Details about Veysel Ulusoy

Access statistics for papers by Veysel Ulusoy.

Last updated 2024-06-09. Update your information in the RePEc Author Service.

Short-id: pul2

Working Papers

2014

1. Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises
   MPRA Paper, University Library of Munich, Germany View citations (1)
2. Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models
   MPRA Paper, University Library of Munich, Germany View citations (3)

2011

3. The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach
   MPRA Paper, University Library of Munich, Germany View citations (1)
4. The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange
   MPRA Paper, University Library of Munich, Germany View citations (3)

Journal Articles

2024

1. Sentiment-Driven Exchange Rate Forecasting: Integrating Twitter Analysis with Economic Indicators
   Journal of Applied Finance & Banking, 2024, 14, (3), 4 View citations (1)

2023

2. The time-varying correlation between popular narratives and TRY/USD FX rate: Evidence from a DCC-GARCH model
   Journal of Applied Finance & Banking, 2023, 13, (4), 3 View citations (1)

2022

3. Winds of tapering, financial gravity and COVID-19
   The North American Journal of Economics and Finance, 2022, 62, (C) View citations (2)

2021

4. Oil Prices and Firm Returns in an Emerging Market
   American Business Review, 2021, 24, (1), 166-187 View citations (2)

2020

5. Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds
   International Journal of Energy Economics and Policy, 2020, 10, (3), 402-413 View citations (3)
6. Spillovers from the Slowdown in China on Financial and Energy Markets: An Application of VAR–VECH–TARCH Models
   IJFS, 2020, 8, (3), 1-17

2018

7. The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies
   International Journal of Energy Economics and Policy, 2018, 8, (1), 144-158 View citations (6)

2017

8. Energy demand and stock market development in OECD countries: A panel data analysis
   Renewable and Sustainable Energy Reviews, 2017, 71, (C), 141-149 View citations (9)
9. How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?
   Manchester School, 2017, 85, (6), 765-794 View citations (3)
10. Impact of Vertical Integration on Electricity Prices in TurkeyImpact of Vertical Integration on Electricity Prices in Turkey
    International Journal of Energy Economics and Policy, 2017, 7, (3), 256-267 View citations (1)
11. Marginal speculation and hedging in commodity markets
    Finance Research Letters, 2017, 23, (C), 269-282 View citations (2)
12. On the effects of total productivity growth of economic freedom and total resource rents: The case of both natural resource rich and OECD countries
    Theoretical and Applied Economics, 2017, XXIV, (3(612), Autumn), 173-192

2015

13. ANALYSIS OF RELATIVE RETURN BEHAVIOUR OF BORSA ISTANBUL REIT AND BORSA ISTANBUL 100 INDEX
    Journal for Economic Forecasting, 2015, (1), 107-128
14. Evidence for Financial Contagion in Endogenous Volatile Periods
    Review of Development Economics, 2015, 19, (1), 62-74 View citations (1)

2014

15. Non-linear volatility dynamics and risk management of precious metals
    The North American Journal of Economics and Finance, 2014, 30, (C), 183-202 View citations (22)

2013

16. Moneyball in the Turkish Football League: A Stock Behavior Analysis of Galatasaray and Fenerbahce Based on Information Salience
    Journal of Applied Finance & Banking, 2013, 3, (4), 1 View citations (2)

2011

17. CONVERGENCE OF PRODUCTIVITY LEVELS AMONG THE EU COUNTRIES: EVIDENCE FROM A PANEL OF INDUSTRIES
    Australian Economic Papers, 2011, 50, (2-3), 98-114 View citations (1)

2009

18. The EU Custom Union on Trade Specialisation and Labour Market: Implications for Turkish Industries
    Journal of Interdisciplinary Economics, 2009, 20, (3-4), 343-359 View citations (1)

2001

19. Trade and Convergence: A Dynamic Panel Data Approach
    Southern Economic Journal, 2001, 68, (1), 133-144