I hold PhD in Econometrics (Major in Financial Econometrics) and I am Associate
Professor of Econometrics ( Inter-University Council). I teach quantitative techniques,
statistics, econometrics, and mathematics for social sciences. My research is published
in various well-known international journals including Economic Modelling, Physica A:
Statistical Mechanics and Applications, and Electric Power Systems Research. I am cited
more than 170 times in Google Scholar and I refereed for well-known international
journals including Journal of Banking and Finance, European Journal of Finance, European
Journal of Operational Research, Insurance: Mathematics and Economics, and Economic
Modeling. I am also a freelance Content/Journal Selection Reviewer and freelance Advisor
on Financial/Applied Econometrics. My research interests include applied econometrics,
time series analysis, and macroeconomics. 



Exchange rate exposure at the firm and industry levels: Evidence from Turkey, Economic Modelling (2014)

The purpose of this study is to examine industry-weighted exchange rate exposure at the firm...



Forecasting Electricity Price Volatility with the Markov-Switching GARCH Model: Evidence from the Nordic Electric Power Market, Electric Power Systems Research (2013)

In this paper, electricity price behavior in the Nordic electric power market is forecasted with...



Bank Concentration and Non-performing Loans in Central and Eastern European Countries, Journal of Business, Economics and Management (2012)

This paper examines the effect of bank concentration on the non-performing loans (NPLs) for ten...


Value-at-Risk Estimation with Wavelet-Based Extreme Value Theory: Evidence from Emerging Markets, Physica A (2011)

This paper introduces wavelet-based extreme value theory (EVT) for univariate value-at-risk estimation. Wavelets and EVT...



Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey, The Journal of Risk Finance (2010)

Purpose – The purpose of this paper is to use filtered extreme-value theory (EVT) model...