Research
Working Papers
Second-Price Auctions with Resale Under State Uncertainty (with T. U. Kuzubas), Working Paper, [pdf]
Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach (with Ahmet Goncu and T.U. Kuzubas), Working Paper, [pdf]
Publications
A Comparative Goodness-of-Fit Analysis of Distributions of Some Lévy Processes and Heston Model to Stock Index Returns (with Ahmet Goncu and T.U. Kuzubas), The North American Journal of Economics and Finance, 2016, 36, 69-83 [pdf]
Price Discovery Between New York Stock Exchange and Istanbul Stock Exchange (with A. Ascioglu and N. Yilmaz), Emerging Markets Finance and Trade, 2015, 51:1, 247-258 [pdf]
A Stochastic Model for Natural Gas Consumption: An Application for Turkey (with A. Goncu and T. U. Kuzubas), Iktisat Isletme ve Finans, 2013, 28 (332), 33-46
Pricing of Temperature-based Weather Contracts for Turkey (with A. Goncu and T. U. Kuzubas), Iktisat Isletme ve Finans, 2011, 26 (309), 33-50
Analysis of Trading Activity and Liquidity in Istanbul Stock Exchange, Ph.D Thesis, 2012
On Properties of Return Distributions in Istanbul Stock Exchange, Master's Thesis, 2004
Second-Price Auctions with Resale Under State Uncertainty (with T. U. Kuzubas), Working Paper, [pdf]
Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach (with Ahmet Goncu and T.U. Kuzubas), Working Paper, [pdf]
Publications
A Comparative Goodness-of-Fit Analysis of Distributions of Some Lévy Processes and Heston Model to Stock Index Returns (with Ahmet Goncu and T.U. Kuzubas), The North American Journal of Economics and Finance, 2016, 36, 69-83 [pdf]
Price Discovery Between New York Stock Exchange and Istanbul Stock Exchange (with A. Ascioglu and N. Yilmaz), Emerging Markets Finance and Trade, 2015, 51:1, 247-258 [pdf]
A Stochastic Model for Natural Gas Consumption: An Application for Turkey (with A. Goncu and T. U. Kuzubas), Iktisat Isletme ve Finans, 2013, 28 (332), 33-46
Pricing of Temperature-based Weather Contracts for Turkey (with A. Goncu and T. U. Kuzubas), Iktisat Isletme ve Finans, 2011, 26 (309), 33-50
Analysis of Trading Activity and Liquidity in Istanbul Stock Exchange, Ph.D Thesis, 2012
On Properties of Return Distributions in Istanbul Stock Exchange, Master's Thesis, 2004