Mehmet Balcilar

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name Citations Publications World Ranking National Ranking

Economics and Finance D-index 37 Citations 6,573 352 World Ranking 1601 National Ranking 1

Overview

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

In his work, Vector autoregression is strongly intertwined with Monetary economics, which is a subfield of Oil price. His Vector autoregression study often links to related topics such as Monetary economics. Mehmet Balcilar connects relevant research areas such as Spillover effect and Emerging markets in the domain of Macroeconomics. His Macroeconomics research extends to the thematically linked field of Spillover effect. His Emerging markets study frequently links to adjacent areas such as Finance. In his works, Mehmet Balcilar conducts interdisciplinary research on Finance and Volatility (finance). Volatility (finance) and Econometrics are frequently intertwined in his study. Many of his studies on Econometrics involve topics that are commonly interrelated, such as Autoregressive model. Mehmet Balcilar performs multidisciplinary study in the fields of Autoregressive model and Autoregressive conditional heteroskedasticity via his papers.

Mehmet Balcilar most often published in these fields:

Financial economics (80.00%)
Volatility (finance) (60.00%)
Diversification (marketing strategy) (40.00%)

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.
Research Papers in Economics (2017)

554 Citations

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

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

458 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)

345 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)

276 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)

213 Citations

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

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

212 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)

182 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)

172 Citations

Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test

Mehmet Balcilar;Mehmet Balcilar;Rangan Gupta;Christian Pierdzioch.
Resources Policy (2016)

161 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)

154 Citations

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Frequent Co-Authors

External Links

Personal Website for Mehmet Balcilar