Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? (with Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch), Journal of Forecasting, 2023
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment (with Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch ) Journal of Forecasting, 2023
Climate Risks and State-Level Stock-Market Realized Volatility (with Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch) Journal of Financial Markets, 2023
Climate risks and realized volatility of major commodity currency exchange rates" (with Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch), Journal of Financial Markets, 2022
El Niño, La Niña, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach (with Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch ), Journal of Forecasting, 2022
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? (with Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch), Energy Economics, 2021
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note (with Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch), International Journal of Finance, 2021
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Kurtosis? (with Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch), Journal of Forecasting, 2021
A Note of investor happyness and the predictability of realized volatility of gold (with K. Gikillas, R. Gupta and C. Pierdzioch) Finance Research Letters, 2021
Moments-based spillovers across gold and oil markets (with R. Gupta,, C.K.M. Lau and S. Wang ) Energy Economics, 2020
Investor Happiness and Predictability of the Realized Volatility of Oil Price (with Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch) Sustainability, 2020
Realized Correlations, Betas and Volatility Spillover in the Commodity Market: What Has Changed? Journal of International Financial Markets, Institutions and Money , 2019
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach (with N. Apergis, R. Gupta and C. Kyei ), Defense and Peace Economics, 2019
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests (with R. Demirer and R. Gupta ) OPEC Energy Review, 2019
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach (with R. Demirer, R. Gupta and C. Pierdzioch) Resources Policies, 2018
Geopolitical Risks and Stock Market Dynamics of the BRICS (with M. Balcilar, R. Demirer and R. Gupta) Economic Systems, 2018
The Effect of Investor Sentiment on Gold Market Dynamics (with M. Balcilar, R. Demirer and R. Gupta) Resources Policies, 2017
Risk spillovers in international equity portfolios (with A. Ranaldo and M. Caporin) Journal of Empirical Finance, 2013
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices (with A. Ranaldo and M. Caporin) European Journal of Finance, 2012
Modeling fat tails in stock returns: a multivariate stable-GARCH approach Computational Statistics, 2011
Robust estimation of skewness and kurtosis in distributions with infinite higher moments Finance Research Letters, 2010
Comovement and Financialization in the Commodity Market (with L. Taschini), 2020 London School of Economics Working Paper, 2015
Forecasting Realized (Co)Variances with a Block Structure Wishart Autoregressive Model (with A. Ranaldo and M. Caporin)
Swiss National Bank Working Paper, 2013
Estimating the Degrees of Freedom of the Realized Volatility Wishart Autoregressive Model, 2009
Risk Spillover in the Commodity Market: Is There Any Financialization Effect? (with L. Taschini), 2015