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Sercan Demiralay

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This is information that was supplied by Sercan Demiralay in registering through RePEc. If you are Sercan Demiralay , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sercan
Middle Name:
Last Name: Demiralay
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RePEc Short-ID: pde877

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Affiliation

Ticari Bilimler Fakültesi
Yeditepe Üniversitesi
Location: İstanbul, Turkey
Homepage: http://www.yeditepe.edu.tr/fakulteler/ticari-bilimler-fakultesi
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Handle: RePEc:edi:tfyedtr (more details at EDIRC)

Works

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Working papers

  1. Demiralay, Sercan & Ulusoy, Veysel, 2014. "Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models," MPRA Paper 53229, University Library of Munich, Germany.
  2. Gaye Gencer & Sercan Demiralay, 2013. "The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association 245, Ekonomik Yaklasim Association.
  3. Bayraci, Selcuk & Demiralay, Sercan, 2013. "Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets," MPRA Paper 51909, University Library of Munich, Germany.

Articles

  1. Sercan Demiralay & Hatice Gaye Gencer, 2014. "Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies," International Journal of Energy Economics and Policy, Econjournals, Econjournals, vol. 4(3), pages 442-447.
  2. Gaye GENCER & Sercan DEMIRALAY, 2013. "The impact of oil prices on sectoral returns: an empirical analysis from Borsa Istanbul," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(12(589)), pages 7-24, December.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-EEC: European Economics (1) 2013-12-15. Author is listed
  2. NEP-ENE: Energy Economics (1) 2014-08-28. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2013-12-15. Author is listed
  4. NEP-FOR: Forecasting (1) 2014-02-02. Author is listed
  5. NEP-RMG: Risk Management (1) 2014-02-02. Author is listed

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