Samet Gunay

American University of the Middle East (AUM)

Assoc. Prof. Dr.

250 St.

Block 3, Building 1

Egaila

Kuwait

  • American University of the Middle East (AUM)

SCHOLARLY PAPERS

18

DOWNLOADS

4,720

SSRN CITATIONS

35

CROSSREF CITATIONS

2

Scholarly Papers (18)

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1.

Comparing COVID-19 With the GFC: A Shockwave Analysis of Currency Markets

Number of pages: 24 Posted: 24 Apr 2020 Last Revised: 21 Mar 2022
Samet Gunay
American University of the Middle East (AUM)
Downloads 1,527 (24,123)
Citation 3

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Coronavirus, COVID-19 Pandemic, Global Financial Crisis, Foreign Exchange Markets

2.

A New Form of Financial Contagion: COVID-19 and Stock Market Responses

Number of pages: 19 Posted: 24 Apr 2020 Last Revised: 02 Nov 2022
Samet Gunay
American University of the Middle East (AUM)
Downloads 981 (45,771)
Citation 8

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Coronavirus, COVID-19 Pandemic, Global Stock Markets, DCC-MVGARCH, DCC-MVFIGARCH, Modified ICSS

3.

Are DeFi Tokens a Separate Asset Class from Conventional Cryptocurrencies?

Number of pages: 34 Posted: 20 Apr 2021
Shaen Corbet, John W. Goodell, Samet Gunay and Kerem Kaskaloglu
Dublin City University, University of Akron - Department of Finance, College of Business Administration, American University of the Middle East (AUM) and American University of the Middle East (AUM)
Downloads 618 (84,390)

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Cryptocurrency; Decentralized Finance Tokens; Bubbles; Volatility Spillovers

4.

Identifying The Role of Investor Sentiment Proxies In NFT Market: Comparison Of Google Trend, Fear-Greed Index and VIX

Number of pages: 14 Posted: 08 Jun 2022 Last Revised: 30 Jan 2024
Samet Gunay, Shahnawaz Muhammed and Kata Váradi
American University of the Middle East (AUM), American University of the Middle East (AUM) and Corvinus University of Budapest - Department of Finance
Downloads 544 (99,263)
Citation 6

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Non-Fungible Tokens, cryptocurrencies, Google trend, fear and greed index, volatility index

5.

Impact of Public Information Arrivals on Cryptocurrency Market: A Case of Twitter Posts on Ripple

East Asian Economic Review Vol. 23, No. 2 (June 2019) 149-168, DOI: 10.11644/KIEP.EAER.2019.23.2.359, Korea Institute for International Economic Policy (KIEP) Research Paper Series
Number of pages: 20 Posted: 03 Jul 2019
Samet Gunay
American University of the Middle East (AUM)
Downloads 339 (171,550)
Citation 1

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Cryptocurrency, Public Information Arrivals, Semi-Strong Efficiency, Ripple, Twitter Posts

6.

The Australian Stock Market’s Reaction to the First Wave of the COVID-19 Pandemic and Black Summer Bushfires: A Sectoral Analysis

Gunay, S, Bakry W, and Al-Mohamad S. 2021. The Australian Stock Market’s Reaction to the First Wave of the COVID-19 Pandemic: A Sectoral Analysis. Journal of Risk and Financial Management 14:175.https://doi.org/10.3390/jrfm14040175
Number of pages: 19 Posted: 01 Nov 2020 Last Revised: 12 Apr 2021
Samet Gunay, Walid Bakry and Somar Al-Mohamad
American University of the Middle East (AUM), Western Sydney University and American University of Middle East. Kuwait
Downloads 153 (367,056)

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COVID-19, Black Summer Bushfire, DCC-FIGARCH, Markov Regime Switching Regression, Australia

7.

What Drives DeFi Prices? Investigating the Effects of Investor Attention

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 10 May 2022
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 140 (394,228)
Citation 6

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DeFi; Cryptocurrency; MS-VAR; Causality; Connectedness; Sentiment.

8.

Kredi Temerrüt Swapı, Varlık Swapı ve Sıfır Volatilite Spreadleri Üzerinden Bir Analiz: Darbe Teşebbüsü ve BİST 100 Volatilitesi (An Analysis Through Credit Default Swap, Asset Swap and Zero-Volatility Spreads: Coup Attempt and BIST 100 Volatility)

Çalışma Raporları WP No. 01/18
Number of pages: 28 Posted: 03 Apr 2018 Last Revised: 24 Apr 2020
Samet Gunay
American University of the Middle East (AUM)
Downloads 124 (432,958)
Citation 1

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CDS Spreadi, Varlık Swapı Spreadi, Sıfır Volatilite Spreadi, Kredi Riski, Politik Risk

9.

Does Utilizing Smart Contracts Induce a Financial Connectedness Between Ethereum and Non-Fungible Tokens?

Number of pages: 27 Posted: 07 Jun 2022 Last Revised: 26 Oct 2022
Samet Gunay and Kerem Kaskaloglu
American University of the Middle East (AUM) and American University of the Middle East (AUM)
Downloads 84 (566,034)
Citation 2

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NFTs, Smart Contracts, Ethereum, Bitcoin

10.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices

Number of pages: 47 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 68 (637,045)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

11.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices (Online Appendix 1/3)

Number of pages: 21 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 47 (755,677)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

12.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices (Online Appendix 2/3)

Number of pages: 11 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 41 (797,465)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

13.

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions: The Effects of Negative WTI Prices (Online Appendix 3/3)

Number of pages: 11 Posted: 20 Oct 2020
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 33 (860,369)

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion

14.

Co-movements and Spillovers of Oil and Renewable Firms Under Extreme Conditions: New Evidence From Negative WTI Prices During COVID-19

Energy Economics, Forthcoming
Number of pages: 47 Posted: 28 Dec 2023
Shaen Corbet, John W. Goodell and Samet Gunay
Dublin City University, University of Akron - Department of Finance, College of Business Administration and American University of the Middle East (AUM)
Downloads 21 (972,527)
Citation 9

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Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Market linkage; Financial crisis; Contagion.

15.

COVID-19 Social Distancing and the US Service Sector: What Do We Learn?

Posted: 28 Jun 2021
Samet Gunay and Bekir Emre Kurtulmus
American University of the Middle East (AUM) and Istanbul Aydin University

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16.

Forecast of China’s Economic Growth During the COVID-19 Pandemic: A MIDAS Regression Analysis

Journal of Chinese Economic and Foreign Trade Studies, Forthcoming
Posted: 12 Apr 2021
Samet Gunay, Gökberk Can and Murat Ocak
American University of the Middle East (AUM), American University of the Middle East (AUM) and Trakya University, Uzunköprü School of Applied Sciences, Department of Management Information Systems

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COVID-19

17.

How Does Size Affect Capital Expenditures? Evidence from Borsa Istanbul

Can, G., Gunay, S., and Ocak, M. (2020). How Does Size Affect Capital Expenditures? Evidence from Borsa Istanbul. SN Business & Economics. Forthcoming.
Posted: 30 Oct 2019 Last Revised: 29 Oct 2020
Gökberk Can, Samet Gunay and Murat Ocak
American University of the Middle East (AUM), American University of the Middle East (AUM) and Trakya University, Uzunköprü School of Applied Sciences, Department of Management Information Systems

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Capital expenditures, ownership structure, listing duration

18.

Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: GEV, GAT and Stable Distributions in GARCH and APARCH Models

Gunay, S., & Khaki, A. R. (2018). Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models. Journal of Risk and Financial Management, 11(2), 30.
Posted: 13 Dec 2017 Last Revised: 18 May 2020
Audil Khaki and Samet Gunay
American University of the Middle East and American University of the Middle East (AUM)

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Volatility Modeling, APARCH, GEV, GAT, Alpha-Stable Distribution