Assoc. Prof. EFE &#199;AĞLAR &#199;AĞLI

ÇAĞLI E. Ç., EVRİM MANDACI P., Taskin D.

RESOURCES POLICY , vol.86, 2023 (SSCI)

Environmental, social, and governance (ESG) investing and commodities: dynamic connectedness and risk management strategies

SUSTAINABILITY ACCOUNTING MANAGEMENT AND POLICY JOURNAL , vol.14, no.5, pp.1052-1074, 2023 (SSCI) Sustainable Development

Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets

ÇAĞLI E. Ç., EVRİM MANDACI P., Taskin D.

EMERGING MARKETS REVIEW , vol.55, 2023 (SSCI)

The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach

FINANCE RESEARCH LETTERS , vol.52, 2023 (SSCI)

Herding intensity and volatility in cryptocurrency markets during the COVID-19

Evrim Mandacı P., Çağlı E. Ç.

FINANCE RESEARCH LETTERS , vol.46, 2022 (SSCI) Sustainable Development

The impact of temperature anomalies on commodity futures

Taskin D., ÇAĞLI E. Ç., EVRİM MANDACI P.

ENERGY SOURCES PART B-ECONOMICS PLANNING AND POLICY , vol.16, no.4, pp.357-370, 2021 (SCI-Expanded) Sustainable Development

Dynamic connectedness and portfolio strategies: Energy and metal markets

EVRİM MANDACI P., ÇAĞLI E. Ç., Taskin D.

RESOURCES POLICY , vol.68, 2020 (SSCI)

The causal linkages between investor sentiment and excess returns on Borsa Istanbul

ÇAĞLI E. Ç., ERGÜN Z. C., DURUKAN SALI M. B.

BORSA ISTANBUL REVIEW , vol.20, no.3, pp.214-223, 2020 (SSCI)

The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models

ÇAĞLI E. Ç., Taskin D., EVRİM MANDACI P.

ENERGY ECONOMICS , vol.84, 2019 (SSCI)

Explosive behavior in the real estate market of Turkey

BORSA ISTANBUL REVIEW , vol.19, no.3, pp.258-263, 2019 (SSCI)

Explosive behavior in the prices of Bitcoin and altcoins

EVRİM MANDACI P., Aktan B., ÇAĞLI E. Ç.

FINANCE RESEARCH LETTERS , vol.29, pp.398-403, 2019 (SSCI)

CO-MOVEMENTS OF REIT INDICES WITH STRUCTURAL CHANGES BEFORE AND DURING THE SUBPRIME MORTGAGE CRISIS: EVIDENCE FROM EURO-MED MARKETS

INTERNATIONAL JOURNAL OF STRATEGIC PROPERTY MANAGEMENT , vol.18, no.1, pp.1-10, 2014 (SSCI)

The long-run relationship between the spot and futures markets under multiple regime-shifts: Evidence from Turkish derivatives exchange

Halac U., TAŞKIN F. D., ÇAĞLI E. Ç.

EXPERT SYSTEMS WITH APPLICATIONS , vol.40, no.10, pp.4206-4212, 2013 (SCI-Expanded)

The Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts

PANOECONOMICUS , vol.60, no.4, pp.499-513, 2013 (SSCI)

Relationships between the US and European stock markets during the recent financial turmoil: evidence from the VARFIMA model

ÇAĞLI E. Ç., Taskin D., EVRİM MANDACI P.

APPLIED ECONOMICS LETTERS , vol.19, no.17, pp.1697-1701, 2012 (SSCI)

Articles Published in Other Journals

The role of uncertainties on sustainable stocks and green bonds

QUALITATIVE RESEARCH IN FINANCIAL MARKETS , vol.15, no.4, pp.647-671, 2023 (ESCI) Sustainable Development

The Interconnectedness across Risk Appetite of Distinct Investor Types in Borsa Istanbul

Çağlı E. Ç., Ergün Z. C., Durukan Salı M. B.

STUDIES IN ECONOMICS & FINANCE , vol.40, no.3, pp.425-444, 2023 (ESCI)

Transportation Services, Financial Market, and Industrial Production in the US: Evidence from the Recursive Evolving Causality Test

BEYZATLAR M. A., ÇAĞLI E. Ç.

Afyon Kocatepe Üniversitesi Sosyal Bilimler Dergisi , vol.24, no.1, pp.183-200, 2022 (Peer-Reviewed Journal) Sustainable Development

Information Transmission between Bitcoin Derivatives and Spot Markets: High-Frequency Causality Analysis with Fourier Approximation

Çağlı E. Ç., Evrim Mandacı P.

Economics and Business Letters , vol.10, no.4, pp.394-402, 2021 (ESCI)

DYNAMIC CONNECTEDNESS BETWEEN ISLAMIC MENA STOCK MARKETS AND GLOBAL FACTORS

ÇAĞLI E. Ç., TAŞKIN YEŞİLOVA F. D.

INTERNATIONAL JOURNAL OF ECONOMICS MANAGEMENT AND ACCOUNTING , vol.29, no.1, pp.93-127, 2021 (ESCI)

Foreign Exchange Rate Movements of Fragile Five Economies: Do They Follow the U.S. Dollar Index?

Atatürk Üniversitesi İktisadi ve İdari Bilimler Dergisi , vol.33, no.2, pp.479-494, 2019 (Peer-Reviewed Journal)

The Causality Between Consumer Confidence Index and Stock Returns: Evidence from Recursive Evolving Granger Causality Test

Çağlı E. Ç., Korkmaz E., Durukan Salı M. B.

Journal of Yaşar University , vol.14, pp.164-172, 2019 (Peer-Reviewed Journal)

Does Sentiment Affect Capital Structure Decisions?

Journal of Business, Economics and Finance , vol.7, no.4, pp.340-345, 2018 (Peer-Reviewed Journal)

Detecting Multiple Bubbles in International Stock Markets with Recursive Flexible Windows

Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi , vol.19, no.2, pp.193-200, 2018 (Peer-Reviewed Journal)

Türkiye Konut Piyasasında Balon Var Mı? İstatistiki Bölge Birimleri Üzerine Bir Analiz

Finans Politik ve Ekonomik Yorumlar Dergisi , vol.55, no.646, pp.85-113, 2018 (Peer-Reviewed Journal)

Detecting Bubbles in the US Stock Market: A New Evidence from the Bootstrap Cointegration Test in ESTAR Error Correction Model

The Empirical Economics Letters , vol.16, no.9, pp.941-950, 2017 (Peer-Reviewed Journal)

Borsa İstanbul’da Rasyonel Balon Varlığı: Sektör Endeksleri Üzerine Bir Analiz

Finans Politik ve Ekonomik Yorumlar Dergisi , vol.54, no.629, pp.63-76, 2017 (Peer-Reviewed Journal)

Who Drives Whom? Investigating the Relationship Between the Major Stock Markets

TAŞKIN YEŞİLOVA F. D., ÇAĞLI E. Ç., HALAÇ U.

Financial Studies , vol.20, no.2, pp.6-24, 2016 (Peer-Reviewed Journal)

The impact of oil price shocks on the volatility of the Turkish stock market

International Journal of Accounting and Finance , vol.6, no.1, pp.1-23, 2016 (Peer-Reviewed Journal)

The interactions between oil prices and Borsa Istanbul sector indices

ÇAĞLI E. Ç., Taşkin F. D., Mandaci P. E.

International Journal of Economic Policy in Emerging Economies , vol.7, no.1, pp.55-65, 2014 (Scopus) Sustainable Development

Petrol Ve Doğalgaz Fiyatları İle İmalat Ve Kimya Petrol Plastik Sektörlerinin Endeksleri Arasındaki İlişki

ÖZTÜRK M. B., KURT GÜMÜŞ G., TAŞKIN F. D., ÇAĞLI E. Ç.

Niğde Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi , vol.6, no.2, pp.64-74, 2013 (Peer-Reviewed Journal) Sustainable Development

Volatility Shifts and Persistence in Variance Evidence from the Sector Indices of Istanbul Stock Exchange

ÇAĞLI E. Ç., EVRİM MANDACI P., KAHYAOĞLU H.

International Journal of Economic Sciences and Applied Research , vol.3, no.2, pp.119-140, 2011 (Peer-Reviewed Journal)

Stock and bond market interactions with two regime shifts: Evidence from Turkey

EVRİM MANDACI P., KAHYAOĞLU H., ÇAĞLI E. Ç.

Applied Financial Economics , vol.21, no.18, pp.1355-1368, 2011 (Scopus)

Testing long-run relationship between stock market and macroeconomic variables in the presence of structural breaks: The Turkish case

ÇAĞLI E. Ç., Halaç U., Taşkin D.

International Research Journal of Finance and Economics , vol.48, pp.50-61, 2010 (Scopus)

An Examination of Risk and Return Trade off in Manufacturing Industry: An Asset Pricing Approach

ÇELİK Ş., EVRİM MANDACI P., ÇAĞLI E. Ç.

Middle Eastern Finance and Economics , vol.4, no.1, pp.5-27, 2009 (Peer-Reviewed Journal)

Refereed Congress / Symposium Publications in Proceedings

Dynamic Connectedness between Green Energy and Fossil Energy Markets

Evrim Mandacı P., Çağlı E. Ç., Taşkın F. D., Tedik Kocakaya B.

7th International Conference on Energy Economics and Energy Policy (ICEEEP 2023), Barcelona, Spain, 28 - 30 April 2023, pp.1-8 Sustainable Development

Exploring the Herding Behavior and its Impacts on Cryptocurrency Markets

Evrim Mandacı P., Çağlı E. Ç., Taşkın F. D.

The International Conference on Modern Research in Management, Economics and Accounting, Berlin, Germany, 17 - 19 March 2023, pp.1-12

OVERCONFIDENCE IN CRYPTOCURRENCY MARKETS

Evrim Mandacı P., Çağlı E. Ç., Taşkın F. D.

2022 FMA Global Conference in the Middle East, Dubai, United Arab Emirates, 14 - 16 November 2022, pp.1-16 Sustainable Development

Time and Frequency Connectedness of Cryptocurrency, Stock, Currency, Energy, and Precious Metals Markets

ÇAĞLI E. Ç., EVRİM MANDACI P., TAŞKIN YEŞİLOVA F. D.

CRYPTOCURRENCY RESEARCH CONFERENCE 2021, Southampton, United Kingdom, 16 September 2021

Environmental, social, and governance (ESG) investing and commodities: dynamic connectedness and risk management strategies

ICEEE'2021 International Conference on Economics, Energy and Environment, Turkey, 1 - 03 July 2021

The Impact Of Temperature Anomalies On Energy And Agricultural Commodity Futures

TAŞKIN YEŞİLOVA F. D., EVRİM MANDACI P., ÇAĞLI E. Ç.

International Conference on Economics, Energy and Environment, Nevşehir, Turkey, 23 - 25 April 2020

Volatility Spillover Effects in Borsa Istanbul: Dynamic Connectedness Approach Based on VAR

VI. International Conference on Applied Economics and Finance, Balıkesir, Turkey, 16 - 17 November 2019, pp.58

The Relationship Between Debt Securities and Bank Stock Returns

ÇAĞLI E. Ç., KORKMAZ E.

23. Finans Sempozyumu, Antalya, Turkey, 9 - 12 October 2019, pp.297-308

Price-Volume Relation in Borsa Istanbul

23. Finans Sempozyumu, Antalya, Turkey, 9 - 12 October 2019, pp.982-997

Information Efficiency and the Closed-end Fund Discount Puzzle

Sultan J., ÇAĞLI E. Ç.

The International Finance and Banking Society (IFABS) Angers 2019 Conference, Angers, France, 27 - 29 June 2019

The Causal Impact of Investor Sentiment on Stock Returns: Evidence from Recursive Evolving Granger Causality Test

4th International Conference on Applied Economics and Finance, Aydın, Turkey, 28 - 30 November 2018, pp.89

Re-Visiting the Turkish Stock Market Efficiency: Evidence from Adaptive Wild Bootstrap Testing Procedures

ÇAĞLI E. Ç., KORKMAZ E., DURUKAN SALI M. B.

Istanbul Finance Congress, Turkey, 1 - 02 November 2018, vol.8, pp.38-42

Does Sentiment Affect Capital Structure Decisions?

Istanbul Finance Congress (IFC-2018), İstanbul, Turkey, 1 - 02 November 2018

Foreign Exchange Rate Movements of Fragile Five Economies: Do They Follow the U.S. Dollar Index?

ÇAĞLI E. Ç., TAŞKIN YEŞİLOVA F. D.

22. Finans Sempozyumu, Turkey, 10 - 13 October 2018, pp.531-542

The Effect of Investor Sentiment on Borsa Istanbul in the Presence of Structural Breaks

ÇAĞLI E. Ç., CAN ERGÜN Z., DURUKAN SALI M. B.

22. Finans Sempozyumu, Mersin, Turkey, 10 - 13 October 2018, pp.1085-1096

The Efficiency of Commodities Markets: Energy, Precious Metals, and Base Metals

ÇAĞLI E. Ç., TAŞKIN YEŞİLOVA F. D., EVRİM MANDACI P.

3rd International Conference on Applied Economics and Finance, Girne, Cyprus (Kktc), 6 - 07 December 2017, pp.88

Türkiye Konut Sektöründe Rasyonel Balon Araştırması

TAŞKIN YEŞİLOVA F. D., ÇAĞLI E. Ç., EVRİM MANDACI P.

21. Finans Sempozyumu, Balıkesir, Turkey, 18 - 21 October 2017, pp.789-808

The Performance of Deposit and Islamic Banks in Turkey

EconAnadolu 2013: Anadolu International Conference on Economics III, Eskişehir, Turkey, 19 - 21 June 2013, pp.269

Sermaye Yapısı Kararları ve Temettü Politikalarının Hisse Senedi Getirilerine Etkisi: İmalat Sanayi Üzerine Uygulama

EVRİM MANDACI P., ÇELİK Ş., ÇAĞLI E. Ç.

15. Ulusal Finans Sempozyumu, Turkey, 12 - 15 October 2011, pp.92-101

Yapısal Kırılmalar Altında Oynaklık Öngörümlemesi: İstanbul Menkul Kıymetler Borsası Finansal Sektör Endeksleri Örneği

TAŞKIN YEŞİLOVA F. D., ÇAĞLI E. Ç.

16. FİNANS SEMPOZYUMU, Turkey, 10 - 13 October 2012

Impact of Oil Price and Exchange Rate on Economic Output Level: Evidence from Turkey

1st International Symposium on Accounting and Finance, Gaziantep, Turkey, 31 May - 02 June 2012

The Linkages Between the U.S. Crude Oil Prices and the Sub-Sector Indices of Istanbul Stock Exchange: Evidence from the VARFIMA Model

ÇAĞLI E. Ç., TAŞKIN YEŞİLOVA F. D., EVRİM MANDACI P.

1.International Symposium on Accounting and Finance, Gaziantep, Turkey, 31 May - 02 June 2012

The Impact of Oil Price Shocks on the Volatility of Turkish Stock Market

TAŞKIN YEŞİLOVA F. D., HALAÇ U., ÇAĞLI E. Ç.

EuroConference 2011:Crises and Recovery in EmergingMarkets, İzmir, Turkey, 27 - 30 June 2011, pp.157

İmalat ve Kimya-Petrol-Plastik Sektörlerinin Endeksleri Arasındaki İlişki

ÖZTÜRK M. B., KURT GÜMÜŞ G., TAŞKIN YEŞİLOVA F. D., ÇAĞLI E. Ç.

14. Ulusal Finans Sempozyumu, Turkey, 3 - 06 November 2010, pp.337-346 Sustainable Development

Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange

ÇAĞLI E. Ç., EVRİM MANDACI P., KAHYAOĞLU H.

The Society for the Study of Emerging Markets Euro Conference 2010, Muğla, Turkey, 16 - 18 July 2010

The Turkish Stock Market Integration with Oil Prices: Co-integration analysis with two unknown regime shifts

HALAÇ U., TAŞKIN YEŞİLOVA F. D., ÇAĞLI E. Ç.

9th International Conference of the Middle East Economic Association, İstanbul, Turkey, 24 - 26 June 2010, pp.27-28

Standartlara Eleştirel Bakış: Standart mı? Kaos mu?

BALSARI Ç., ÇAĞLI E. Ç.

13. Türkiye Muhasebe Standartları Sempozyumu, Cyprus (Kktc), 18 - 22 November 2009, pp.50-60

Books & Book Chapters

The Causal Relationship between Returns and Trading Volume in Cryptocurrency Markets: Recursive Evolving Approach

in: Blockchain Economics and Crypto Markets: Financial Innovations in the Digital Age, Hacıoğlu, Ümit, Editor, Springer, Cham, pp.167-190, 2019

Equity Risk Premium Forecasting the Equity Risk Premium with Macroeconomic and Technical Indicators: International Evidence

Kriter Yayınevi, İstanbul, 2018

I-İ Harfleriyle Başlayan Finansal Kavramlar