Gözde Erhan

gozde.unal@bogazici.edu.tr

02123597588

Hisar Kampüs - C217

Assoc. Prof. Dr.

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Education

PhD in Finance

Bogazici University (Sep 1999-Jan 2006)

Dissertation Title: “Extreme Value Approach in Analyzing Stock Returns in Istanbul Stock Exchange”

M.B.A.

Bogazici University (Sep 1997-Jun 1999)

BS Mathematics

Koc University (Sep 1993-Jun 1997)

Research

Research Areas:

Risk Management, Stochastic Modelling, Agricultural Risk Modelling, Corporate Governance and Responsible Investment

Publications:

Erhan Ünal, G., Karapinar, B. and Tanaka, T. (2018). Welfare-at-Risk and Extreme Dependency of Regional Wheat Yields: Implications of a Stochastic CGE Model. Journal of Agricultural Economics, 69(1), 18-34. doi: 10.1111/1477-9552.12229

Ata Ü Z, Ünal G (2018). Effects of Sustainable Supply Chain Management on Responsible Investment Through ESG Indicators. In , Handbook of Research on Supply Chain Management for Sustainable Development

Ünal G, Çoşkun A (2015). Disclosure for Sustainability: The Case of Integrated Reporting. In , Akküçük U, Handbook of Research on Developing Sustainable Value in Economics, Finance, and Marketing : IGI Global.

Unal G, Tan OF (2015). Performance Evaluation of A-type Turkish Mutual Funds in the Era of Quantitative Easing. In , Proceedings of the 1st Annual International Conference on Social Sciences (AICSS)

Ünal G., Tan O.F. (2015). Mutual Fund Performances of Polish Domestic Equity Fund Managers. Trends Economics and Management, 9(24), 53-60.

Ünal G., Tan O.F. (2015). Performance Evaluation of Turkish Equity Funds in an Era of Quantitative Easing. International Journal of Arts and Sciences, 8(5), 553-568 . doi: 10.2139/ssrn.3094733

Ünal G., Tan O.F. (2015). Performance Evaluation of A-Type Turkish Mutual Funds in the Era of Quantitative Easing. Yıldız Social Science Review, 2(1), 35-46.

Ünal G., Tan O.F. (2015). Selectivity and Market Timing Ability of Polish Fund Managers Analysis of Selected Equity Funds. Procedia - Social and Behavioral Sciences, 213, 411-416. doi: 10.1016/j.sbspro.2015.11.559

Ünal G, Derindere Köseoğlu S (2014). Revealing the freight market risk in Istfix shipping area. International Journal of Shipping and Transport Logistics, 6(6), 593-610. doi: 10.1504/IJSTL.2014.064904 (SSCI)

Unal G, Korman D (2013). Stock Market and Oil Market Interaction. In , IABPAD Spring 2013 Dallas Conference Proceedings

Coşkun A, Ünal G (2013). Higher Education in Turkey: Trends Towards Self-Steering Public Universities. Yükseköğretim Dergisi, 3(1), 40-47.

Unal G, Korman D (2013). Dynamic Conditional Correlation Analysis of Oil Prices and Stock Returns, Turkey and Russia. In , Conference Proceedings of the International Academy of Business and Public Administration Disciplines

Unal G., Derindere Koseoglu S. (2012). Market Risk of Index Futures and Stock Indices: Turkey as a Developing Country vs. Developed Countries. Journal of Business and Policy Research, 7(3), 159-177.

Unal G, Korman D (2012). Analysis of Extreme Dependence Between Istanbul Stock Exchange and Oil Returns. The International Journal of Business and Finance Research, 6(4), 113-124.

Onay C, Unal G (2012). Cointegration and Extreme Value Analysis of Bovespa and Istanbul Stock Exchanges. Czech Journal of Economics and Finance, 12, 66-90. doi: 10.2139/SSRN.1636183 (SSCI)

Derindere Köseoğlu S, Unal G (2012). Market Risk of Index Futures and Stock Indices: Turkey as a Developing Country vs. Developed Countries. In , Dubai, Proceedings of 16th International Business Research Conference

Unal G (2011). VaR Forecasts: A Comparison Analysis of Extreme Value versus Classical Approaches. In , The Journal of Risk Model Validation (SSCI)

Research Projects:

Türkiye Tarımı'nda İklim Değişikliği Projeksiyonları: Ekstrem Risk Analizi, Ürün Deseni Üzerindeki Etkiler ve Otonom Adaptasyon Stratejileri

2018

Gözde Erhan Ünal (2017-2018), "Türkiye Tarımı'nda İklim Değişikliği Projeksiyonları: Ekstrem Risk Analizi, Ürün Deseni Üzerindeki Etkiler ve Otonom Adaptasyon Stratejileri" (Tubitak 215K066)

İklim Değişikliğinin Türkiye Tarım Sektörü Üzerindeki Etkileri ve Adaptasyon: Üretim Esneklikleri, Risk Dağılımı ve Çiftçi Davranışları

2017

Gözde Erhan Ünal (2014-2017), "İklim Değişikliğinin Türkiye Tarım Sektörü Üzerindeki Etkileri ve Adaptasyon: Üretim Esneklikleri, Risk Dağılımı ve Çiftçi Davranışları" (Boğaziçi Üniversitesi BAP Çok Disiplinli Projesi)

Dynamic Conditional Correlations between Oil Prices and Stock Markets: A Comparative Analysis

2013

Gözde Erhan Ünal (2012-2013), "Petrol fiyatları ve hisse senedi piyasaları arasında dinamik koşullu korelasyon: Karşılaştırmalı Analiz" (Boğaziçi Üniversitesi BAP Doktora Projesi)

Petrol fiyatlarının İMKB getirileri üzerindeki etkisinin modellenmesi

2011

Gözde Erhan Ünal (2011), Petrol fiyatlarının İMKB getirileri üzerindeki etkisinin modellenmesi (Boğaziçi Üniversitesi BAP Doktora Projesi)

Courses

At the undergraduate level

· Business Mathematics

· Applied Statistics

· Financial Accounting

· Managerial Accounting

· Risk and Insurance,

· Financial Markets, Institutions and Instruments

· Valuation and Financial Statement Analysis

· Corporate Financial Analysis

· Trade Finance

At the graduate level

· International Financial Management

Experience

Akademik Tecrübe

Doçent (Kasım 2015 - devam ediyor)