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İsmail Çelik Prof. Dr. BURDUR MEHMET AKİF ERSOY ÜNİVERSİTESİ
Publication 20 Review 42 CrossRef Cited 90 TR Dizin Cited 19
20 Publication
42 Review
90 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

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 3518

5

2

3518

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 1652

13

1

1652

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 3991

9

1

3991

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 2009

0

1

2009

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 1024

4

1

1024

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 478

1

478

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 1024

1

1024

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 2149

1

2149

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 630

0

630

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 729

0

729

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 3518

2

3518

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 2009

1

2009

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 1010

0

1010

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 3991

1

3991

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 1128

0

1128

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 1780

0

1780

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 1177

0

1177

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 2287

0

2287

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 2148

1

2148

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 1652

1

1652

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 1356

0

1356

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 2095

0

2095

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 835

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835

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 1478

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1478

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 2332

0

2332

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
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

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 1024

4

1

1024

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 2149

4

1

2149

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 630

1

0

630

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 3518

5

2

3518

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 3991

9

1

3991

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 1128

7

0

1128

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 9 FAVORITE 0 TOTAL DOWNLOAD COUNT 1780

9

0

1780

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 1177

2

0

1177

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 2287

11

0

2287

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 2148

8

1

2148

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 1652

13

1

1652

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 2095

17

0

2095

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