M. Balcılar

Economics and Econometrics · 2009–2021

A researcher in the Science corpus: 17 papers; trusts 69 researchers and is trusted by 37 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 291 citations into it; #2,704 of 23,481 by trust here, #1,083 by citations
• Finance — 131 citations into it
• Renewable Energy, Sustainability and the Environment — 49 citations into it; #745 of 5,212 by trust here, #2,215 by citations
• Accounting — 28 citations into it
• Statistics and Probability — 24 citations into it
• Sociology and Political Science — 22 citations into it; #11,391 of 22,756 by trust here, #11,144 by citations
• Information Systems — 13 citations into it; #5,006 of 8,771 by trust here, #2,101 by citations
• Management Science and Operations Research — 8 citations into it

Whom M. Balcılar trusts overall

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

1. Kiho Jeong
2. Konstantinos Drakos
3. Jushan Bai
4. Lutz Kilian
5. Scott R. Baker
6. Robert F. Engle
7. Wolfgang Karl Härdle
8. Nicholas Bloom
9. Valentina Colombo
10. K. Hitomi

Who trusts M. Balcılar overall

1. Rangan Gupta
2. Elie Bouri
3. Aurelio Fernández Bariviera
4. O. Adekoya
5. Meng Qin
6. Barbara Rossi
7. Xiao-lin Li
8. Avik Sinha
9. S. Basher
10. N. Apergis

Papers from M. Balcılar's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Measuring Economic Policy Uncertainty
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Dynamic Conditional Correlation
5. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
6. Political Uncertainty and Risk Premia
7. Long Memory and Regime Switching
8. Estimating the Dimension of a Model
9. MACROECONOMICS AND REALITY
10. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)

Their papers

• Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 (2014) — 170 citations
• Can economic policy uncertainty and investors sentiment predict commodities returns and volatility (2017) — 134 citations
• Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk (2016) — 230 citations
• The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2017) — 329 citations
• Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window (2010) — 558 citations
• Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017) — 658 citations
• Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test (2016) — 318 citations
• The export-output growth nexus in Japan: a bootstrap rolling window approach (2013) — 262 citations
• The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (2016) — 222 citations
• Geopolitical risks and stock market dynamics of the BRICS (2018) — 400 citations
• Time-varying linkages between tourism receipts and economic growth in a small open economy (2011) — 233 citations
• Determinants of capital structure: evidence from Turkish lodging companies. (2009) — 278 citations
• Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021) — 370 citations
• Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test (2015) — 184 citations
• Persistence of precious metal prices: A fractional integration approach with structural breaks (2014) — 49 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