Ahmet Sensoy
Economics and Econometrics · 2013–2021
A researcher in the Science corpus: 10 papers; trusts 39 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 208 citations into it; #4,204 of 23,481 by trust here, #5,426 by citations
- Finance — 101 citations into it; #7,921 of 10,518 by trust here, #3,859 by citations
- Accounting — 45 citations into it
- Information Systems — 45 citations into it; #1,359 of 8,771 by trust here, #3,640 by citations
- Renewable Energy, Sustainability and the Environment — 16 citations into it
- Statistics and Probability — 9 citations into it
Whom Ahmet Sensoy trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Andrew Urquhart
- Robert F. Engle
- Francis X. Diebold
- Ender Demir
- Gian Piero Aielli
- Walid Mensi
- Aurelio Fernández Bariviera
- Giray Gozgor
- Dayong Zhang
- Tim Bollerslev
Who trusts Ahmet Sensoy overall
- Olivier Kraaijeveld
- Ahmet Faruk Aysan
- Ender Demir
- Tony Klein
- J. Smedt
- Giray Gozgor
- T. Walther
- Shaen Corbet
- Brian M. Lucey
- Sang Hoon Kang
Papers from Ahmet Sensoy's perspective
Ordered by how strongly the researchers Ahmet Sensoy trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Dynamic Conditional Correlation
- Measuring Economic Policy Uncertainty
- Business Cycle Synchronization and the Euro: a Wavelet Analysis ∗
- Testing for short- and long-run causality: A frequency-domain approach
- Portfolio diversification with virtual currency: Evidence from bitcoin (International Review of Financial Analysis)
- Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (Finance Research Letters)
- Speculators, Commodities and Cross-Market Linkages
- Bitcoin, gold and the US dollar – A replication and extension (Finance Research Letters)
- A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Management Sciences)
Their papers
- The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies (2019) — 216 citations
- Dynamic relationship between precious metals (2013) — 113 citations
- Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China (2021) — 281 citations
- Green credit policy and firm performance: What we learn from China (2021) — 421 citations
- Is Gold a Hedge or Safe Haven Asset during COVID–19 Crisis? (2020) — 440 citations
- The relationship between implied volatility and cryptocurrency returns (2020) — 124 citations
- Financial contagion during COVID–19 crisis (2020) — 853 citations
- Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020) — 119 citations
- Energy, precious metals, and GCC stock markets: Is there any risk spillover? (2019) — 127 citations
- Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017) — 196 citations