KOCAARSLAN Baris
Statut : Associate Professor
Department : Finance
Diplomas and specializations : PhD, Business Administration, Middle East Technical University, (Turkey)
Research fields : Financial Markets , Investment Management, Energy Finance, Sustainable Finance, Quantitative Decision Methods
Courses taught : Financial accounting, Business Plan «Finance», Corporate Finance, Quantitative methods for finance
Biography:
Baris Kocaarslan is Associate Professor of Finance at EDC Paris Business School. He holds an MBA and a PhD in Business Administration from Middle East Technical University. His research interests include financial markets, machine learning algorithms, financial econometrics, sustainable finance and investment management. His articles have been published in high-quality journals, including Energy Economics, International Journal of Finance and Economics, Journal of Behavioral Finance, Energy Policy, Journal of Commodity Markets and Finance Research Letters.
He has also served as a referee for renowned journals such as Journal of Behavioral & Experimental Finance, International Review of Financial Analysis, International Review of Economics & Finance, Economic Modelling, Journal of Cleaner Production and Energy Economics, among others. He is on Stanford University's list of the world's top 2% scientists (updated to 2024 data), with his main field being enabling and strategic technologies, and his subfields energy and finance.
Selected publications:
Kocaarslan, B., Soytas, U. (2021) “Reserve currency and the volatility of clean energy stocks: The role of uncertainty” Energy Economics, 105645. (SSCI & Scopus).
Kocaarslan, B. (2021) “How does the reserve currency (US dollar) affect the diversification capacity of green bond investments? ” Journal of Cleaner Production, 307, 127275. (SCI-Expanded & Scopus).
Kocaarslan, B., Soytas, U. (2021) “The Asymmetric Impact of Funding Liquidity Risk on the Volatility of Stock Portfolios during the COVID-19 Crisis” Sustainability, 13(4), 2286. (SSCI & Scopus).
Ugurlu‐Yildirim, E., Kocaarslan, B., Ordu‐Akkaya, B. M. (2021) “Monetary policy uncertainty, investor sentiment, and US stock market performance: New evidence from nonlinear cointegration analysis” International Journal of Finance & Economics, 26(2), 1724-1738. (SSCI & Scopus).
Kocaarslan, B., Soytas, M. A., Soytas, U. (2020) “The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US” Energy Economics, 86, 104625. (SSCI & Scopus).
Kocaarslan, B. (2020) “Volatility spillover between uncertainty in financial and commodity markets and Turkish stock market” Business and Economics Research Journal, 11(1), 119-129. (EconLit)
Kocaarslan, B. (2020) “Volatility Transmission Between US Economic Policy Uncertainty and BIST (Borsa Istanbul) Major Sector Indices” Business & Management Studies: An International Journal, 8(3), 3221-3238. (EconLit)
Kocaarslan, B., Soytas, U. (2019) “Asymmetric pass-through between oil prices and the stock prices of clean energy firms: New evidence from a nonlinear analysis” Energy Reports, 5, 117-125. (SCI-Expanded & Scopus).
Kocaarslan, B., Soytas, U. (2019) “Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar)” Energy Economics, 84, 104502. (SSCI & Scopus).
Kocaarslan, B., Soytas, U., Sari, R., Ugurlu, E. (2019) “The changing role of financial stress, oil price, and gold price in financial contagion among US and BRIC markets” International Review of Finance, 19(3), 541-574. (SSCI & Scopus).
Kocaarslan, B., Sari, R., Gormus, A., Soytas, U. (2017) “Dynamic correlations between BRIC and US stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets” Journal of Commodity Markets, 7, 41-56. (SSCI & Scopus).
Kocaarslan, B., Sari, R., Soytas, U. (2017) “Are There Any Diversification Benefits Among Global Finance Center Candidates in Eurasia? ” Emerging Markets Finance and Trade, 53(2), 357-374. (SSCI & Scopus).