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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:
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  1. Ahmet Goncu, 2014. "Statistical Arbitrage in the Black-Scholes Framework," Papers 1406.5646,, revised Aug 2014.
  2. 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.
  3. 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.
  1. 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.
  2. 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.
  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 & 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.
  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, 2011. "Pricing temperature-based weather derivatives in China," Journal of Risk Finance, Emerald Group Publishing, vol. 13(1), pages 32-44, January.
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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