Working Papers
Education and Investment Performance: Evidence from an Emerging Market (with Erem Ateşağaoğlu, Bardia Moghtader, Burak Saltoğlu)
[Paper]
An Integrated Approach to Carbon Pricing: Linking Emissions, Offsets, and Carbon Sink Protection (with Ahmet Göncü)
[Paper]
Order Effects, Reciprocity and Equilibrium Play in a TV Show (with Mehmet Y. Gürdal, Yeliz Kaçamak, and Büsra Yavuz)
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The Fork Game: A Graphical Interface for Eliciting Higher-Order Risk Preferences (with Emre Ergin and Mehmet Y. Gürdal)
[Paper]
Machine Learning in Oil Market Volatility Forecasting: The Role of Feature Selection and Forecast Horizon (with Ahmet Göncü and Burak Saltoğlu)
[Paper] [Supplemantary Material]
Machine Learning for Risk Profiling: An Analysis of Pension Fund Participants (with Ahmet Göncü and Burak Saltoğlu)
[Paper]
Unequal Outcomes in Unequal Times: The Distributional Consequences of Turkey's Unorthodox Policies (with Yavuz Selim Kaçmaz, Orhan Torul, İslam Tarlacı)
[Paper]
Job search through weak and strong ties: Theory and evidence from Indonesia (with Andrea Szabo)
[Paper] [Supplemantary Material]
Custom Due Date and Late Payments (with Sinan Ertemel and Mehmet Y. Gürdal)
[Paper] [Supplemantary Material]
Publications
Survey-based Measures of Risk Attitudes and Portfolio Risk: Evidence from Pension Participants (with Burak Saltoğlu) Journal of Behavioral and Experimental Finance, 2024, Vol. 43.
[Paper] [Supplemantary Material]
Predicting Oil Prices: A Comparative Analysis of Machine Learning and Image Recognition Algorithms for Trend Prediction (with Ahmet Göncü and Burak Saltoğlu) Finance Research Letters, 2024, Vol. 67, Part B.
[Paper] [Supplemantary Material]
Heterogeneity in Labor Income Profiles: Evidence from Turkey (with Emrehan Aktuğ and Orhan Torul) Empirical Economics, 2021, 60(5), 2557–2587.
Performance Evaluation of Turkish Pension Fund System (with Burak Saltoğlu, Ayberk Sert, and Ayhan Yüksel) Journal of Capital Markets Studies, (2019) Vol. 3, 18-33.
Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach (with Ahmet Göncü and Mehmet Oğuz Karahan) Bogazici Journal (2019), 33 (1), 25-46
Measures of Individual Risk Attitudes and Portfolio Choice: Evidence from Pension Participants (with Mehmet Y. Gürdal, and Burak Saltoglu (2017). Journal of Economic Psychology, 62, 186--203.
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns (with Ahmet Göncü and Mehmet Oğuz Karahan) The North American Journal of Economics and Finance, (2016) 36, 69-83
Systemic Risk and Heterogeneous Leverage in Banking Networks (with Burak Saltoğlu and Can Sever) Physica A: Statistical Mechanics and its Applications, (2016) 358–375
Network centrality measures and systemic risk: An application to the Turkish financial crisis (with İnci Ömercikoğlu and Burak Saltoğlu) Physica A: Statistical Mechanics and its Applications, (2014) 405, 203-215
Wage-productivity gap in OECD Economies (with Ceyhun Elgin) Economics (2013) 7 (1), 20130021
Current account balances and output volatility (with Ceyhun Elgin) Economic Modelling (2013) 33, 381-387
Fitting the variance-gamma model: A goodness-of-fit check for emerging markets (with Ahmet Göncü and Mehmet Oğuz Karahan) Bogazici Journal (2013), 27 (2), 1-10
A Stochastic Model for Natural Gas Consumption: An Application for Turkey (with Ahmet Göncü and Mehmet Oğuz Karahan) Iktisat Isletme ve Finans, (2013) 28 (332), 33-46
Wage-productivity gap in Turkish Manufacturing Sector (with Ceyhun Elgin) Iktisat Isletme ve Finans (2012) 27 (316), 09-31
Immigration Scenarios: Turkey–EU. (with Refik Erzan and Nilüfer Yıldız) Turkish Studies, (2006) 7(1), pp.33-44.
Growth and Immigration Scenarios: Turkey-EU. (with Refik Erzan and Nilüfer Yıldız) Turkey in Europe Monitor, (2004) (12), 123.