Samet Gunay

TL;DR: Positive and economically meaningful spillovers from falling oil prices to both renewable energy and coal markets are found, however, this result is only found for the narrow portion of the authors' sample surrounding the negative WTI event.

TL;DR: In this paper, the authors investigated the impact of COVID-19 social distancing on the US service sector and found that the relationship between airlines and entertainment venues is unstable, restaurants and hotels demonstrate stable co-movement.

TL;DR: In this paper, the influence of the COVID-19 pandemic on six different stock markets was examined for four different time intervals to reveal the effect of the contagion phenomenon.

TL;DR: In this article, the authors analyzed the effect of the COVID-19 pandemic on currency markets, with a comparison to the global financial crisis (GFC), employing Kapetanios m-break unit root test, investigations of standalone risk measures (downside variance, upside risk, volatility skewness, Gaussian value at risk, historical VaR, modified VaR) and Diebold-Yilmaz volatility spillover analysis.

TL;DR: In this paper, the effects of internal political risk on the Turkish stock market in the period of 2001-2014 were analyzed through various methods to obtain breaks and regimes in the return volatilities of the BIST100 index.