Cetin Ciner

University of North Carolina at Wilmington

Wilmington, NC 28403

United States

  • University of North Carolina at Wilmington

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 16,407

SSRN RANKINGS

Top 16,407

in Total Papers Downloads

6,102

TOTAL CITATIONS
Rank 13,809

SSRN RANKINGS

Top 13,809

in Total Papers Citations

133

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

Hedges and Safe Havens: An Examination of Stocks, Bonds, Gold, Oil and Exchange Rates

Number of pages: 28 Posted: 19 Sep 2010 Last Revised: 27 Jan 2013
Cetin Ciner, Constantin Gurdgiev and Brian M. Lucey
University of North Carolina at Wilmington, Monfort College of Business, University of Northern Colorado and Trinity Business School, Trinity College Dublin
Downloads 2,484 (11,675)
Citation 58

Abstract:

Loading...

DCC Garch, Gold

2.

The Macroeconomic Determinants of Volatility in Precious Metals Markets

Number of pages: 23 Posted: 20 Jun 2008
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 1,064 (42,367)
Citation 37

Abstract:

Loading...

Commodities, Gold, Macroeconomic factors, Silver, Volatility, conditional

3.

Structure in Gold and Silver Spread Fluctuations

HKUST Business School Research Paper No. 07-28
Number of pages: 13 Posted: 19 Sep 2007
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 971 (48,253)

Abstract:

Loading...

Long term dependence, volatility, gold silver spread, futures

4.

On the Economic Determinants of the Gold-Inflation Relation

Number of pages: 22 Posted: 06 Sep 2013 Last Revised: 20 Mar 2014
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 586 (93,724)
Citation 19

Abstract:

Loading...

Gold, Inflation, monetary policy

5.

Is the Price of Gold to Gold Mining Stocks Asymmetric?

Number of pages: 17 Posted: 28 Apr 2016 Last Revised: 23 Oct 2016
Jonathan A. Batten, Cetin Ciner, Arman Kosedag and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington, Berry College - Department of Accounting and Finance and Trinity Business School, Trinity College Dublin
Downloads 192 (313,787)
Citation 3

Abstract:

Loading...

Asymmetric relation; Gold price; Gold Mining Firms; Real Options; Corporate Valuation

6.

Which Precious Metals Spill Over on Which, When and Why? – Some Evidence.

Applied Economics Letters, Forthcoming
Number of pages: 13 Posted: 07 Feb 2014 Last Revised: 29 Jul 2014
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 185 (324,525)
Citation 6

Abstract:

Loading...

Gold, Silver, Platinum, Palladium, integration

7.

The Dynamic Linkages between Crude Oil and Natural Gas Markets

Number of pages: 32 Posted: 02 Sep 2015
Jonathan A. Batten, Cetin Ciner and Brian M. Lucey
RMIT University, University of North Carolina at Wilmington and Trinity Business School, Trinity College Dublin
Downloads 183 (329,412)
Citation 5

Abstract:

Loading...

oil, gas, asymmetric, causality, out-of-sample

8.

Price and Volatility Spillovers Across the International Steam Coal Market

Number of pages: 53 Posted: 31 Mar 2017
Jonathan A. Batten, Janusz Brzeszczynski, Cetin Ciner, Chi Keung Lau, Brian M. Lucey and Larisa Yarovaya
RMIT University, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of North Carolina at Wilmington, University of Huddersfield, Trinity Business School, Trinity College Dublin and University of Southampton - Southampton Business School
Downloads 153 (382,330)
Citation 4

Abstract:

Loading...

Integration; Information transmissions; Generalized VAR model; Steam coal

9.

What Is So Special About KOSPI 200 Index Futures Contract? An Analysis of Trading Volume and Liquidity

The Review of Futures Markets, Winter 2005-2006, v.14, n.3, pp. 327-348.
Number of pages: 22 Posted: 10 Jul 2020
Cetin Ciner, Ahmet K Karagozoglu and Wi Saeng Kim
University of North Carolina at Wilmington, Hofstra University, Zarb School of Business and affiliation not provided to SSRN
Downloads 146 (397,311)
Citation 1

Abstract:

Loading...

KOSPI 200 Index, Korea, futures contract, trading volume, volatility, bid-ask spreads, liquidity

10.

Predicting the Equity Market Risk Premium a Model Selection Approach

Number of pages: 8 Posted: 22 Jan 2022
Cetin Ciner
University of North Carolina at Wilmington
Downloads 112 (490,705)

Abstract:

Loading...

equity market risk premium, forecasting, model selection

11.

Forecasting the Aggregate Market Volatility By  Boosted Neural Networks

Number of pages: 11 Posted: 08 Jul 2024
Cetin Ciner
University of North Carolina at Wilmington
Downloads 26 (968,586)

Abstract:

Loading...

boosted neural network, volatility prediction, forecasting

12.

Information Asymmetry, Speculation and Foreign Trading Activity: Emerging Market Evidence

International Review of Financial Analysis, September 2008, v.17, n.4, pp. 664-680. DOI:10.1016/j.irfa.2007.09.003
Posted: 10 Jul 2020
Cetin Ciner and Ahmet K Karagozoglu
University of North Carolina at Wilmington and Hofstra University, Zarb School of Business

Abstract:

Loading...

information asymmetry, foreign trading, volume-return relationship, speculation