Efe Çağlar Çağlı

Dynamic connectedness and portfolio strategies: Energy and metal markets

Pınar Evrim Mandaci, Efe Çağlar Çağlı, Dilvin Taşkın · Resources Policy · 2020 · 91 citations

Dynamic Connectedness, Energy Commodity, Intertemporal Portfolio Choice +2

Explosive behavior in the prices of Bitcoin and altcoins

Efe Çağlar Çağlı · Finance research letters · 2018 · 83 citations

Economics, Financial Economics, Asset Pricing +8

Herding intensity and volatility in cryptocurrency markets during the COVID-19

Pınar Evrim Mandaci, Efe Çağlar Çağlı · Finance research letters · 2021 · 81 citations · Full text

Market Microstructure, Economics, Financial Economics +9

Environmental, social, and governance (ESG) investing and commodities: dynamic connectedness and risk management strategies

Efe Çağlar Çağlı, Pınar Evrim Mandaci, Dilvin Taşkın · Sustainability Accounting Management and Policy Journal · 2022 · 57 citations

Volatility Modeling, Sustainable Development, Environmental, Social, And Governance +20

The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models

Efe Çağlar Çağlı, Dilvin Taşkın, Pınar Evrim Mandaci · Energy Economics · 2019 · 39 citations

Dynamic Economic Model, Economics, Precious Metals +9