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Sercan Demiralay

Personal Details

First Name:Sercan
Middle Name:
Last Name:Demiralay
Suffix:
RePEc Short-ID:pde877
[This author has chosen not to make the email address public]

Affiliation

Ekonomi ve Finans Bölümü
İstanbul Gelişim Üniversitesi

İstanbul, Turkey
http://iisbf.gelisim.edu.tr/bolum/ekonomi-ve-finans-76
RePEc:edi:ebgeltr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Avni Önder Hanedar & Hatice Gaye Gencer & Sercan Demiralay & Ismail Altay, 2017. "Between war and peace: The Ottoman economy and foreign exchange trading at the Istanbul bourse," Working Papers 0108, European Historical Economics Society (EHES).
  2. Demiralay, Sercan & Ulusoy, Veysel, 2014. "Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises," MPRA Paper 59727, University Library of Munich, Germany.
  3. 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.
  4. 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.
  5. 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 245, Ekonomik Yaklasim Association.

Articles

  1. Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2022. "Carbon credit futures as an emerging asset: Hedging, diversification and downside risks," Energy Economics, Elsevier, vol. 113(C).
  2. Cakan, Esin & Demiralay, Sercan & Ulusoy, Veysel, 2021. "Oil Prices and Firm Returns in an Emerging Market," American Business Review, Pompea College of Business, University of New Haven, vol. 24(1), pages 166-187, May.
  3. Demiralay, Sercan & Golitsis, Petros, 2021. "On the dynamic equicorrelations in cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 524-533.
  4. Sercan Demiralay & Selçuk Bayracı, 2021. "Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6188-6204, October.
  5. Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2021. "How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period," Technological Forecasting and Social Change, Elsevier, vol. 171(C).
  6. Demiralay, Sercan, 2020. "Political uncertainty and the us tourism index returns," Annals of Tourism Research, Elsevier, vol. 84(C).
  7. Sercan Demiralay & Nikolaos Hourvouliades & Athanasios Fassas, 2020. "Dynamic co-movements and directional spillovers among energy futures," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(4), pages 673-696, June.
  8. Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019. "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, vol. 56(6), pages 1823-1853, June.
  9. Mine Aksoy & Sercan Demiralay, 2019. "The Effects of Terrorism on Turkish Financial Markets," Defence and Peace Economics, Taylor & Francis Journals, vol. 30(6), pages 733-755, September.
  10. Sercan Demiralay, 2019. "Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(4), pages 402-415.
  11. Avni Önder Hanedar & Hatice Gaye Gencer & Sercan Demiralay & İsmail Altay, 2019. "The Ottoman dissolution and the İstanbul bourse between war and peace: a foreign exchange market perspective on the Great War," Scandinavian Economic History Review, Taylor & Francis Journals, vol. 67(2), pages 154-170, May.
  12. Selcuk Bayraci & Sercan Demiralay & Hatice Gaye Gencer, 2018. "Stock†Bond Co†Movements And Flight†To†Quality In G7 Countries: A Time†Frequency Analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 29-49, January.
  13. Ulusoy, Veysel & Demiralay, Sercan, 2017. "Energy demand and stock market development in OECD countries: A panel data analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 71(C), pages 141-149.
  14. Sercan Demiralay & Veysel Ulusoy, 2017. "How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?," Manchester School, University of Manchester, vol. 85(6), pages 765-794, December.
  15. Hatice Gaye Gencer & Sercan Demiralay, 2016. "The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 104-121, March.
  16. Hatice Gaye Gencer & Sercan Demiralay, 2016. "Volatility Modeling and Value-at-Risk (VaR) Forecasting of Emerging Stock Markets in the Presence of Long Memory, Asymmetry, and Skewed Heavy Tails," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(3), pages 639-657, March.
  17. Sercan Demiralay & Selcuk Bayraci, 2015. "Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 411-430, October.
  18. Demiralay, Sercan & Ulusoy, Veysel, 2014. "Non-linear volatility dynamics and risk management of precious metals," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 183-202.
  19. 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, vol. 4(3), pages 442-447.
  20. 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 / Editura Economica, vol. 0(12(589)), pages 7-24, December.

    RePEc:eme:sef000:sef-09-2019-0374 is not listed on IDEAS

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CWA: Central and Western Asia (1) 2017-02-12
  2. NEP-EEC: European Economics (1) 2013-12-15
  3. NEP-ENE: Energy Economics (1) 2014-08-28
  4. NEP-ETS: Econometric Time Series (1) 2013-12-15
  5. NEP-FOR: Forecasting (1) 2014-02-02
  6. NEP-HIS: Business, Economic and Financial History (1) 2017-02-12
  7. NEP-RMG: Risk Management (1) 2014-02-02

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