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İsmail Çelik Prof. Dr. BURDUR MEHMET AKİF ERSOY ÜNİVERSİTESİ
Publication 20 Review 42 CrossRef Cited 95 TR Dizin Cited 19
20 Publication
42 Review
95 CrossRef Cited
19 TR Dizin Cited
0000-0002-6330-754X

Research Fields

Time-Series Analysis Financial Institutions International Finance Financial Markets and Institutions

Institution

BURDUR MEHMET AKİF ERSOY ÜNİVERSİTESİ

Popular 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
CITED 1 FAVORITE 2 TOTAL DOWNLOAD COUNT 605

1

2

605

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 3932

5

2

3932

MODELING, FORECASTING THE CRYPTOCURRENCY MARKET VOLATILITY AND VALUE AT RISK DYNAMICS OF BITCOIN
Authors: Hilmi Tunahan Akkuş , İsmail Çelik
Published: 2020 , The World of Accounting Science
DOI: 10.31460/mbdd.726952
CITED 9 FAVORITE 1 TOTAL DOWNLOAD COUNT 4464

9

1

4464

Dynamic connectedness between financial assets in Turkey: Evidence from the TVP-VAR model
Authors: Erdinç Akyıldırım , Hidayet Güneş , İsmail Çelik
Published: 2022 , Gazi Journal of Economics and Business
DOI: 10.30855/gjeb.2022.8.2.010
CITED 0 FAVORITE 1 TOTAL DOWNLOAD COUNT 2301

0

1

2301

VALIDITY OF PURCHASING POWER PARITY HYPOTHESIS IN TURKEY: EVIDENCE FROM LONG MEMORY TESTS
Authors: Harun Kaya , İsmail Çelik
Published: 2018 , Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
DOI: 10.30798/makuiibf.406276
CITED 8 FAVORITE 1 TOTAL DOWNLOAD COUNT 2314

8

1

2314

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 2 TOTAL DOWNLOAD COUNT 605

2

605

THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND INCOME-VOLATILITY: EVIDENCE FROM DEVELOPED COUNTRY EXCHANGES
Authors: Serkan Kaya , Murat Kaya , İsmail Çelik
Published: 2023 , Bulletin of Accounting and Finance Reviews
DOI: 10.32951/mufider.1205714
FAVORITE 1 TOTAL DOWNLOAD COUNT 1202

1

1202

ANALYSIS OF HERDING BEHAVIOR IN CRYPTOCURRENCY MARKETS: NEW EVIDENCE FROM TOP CRYPTOCURRENCIES
Authors: Hilmi Tunahan Akkuş , İsmail Çelik , Tayfun Karakaya
Published: 2023 , Research of Financial Economic and Social Studies
DOI: 10.29106/fesa.1216301
FAVORITE 1 TOTAL DOWNLOAD COUNT 2545

1

2545

Return And Volatility Spillover Between Energy Commodities: Evidence From the VAR-EGARCH Model
Authors: Sevinç Şahin Dağlı , İsmail Çelik
Published: 2022 , Gaziantep University Journal of Social Sciences
DOI: 10.21547/jss.1089183
FAVORITE 0 TOTAL DOWNLOAD COUNT 751

0

751

ÇEVRESEL KUZNETS EĞRİSİ HİPOTEZİ’NİN TÜRKİYE’DE GEÇERLİLİĞİNİN TESTİ
Authors: Semra Demir Gülbahar , Sevinç Şahin Dağlı , İsmail Çelik
Published: 2022 , Bulletin of Accounting and Finance Reviews
DOI: 10.32951/mufider.1133427
FAVORITE 0 TOTAL DOWNLOAD COUNT 879

0

879

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 3932

2

3932

Dynamic connectedness between financial assets in Turkey: Evidence from the TVP-VAR model
Authors: Erdinç Akyıldırım , Hidayet Güneş , İsmail Çelik
Published: 2022 , Gazi Journal of Economics and Business
DOI: 10.30855/gjeb.2022.8.2.010
FAVORITE 1 TOTAL DOWNLOAD COUNT 2301

1

2301

THE LONG MEMORY BEHAVIOR IN TIME-VARYING BETA: AN EMPIRICAL APPLICATION ON BIST
Authors: Hüseyin Keskin , İsmail Çelik
Published: 2020 , Süleyman Demirel University Visionary Journal
DOI: 10.21076/vizyoner.733976
FAVORITE 0 TOTAL DOWNLOAD COUNT 1172

0

1172

MODELING, FORECASTING THE CRYPTOCURRENCY MARKET VOLATILITY AND VALUE AT RISK DYNAMICS OF BITCOIN
Authors: Hilmi Tunahan Akkuş , İsmail Çelik
Published: 2020 , The World of Accounting Science
DOI: 10.31460/mbdd.726952
FAVORITE 1 TOTAL DOWNLOAD COUNT 4464

1

4464

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 1295

0

1295

INVESTIGATION OF RATIONAL BUBBLES AND VOLATILITY SPILLOVERS IN COMMODITY MARKETS: EVIDENCES FROM PRECIOUS METALS
Authors: İsmail Çelik , Hilmi Tunahan Akkuş , Nazlıgül Gülcan
Published: 2019 , Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
DOI: 10.30798/makuiibf.586527
FAVORITE 0 TOTAL DOWNLOAD COUNT 1990

0

1990

ASYMMETRY EFFECT IN DUAL LONG MEMORY: BIST BANK CASE
Authors: Harun Kaya , İsmail Çelik
Published: 2019 , Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
DOI: 10.30798/makuiibf.516455
FAVORITE 0 TOTAL DOWNLOAD COUNT 1293

0

1293

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 2435

0

2435

VALIDITY OF PURCHASING POWER PARITY HYPOTHESIS IN TURKEY: EVIDENCE FROM LONG MEMORY TESTS
Authors: Harun Kaya , İsmail Çelik
Published: 2018 , Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
DOI: 10.30798/makuiibf.406276
FAVORITE 1 TOTAL DOWNLOAD COUNT 2314

1

2314

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 1862

1

1862

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 1537

0

1537

THE MEASUREMENT OF FINANCIAL PERFORMANCE EFFICIENCY IN INDUSTRIAL PRODUCTION INDUSTRY WITH DATA ENVELOPMENT ANALYSIS: A STUDY ON STOCK EXCHANGE IN ISTANBUL
Authors: İsmail Çelik , Semra Ayan
Published: 2017 , Süleyman Demirel University Visionary Journal
DOI: 10.21076/vizyoner.285998
FAVORITE 0 TOTAL DOWNLOAD COUNT 2329

0

2329

Vadeli İşlem Piyasasında Optimal Hedge Rasyosunun Statik ve Dinamik Teknikler Yardımıyla Hesaplanması
Authors: İsmail Çelik
Published: 2016 , Uluslararası Alanya İşletme Fakültesi Dergisi
DOI: -
FAVORITE 0 TOTAL DOWNLOAD COUNT 944

0

944

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 1593

0

1593

THE ROLE OF TAX DISCOUNT IN LOCAL ECONOMIC GROWTH AND A CASE STUDY FOR BURDUR
Authors: İsmail Çelik , Hakan Tunç, Murat Kaya
Published: 2013 , Mehmet Akif Ersoy University Journal of Social Sciences Institute
DOI: -
FAVORITE 0 TOTAL DOWNLOAD COUNT 2427

0

2427

Articles published in
Abant Sosyal Bilimler Dergisi
Abant Sosyal Bilimler Dergisi
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
Gaziantep University Journal of Social Sciences
Gaziantep University Journal of Social Sciences
Gazi Journal of Economics and Business
Gazi Journal of Economics and Business
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
Mehmet Akif Ersoy University Journal of Social Sciences Institute
Mehmet Akif Ersoy University Journal of Social Sciences Institute
Research of Financial Economic and Social Studies
Research of Financial Economic and Social Studies
Süleyman Demirel University Visionary Journal
Süleyman Demirel University Visionary Journal
The World of Accounting Science
The World of Accounting Science
Uluslararası Alanya İşletme Fakültesi Dergisi
Uluslararası Alanya İşletme Fakültesi Dergisi
Editorship
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
Editor
Editorial Board Memberships
Bucak İşletme Fakültesi Dergisi
Bucak İşletme Fakültesi Dergisi
Bulletin of Accounting and Finance Reviews
Bulletin of Accounting and Finance Reviews
Erciyes University Journal of Faculty of Economics and Administrative Sciences
Erciyes University Journal of Faculty of Economics and Administrative Sciences
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
Mehmet Akif Ersoy University Journal of Social Sciences Institute
Mehmet Akif Ersoy University Journal of Social Sciences Institute
Scientific Journal of Finance and Financial Law Studies
Scientific Journal of Finance and Financial Law Studies

Reviews

Academic Review of Economics and Administrative Sciences
Academic Review of Economics and Administrative Sciences
Alanya Academic Review
Alanya Academic Review
Bolu Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi
Bolu Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi
Bulletin of Accounting and Finance Reviews
Bulletin of Accounting and Finance Reviews
Dumlupınar Üniversitesi Sosyal Bilimler Dergisi
Dumlupınar Üniversitesi Sosyal Bilimler Dergisi
Ege Academic Review
Ege Academic Review
Ekonomi Bilimleri Dergisi
Ekonomi Bilimleri Dergisi
Environmental Research and Technology
Environmental Research and Technology
Gaziantep University Journal of Social Sciences
Gaziantep University Journal of Social Sciences
Journal of Business and Trade
Journal of Business and Trade
Journal of Economics and Administrative Sciences
Journal of Economics and Administrative Sciences
Journal of Management and Economics Research
Journal of Management and Economics Research
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
MTÜ Sosyal ve Beşeri Bilimler Dergisi
MTÜ Sosyal ve Beşeri Bilimler Dergisi
Oneri
Oneri
Pamukkale University Journal of Social Sciences Institute
Pamukkale University Journal of Social Sciences Institute
Research of Financial Economic and Social Studies
Research of Financial Economic and Social Studies
Selçuk Üniversitesi Akşehir Meslek Yüksekokulu Sosyal Bilimler Dergisi
Selçuk Üniversitesi Akşehir Meslek Yüksekokulu Sosyal Bilimler Dergisi
Süleyman Demirel University Visionary Journal
Süleyman Demirel University Visionary Journal
The International Journal of Economic and Social Research
The International Journal of Economic and Social Research
Tourism Academic Journal
Tourism Academic Journal
Yaşar Üniversitesi E-Dergisi
Yaşar Üniversitesi E-Dergisi

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
CITED 1 FAVORITE 2 TOTAL DOWNLOAD COUNT 605

1

2

605

THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND INCOME-VOLATILITY: EVIDENCE FROM DEVELOPED COUNTRY EXCHANGES
Authors: Serkan Kaya , Murat Kaya , İsmail Çelik
Published: 2023 , Bulletin of Accounting and Finance Reviews
DOI: 10.32951/mufider.1205714
CITED 4 FAVORITE 1 TOTAL DOWNLOAD COUNT 1202

4

1

1202

ANALYSIS OF HERDING BEHAVIOR IN CRYPTOCURRENCY MARKETS: NEW EVIDENCE FROM TOP CRYPTOCURRENCIES
Authors: Hilmi Tunahan Akkuş , İsmail Çelik , Tayfun Karakaya
Published: 2023 , Research of Financial Economic and Social Studies
DOI: 10.29106/fesa.1216301
CITED 4 FAVORITE 1 TOTAL DOWNLOAD COUNT 2545

4

1

2545

Return And Volatility Spillover Between Energy Commodities: Evidence From the VAR-EGARCH Model
Authors: Sevinç Şahin Dağlı , İsmail Çelik
Published: 2022 , Gaziantep University Journal of Social Sciences
DOI: 10.21547/jss.1089183
CITED 1 FAVORITE 0 TOTAL DOWNLOAD COUNT 751

1

0

751

ÇEVRESEL KUZNETS EĞRİSİ HİPOTEZİ’NİN TÜRKİYE’DE GEÇERLİLİĞİNİN TESTİ
Authors: Semra Demir Gülbahar , Sevinç Şahin Dağlı , İsmail Çelik
Published: 2022 , Bulletin of Accounting and Finance Reviews
DOI: 10.32951/mufider.1133427
CITED 1 FAVORITE 0 TOTAL DOWNLOAD COUNT 879

1

0

879

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 3932

5

2

3932

THE LONG MEMORY BEHAVIOR IN TIME-VARYING BETA: AN EMPIRICAL APPLICATION ON BIST
Authors: Hüseyin Keskin , İsmail Çelik
Published: 2020 , Süleyman Demirel University Visionary Journal
DOI: 10.21076/vizyoner.733976
CITED 1 FAVORITE 0 TOTAL DOWNLOAD COUNT 1172

1

0

1172

MODELING, FORECASTING THE CRYPTOCURRENCY MARKET VOLATILITY AND VALUE AT RISK DYNAMICS OF BITCOIN
Authors: Hilmi Tunahan Akkuş , İsmail Çelik
Published: 2020 , The World of Accounting Science
DOI: 10.31460/mbdd.726952
CITED 9 FAVORITE 1 TOTAL DOWNLOAD COUNT 4464

9

1

4464

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 1295

7

0

1295

INVESTIGATION OF RATIONAL BUBBLES AND VOLATILITY SPILLOVERS IN COMMODITY MARKETS: EVIDENCES FROM PRECIOUS METALS
Authors: İsmail Çelik , Hilmi Tunahan Akkuş , Nazlıgül Gülcan
Published: 2019 , Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
DOI: 10.30798/makuiibf.586527
CITED 10 FAVORITE 0 TOTAL DOWNLOAD COUNT 1990

10

0

1990

ASYMMETRY EFFECT IN DUAL LONG MEMORY: BIST BANK CASE
Authors: Harun Kaya , İsmail Çelik
Published: 2019 , Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
DOI: 10.30798/makuiibf.516455
CITED 2 FAVORITE 0 TOTAL DOWNLOAD COUNT 1293

2

0

1293

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 2435

11

0

2435

VALIDITY OF PURCHASING POWER PARITY HYPOTHESIS IN TURKEY: EVIDENCE FROM LONG MEMORY TESTS
Authors: Harun Kaya , İsmail Çelik
Published: 2018 , Journal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
DOI: 10.30798/makuiibf.406276
CITED 8 FAVORITE 1 TOTAL DOWNLOAD COUNT 2314

8

1

2314

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 14 FAVORITE 1 TOTAL DOWNLOAD COUNT 1862

14

1

1862

THE MEASUREMENT OF FINANCIAL PERFORMANCE EFFICIENCY IN INDUSTRIAL PRODUCTION INDUSTRY WITH DATA ENVELOPMENT ANALYSIS: A STUDY ON STOCK EXCHANGE IN ISTANBUL
Authors: İsmail Çelik , Semra Ayan
Published: 2017 , Süleyman Demirel University Visionary Journal
DOI: 10.21076/vizyoner.285998
CITED 17 FAVORITE 0 TOTAL DOWNLOAD COUNT 2329

17

0

2329

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