H-Index & Metrics Best Publications

H-Index & Metrics

Discipline name H-index Citations Publications World Ranking National Ranking
Economics and Finance D-index 36 Citations 7,080 263 World Ranking 1408 National Ranking 2

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Macroeconomics

His scientific interests lie mostly in Volatility, Econometrics, Financial economics, Stock market and Quantile. Mehmet Balcilar interconnects Nonparametric statistics and Exchange rate, Monetary economics in the investigation of issues within Volatility. His studies deal with areas such as Conditional probability distribution and Predictability as well as Nonparametric statistics.

The Granger causality, Real gross domestic product and Autoregressive model research Mehmet Balcilar does as part of his general Econometrics study is frequently linked to other disciplines of science, such as Causality, therefore creating a link between diverse domains of science. His Financial economics study combines topics in areas such as Economic policy, Equity and Markov chain. His Quantile research incorporates themes from Asset allocation and Gold returns.

His most cited work include:

  • Can volume predict Bitcoin returns and volatility? A quantiles-based approach (255 citations)
  • Can volume predict Bitcoin returns and volatility? A quantiles-based approach (255 citations)
  • Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window (220 citations)

What are the main themes of his work throughout his whole career to date?

Econometrics, Volatility, Financial economics, Granger causality and Monetary economics are his primary areas of study. His Autoregressive model study in the realm of Econometrics interacts with subjects such as Causality. The Volatility study combines topics in areas such as Nonparametric statistics, Financial market, Quantile, Stock market and Conditional probability distribution.

The various areas that Mehmet Balcilar examines in his Financial economics study include Emerging markets and Equity. His Granger causality research includes themes of Economic policy, Futures contract and Real gross domestic product. His Monetary economics research focuses on Spillover effect and how it connects with Index.

He most often published in these fields:

  • Econometrics (70.09%)
  • Volatility (44.10%)
  • Financial economics (30.35%)

What were the highlights of his more recent work (between 2019-2021)?

  • Monetary economics (23.36%)
  • Econometrics (70.09%)
  • Volatility (44.10%)

In recent papers he was focusing on the following fields of study:

Mehmet Balcilar mainly focuses on Monetary economics, Econometrics, Volatility, Predictability and Index. His Monetary economics study also includes fields such as

  • Granger causality most often made with reference to Emerging markets,
  • Financial crisis, which have a strong connection to Carry and Futures contract. Mehmet Balcilar combines subjects such as Bayes estimator, Bayesian probability and Smart beta with his study of Econometrics.

His biological study spans a wide range of topics, including Financial market, Government bond and Stock market. The study incorporates disciplines such as Nonparametric statistics, Financial economics, Risk premium, Order and Conditional probability distribution in addition to Predictability. His Index study combines topics from a wide range of disciplines, such as Spillover effect and Autoregressive model.

Between 2019 and 2021, his most popular works were:

  • Oil price uncertainty and movements in the US government bond risk premia (10 citations)
  • Testing the Asymmetric Effects of Exchange Rate Pass‐Through in BRICS Countries: Does the state of the economy matter? (5 citations)
  • Dynamic return and volatility spillovers among S&P 500, crude oil, and gold (5 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Inflation

His primary scientific interests are in Monetary economics, Inflation, Volatility, Spillover effect and Econometrics. His research in Monetary economics intersects with topics in Futures contract and Financial crisis. His Inflation research includes elements of Economic policy and Cointegration.

His work in Volatility addresses issues such as Stock market, which are connected to fields such as Diversification and Equity. Mehmet Balcilar works in the field of Econometrics, namely Risk premium. His Predictability research is multidisciplinary, incorporating perspectives in Nonparametric statistics, Quantile, Credit rating and Stock return.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Can volume predict Bitcoin returns and volatility? A quantiles-based approach

Mehmet Balcilar;Elie Bouri;Rangan Gupta;David Roubaud.
Economic Modelling (2017)

409 Citations

Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window

Mehmet Balcilar;Zeynel Abidin Ozdemir;Yalcin Arslanturk.
Energy Economics (2010)

368 Citations

Determinants of capital structure: evidence from Turkish lodging companies.

Erdinc Karadeniz;Serkan Yilmaz Kandir;Mehmet Balcilar;Yildirim Beyazit Onal.
International Journal of Contemporary Hospitality Management (2009)

306 Citations

Time-varying linkages between tourism receipts and economic growth in a small open economy

Yalcin Arslanturk;Mehmet Balcilar;Zeynel Abidin Ozdemir.
Economic Modelling (2011)

243 Citations

The export-output growth nexus in Japan: a bootstrap rolling window approach

Mehmet Balcilar;Zeynel Abidin Ozdemir.
Empirical Economics (2013)

166 Citations

Investor herds and regime-switching: Evidence from Gulf Arab stock markets

Mehmet Balcilar;Rıza Demirer;Shawkat Hammoudeh.
Journal of International Financial Markets, Institutions and Money (2013)

160 Citations

The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method

Mehmet Balcilar;Stelios Bekiros;Rangan Gupta.
Empirical Economics (2017)

150 Citations

Regime switching model of US crude oil and stock market prices : 1859 to 2013

Mehmet Balcilar;Mehmet Balcilar;Rangan Gupta;Stephen M. Miller.
Energy Economics (2015)

129 Citations

The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach

Xiao-lin Li;Mehmet Balcilar;Rangan Gupta;Tsangyao Chang.
Emerging Markets Finance and Trade (2016)

125 Citations

A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies

Ertugrul Deliktas;Mehmet Balcilar.
Emerging Markets Finance and Trade (2005)

98 Citations

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Best Scientists Citing Mehmet Balcilar

Rangan Gupta

Rangan Gupta

University of Pretoria

Publications: 210

Mark E. Wohar

Mark E. Wohar

University of Nebraska at Omaha

Publications: 62

Elie Bouri

Elie Bouri

Lebanese American University

Publications: 48

Muhammad Shahbaz

Muhammad Shahbaz

Beijing Institute of Technology

Publications: 44

Syed Jawad Hussain Shahzad

Syed Jawad Hussain Shahzad

Montpellier Business School

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Aviral Kumar Tiwari

Aviral Kumar Tiwari

Rajagiri College of Social Sciences

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Walid Mensi

Walid Mensi

Sultan Qaboos University

Publications: 36

Shawkat Hammoudeh

Shawkat Hammoudeh

Drexel University

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Luis A. Gil-Alana

Luis A. Gil-Alana

University of Navarra

Publications: 28

David Roubaud

David Roubaud

Montpellier Business School

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Sang Hoon Kang

Sang Hoon Kang

Pusan National University

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Chien-Chiang Lee

Chien-Chiang Lee

Nanchang University

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Nikolaos Antonakakis

Nikolaos Antonakakis

Webster Vienna Private University

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Qiang Ji

Qiang Ji

Chinese Academy of Sciences

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Nicholas Apergis

Nicholas Apergis

University of Piraeus

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Stephen M. Miller

Stephen M. Miller

University of Nevada, Las Vegas

Publications: 14

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