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Ahmet Goncu


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Personal Details

First Name: Ahmet
Middle Name:
Last Name: Goncu

RePEc Short-ID: pgo527

Postal Address:


Xian Jiaotong Liverpool University
Location: China, Suzhou


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Working papers

  1. Ahmet Goncu, 2014. "Statistical Arbitrage in the Black-Scholes Framework," Papers 1406.5646,, revised Jul 2014.
  2. Ahmet Goncu & Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2013. "Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach," Working Papers 2013/11, Bogazici University, Department of Economics.
  3. Oguzhan Cepni & Ahmet Goncu & Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2013. "Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models," Working Papers 2013/16, Bogazici University, Department of Economics.


  1. Ahmet Göncü, 2013. "Comparison of temperature models using heating and cooling degree days futures," Journal of Risk Finance, Emerald Group Publishing, vol. 14(2), pages 159-178, February.
  2. Ahmet Göncü & Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2013. "Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets," Bogazici Journal of Economics and Administrative Sciences, Bogazici University, Department of Economics, vol. 27(2), pages 1-10.
  3. Ahmet GÖNCÜ & Mehmet Oğuz KARAHAN & Tolga Umut KUZUBAŞ, 2013. "A Stochastic Model for Natural Gas Consumption: An Application for Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 28(332), pages 33-46.
  4. A. Goncu & A. Karaman Akgul & O. Imamoğlu & M. Tiryakioğlu & M. Tiryakioğlu, 2012. "An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 22(9), pages 723-732, May.
  5. Ahmet Göncü, 2011. "Pricing temperature-based weather derivatives in China," Journal of Risk Finance, Emerald Group Publishing, vol. 13(1), pages 32-44, January.
  6. Ahmet Goncu, 2011. "Pricing temperature-based weather contracts: an application to China," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1349-1354.
  7. Ahmet GÖNCÜ & Mehmet Oguz KARAHAN & Tolga Umut KUZUBAŞ, 2011. "Pricing of temperature-based weather options for Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(309), pages 33-50.
    RePEc:boz:journl:v:27:y:2013:i:2:p:1-18 is not listed on IDEAS

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ENE: Energy Economics (1) 2013-08-31. Author is listed
  2. NEP-FOR: Forecasting (1) 2013-08-31. Author is listed


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