Riza Demirer

Institution: Southern Illinois University

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://www.siue.edu/business/departments-staff/rdemirer.shtml

First Publication: 2010

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	7.74	1.18	1.60	10.51	-
Last 10 Years	17.15	2.35	2.35	21.86	-
All Time	21.86	3.03	2.35	27.25	-

Publication Statistics

Raw Publications 28

Coauthorship-Adjusted Count 18.68

Publications (28)

Year	Article	Journal	Tier	Authors
2025	Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies	Journal of Empirical Finance	C	4
2024	Technological shocks and stock market volatility over a century	Journal of Empirical Finance	C	3
2023	Anti-herding by hedge funds and its implications for expected returns	Journal of Economic Behavior and Organization	B	3
2023	Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies	Journal of International Money and Finance	B	4
2022	Hedging climate risks with green assets	Economics Letters	C	3
2022	Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks	Economics Letters	C	3
2022	Green investments: A luxury good or a financial necessity?	Energy Economics	A	3
2022	Forecasting oil and gold volatilities with sentiment indicators under structural breaks	Energy Economics	A	4
2022	Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model	Energy Economics	A	3
2022	Oil beta uncertainty and global stock returns	Energy Economics	A	2
2022	Oil price shocks and cost of capital: Does market liquidity play a role?	Energy Economics	A	2
2021	Bitcoin mining activity and volatility dynamics in the power market	Economics Letters	C	3
2020	Oil price shocks, global financial markets and their connectedness	Energy Economics	A	3
2020	Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows	Journal of International Money and Finance	B	4
2019	Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies	Energy Economics	A	4
2019	Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets	Energy Policy	B	3
2019	The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging	Energy Economics	A	3
2018	Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data	Economics Letters	C	2
2018	Global risk aversion and emerging market return comovements	Economics Letters	C	4
2018	Oil returns and volatility: The role of mergers and acquisitions	Energy Economics	A	4
2018	Time-varying rare disaster risks, oil returns and volatility	Energy Economics	A	4
2017	Does speculation in the oil market drive investor herding in emerging stock markets?	Energy Economics	A	3
2017	Oil and stock market momentum	Energy Economics	A	3
2016	Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk	Energy Economics	A	4
2015	Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries	Energy Economics	A	3
2012	The effect of ethanol listing on corn prices: Evidence from spot and futures markets	Energy Economics	A	3
2010	The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective	Energy Economics	A	2
2010	Do investors herd in emerging stock markets?: Evidence from the Taiwanese market	Journal of Economic Behavior and Organization	B	3