Research output per year
Research output per year
Personal profile
Google Scholar h-Index
3 Last updated 9 February 2021.
Biography
Artur joined Huddersfield Business School in December 2020 as a Lecturer in Economics. He obtained his MSc and PhD in Economics from the University of Huddersfield and had worked as a Lecturer in Economics at Coventry Business School before returning to the University of Huddersfield. Artur research interests are multidisciplinary and currently span around high-frequency financial data, identification of systematic and market specific risks and their impact on investor’s decisions as well as interconnectedness of financial markets.
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Research output
- 19 Citations
- 3 h-Index
- 7 Article
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The predictive strength of MBS yield spreads during asset bubbles
Deku, S. Y., Kara, A. & Semeyutin, A., 1 Jan 2021, In: Review of Quantitative Finance and Accounting. 56, 1, p. 111-142 32 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
An Application of Autoregressive Extreme Value Theory to Cryptocurrencies
Koo, C. K., Semeyutin, A., Lau, C. K. & Fu, J., 25 Jul 2020, In: Singapore Economic Review.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus) -
Compound distributions for financial returns
Afuecheta, E., Semeyutin, A., Chan, S., Nadarajah, S. & Ruiz, D. A. P., 2 Oct 2020, In: PLoS One. 15, 10, 25 p., e0239652.Research output: Contribution to journal › Article › peer-review
Open Access -
Effects of enhanced air connectivity on the Kenyan tourism industry and their likely welfare implications
Tchouamou Njoya, E., Semeyutin, A. & Hubbard, N., 1 Jun 2020, In: Tourism Management. 78, 16 p., 104033.Research output: Contribution to journal › Article › peer-review
Open Access6 Citations (Scopus) -
Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models
Liu, W., Semeyutin, A., Lau Chi Keung, M. & Gozgor, G., 1 Dec 2020, In: Research in International Business and Finance. 54, 14 p., 101259.Research output: Contribution to journal › Article › peer-review
4 Citations (Scopus)