Riza Demirer

Distinguished Research Professor

Southern Illinois University Edwardsville

United States

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Riza Demirer is a Distinguished Research Professor at Southern Illinois University Edwardsville, USA. His research focuses on finance, particularly in the areas of climate risk, market volatility, and the effects of geopolitical risks on financial markets. Recent publications include analyses of green stocks, industry diversification strategies, and the predictability of stock market behaviors through machine learning models.

Articles (19)

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Collaborators (6)

Roman Ferrer

Professor

University of Valencia

SPAIN

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David Gabauer

Senior Lecturer

Lincoln University

NEW ZEALAND

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Ihsan Badshah

Senior Lecturer in Finance

University of Auckland

NEW ZEALAND

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Prasad Hegde

NEW ZEALAND

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Sara Ali

Academic Database Advisor/Senior Lecturer

University of Auckland

NEW ZEALAND

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Lavinia Rognone

Lecturer in Sustainable Finance

University of Edinburgh Business School

UNITED KINGDOM

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Riza Demirer

Research Interests

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About

Articles (19)

Does Climate and Biodiversity Sentiment Drive Volatility in Financial Markets? Evidence from Green Stocks

Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies

CLIMATE RISK AND THE PREDICTABILITY OF JUMPS IN GREEN ASSETS

Do industries lead the stock market? Evidence from an emerging stock market

Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility

Gold, platinum and the predictability of bubbles in global stock markets

What drives green betas? Climate uncertainty or speculation

Do industries predict stock market volatility? Evidence from machine learning models

Geopolitical risks and the energy-stock market nexus: Evidence from Turkiye

Climate uncertainty and information transmissions across the conventional and ESG assets

Anti-herding by hedge funds and its implications for expected returns

Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand

Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies

Cross‐sectional return dispersion and stock market volatility: Evidence from high‐frequency data

Policy uncertainty and stock market volatility revisited: The predictive role of signal quality

Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic

The pricing implications of cryptocurrency mining on global electricity markets: Evidence from quantile causality tests

A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models

Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data

Collaborators (6)

Roman Ferrer

David Gabauer

Ihsan Badshah

Prasad Hegde

Sara Ali

Lavinia Rognone

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