Κολέγιο CITY College
Main Campus, Thessaloniki, Greece
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Dr Sercan Demiralay

Adjunct Lecturer

Academic Position

Adjunct Lecturer

Academic Qualifications

Ph. D. in Financial Economics, Yeditepe University, 2016

 

Email sdemiralay@citycollege.sheffield.eu
Personal Website https://sites.google.com/site/sercandemiralay/


Teaching

Econometrics for Finance, Corporate Finance, Portfolio and Security Analysis, Managerial Accounting

Research Interests

Empirical Finance, Applied Time Series Analysis, Financial Risk Management, Portfolio Management, Investment Analysis, Derivatives and Commodity Markets, Energy Finance

 

Publications

''The Impact of Geopolitical Risks on Travel and Leisure Stocks'' (with Erhan Kılıncarslan), Tourism Management (forthcoming)

“The Effects of Terrorism on Turkish Financial Markets” (with Mine Aksoy), Defence and Peace Economics, Taylor&Francis (forthcoming)

''The Ottoman dissolution and the İstanbul bourse between war and peace: a foreign exchange market perspective on the Great War'' (with Hanedar, A. Ö., Gencer, H. G., and Altay, İ.) Scandinavian Economic History Review, 67(2), 154-170, 2019.

''Time-varying diversification benefits of commodity futures'' (with Selcuk Bayraci and H. Gaye Gencer)Empirical Economics56(6), 1823-1853, 2019.

Stock‐Bond Co‐Movements and Flight‐To‐Quality in G7 Countries: A Time‐Frequency Analysis” (with Selcuk Bayraci and H. Gaye Gencer). Bulletin of Economic Research, John Wiley & Sons, 70(1), 29-49, 2018

How Has the Behavior of Cross-Market Correlations Altered during Financial and Debt Crises?” (with Veysel Ulusoy). The Manchester School, John Wiley & Sons, 85 (6), 765-794, 2017

"Energy Demand and Stock Market Development in OECD Countries: A Panel Data Analysis" (with Veysel Ulusoy). Renewable and Sustainable Energy Reviews, Elsevier, 70, 141-149, 2017

 “Contagion Effects on Real Economy: Emerging Markets during the Recent Crises” (with H. Gaye Gencer). Journal for Economic Forecasting, (1), 104-121, 2016

Volatility Modeling and Value-at-Risk (VaR) Forecasting of Emerging Stock Markets in the Presence of Long Memory, Asymmetry and Skewed Heavy Tails” (with H. Gaye Gencer), Emerging Markets Finance and Trade, Taylor & Francis, 52 (3) 639-657, 2015

“Central Europe Stock Exchanges under Market Stress: A Range Based Volatility Spillover Framework” (with Selcuk Bayraci), Finance a Uver, 65, 411-430, 2015

Non-linear Volatility Dynamics and Risk Management of Precious Metals” (with Veysel Ulusoy), The North American Journal of Economics and Finance, Elsevier, 30, 183-202, 2014

 “Conditional Autoregressive Range (CARR) based Volatility Spillover Index for the Eurozone Markets” (with Selçuk Bayracı) The Empirical Economics Letters, 13 (6), 595-603, 2014

 

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