Hatice Gaye Gencer

Carbon credit futures as an emerging asset: Hedging, diversification and downside risks

Sercan Demiralay, Hatice Gaye Gencer, Selçuk Bayracı · Energy Economics · 2022 · 56 citations

Economics, Carbon Emission Trading, International Finance +7

How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period

Sercan Demiralay, Hatice Gaye Gencer, Selçuk Bayracı · Technological Forecasting and Social Change · 2021 · 54 citations

Artificial Intelligence, Economics, Business History +8

STOCK‐BOND CO‐MOVEMENTS AND FLIGHT‐TO‐QUALITY IN G7 COUNTRIES: A TIME‐FREQUENCY ANALYSIS

Selçuk Bayracı, Sercan Demiralay, Hatice Gaye Gencer · Bulletin of Economic Research · 2017 · 20 citations

Empirical Finance, Time‐frequency Analysis, Time Series Econometrics +17

Time-varying diversification benefits of commodity futures

Sercan Demiralay, Selçuk Bayracı, Hatice Gaye Gencer · Empirical Economics · 2018 · 18 citations

Economic Diversification, Economics, Financial Economics +7

Volatility Modeling and Value-at-Risk (VaR) Forecasting of Emerging Stock Markets in the Presence of Long Memory, Asymmetry, and Skewed Heavy Tails

Hatice Gaye Gencer, Sercan Demiralay · Emerging Markets Finance and Trade · 2015 · 11 citations

Volatility Modeling, Economics, Financial Economics +15