Georges Prat, Remzi Uctum. Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. Energy Economics, 2024, pp.107930. ⟨https://doi.org/10.1016/j.eneco.2024.107930⟩. ⟨hal-04738519⟩
Georges Prat, Remzi Uctum. Modeling ex-ante risk premia in the oil market. 5th International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Jun 2021, Paris, France. ⟨hal-03318785⟩
Georges Prat, Remzi Uctum. Term structure of interest rates: modelling the risk premium using a two horizons framework. Journal of Economic Behavior and Organization, 2021, 182, pp.421-436. ⟨10.1016/j.jebo.2019.09.006⟩. ⟨hal-03319099⟩
Merih Uctum, Remzi Uctum, Chu-Ping C Vijverberg. The European growth synchronization through crises and structural changes. Studies in Nonlinear Dynamics and Econometrics, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩. ⟨hal-03319011⟩
Georges Prat, Remzi Uctum. Modeling ex-ante risk premia in the oil market. 2021. ⟨hal-03508699⟩
Remzi Uctum, Georges Prat. Modeling ex-ante risk premia in the oil market. 5th International Workshop on Financial Markets and Nonlinear Dynamics (FMND), 2021, Paris, Unknown Region. ⟨hal-03513121⟩
Imane El Ouadghiri, Remzi Uctum. Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data. Applied Economics, 2020, 52 (23), pp.2443-2459. ⟨10.1080/00036846.2019.1691713⟩. ⟨hal-03319091⟩
Georges Prat, Remzi Uctum. Term structure of interest rates: modelling the risk premium using a two-horizons framework. 5th International Symposium on Computational Economics and Finance (ISCEF), 2018, Paris, France. ⟨hal-01828843⟩
Georges Prat, Remzi Uctum. Term structure of interest rates: modelling the risk premium using a two-horizons framework. 35th International Symposium on Money, Banking and Finance (GDRE) , 2018, Aix-en-Provence, France. ⟨hal-01828854⟩
Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? An anchoring approach. Applied Economics, 2018, 50, pp.6458-6480. ⟨hal-01697181⟩
Georges Prat, Remzi Uctum. Term structure of interest rates: modelling the risk premium using a two horizons framework. 2018. ⟨hal-04141774⟩
Remzi Uctum, Patricia Renou-Maissant, Georges Prat, Sylvie Lecarpentier-Moyal. Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data. Review of Financial Economics, 2017, 35, pp.43-56. ⟨10.1016/j.rfe.2017.03.001⟩. ⟨halshs-02080313⟩
Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? Evidence from survey data. 3d International Workshop on Financial Markets and Nonlinear Dynamics (FMND) , 2017, Paris, Unknown Region. ⟨hal-01589223⟩
Merih Uctum, Remzi Uctum, Chu-Ping C. Vijverberg. The Eurozone Convergence through Crises and Structural Changes. 2017. ⟨hal-04141629⟩
Remzi Uctum, Merih Uctum, Chu-Ping C. Vijverberg. The Eurozone convergence through crises and structural changes. 8th Rimini Centre of Economic Analysis (RCEA) Macro-Money-Finance Workshop , 2017, Rimini, Unknown Region. ⟨hal-01589231⟩
Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? Evidence from survey data. 33d International Symposium on Money, Banking and Finance (GDRE) , 2016, Clermont-Ferrand, Unknown Region. ⟨hal-01638220⟩
Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? Evidence from survey data. 2016. ⟨hal-04141591⟩
Georges Prat, Remzi Uctum. Convergence of wages and their macroeconomic determinants in the Euro area. 1st Wage - ILO workshop , 2016, Geneva, Switzerland. ⟨hal-01411651⟩
Imane El Ouadghiri, Remzi Uctum. Jumps in equilibrium prices and asymmetric news in foreign exchange markets. Economic Modelling, 2016, 54, pp.218- 234. ⟨10.1016/j.econmod.2015.12.025⟩. ⟨hal-01386027⟩
Georges Prat, Remzi Uctum. Convergence of wages and their macroeconomic determinants in the Euro area. 1st Wage - ILO workshop , 2016, Geneva, Unknown Region. ⟨hal-01638219⟩
Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? Evidence from survey data. 33d International Symposium on Money, Banking and Finance (GDRE) , 2016, Clermont-Ferrand, France. ⟨hal-01411824⟩
Imane El Ouadghiri, Remzi Uctum. Jumps in equilibrium prices and asymmetric news in foreign exchange markets. 2nd International Workshop on Financial Markets and Nonlinear Dynamics (FMND) , 2015, Paris, France. ⟨hal-01411808⟩
Remzi Uctum, Imane El Ouadghiri. Jumps in equilibrium prices and asymmetric news in foreign exchange markets. 2nd International Workshop on Financial Markets and Nonlinear Dynamics (FMND) , 2015, Paris, Unknown Region. ⟨hal-01638221⟩
Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data. Applied Economics, 2015, 47 (34-35), pp.3673 - 3695. ⟨10.1080/00036846.2015.1021460⟩. ⟨hal-01385957⟩
Imane El Ouadghiri, Remzi Uctum. Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets. 2015. ⟨hal-04141414⟩
Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data. 2014. ⟨hal-04141348⟩
Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data. 12th INFINITI Conference on International Finance, 2014, Prato, Italy. ⟨hal-01411784⟩
Georges Prat, Remzi Uctum, Sylvie Lecarpentier-Moyal, Patricia Renou-Maissant. Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data. 21st Forecasting Financial Markets Conference , 2014, Marseille, Unknown Region. ⟨hal-01638222⟩
Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data. 31èmes Journées Internationales d'Economie Monétaire, Bancaire et Financière (GDRE Monnaie, Banque, Finance) , 2014, Lyon, France. ⟨hal-01411785⟩
Sylvie Lecarpentier-Moyal, Georges Prat, Patricia Renou-Maissant, Remzi Uctum. Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data. 21st Forecasting Financial Markets Conference , 2014, Marseille, France. ⟨hal-01411783⟩
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