of Economics & Finance
·
2015
·
3 authors
·
Open access
92
citations
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul
Emerging Markets Finance and Trade
·
2015
·
2 authors
88
citations
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach
Nelson Mandela University Research Repository
·
2015
·
5 authors
·
report
·
Open access
113
citations
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests
The Journal of developing areas
·
2014
·
4 authors
73
citations
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Economic Modelling
·
2014
·
3 authors
·
Open access
23
citations