Effects of enhanced air connectivity on the Kenyan tourism industry and their likely welfare implications TN Eric, A Semeyutin, N Hubbard Tourism Management 78, 104033, 2020 | 64 | 2020 |
Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models W Liu, A Semeyutin, CKM Lau, G Gozgor Research in International Business and Finance 54, 101259, 2020 | 56 | 2020 |
Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets A Semeyutin, G Gozgor, CKM Lau, B Xu Energy Economics 104, 105660, 2021 | 27 | 2021 |
The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country H Li, A Semeyutin, CKM Lau, G Gozgor Finance Research Letters 32, 101171, 2020 | 19 | 2020 |
Compound distributions for financial returns E Afuecheta, A Semeyutin, S Chan, S Nadarajah, D Andrés Pérez Ruiz Plos one 15 (10), e0239652, 2020 | 10 | 2020 |
The predictive strength of MBS yield spreads during asset bubbles SY Deku, A Kara, A Semeyutin Review of Quantitative Finance and Accounting 56, 111-142, 2021 | 8 | 2021 |
Co-jumps in the US interest rates and precious metals markets and their implications for investors A Semeyutin, G Downing International Review of Financial Analysis 81, 102078, 2022 | 6 | 2022 |
A brief survey on the choice of parameters for:“Kernel density estimation for time series data” A Semeyutin, R O’Neill The North American Journal of Economics and Finance 50, 101038, 2019 | 6 | 2019 |
CEO Risk-Culture, Bank Stability and the Case of the Silicon Valley Bank A Semeyutin, S Kaawach, A Kara Economics Letters 233, 111373, 2023 | | 2023 |
Essays on financial returns' distributions modelling with applications A Semeyutin University of Huddersfield, 2019 | | 2019 |