Items where Author is "Demiralay, S"

Journal article

GUNAY, S., KIRIMHAN, D. and DEMIRALAY, S., 2025. Regional green economies and Bitcoin's electricity consumption: paving the way for global sustainability. Journal of Environmental Management, 374: 123997. ISSN 0301-4797

BAKER, H.K., KILINCARSLAN, E. and DEMIRALAY, S., 2024. A zero cash dividend policy: the UK experience. Review of Quantitative Finance and Accounting. ISSN 0924-865X

DEMIRALAY, S., KAAWACH, S., KILINCARSLAN, E. and SEMEYUTIN, A., 2024. Geopolitical tensions and sovereign credit risks. Economics Letters, 236: 111609. ISSN 0165-1765

DEMIRALAY, S., WANG, Y. and CHEN, C., 2024. Geopolitical risks and climate change stocks. Journal of Environmental Management, 352: 119995. ISSN 0301-4797

DEMIRALAY, S., GENCER, G. and KILINCARSLAN, E., 2023. Risk-return profile of environmentally friendly assets: evidence from the NASDAQ OMX green economy index family. Journal of Environmental Management, 337: 117683. ISSN 0301-4797

HOURANI, A., WANG, Y., DEMIRALAY, S. and MCGROARTY, F., 2023. Industry costs of equity: evidence from frontier markets. International Review of Financial Analysis, 87: 102573. ISSN 1057-5219

DEMIRALAY, S., GENCER, H.G. and BAYRACI, S., 2022. Carbon credit futures as an emerging asset: hedging, diversification and downside risks. Energy Economics, 113: 106196. ISSN 0140-9883

DEMIRALAY, S. and KILINCARSLAN, E., 2022. Uncertainty measures and sector-specific REITs in a regime-switching environment. The Journal of Real Estate Finance and Economics. ISSN 0895-5638

DEMIRALAY, S., GENCER, H.G. and BAYRACI, S., 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, 171: 120989. ISSN 0040-1625

KILINCARSLAN, E. and DEMIRALAY, S., 2021. Dividend policies of travel and leisure firms in the UK. International Journal of Accounting and Information Management, 29 (2), pp. 324-344. ISSN 1834-7649

DEMIRALAY, S. and GOLITSIS, P., 2021. On the dynamic equicorrelations in cryptocurrency market. The Quarterly Review of Economics and Finance, 80, pp. 524-533. ISSN 1062-9769

DEMIRALAY, S., 2020. Political uncertainty and the US tourism index returns. Annals of Tourism Research, 84: 102875. ISSN 0160-7383

DEMIRALAY, S. and BAYRACI, S., 2020. Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure. International Journal of Finance and Economics. ISSN 1076-9307

DEMIRALAY, S., HOURVOULIADES, N. and FASSAS, A., 2020. Dynamic co-movements and directional spillovers among energy futures. Studies in Economics and Finance. ISSN 1086-7376

DEMIRALAY, S. and KILINCARSLAN, E., 2019. The impact of geopolitical risks on travel and leisure stocks. Tourism Management, 75, pp. 460-476. ISSN 0261-5177

AKSOY, M. and DEMIRALAY, S., 2019. The effects of terrorism on Turkish financial markets. Defence and Peace Economics, 30 (6), pp. 733-755. ISSN 1024-2694

DEMIRALAY, S., BAYRACI, S. and GAYE GENCER, H., 2019. Time-varying diversification benefits of commodity futures. Empirical Economics, 56 (6), pp. 1823-1853. ISSN 0377-7332

BAYRACI, S., DEMIRALAY, S. and GENCER, H.G., 2018. Stock-bond co-movements and flight-to-quality in G7 countries: a time-frequency analysis: a time-frequency analysis. Bulletin of Economic Research, 70 (1), E29-E49. ISSN 0307-3378

DEMIRALAY, S. and ULUSOY, V., 2017. How has the behavior of cross-market correlations altered during financial and debt crises? The Manchester School, 85 (6), pp. 765-794. ISSN 1463-6786

GAYE GENCER, H. and DEMIRALAY, S., 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, 52 (3), pp. 639-657. ISSN 1540-496X

DEMIRALAY, S. and ULUSOY, V., 2014. Non-linear volatility dynamics and risk management of precious metals. The North American Journal of Economics and Finance, 30, pp. 183-202. ISSN 1062-9408

Chapter in book

DEMIRALAY, S., GENCER, H.G. and BAYRACI, S., 2024. Time-scale behaviour of co-movements between renewable energy stocks and other financial assets. In: N. KETENCI, ed., Transition to the circular economy model: the case of Turkey. Cham: Springer, pp. 105-132. ISBN 9783031526992