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Rıza Demirer · Study
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Author
Rıza Demirer
45 works
· latest 2023
· 2 institutions
cluster: provisional
ORCID 0000-0002-1840-8085
Works
45 shown
Climate uncertainty and information transmissions across the conventional and ESG assets
Journal of International Financial Markets Institutions and Money
·
2023
·
3 authors
·
Open access
130
citations
Hedging climate risks with green assets
Economics Letters
·
2022
·
3 authors
179
citations
Financial turbulence, systemic risk and the predictability of stock market volatility
Global Finance Journal
·
2022
·
3 authors
30
citations
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Energy Economics
·
2021
·
4 authors
·
Open access
44
citations
Green investments: A luxury good or a financial necessity?
Energy Economics
·
2021
·
3 authors
·
Open access
155
citations
Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests
Journal of the Operational Research Society
·
2021
·
4 authors
·
Open access
42
citations
Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data
Journal of Behavioral Finance
·
2021
·
4 authors
54
citations
Financial market connectedness: The role of investors’ happiness
Finance research letters
·
2021
·
4 authors
70
citations
Infectious Diseases, Market Uncertainty and Oil Market Volatility
Energies
·
2020
·
4 authors
·
Open access
115
citations
Oil price shocks, global financial markets and their connectedness
Energy Economics
·
2020
·
3 authors
·
Open access
237
citations
The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles
Journal of Forecasting
·
2020
·
4 authors
40
citations
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
Energy Economics
·
2019
·
3 authors
·
Open access
124
citations
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets
Energy Policy
·
2019
·
3 authors
·
Open access
81
citations
Time-varying risk aversion and realized gold volatility
The North American Journal of Economics and Finance
·
2019
·
4 authors
·
Open access
51
citations
Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
Energy Economics
·
2019
·
4 authors
178
citations
Geopolitical risks and the predictability of regional oil returns and volatility
OPEC Energy Review
·
2019
·
4 authors
90
citations
The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis
Structural Change and Economic Dynamics
·
2019
·
4 authors
74
citations
Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests
Sustainability
·
2019
·
4 authors
·
Open access
38
citations
Global risk aversion and emerging market return comovements
Economics Letters
·
2018
·
4 authors
·
Open access
51
citations
Time-varying rare disaster risks, oil returns and volatility
Energy Economics
·
2018
·
4 authors
·
Open access
99
citations
Geopolitical risks and stock market dynamics of the BRICS
Economic Systems
·
2018
·
3 authors
·
Open access
485
citations
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note
Defence and Peace Economics
·
2018
·
4 authors
172
citations
Herding and Flash Events: Evidence From the 2010 Flash Crash
Finance research letters
·
2018
·
3 authors
·
Open access
34
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
Oil and stock market momentum
Energy Economics
·
2017
·
3 authors
·
Open access
59
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
Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets
Central Bank Review
·
2017
·
2 authors
·
Open access
46
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
Is there a role for Islamic bonds in global diversification strategies?
Managerial Finance
·
2016
·
3 authors
·
Open access
41
citations
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Energy Economics
·
2015
·
4 authors
·
Open access
248
citations
Global risk exposures and industry diversification with Shariah-compliant equity sectors
Pacific-Basin Finance Journal
·
2015
·
3 authors
·
Open access
62
citations
Regional and global spillovers and diversification opportunities in the GCC equity sectors
Emerging Markets Review
·
2015
·
3 authors
·
Open access
34
citations
Industry herding and momentum strategies
Pacific-Basin Finance Journal
·
2015
·
3 authors
50
citations
Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries
Energy Economics
·
2015
·
3 authors
·
Open access
94
citations
Does the stock market drive herd behavior in commodity futures markets?
International Review of Financial Analysis
·
2015
·
3 authors
106
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
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors
The North American Journal of Economics and Finance
·
2014
·
3 authors
·
Open access
117
citations
Do ADR investors herd?: Evidence from advanced and emerging markets
International Review of Economics & Finance
·
2013
·
2 authors
42
citations
Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets
Journal of International Financial Markets Institutions and Money
·
2012
·
3 authors
·
Open access
199
citations
Do investors herd in emerging stock markets?: Evidence from the Taiwanese market
Journal of Economic Behavior & Organization
·
2010
·
3 authors
·
Open access
248
citations
The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective
Energy Economics
·
2010
·
2 authors
128
citations
Does herding behavior exist in Chinese stock markets?
Journal of International Financial Markets Institutions and Money
·
2005
·
2 authors
·
Open access
409
citations
Downside risk for short and long hedgers
International Review of Economics & Finance
·
2003
·
2 authors
40
citations
An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey
Emerging Markets Finance and Trade
·
2002
·
2 authors
53
citations