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Tolga Umut Kuzubas

Personal Details

First Name:Tolga
Middle Name:Umut
Last Name:Kuzubas
Suffix:
RePEc Short-ID:pku237
http://www.econ.boun.edu.tr/kuzubas
Bogazici University, Department of Economics, Natuk Birkan Bebek, Istanbul, 34342
+902123597641
Terminal Degree:2010 Department of Economics; University of Minnesota (from RePEc Genealogy)

Affiliation

(90%) İktisat Bölümü
Boğaziçi Üniversitesi

İstanbul, Turkey
http://www.econ.boun.edu.tr/

: +90 (212) 359-6505
+90 (212) 287-2453
Natuk Birkan Hall, Bebek, 34342 İstanbul
RePEc:edi:deboutr (more details at EDIRC)

(10%) Ekonomi ve Ekonometri Merkezi (EEM)
Boğaziçi Üniversitesi

İstanbul, Turkey
http://www.cee.boun.edu.tr/

: 90-212-358 15 00
90-212-287 24 53
34342 Bebek, İstanbul
RePEc:edi:cxboutr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Emrehan Aktug & Tolga Umut Kuzubas & Orhan Torul, 2017. "An Investigation of Labor Income Profiles in Turkey," Working Papers 2017/04, Bogazici University, Department of Economics.
  2. Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2014. "Auctions with Resale under State Uncertainty," Working Papers 2014/02, Bogazici University, Department of Economics.
  3. Tolga Umut Kuzubas & Burak Saltoglu & Can Sever, 2014. "Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation," Working Papers 2014/01, Bogazici University, Department of Economics.
  4. Ahmet Göncü & Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2014. "A Comparative Goodness-of-fit Analysis of Distributions of Some Levy Processes and Heston Model to Stock Index Returns," Working Papers 2014/07, Bogazici University, Department of Economics.
  5. Serli Kiremitciyan & Ahmet Goncu & Tolga Umut Kuzubas, 2014. "A Comparison of Stochastic Models of Natural Gas Consumption," Working Papers 2014/10, Bogazici University, Department of Economics.
  6. Tolga Umut Kuzubas & Andrea Szabo, 2013. "Multiple Job Search Networks: Theory and Evidence from Indonesia," Working Papers 2013/06, Bogazici University, Department of Economics.
  7. Tolga Umut Kuzubas & Inci Omercikoglu & Burak Saltoglu, 2013. "Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis," Working Papers 2013/12, Bogazici University, Department of Economics.
  8. 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.
  9. Elgin, Ceyhun & Kuzubas, Tolga Umut, 2013. "Wage-productivity gap in OECD economies," Economics Discussion Papers 2013-18, Kiel Institute for the World Economy (IfW).
  10. Ceyhun Elgin & Tolga Umut Kuzubas, 2013. "Current Account Balances and Output Volatility," Working Papers 2013/04, Bogazici University, Department of Economics.
  11. Ceyhun Elgin & Tolga Umut Kuzubas, 2012. "Wage-Productivity Gap in Turkish Manufacturing Sector," Working Papers 2012/03, Bogazici University, Department of Economics.
  12. Tolga U. Kuzubas, 2010. "Endogenous Social Networks in the Labor Market," Working Papers 2010/13, Bogazici University, Department of Economics.
  13. Cengiz, Gulfer & Cicek, Deniz & Kuzubas, Tolga Umut & Olcay, Nadide Banu & Saglam, Ismail, 2007. "A Monetary Union Model with Cash-in-Advance Constraints," MPRA Paper 4248, University Library of Munich, Germany.

Articles

  1. Gürdal, Mehmet Y. & Kuzubaş, Tolga U. & Saltoğlu, Burak, 2017. "Measures of individual risk attitudes and portfolio choice: Evidence from pension participants," Journal of Economic Psychology, Elsevier, vol. 62(C), pages 186-203.
  2. Kuzubaş, Tolga Umut & Saltoğlu, Burak & Sever, Can, 2016. "Systemic risk and heterogeneous leverage in banking networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 358-375.
  3. Göncü, Ahmet & Karahan, Mehmet Oğuz & Kuzubaş, Tolga Umut, 2016. "A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 69-83.
  4. Kuzubaş, Tolga Umut & Ömercikoğlu, Inci & Saltoğlu, Burak, 2014. "Network centrality measures and systemic risk: An application to the Turkish financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 203-215.
  5. Elgin, Ceyhun & Kuzubas, Tolga Umut, 2013. "Wage-productivity gap in OECD economies," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-21.
  6. 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.
  7. Elgin, Ceyhun & Kuzubas, Tolga Umut, 2013. "Current account balances and output volatility," Economic Modelling, Elsevier, vol. 33(C), pages 381-387.
  8. Ahmet Göncü & Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2013. "Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 27(2), pages 1-10.
  9. Ceyhun ELGİN & Tolga Umut KUZUBAŞ, 2012. "Wage-Productivity Gap in Turkish Manufacturing Sector," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(316), pages 09-31.
  10. 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.

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. Tolga Umut Kuzubas & Burak Saltoglu & Can Sever, 2014. "Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation," Working Papers 2014/01, Bogazici University, Department of Economics.

    Cited by:

    1. De Caux, Robert & McGroarty, Frank & Brede, Markus, 2017. "The evolution of risk and bailout strategy in banking systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 109-118.

  2. Tolga Umut Kuzubas & Andrea Szabo, 2013. "Multiple Job Search Networks: Theory and Evidence from Indonesia," Working Papers 2013/06, Bogazici University, Department of Economics.

    Cited by:

    1. Zaharieva, Anna & Stupnytska, Yuliia, 2015. "Explaining U-shape of the Referral Hiring Pattern in a Search Model with Heterogeneous Workers," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112992, Verein für Socialpolitik / German Economic Association.

  3. Tolga Umut Kuzubas & Inci Omercikoglu & Burak Saltoglu, 2013. "Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis," Working Papers 2013/12, Bogazici University, Department of Economics.

    Cited by:

    1. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés De Souza Penaloza & Rodrigo César De Castro Mirand, 2014. "Systemic Risk Measures," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 124, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    2. Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018. "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1555-1574.
    3. Song, Jae Wook & Ko, Bonggyun & Cho, Poongjin & Chang, Woojin, 2016. "Time-varying causal network of the Korean financial system based on firm-specific risk premiums," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 287-302.
    4. Kuzubaş, Tolga Umut & Saltoğlu, Burak & Sever, Can, 2016. "Systemic risk and heterogeneous leverage in banking networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 358-375.
    5. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda & de Castro Miranda, Rodrigo Cesar, 2016. "Financial networks, bank efficiency and risk-taking," Journal of Financial Stability, Elsevier, vol. 25(C), pages 247-257.
    6. Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian & Wei, Lu, 2017. "Expected default based score for identifying systemically important banks," Economic Modelling, Elsevier, vol. 64(C), pages 589-600.
    7. Hossein Dastkhan & Naser Shams Gharneh, 2016. "Determination of Systemically Important Companies with Cross-Shareholding Network Analysis: A Case Study from an Emerging Market," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 4(3), pages 1-17, June.
    8. Fiedor, Paweł, 2014. "Sector strength and efficiency on developed and emerging financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 180-188.
    9. Frank Emmert-Streib & Aliyu Musa & Kestutis Baltakys & Juho Kanniainen & Shailesh Tripathi & Olli Yli-Harja & Herbert Jodlbauer & Matthias Dehmer, 2017. "Computational Analysis of the structural properties of Economic and Financial Networks," Papers 1710.04455, arXiv.org.

  4. 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.

    Cited by:

    1. Spoladore, Alessandro & Borelli, Davide & Devia, Francesco & Mora, Flavio & Schenone, Corrado, 2016. "Model for forecasting residential heat demand based on natural gas consumption and energy performance indicators," Applied Energy, Elsevier, vol. 182(C), pages 488-499.

  5. Elgin, Ceyhun & Kuzubas, Tolga Umut, 2013. "Wage-productivity gap in OECD economies," Economics Discussion Papers 2013-18, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Samuel O. Okafor & Kenneth Jegbefumwen & Olisaemeka D. Maduka & Ambrose C. Okeke, 2016. "A Three-Factor Model of Inclusive, Sustainable and Resilient Economic Development for Developing Countries," Applied Economics and Finance, Redfame publishing, vol. 3(4), pages 57-72, November.
    2. Gomez, Francisco & Mac-Auliffe, Raimundo & Rosselot, Santiago, 2014. "Brecha Productividad – Salario: Un Acercamiento Por Rama," Estudios Nueva Economía, Estudios Nueva Economía, vol. 3(1), pages 44-49.
    3. Jiménez Polanco, Miguel Alejandro & López Hawa, Nabil, 2017. "Explicando la brecha entre el salario real y la productividad laboral en la República Dominicana: Análisis macroeconómico y recomendaciones de políticas basadas en microsimulaciones
      [Explaining the
      ," MPRA Paper 83441, University Library of Munich, Germany.
    4. Ceyhun ELGİN & Tolga Umut KUZUBAŞ, 2012. "Wage-Productivity Gap in Turkish Manufacturing Sector," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(316), pages 09-31.

  6. Ceyhun Elgin & Tolga Umut Kuzubas, 2013. "Current Account Balances and Output Volatility," Working Papers 2013/04, Bogazici University, Department of Economics.

    Cited by:

    1. Tiryaki, S. Tolga, 2014. "Sectoral asymmetries in a small open economy," Economic Modelling, Elsevier, vol. 43(C), pages 465-475.

  7. Ceyhun Elgin & Tolga Umut Kuzubas, 2012. "Wage-Productivity Gap in Turkish Manufacturing Sector," Working Papers 2012/03, Bogazici University, Department of Economics.

    Cited by:

    1. Gomez, Francisco & Mac-Auliffe, Raimundo & Rosselot, Santiago, 2014. "Brecha Productividad – Salario: Un Acercamiento Por Rama," Estudios Nueva Economía, Estudios Nueva Economía, vol. 3(1), pages 44-49.
    2. Elgin, Ceyhun & Kuzubas, Tolga Umut, 2013. "Wage-productivity gap in OECD economies," Economics Discussion Papers 2013-18, Kiel Institute for the World Economy (IfW).
    3. Elgin, Ceyhun & Yucel, Emekcan, 2014. "Determinants of the weight for leisure in preferences," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-26.

  8. Tolga U. Kuzubas, 2010. "Endogenous Social Networks in the Labor Market," Working Papers 2010/13, Bogazici University, Department of Economics.

    Cited by:

    1. Yoske Igarashi, 2016. "Distributional effects of hiring through networks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 90-110, April.
    2. Tolga Umut Kuzubas & Andrea Szabo, 2013. "Multiple Job Search Networks: Theory and Evidence from Indonesia," Working Papers 2013/06, Bogazici University, Department of Economics.
    3. Yoske Igarashi, 2013. "Distributional effects of hiring through networks," Discussion Papers 1309, Exeter University, Department of Economics.

Articles

  1. Kuzubaş, Tolga Umut & Ömercikoğlu, Inci & Saltoğlu, Burak, 2014. "Network centrality measures and systemic risk: An application to the Turkish financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 203-215.
    See citations under working paper version above.
  2. Elgin, Ceyhun & Kuzubas, Tolga Umut, 2013. "Wage-productivity gap in OECD economies," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-21.
    See citations under working paper version above.
  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.

    Cited by:

    1. Serli Kiremitciyan & Ahmet Goncu & Tolga Umut Kuzubas, 2014. "A Comparison of Stochastic Models of Natural Gas Consumption," Working Papers 2014/10, Bogazici University, Department of Economics.

  4. Elgin, Ceyhun & Kuzubas, Tolga Umut, 2013. "Current account balances and output volatility," Economic Modelling, Elsevier, vol. 33(C), pages 381-387.
    See citations under working paper version above.
  5. Ahmet Göncü & Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2013. "Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 27(2), pages 1-10.

    Cited by:

    1. Mosiño, Alejandro & Salomón-Núñez, Laura A. & Moreno-Okuno, Alejandro T., 2017. "Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma
      [Empirical analysis of the MXN/USD exchange rate: geometric Brownian motion vs. variance
      ," MPRA Paper 78961, University Library of Munich, Germany.
    2. Alejandro Mosiño & Alejandro Tatsuo Moreno-Okuno, 2018. "On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process," Economics Bulletin, AccessEcon, vol. 38(1), pages 509-519.

  6. Ceyhun ELGİN & Tolga Umut KUZUBAŞ, 2012. "Wage-Productivity Gap in Turkish Manufacturing Sector," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(316), pages 09-31.
    See citations under working paper version above.
  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.

    Cited by:

    1. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Turkish Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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-LAB: Labour Economics (4) 2010-10-30 2012-02-27 2013-02-16 2013-03-16
  2. NEP-ARA: MENA - Middle East & North Africa (3) 2012-02-27 2013-08-31 2017-09-10
  3. NEP-CBA: Central Banking (2) 2007-08-08 2013-08-31
  4. NEP-ENE: Energy Economics (2) 2013-08-31 2014-11-01
  5. NEP-LMA: Labor Markets - Supply, Demand, & Wages (2) 2012-02-27 2013-03-16
  6. NEP-RMG: Risk Management (2) 2013-08-31 2014-05-17
  7. NEP-URE: Urban & Real Estate Economics (2) 2010-10-30 2013-02-16
  8. NEP-BAN: Banking (1) 2014-05-17
  9. NEP-CWA: Central & Western Asia (1) 2012-02-27
  10. NEP-DGE: Dynamic General Equilibrium (1) 2007-08-08
  11. NEP-EFF: Efficiency & Productivity (1) 2012-02-27
  12. NEP-FOR: Forecasting (1) 2013-08-31
  13. NEP-LTV: Unemployment, Inequality & Poverty (1) 2017-09-10
  14. NEP-MAC: Macroeconomics (1) 2007-08-08
  15. NEP-MIC: Microeconomics (1) 2014-05-17
  16. NEP-MON: Monetary Economics (1) 2007-08-08
  17. NEP-NET: Network Economics (1) 2013-08-31
  18. NEP-OPM: Open Economy Macroeconomics (1) 2013-02-16
  19. NEP-REG: Regulation (1) 2014-05-17
  20. NEP-SOC: Social Norms & Social Capital (1) 2010-10-30

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