Metrics
Publication
24
Open Access
2
UN Sustainable Development Goals
Education
2013 - 2017
2013 - 2017Doctorate
Istanbul Technical University, Sosyal Bilimler Enstitüsü, İktisat (Dr), Turkey
2010 - 2013
2010 - 2013Postgraduate
Istanbul Technical University, Sosyal Bilimler Enstitüsü, İktisat (Yl), Turkey
2003 - 2008
2003 - 2008Undergraduate
Istanbul University, Faculty Of Economics, İngilizce İktisat Bölümü, Turkey
Dissertations
2017
2017Doctorate
Analysis of volatility transmission mechanism across equity markets
İstanbul Teknik Üniversitesi, Sosyal Bilimler Enstitüsü, İktisat (Dr)
2013
2013Postgraduate
Yerel yönetimlerde katı atık yönetiminin maliyet analizi: Türkiye geneli ve İstanbul ili örneği 
İstanbul Teknik Üniversitesi, Sosyal Bilimler Enstitüsü, İktisat (Yl)
Foreign Languages
C1 Advanced
C1 AdvancedGerman
C1 Advanced
C1 AdvancedEnglish
Research Areas
Social Sciences and Humanities
Economics
Econometrics
Financial Economics
Informatics
Research Areas Based on Academic Activities
Avesis Research Areas
WoS Research Areas
Scopus Research Areas
Academic Positions
2020 - Continues
2020 - ContinuesAssistant Professor
Marmara University, Faculty of Business Administration
2016 - 2020
2016 - 2020Research Assistant
Marmara University, Faculty of Business Administration, Management Information Systems
2011 - 2016
2011 - 2016Research Assistant
Marmara University, Faculty of Financial Sciences, Banking
Managerial Experience
2025 - Present
2025 - PresentErasmus Program Department Coordinator
Marmara University, Faculty Of Business Administration, Management Information Systems
2016 - 2024
2016 - 2024Erasmus Program Department Coordinator
Marmara University, Faculty Of Business Administration, Management Information Systems
2017 - 2023
2017 - 2023Member of Unit Quality Commission
Marmara University, Faculty of Business Administration, Management Information Systems
Articles
All (11)
SCI-E, SSCI, AHCI (6)
SCI-E, SSCI, AHCI, ESCI (7)
ESCI (1)
Scopus (6)
TRDizin (2)
Other Publications (2)
2025
20251. The Optimal Threshold Selection for High-Frequency Pairs Trading via Supervised Machine Learning Algorithms
BAĞCI M., KAYA SOYLU P.
COMPUTATIONAL ECONOMICS
, 2025 (SCI-Expanded)
2024
20242. Classification of the optimal rebalancing frequency for pairs trading using machine learning techniques
BAĞCI M., KAYA SOYLU P.
BORSA ISTANBUL REVIEW
, vol.24, pp.83-90, 2024 (SSCI, Scopus)
2024
20243. The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins
BAĞCI M., KAYA SOYLU P., KIRAN S.
COMPUTATIONAL ECONOMICS
, vol.64, no.5, pp.2663-2684, 2024 (SCI-Expanded)
2024
20244. Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
BAĞCI M., KAYA SOYLU P.
FINANCIAL INNOVATION
, vol.10, no.1, 2024 (SSCI, Scopus)
2020
20205. Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple
Kaya Soylu P., Okur M., Çatıkkaş Ö., Altıntığ A.
JOURNAL OF RISK AND FINANCIAL MANAGEMENT
, vol.13, no.6, pp.107, 2020 (ESCI)
2019
20196. Financial contagion and flight to quality between emerging markets and U.S. bond market
Soylu P., Güloğlu B.
North American Journal of Economics and Finance
, vol.50, 2019 (SSCI, Scopus)
2019
20197. Quality Management Approaches and Their Comparison in Higher Education: Marmara University Faculty of Business Administration Quality Studies
CÖMERT N., AKGÜN İ., KARAKÖY D., KAYA P.
The Online Journal of Quality in Higher Education , vol.6, no.3, pp.101-111, 2019 (Peer-Reviewed Journal)
2018
20188. LATİN AMERİKA VE ABD HİSSE SENEDİ PİYASALARI ARASINDA RİSK YAYILIMI: MOMENTLERDE NEDENSELLİK TESTLERİNDEN YENİ BULGULAR
GÜLOĞLU B., KAYA P.
MARMARA ÜN İİBF DERGİSİ , 2018 (Peer-Reviewed Journal)
2017
20179. Modeling and Forecating the Markets Volatility and VAR Dynamics of Commodity
KAYA P., GÜLOĞLU B.
BDDK Bankacılık ve Finansal Piyasalar Dergisi , vol.11, 2017 (Peer-Reviewed Journal)
2016
201610. Volatility transmission among Latin American stock markets under structural breaks
Güloğlu B., KAYA P., Aydemir R.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
, vol.462, pp.330-340, 2016 (SCI-Expanded, Scopus)
2012
201211. AN EMPIRICAL STUDY OF THE MEASUREMENT OF THE LEVEL OF COMPETITION IN THE TURKISH BANKING SYSTEM USING PANZAR ROSSE METHODOLOGY
ERDİLEK KARABAY M., KAYA P.
Rekabet Dergisi , vol.13, pp.3-49, 2012 (Peer-Reviewed Journal)
Papers Presented at Peer-Reviewed Scientific Conferences
2025
20251. Volatility Spillovers Among Crypto-Assets: Evidence from PoW and PoS
KAYA SOYLU P., Herwartz H.
8th Cryptocurrency Research Conference (CRC 2025), Atina, Greece, 29 September 2025, (Summary Text)
2025
20252. Determination of Optimal Threshold for Pairs Trading Using Hierarchical Machine Learning Methods
KAYA SOYLU P., Uçar B., BAĞCI M.
6th International Congress of Applied Statistics, Ankara, Turkey, 14 May 2025, no.1187, (Full Text)
2020
20203. Risk spillovers from uncertainty index to major cryptocurrencies
Kaya Soylu P.
4th INTERNATIONAL SCIENTIFIC CONFERENCE CONTEMPORARY CHALLENGES IN ECONOMIC AND BUSINESS RESEARCH, Maribor, Slovenia, 19 May 2020, (Summary Text)
2018
20184. YÜKSEKÖĞRETİMDE KALİTE YÖNETİM YAKLAŞIMLARI VE KARŞILAŞTIRMASI: MARMARA ÜNİVERSİTESİ İŞLETME FAKÜLTESİ KALİTE ÇALIŞMALARI
KARAKÖY D., KAYA P., AKGÜN İ., CÖMERT N.
ICQH 2018 International Conference on Quality in Higher Education, İstanbul, Turkey, 5 - 07 December 2018, pp.408-418, (Full Text)
2018
20185. MEASURING TAIL DEPENDENCY BETWEEN EUROPEAN BANKS CDS SPREADS AND VIX
Kaya P., Güloğlu B.
International Congress of Management, Economy and Policy, İstanbul, Turkey, 1 - 02 December 2018, pp.605-624, (Full Text)
2018
20186. FINANCIAL CONTAGION IN EMERGING MARKETS: EVIDENCE FROM TURKEY
GÜLOĞLU B., KAYA P.
ICOMEP’18, 28 - 29 April 2018, (Summary Text)
2017
20177. Modeling and Forecasting the Volatility Dynamics of Commodity Markets: Value at Risk Forecasting
KAYA P., GÜLOĞLU B.
ICOMEP, 17 - 18 November 2017, (Summary Text)
2017
20178. VaR Spillovers between Turkish Stock Market and The Selected Emerging and Developed Stock Markets
GÜLOĞLU B., ERDAL F., KAYA P.
XVIII. International Symposium on Econometrics Operations Research and Statistics, Trabzon, Turkey, 5 - 07 October 2017, (Summary Text)
2017
20179. ANALYSES OF RISK SPILLOVERS, FINANCIAL CONTAGION, FLIGHT TO QUALITY AND FLIGHT FROM THE QUALITY AMONG THE STOCK EXCHANGE MARKETS OF TURKEY AND THE DEVELOPED AND THE DEVELOPING COUNTRIES BY THE RECENT DEVELOPMENTS IN THE TAIL DEPENDENCE MEASUREMENT
KAYA P., Güloğlu B.
21st International Scientific Conference on Economic and Social Development, Belgrade, Serbia And Montenegro, 18 - 19 May 2017, pp.677, (Full Text)
2016
201610. FINANCIAL CONTAGION FLIGHT TO QUALITY AND FLIGHTFROM THE QUALITY AMONG THE STOCK EXCHANGE MARKETS OF TURKEY AND THE DEVELOPED AND THE DEVELOPINGCOUNTRIES
KAYA P., GÜLOĞLU B.
2ND INTERNATIONAL CONFERENCE on Applied Economics and Finance(ICOAEF 2016), 5 - 06 December 2016, (Summary Text)
Books
2021
20211. GAYRİMENKUL EKONOMİSİNDE EKONOMETRİK TAHMİN TEKNİKLERİ: İSTANBUL İLİ ÖRNEĞİ
Güloğlu B., Kaya Soylu P.
in: A'dan Z'ye Gayrimenkul Değerlemesi ve Finansı, Doç. Dr. Yener Coşkun, Editor, Seçkin Yayıncılık, İstanbul, pp.119-140, 2021
2021
20212. Gayrimenkul Ekonomisinde Ekonometrik Tahmin Teknikleri: İstanbul İli Örneği
GÜLOĞLU B., KAYA SOYLU P.
in: Gayrimenkul Değerlemesi ve Finansı, YENER COŞKUN, Editor, SEÇKİN YAYINCILIK, Ankara, pp.119-137, 2021
2021
20213. RISK SPILLOVERS FROM UNCERTAINTY INDEX TO MAJOR CRYPTOCURRENCIES
KAYA SOYLU P.
in: SCIENTIFIC EVALUATION OF ECONOMIC AND FINANCIAL ISSUES: Theory and Practice, KARABULUT Şahin, Editor, Gazi Kitabevi, Ankara, pp.371-390, 2021
Funded Projects
2017 - 2018
2017 - 2018Kuyruk Bağımlılığı Ölçümündeki Yeni Gelişmeler Işığında Türkiye ile Gelişmiş ve Gelişmekte Olan Hisse Senedi Piyasaları Arasında Risk Yayılımı, Finansal Bulaşma, Kaliteye Kaçış ve Kaliteden Kaçış Analizi
TUBITAK Project , 1001 - Program for Supporting Scientific and Technological Research Projects
Güloğlu B.(Executive), Erdal F.
Peer Reviews in Scientific Publications
February 2024
February 2024Journal of research in business (online)
National Scientific Refreed Journal
February 2024
February 2024FINANCE RESEARCH LETTERS
Journal Indexed in SSCI
June 2022
June 2022Journal of research in business (online)
National Scientific Refreed Journal
May 2022
May 2022TIDE AcademIA Research
Other Journals
November 2021
November 2021FINANCE RESEARCH LETTERS
Journal Indexed in SSCI
December 2020
December 2020INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
Journal Indexed in SSCI
Mobility Activity
2024 - 2025
2024 - 2025Post Doc
Post Doc
Georg-August-Universitaet Göttingen, Germany
2018 - 2019
2018 - 2019Post Doc
Post Doc
Humboldt-Universitat zu Berlin, Germany
Scholarships
2024 - 2025
2024 - 20252219 - Yurt dışı Doktora Sonrası Araştırma Bursu
TUBITAK
2017 - 2019
2017 - 20191001 PROJESİ BURSİYERİ
TUBITAK
2018 - 2018
2018 - 2018