Riza Demirer

Economics and Econometrics · 2006–2020

A researcher in the Science corpus: 11 papers; trusts 31 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 190 citations into it; #5,418 of 23,481 by trust here, #3,565 by citations
• Finance — 94 citations into it; #2,733 of 10,518 by trust here, #2,140 by citations
• Renewable Energy, Sustainability and the Environment — 44 citations into it
• Accounting — 17 citations into it
• Sociology and Political Science — 10 citations into it

Whom Riza Demirer trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eugene F. Fama
2. Robert F. Engle
3. Eric C. Chang
4. Kimberly Gleason
5. Konstantinos Drakos
6. Shawkat Hammoudeh
7. C. Kollias
8. Michael Mcaleer
9. Fulvio Corsi
10. Michael W. McCracken

Who trusts Riza Demirer overall

1. T. C. Chiang
2. Qiang Ji
3. Syed Aliya Zahera
4. A. Mobarek
5. Dazhi Zheng
6. Jianfeng Guo
7. Rohit Bansal
8. Shu-Fan Hsieh
9. Sabur Mollah
10. Elie Bouri

Papers from Riza Demirer's perspective

Ordered by how strongly the researchers Riza Demirer trusts endorse each paper. Same corpus, a different order for every researcher.

1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
2. Computation and Analysis of Multiple Structural-Change Models
3. Generalized autoregressive conditional heteroskedasticity
4. A Simple Approximate Long-Memory Model of Realized Volatility
5. Common risk factors in the returns on stocks and bonds
6. How Different Terrorist Attacks Affect Stock Markets
7. CO2 Prices, Energy and Weather
8. Realized Volatility: A Review
9. The effects of terrorism on global capital markets
10. A Note on the Hiemstra-Jones Test for Granger Non-causality

Their papers

• Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk (2016) — 230 citations
• Geopolitical risks and stock market dynamics of the BRICS (2018) — 400 citations
• The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging (2019) — 111 citations
• Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (2019) — 141 citations
• Does herding behavior exist in Chinese stock markets (2006) — 447 citations
• The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective (2010) — 132 citations
• Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies (2019) — 161 citations
• Oil price shocks, global financial markets and their connectedness (2020) — 203 citations
• Infectious Diseases, Market Uncertainty and Oil Market Volatility (2020) — 110 citations
• What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors (2014) — 113 citations
• Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets (2013) — 174 citations