KOCAARSLAN Baris

Statut : Professeur Associé

Département : Finance

Diplômes et spécialisation : PhD, Business Administration, Middle East Technical University, (Turkey)

Domaines de recherche : Financial Markets, Investment Management, Energy Finance, Sustainable Finance, Quantitative Decision Methods

Cours enseignés : Financial accounting, Business Plan «Finance», Corporate Finance, Quantitative methods for finance

Biographie : 

Baris Kocaarslan est professeur associé de finance à l'EDC Paris Business School. Il est titulaire d'un MBA et d'un doctorat en administration des affaires de la Middle East Technical University. Ses recherches portent sur les marchés financiers, les algorithmes d'apprentissage automatique, l'économétrie financière, la finance durable et la gestion des investissements. Ses articles ont été publiés dans des revues de grande qualité, notamment Energy Economics, International Journal of Finance and Economics, Journal of Behavioral Finance, Energy Policy, Journal of Commodity Markets et Finance Research Letters. 

Il a également fait office d'arbitre pour des revues réputées, telles que le Journal of Behavioral & Experimental Finance, l'International Review of Financial Analysis, l'International Review of Economics & Finance, Economic Modelling, le Journal of Cleaner Production et l'Energy Economics, entre autres. Il figure sur la liste des 2 % de scientifiques les plus éminents au monde (mise à jour des données de 2024) établie par l'université de Stanford, son domaine principal étant les technologies habilitantes et stratégiques et ses sous-domaines l'énergie et la finance.

Sélection de 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).