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Sercan Demiralay

Personal Details

First Name:Sercan
Middle Name:
Last Name:Demiralay
Suffix:
RePEc Short-ID:pde877
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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. "Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models," MPRA Paper 53229, University Library of Munich, Germany.
  3. 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.
  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. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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, vol. 0(12(589)), pages 7-24, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

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.

    Cited by:

    1. Onder Buberkoku, 2018. "Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities," International Journal of Economics and Financial Issues, Econjournals, vol. 8(3), pages 36-50.
    2. Mesut BALLIBEY & Serpil TÜRKYILMAZ, 2014. "Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 836-848.
    3. Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021. "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE 141, Paderborn University, CIE Center for International Economics.

  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.

    Cited by:

    1. Sania Wadud & Robert D. Durand & Marc Gronwald, 2021. "Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras," CESifo Working Paper Series 9202, CESifo.

  3. 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.

    Cited by:

    1. İrfan Civcir & Uğur Akkoç, 2021. "Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence from SVAR‐cDCC‐GARCH model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1978-1992, April.
    2. Zaroug Osman Bilal & Shariq Mohammed & Yassir Yaqoub Ali, 2021. "Oil Price Fluctuation and Firm Performance in Developing Economy: Evidence from Oman," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 381-387.
    3. 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.
    4. Singhal, Shelly & Ghosh, Sajal, 2016. "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, vol. 50(C), pages 276-288.

Articles

  1. 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.

    Cited by:

    1. 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.
    2. 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).
    3. Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers 2020-009, Department of Research, Ipag Business School.
    4. Gagnon, Marie-Hélène & Manseau, Guillaume & Power, Gabriel J., 2020. "They're back! Post-financialization diversification benefits of commodities," International Review of Financial Analysis, Elsevier, vol. 71(C).

  2. 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.

    Cited by:

    1. Gok, Ibrahim Yasar & Demirdogen, Yavuz & Topuz, Sefa, 2020. "The impacts of terrorism on Turkish equity market: An investigation using intraday data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    2. Hashmat Ali & Zulfiqar Ali Menon & Ajab Khan & Muhammad Muddassar Khan & Imad Ali & Khan Baz & Muhammad Arif & Manzoor Hussain & Waqar Jalal, 2020. "Terrorist Activities, Investor Sentiment, and Stock Returns: Evidence from Pakistan," International Journal of Economics and Financial Issues, Econjournals, vol. 10(3), pages 139-148.

  3. 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.

    Cited by:

    1. Soylu, Pınar Kaya & Güloğlu, Bülent, 2019. "Financial contagion and flight to quality between emerging markets and U.S. bond market," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    2. Román Ferrer & Syed Jawad Hussain Shahzad & Adrián Maizonada, 2019. "Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis," Economics Bulletin, AccessEcon, vol. 39(2), pages 969-981.
    3. 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).

  4. 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.

    Cited by:

    1. Mhadhbi, Mayssa & Gallali, Mohamed Imen & Goutte, Stephane & Guesmi, Khaled, 2021. "On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis," International Review of Financial Analysis, Elsevier, vol. 77(C).
    2. Irfan Ullah Munir & Shen Yue & Abdelmohsen A. Nassani & Muhammad Moinuddin Qazi Abro & Shabir Hyder & Khalid Zaman, 2021. "Structural changes, financial and business regulatory measures, energy and tourism demand: Evidence from group of seven countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2198-2218, April.
    3. Cemil Kuzey & Ali Uyar & Amal Hamrouni & Merve Kilic & Rim Boussaada, 2021. "The link between institutional quality, ethical behaviors of firms, and market regulations on stock market developments," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 998-1021, June.
    4. Zafar, Muhammad Wasif & Zaidi, Syed Anees Haider & Sinha, Avik & Gedikli, Ayfer & Hou, Fujun, 2019. "The role of stock market and banking sector development, and renewable energy consumption in carbon emissions: Insights from G-7 and N-11 countries," Resources Policy, Elsevier, vol. 62(C), pages 427-436.
    5. Paramati, Sudharshan Reddy & Bhattacharya, Mita & Ozturk, Ilhan & Zakari, Abdulrasheed, 2018. "Determinants of energy demand in African frontier market economies: An empirical investigation," Energy, Elsevier, vol. 148(C), pages 123-133.
    6. Adedoyin, Festus Fatai & Ozturk, Ilhan & Agboola, Mary Oluwatoyin & Agboola, Phillips O. & Bekun, Festus Victor, 2021. "The implications of renewable and non-renewable energy generating in Sub-Saharan Africa: The role of economic policy uncertainties," Energy Policy, Elsevier, vol. 150(C).

  5. 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.

    Cited by:

    1. Claudiu Boţoc & Sorin Gabriel Anton, 2020. "New empirical evidence on CEE's stock markets integration," The World Economy, Wiley Blackwell, vol. 43(10), pages 2785-2802, October.
    2. Hatice Gaye GENCER & Mehmet Yasin HURATA, 2017. "Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 110-129, September.

  6. 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.

    Cited by:

    1. Elena Valentina Tilica, 2021. "Domestic and Foreign Transmission of the Global Financial Crisis in the Real Economy. The Polish Situation," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 13(1), pages 47-60, June.

  7. 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.

    Cited by:

    1. Li, Longqing, 2017. "A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk," MPRA Paper 85645, University Library of Munich, Germany.
    2. Manh Ha Nguyen & Olivier Darné, 2018. "Forecasting and risk management in the Vietnam Stock Exchange," Working Papers halshs-01679456, HAL.
    3. Kaijian He & Hongqian Wang & Jiangze Du & Yingchao Zou, 2016. "Forecasting Electricity Market Risk Using Empirical Mode Decomposition (EMD)—Based Multiscale Methodology," Energies, MDPI, vol. 9(11), pages 1-11, November.
    4. Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen & Skander Slim, 2018. "Value‐at‐risk under market shifts through highly flexible models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(8), pages 790-804, December.

  8. 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.

    Cited by:

    1. Dejan Živkov & Suzana Balaban & Marko Pećanac, 2021. "Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1855-1870, April.
    2. RNuket Kirci Cevik & Sel Dibooglu & Ali M. Kutan, 2016. "Real and Financial Sector Studies in Central and Eastern Europe: A Review," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 2-31, February.
    3. Harald Schmidbauer & Angi Rösch & Erhan Uluceviz & Narod Erkol, 2016. "The Russian Stock Market during the Ukrainian Crisis: A Network Perspective," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(6), pages 478-509, December.

  9. 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.

    Cited by:

    1. Su, Chi-Wei & Wang, Xiao-Qing & Zhu, Haotian & Tao, Ran & Moldovan, Nicoleta-Claudia & Lobonţ, Oana-Ramona, 2020. "Testing for multiple bubbles in the copper price: Periodically collapsing behavior," Resources Policy, Elsevier, vol. 65(C).
    2. Dutta, Anupam, 2018. "A note on the implied volatility spillovers between gold and silver markets," Resources Policy, Elsevier, vol. 55(C), pages 192-195.
    3. Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019. "Time-varying risk aversion and realized gold volatility," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    4. Karanasos, Menelaos & Menla Ali, Faek & Margaronis, Zannis & Nath, Rajat, 2018. "Modelling time varying volatility spillovers and conditional correlations across commodity metal futures," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 246-256.
    5. Bhatia, Vaneet & Das, Debojyoti & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Hasim, Haslifah M., 2018. "Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 55(C), pages 244-252.
    6. Al-Yahyaee, Khamis Hamed & Rehman, Mobeen Ur & Wanas Al-Jarrah, Idries Mohammad & Mensi, Walid & Vo, Xuan Vinh, 2020. "Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis," Resources Policy, Elsevier, vol. 67(C).
    7. Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017. "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 292-308.
    8. Kirkulak-Uludag, Berna & Lkhamazhapov, Zorikto, 2016. "The volatility dynamics of spot and futures gold prices: Evidence from Russia," Research in International Business and Finance, Elsevier, vol. 38(C), pages 474-484.
    9. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers 202043, University of Pretoria, Department of Economics.
    10. Bao, Dun, 2020. "Dynamics and correlation of platinum-group metals spot prices," Resources Policy, Elsevier, vol. 68(C).
    11. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Maitra, Debasish & Al-Jarrah, Idries Mohammad Wanas, 2019. "Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach," Resources Policy, Elsevier, vol. 64(C).
    12. Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019. "The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    13. Mensi, Walid & Al-Yahyaee, Khamis Hamed & Hoon Kang, Sang, 2017. "Time-varying volatility spillovers between stock and precious metal markets with portfolio implications," Resources Policy, Elsevier, vol. 53(C), pages 88-102.
    14. James Ming Chen & Mobeen Ur Rehman, 2021. "A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities," Energies, MDPI, vol. 14(19), pages 1-58, September.
    15. Chen, James Ming & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning," Resources Policy, Elsevier, vol. 73(C).
    16. Reboredo, Juan C. & Ugolini, Andrea, 2015. "Downside/upside price spillovers between precious metals: A vine copula approach," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 84-102.
    17. He, Kaijian & Liu, Youjin & Yu, Lean & Lai, Kin Keung, 2016. "Multiscale dependence analysis and portfolio risk modeling for precious metal markets," Resources Policy, Elsevier, vol. 50(C), pages 224-233.
    18. Khalifa, Ahmed A.A. & Otranto, Edoardo & Hammoudeh, Shawkat & Ramchander, Sanjay, 2016. "Volatility transmission across currencies and commodities with US uncertainty measures," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 63-83.
    19. Wang, Xinya & Liu, Huifang & Huang, Shupei & Lucey, Brian, 2019. "Identifying the multiscale financial contagion in precious metal markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 209-219.

  10. 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.

    Cited by:

    1. Tanattrin Bunnag, 2015. "Hedging Petroleum Futures with Multivariate GARCH Models," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 105-120.
    2. Mohamed Osman, 2015. "Dynamic Asymmetries in the Electric Consumption of the GCC Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 461-467.
    3. Belhassine, Olfa, 2020. "Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises," Research in International Business and Finance, Elsevier, vol. 53(C).
    4. Emenike Kalu O., 2017. "The Interrelationship between Crude Oil Price Volatility and Money Market Rate Volatility in a Developing, Oil-Producing Economy," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 3(1), pages 28-47.

  11. 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, vol. 0(12(589)), pages 7-24, December. See citations under working paper version above.

More information

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Statistics

Access and download statistics for all items

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 & Western Asia (1) 2017-02-12. Author is listed
  2. NEP-EEC: European Economics (1) 2013-12-15. Author is listed
  3. NEP-ENE: Energy Economics (1) 2014-08-28. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2013-12-15. Author is listed
  5. NEP-FOR: Forecasting (1) 2014-02-02. Author is listed
  6. NEP-HIS: Business, Economic & Financial History (1) 2017-02-12. Author is listed
  7. NEP-RMG: Risk Management (1) 2014-02-02. Author is listed

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