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Publications

by members of

Dokuz Eylül Üniversitesi → İşletme Fakütesi

Dokuz Eylul University → Faculty of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Journal articles | Chapters |

Journal articles

2025

  1. Pınar Evrim Mandacı & Birce Tedik Kocakaya & Efe Çağlar Çağlı & Dilvin Taşkın, 2025, "The Influence of Financial Stress on Dynamic Connectedness between Fossil Energy Commodities and Green Energy Markets," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 2, pages 444-466, DOI: 10.30784/epfad.1614216.
  2. Cagli, Efe C. & Dimpfl, Thomas, 2025, "Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107993.
  3. Evrim Mandaci, Pınar & Cagli, Efe C. & Taşkin, Dilvin & Tedik Kocakaya, Birce, 2025, "Quantile-on-quantile connectedness of uncertainty with fossil and green energy markets," Renewable Energy, Elsevier, volume 249, issue C, DOI: 10.1016/j.renene.2025.123235.
  4. Taskin, Dilvin & Sariyer, Görkem & Acar, Ece & Cagli, Efe Caglar, 2025, "Do past ESG scores efficiently predict future ESG performance?," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102706.
  5. Pinar Evrim Mandaci & Efe Caglar Cagli & Birce Tedik Kocakaya, 2025, "The Effects of Global Volatility Indices on Green and Fossil Energy Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 3, pages 277-302, September.

2023

  1. Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023, "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101019.
  2. Cagli, Efe Caglar & Mandaci, Pinar Evrim & Taskin, Dilvin, 2023, "The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103555.
  3. Cagli, Efe Caglar, 2023, "The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104144.

2022

  1. Evrim Mandaci, Pinar & Cagli, Efe Caglar, 2022, "Herding intensity and volatility in cryptocurrency markets during the COVID-19," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102382.
  2. Efe Caglar Cagli & Dilvin Taşkin & Pınar Evrim Mandaci, 2022, "The role of uncertainties on sustainable stocks and green bonds," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 15, issue 4, pages 647-671, December, DOI: 10.1108/QRFM-02-2022-0032.
  3. Zeliha Can Ergün & Efe Caglar Cagli & M. Banu Durukan Salı, 2022, "The interconnectedness across risk appetite of distinct investor types in Borsa Istanbul," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 3, pages 425-444, December, DOI: 10.1108/SEF-09-2022-0460.

2021

  1. Efe Caglar Cagli & Pinar Evrim Mandaci, 2021, "Information transmission between bitcoin derivatives and spot markets: high-frequency causality analysis with Fourier approximation," Economics and Business Letters, Oviedo University Press, volume 10, issue 4, pages 394-402.

2020

  1. Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020, "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101778.

2019

  1. Cagli, Efe Caglar & Taskin, Dilvin & Evrim Mandaci, Pınar, 2019, "The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104540.
  2. Cagli, Efe Caglar, 2019, "Explosive behavior in the prices of Bitcoin and altcoins," Finance Research Letters, Elsevier, volume 29, issue C, pages 398-403, DOI: 10.1016/j.frl.2018.09.007.

2016

  1. EVRIM MANDACI, Pinar & CAGLI, Efe Caglar, 2016, "Who Drives Whom? Investigating The Relationship Between The Major Stock Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 2, pages 6-24.

2013

  1. Umut Halaç & Fatma Dilvin Taşkın & Efe Çağlar Çağlı, 2013, "Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 4, pages 499-513.

2011

  1. Pinar Evrim-Mandaci & Hakan Kahyaoglu & Efe Caglar Cagli, 2011, "Stock and bond market interactions with two regime shifts: evidence from Turkey," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 18, pages 1355-1368, DOI: 10.1080/09603107.2011.572847.
  2. Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu, 2011, "Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 4, issue 3, pages 119-140, December.

Chapters

2019

  1. Efe Caglar Cagli, 2019, "The Causal Relationship Between Returns and Trading Volume in Cryptocurrency Markets: Recursive Evolving Approach," Contributions to Economics, Springer, chapter 0, in: Umit Hacioglu, "Blockchain Economics and Financial Market Innovation", DOI: 10.1007/978-3-030-25275-5_9.

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