Arife Özdemir Höl profile image
Arife Özdemir Höl Assoc. Prof. Dr. BURDUR MEHMET AKİF ERSOY ÜNİVERSİTESİ
Publication 16 Review 15 CrossRef Cited 55 TR Dizin Cited 47
16 Publication
15 Review
55 CrossRef Cited
47 TR Dizin Cited
0000-0002-9902-9174

Research Fields

Time-Series Analysis Finance and Investment International Finance Financial Markets and Institutions Capital Market Islamic Finance Banking and Insurance Investment and Portfolio Management

Institution

BURDUR MEHMET AKİF ERSOY ÜNİVERSİTESİ

Popular Publications

The Impact of Environmental, Social, and Governance (ESG) News on Financial Performance of Firms: Evidence From Borsa İstanbul
Authors: Erdinç Akyıldırım , Ali Coşkun , İsmail Çelik , Arife Özdemir Höl
Published: 2022 , Ankara Hacı Bayram Veli University Journal of the Faculty of Economics and Administrative Sciences
DOI: 10.26745/ahbvuibfd.1090499
CITED 5 FAVORITE 2 TOTAL DOWNLOAD COUNT 3710

5

2

3710

Return and Volatility Spillover Between Emerging Stock Markets and Precious Metals
Authors: İsmail Çelik , Arife Özdemir , Samet Gürsoy , Hande Uzunoğlu Ünlü
Published: 2018 , Ege Academic Review
DOI: 10.21121/eab.2018237351
CITED 13 FAVORITE 1 TOTAL DOWNLOAD COUNT 1741

13

1

1741

Symmetric and Asymmetric Causality Relationship in Foreign Exchange Markets
Authors: Nazlıgül Gülcan , Arife Özdemir Höl
Published: 2022 , Akademik Araştırmalar ve Çalışmalar Dergisi (AKAD)
DOI: 10.20990/kilisiibfakademik.1037571
CITED 0 FAVORITE 1 TOTAL DOWNLOAD COUNT 953

0

1

953

STRESS EFFECT ON FINANCIAL MARKETS: AN APPLICATION ON SECTOR STOCKS
Authors: Nazlıgül Gülcan , Namıka Boyacıoğlu , Arife Özdemir Höl
Published: 2024 , Pamukkale University Journal of Social Sciences Institute
DOI: 10.30794/pausbed.1384474
CITED 3 FAVORITE 1 TOTAL DOWNLOAD COUNT 1431

3

1

1431

Dynamic Time Warping Algorithm for Portfolio Diversification in BIST30: A Methodological Approach
Authors: İsmail Çelik , Arife Özdemir Höl , Semra Demir
Published: 2025 , Abant Sosyal Bilimler Dergisi
DOI: 10.11616/asbi.1585769
CITED 0 FAVORITE 1 TOTAL DOWNLOAD COUNT 541

0

1

541

Publications

Dynamic Time Warping Algorithm for Portfolio Diversification in BIST30: A Methodological Approach
Authors: İsmail Çelik , Arife Özdemir Höl , Semra Demir
Published: 2025 , Abant Sosyal Bilimler Dergisi
DOI: 10.11616/asbi.1585769
FAVORITE 1 TOTAL DOWNLOAD COUNT 541

1

541

STRESS EFFECT ON FINANCIAL MARKETS: AN APPLICATION ON SECTOR STOCKS
Authors: Nazlıgül Gülcan , Namıka Boyacıoğlu , Arife Özdemir Höl
Published: 2024 , Pamukkale University Journal of Social Sciences Institute
DOI: 10.30794/pausbed.1384474
FAVORITE 1 TOTAL DOWNLOAD COUNT 1431

1

1431

Spread of Volatility Among Financial Assets in Türkiye During Covid-19 Period: TVP-VAR Application
Authors: Arife Özdemir Höl
Published: 2023 , Journal of Economics Business and Political Researches
DOI: 10.25204/iktisad.1204527
FAVORITE 0 TOTAL DOWNLOAD COUNT 1230

0

1230

Investigation of the Relationship Between Stock, Commodity, Foreign Exchange and Digital Money Markets
Authors: Namıka Boyacıoğlu , Arife Özdemir Höl , Nazlıgül Gülcan
Published: 2023 , Istanbul Gelisim University Journal of Social Sciences
DOI: 10.17336/igusbd.950999
FAVORITE 0 TOTAL DOWNLOAD COUNT 1549

0

1549

Effect of Energy Fear on Clean Energy ETF Volatility: TVP-VAR Application
Authors: Arife Özdemir Höl , Nazlıgül Gülcan , Namıka Boyacıoğlu
Published: 2023 , Abant Sosyal Bilimler Dergisi
DOI: 10.11616/asbi.1212753
FAVORITE 0 TOTAL DOWNLOAD COUNT 899

0

899

Assymetric Relations Between Range-Based Realized Volatility Series of Precious Metals
Authors: Arife Özdemir Höl , Nazlıgül Gülcan
Published: 2022 , Alanya Academic Review
DOI: 10.29023/alanyaakademik.1032905
FAVORITE 0 TOTAL DOWNLOAD COUNT 1195

0

1195

The Impact of Environmental, Social, and Governance (ESG) News on Financial Performance of Firms: Evidence From Borsa İstanbul
Authors: Erdinç Akyıldırım , Ali Coşkun , İsmail Çelik , Arife Özdemir Höl
Published: 2022 , Ankara Hacı Bayram Veli University Journal of the Faculty of Economics and Administrative Sciences
DOI: 10.26745/ahbvuibfd.1090499
FAVORITE 2 TOTAL DOWNLOAD COUNT 3710

2

3710

Volatility Spillover between Baltic Dry Index, Oil, Gold, Dollar, and MSCI World Index
Authors: Arife Özdemir Höl , Erdinç Akyıldırım , Şerife Kılıcaslan , Kader Çınar
Published: 2022 , Journal of Research in Economics Politics and Finance
DOI: 10.30784/epfad.1089836
FAVORITE 0 TOTAL DOWNLOAD COUNT 4029

0

4029

Symmetric and Asymmetric Causality Relationship in Foreign Exchange Markets
Authors: Nazlıgül Gülcan , Arife Özdemir Höl
Published: 2022 , Akademik Araştırmalar ve Çalışmalar Dergisi (AKAD)
DOI: 10.20990/kilisiibfakademik.1037571
FAVORITE 1 TOTAL DOWNLOAD COUNT 953

1

953

Investigation of Speculative Bubbles in Financial Markets: The Example of Foreign Exchange Market
Authors: Nazlıgül Gülcan , Namıka Boyacıoğlu, Arife Özdemir Höl
Published: 2021 , Süleyman Demirel University Visionary Journal
DOI: 10.21076/vizyoner.729647
FAVORITE 0 TOTAL DOWNLOAD COUNT 1870

0

1870

PAY PİYASALARINDA ETKİN PİYASALAR HİPOTEZİNİN FARKLI DAĞILIM VARSAYIMLARI BAĞLAMINDA UZUN HAFIZA MODELLERİ İLE TESPİTİ: ABD VE TÜRKİYE KARŞILAŞTIRMASI
Authors: Arife Özdemir , İsmail Çelik
Published: 2020 , Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi
DOI: 10.24889/ifede.481059
FAVORITE 0 TOTAL DOWNLOAD COUNT 1198

0

1198

Return and Volatility Spillover Between Islamic Stock Indices: An Application of Multivarite VAR-EGARCH on Developed and Emerging Markets
Authors: İsmail Çelik , Arife Özdemir , Semra Demir
Published: 2018 , Bulletin of Accounting and Finance Reviews
DOI: 10.32951/mufider.418295
FAVORITE 0 TOTAL DOWNLOAD COUNT 2359

0

2359

Return and Volatility Spillover Between Emerging Stock Markets and Precious Metals
Authors: İsmail Çelik , Arife Özdemir , Samet Gürsoy , Hande Uzunoğlu Ünlü
Published: 2018 , Ege Academic Review
DOI: 10.21121/eab.2018237351
FAVORITE 1 TOTAL DOWNLOAD COUNT 1741

1

1741

Return and Volatility Spillover in Developing Countries: VAR-EGARCH Application to NIMPT Countries
Authors: İsmail Çelik , Arife Özdemir , Semra Demir Gülbahar
Published: 2018 , Finans Politik ve Ekonomik Yorumlar
DOI: -
FAVORITE 0 TOTAL DOWNLOAD COUNT 1476

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1476

RETURNS AND VOLATILITY SPİLLOVER IN THE STOCK MARKET: A LITERATURE REVIEW FROM 1996 TO PRESENT
Authors: Arife Özdemir , Samet Gürsoy
Published: 2014 , Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
DOI: -
FAVORITE 0 TOTAL DOWNLOAD COUNT 2147

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2147

Optimal Hedge Ratio Estimation In Derivative Markets: A Literature Review From 1979 To Present
Authors: İsmail Çelik , Arife Özdemir
Published: 2014 , Mehmet Akif Ersoy University Journal of Social Sciences Institute
DOI: -
FAVORITE 0 TOTAL DOWNLOAD COUNT 1549

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1549

Articles published in
Abant Sosyal Bilimler Dergisi
Abant Sosyal Bilimler Dergisi
Akademik Araştırmalar ve Çalışmalar Dergisi (AKAD)
Akademik Araştırmalar ve Çalışmalar Dergisi (AKAD)
Alanya Academic Review
Alanya Academic Review
Ankara Hacı Bayram Veli University Journal of the Faculty of Economics and Administrative Sciences
Ankara Hacı Bayram Veli University Journal of the Faculty of Economics and Administrative Sciences
Bulletin of Accounting and Finance Reviews
Bulletin of Accounting and Finance Reviews
Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi
Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi
Ege Academic Review
Ege Academic Review
Finans Politik ve Ekonomik Yorumlar
Finans Politik ve Ekonomik Yorumlar
Istanbul Gelisim University Journal of Social Sciences
Istanbul Gelisim University Journal of Social Sciences
Journal of Economics Business and Political Researches
Journal of Economics Business and Political Researches
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
Journal of Research in Economics Politics and Finance
Journal of Research in Economics Politics and Finance
Mehmet Akif Ersoy University Journal of Social Sciences Institute
Mehmet Akif Ersoy University Journal of Social Sciences Institute
Pamukkale University Journal of Social Sciences Institute
Pamukkale University Journal of Social Sciences Institute
Süleyman Demirel University Visionary Journal
Süleyman Demirel University Visionary Journal
Editorial Board Memberships
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty

Reviews

Alanya Academic Review
Alanya Academic Review
Anadolu Üniversitesi Sosyal Bilimler Dergisi
Anadolu Üniversitesi Sosyal Bilimler Dergisi
Bucak İşletme Fakültesi Dergisi
Bucak İşletme Fakültesi Dergisi
Bulletin of Accounting and Finance Reviews
Bulletin of Accounting and Finance Reviews
Ekonomi Bilimleri Dergisi
Ekonomi Bilimleri Dergisi
Hacettepe University Journal of Economics and Administrative Sciences
Hacettepe University Journal of Economics and Administrative Sciences
International Journal of Business and Economic Studies
International Journal of Business and Economic Studies
Journal of Business Innovation and Governance
Journal of Business Innovation and Governance
Journal of Management and Economics Research
Journal of Management and Economics Research
Journal of Research in Economics Politics and Finance
Journal of Research in Economics Politics and Finance
Research of Financial Economic and Social Studies
Research of Financial Economic and Social Studies
The World of Accounting Science
The World of Accounting Science

Publications

STRESS EFFECT ON FINANCIAL MARKETS: AN APPLICATION ON SECTOR STOCKS
Authors: Nazlıgül Gülcan , Namıka Boyacıoğlu , Arife Özdemir Höl
Published: 2024 , Pamukkale University Journal of Social Sciences Institute
DOI: 10.30794/pausbed.1384474
CITED 3 FAVORITE 1 TOTAL DOWNLOAD COUNT 1431

3

1

1431

Spread of Volatility Among Financial Assets in Türkiye During Covid-19 Period: TVP-VAR Application
Authors: Arife Özdemir Höl
Published: 2023 , Journal of Economics Business and Political Researches
DOI: 10.25204/iktisad.1204527
CITED 4 FAVORITE 0 TOTAL DOWNLOAD COUNT 1230

4

0

1230

Investigation of the Relationship Between Stock, Commodity, Foreign Exchange and Digital Money Markets
Authors: Namıka Boyacıoğlu , Arife Özdemir Höl , Nazlıgül Gülcan
Published: 2023 , Istanbul Gelisim University Journal of Social Sciences
DOI: 10.17336/igusbd.950999
CITED 2 FAVORITE 0 TOTAL DOWNLOAD COUNT 1549

2

0

1549

Assymetric Relations Between Range-Based Realized Volatility Series of Precious Metals
Authors: Arife Özdemir Höl , Nazlıgül Gülcan
Published: 2022 , Alanya Academic Review
DOI: 10.29023/alanyaakademik.1032905
CITED 1 FAVORITE 0 TOTAL DOWNLOAD COUNT 1195

1

0

1195

The Impact of Environmental, Social, and Governance (ESG) News on Financial Performance of Firms: Evidence From Borsa İstanbul
Authors: Erdinç Akyıldırım , Ali Coşkun , İsmail Çelik , Arife Özdemir Höl
Published: 2022 , Ankara Hacı Bayram Veli University Journal of the Faculty of Economics and Administrative Sciences
DOI: 10.26745/ahbvuibfd.1090499
CITED 5 FAVORITE 2 TOTAL DOWNLOAD COUNT 3710

5

2

3710

Volatility Spillover between Baltic Dry Index, Oil, Gold, Dollar, and MSCI World Index
Authors: Arife Özdemir Höl , Erdinç Akyıldırım , Şerife Kılıcaslan , Kader Çınar
Published: 2022 , Journal of Research in Economics Politics and Finance
DOI: 10.30784/epfad.1089836
CITED 2 FAVORITE 0 TOTAL DOWNLOAD COUNT 4029

2

0

4029

Investigation of Speculative Bubbles in Financial Markets: The Example of Foreign Exchange Market
Authors: Nazlıgül Gülcan , Namıka Boyacıoğlu, Arife Özdemir Höl
Published: 2021 , Süleyman Demirel University Visionary Journal
DOI: 10.21076/vizyoner.729647
CITED 7 FAVORITE 0 TOTAL DOWNLOAD COUNT 1870

7

0

1870

PAY PİYASALARINDA ETKİN PİYASALAR HİPOTEZİNİN FARKLI DAĞILIM VARSAYIMLARI BAĞLAMINDA UZUN HAFIZA MODELLERİ İLE TESPİTİ: ABD VE TÜRKİYE KARŞILAŞTIRMASI
Authors: Arife Özdemir , İsmail Çelik
Published: 2020 , Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi
DOI: 10.24889/ifede.481059
CITED 7 FAVORITE 0 TOTAL DOWNLOAD COUNT 1198

7

0

1198

Return and Volatility Spillover Between Islamic Stock Indices: An Application of Multivarite VAR-EGARCH on Developed and Emerging Markets
Authors: İsmail Çelik , Arife Özdemir , Semra Demir
Published: 2018 , Bulletin of Accounting and Finance Reviews
DOI: 10.32951/mufider.418295
CITED 11 FAVORITE 0 TOTAL DOWNLOAD COUNT 2359

11

0

2359

Return and Volatility Spillover Between Emerging Stock Markets and Precious Metals
Authors: İsmail Çelik , Arife Özdemir , Samet Gürsoy , Hande Uzunoğlu Ünlü
Published: 2018 , Ege Academic Review
DOI: 10.21121/eab.2018237351
CITED 13 FAVORITE 1 TOTAL DOWNLOAD COUNT 1741

13

1

1741

Popular Publications: It is determined automatically by the researchers doing research in DergiPark according to the statistics of being added to the favorites. CrossRef Cited: The citations shown in DergiPark are drawn from CrossRef. For this, the cited and cited articles must be registered in CrossRef (DOI number). ^: Citation numbers are reflected in the system by DergiPark at certain periods.