Hacıhasanoğlu, Erk

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Profile URL
https://hdl.handle.net/20.500.12573/2653
Name Variants
Erk Hacıhasanoğlu
Hacihasanoglu, Erk
Job Title
Prof. Dr.
Email Address
erk.hacihasanoglu@agu.edu.tr
Main Affiliation
03.01. İşletme
Status
Current Staff
Website
ORCID ID
0000-0002-4474-1201
Scopus Author ID
33567726400
Turkish CoHE Profile ID
339314
Google Scholar ID
Ux7fByIAAAAJ
WoS Researcher ID
CTM-1306-2022

Sustainable Development Goals

13

CLIMATE ACTION
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0

Research Products

15

LIFE ON LAND
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0

Research Products

8

DECENT WORK AND ECONOMIC GROWTH
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1

Research Products

10

REDUCED INEQUALITIES
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3

Research Products

2

ZERO HUNGER
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0

Research Products

6

CLEAN WATER AND SANITATION
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0

Research Products

14

LIFE BELOW WATER
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2

Research Products

11

SUSTAINABLE CITIES AND COMMUNITIES
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0

Research Products

16

PEACE, JUSTICE AND STRONG INSTITUTIONS
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0

Research Products

5

GENDER EQUALITY
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0

Research Products

9

INDUSTRY, INNOVATION AND INFRASTRUCTURE
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1

Research Products

7

AFFORDABLE AND CLEAN ENERGY
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0

Research Products

4

QUALITY EDUCATION
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1

Research Products

1

NO POVERTY
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0

Research Products

17

PARTNERSHIPS FOR THE GOALS
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3

Research Products

3

GOOD HEALTH AND WELL-BEING
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0

Research Products

12

RESPONSIBLE CONSUMPTION AND PRODUCTION
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0

Research Products
Documents

17

Citations

847

h-index

13

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Documents

16

Citations

774

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Scholarly Output

5

Articles

3

Views / Downloads

1/0

Supervised MSc Theses

2

Supervised PhD Theses

0

WoS Citation Count

37

Scopus Citation Count

42

WoS h-index

2

Scopus h-index

2

Patents

0

Projects

0

WoS Citations per Publication

7.40

Scopus Citations per Publication

8.40

Open Access Source

1

Supervised Theses

2

JournalCount
Annals of Operations Research1
Corporate Governance-The International Journal of Business in Society1
Journal of Financial Stability1
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  • Thumbnail Image
    Master Thesis
    Yatırımcı Tipleri ve Riskten Kaçınma: Finansal Karar Vermede Veri Bilimi Yaklaşımı
    (2025) Aytemur, Beyza; Hacıhasanoğlu, Erk
    Bu çalışma, yatırımcıların karar alma süreçlerindeki davranışsal önyargıların ortaya çıkışını, FAR-Trans veri seti kullanılarak nicel bir veri bilimi yaklaşımıyla incelemektedir. Davranışsal finansın üç temel kavramı olan kayıptan kaçınma, sürü davranışı ve aşırı özgüven için kuramsal çerçevelere dayanan ampirik ölçütler geliştirilmiş ve bunlar yatırımcıların farklı davranış gruplarına sınıflandırılmasında kullanılmıştır. Davranışsal önyargı kategorilerini tahmin etmek amacıyla karar ağacı tabanlı çok sınıflı bir sınıflandırma modeli uygulanmış ve bu model çapraz doğrulama analizleriyle %96 doğruluk ve 0.99 makro-ortalama ROC-AUC skoru ile oldukça yüksek bir öngörü performansı sergilemiştir. İstatistiksel anlamlılık testleri ve görsel analizler, her davranışsal grubun kendi baskın metriğinde net bir şekilde ayrıştığını doğrulamaktadır; kayıptan kaçınan yatırımcılar kayıplı pozisyonları elde tutma eğilimini daha yüksek gösterirken, sürü davranışı sergileyen yatırımcılar popüler varlıkları takip etme eğiliminde, aşırı özgüvenli yatırımcılar ise daha sık işlem yapma eğilimindedir. Bu bulgular, finansal işlem verilerinden davranışsal önyargıların etkin şekilde tanımlanıp sınıflandırılabileceğine dair güçlü ampirik kanıt sunmakta ve makine öğrenmesi tekniklerinin finansal piyasalarda psikolojik faktörleri anlamada pratik faydasını ortaya koymaktadır.
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    Article
    Citation - WoS: 27
    Citation - Scopus: 29
    Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets
    (Springer, 2019) Sensoy, Ahmet; Duc Khuong Nguyen; Rostom, Ahmed; Hacihasanoglu, Erk
    In this paper, we propose a novel concept of correlation-based stable networks to empirically investigate the dynamic integration and network structure of the European Monetary Union (EMU) sovereign bond markets. The obtained results uncover a high degree of market integration between sample markets over the period preceding the recent financial crises, while segmentation is found afterwards. The stable network analysis shows, for its part, the existence of two different network structures before and after the onset of the European debt crisis, where the in-crisis network structure is characterized by two groups of countries with respect to their fiscal performance. In particular, Belgium is the unique vertex connecting the two groups, making it the channel for shock transmission in the event of worsening debt crisis in the EMU.
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    Article
    Citation - WoS: 1
    Citation - Scopus: 1
    An Analysis of Annual Reports From the Sustainable Development Goals Perspective
    (Emerald Group Publishing Ltd, 2024) Hacihasanoglu, Erk; Unlusoy, Oemer Faruk; Madenoglu, Fatma Selen
    PurposeThe sustainable development goals (SDGs) are introduced to guide achieving the sustainable goals and tackle the global problems. United Nations members may perform activities to achieve the predetermined goals and report on their SDG activities. The comprehension and commitment of several stakeholders are essential for the effective implementation of the SDGs. Countries encourage their stakeholders to perform and report their activities to meet the SDGs. The purpose of this study is to investigate the extent to which corporations' annual reports address the SDGs to assess and comprehend their level of commitment to, priority of and integration of SDGs within their reporting structure. This research makes it easier to evaluate corporations' sustainability performance and contributions to global sustainability goals by looking at the extent to which they address the SDGs.Design/methodology/approachIn the study, it is revealed to what extent the reports meet the SDGs with the multilabel text classification approach. The SDG classification is carried out by examining the report with the help of a text analysis tool based on an enhanced version of gradient boosting. The implementation of a machine learning-based model allowed it to determine which SDGs are associated with the company's operations without the requirement for the report's authors to perform so. Therefore, instead of reading the texts to seek for "SDG" evidence as typically occurs in the literature, SDG proof was searched in relevant texts.FindingsTo show the feasibility of the study, the annual reports of the leading companies in Turkey are examined, and the results are interpreted. The study produced results including insights into the sustainable practices of businesses, priority SDG selection, benchmarking and business comparison, gaps and improvement opportunities identification and representation of the SDGs' importance.Originality/valueThe findings of the analysis of annual reports indicate which SDGs they are concerned about. A gap in the literature can be noticed in the analysis of annual reports of companies that fall under a particular framework. In addition, it has sparked the idea of conducting research on a global scale and in a time series. With the aid of this research, decision-making procedures can be guided, and advancements toward the SDGs can be achieved.
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    Master Thesis
    Kredi Hacmi ve Takipteki Kredilerin Kısa Vadeli ve Uzun Vadeli Analizi: Türk Bankacılık Sektörü Perspektifi
    (2025) Yıldız, Mehmet Kemal; Hacıhasanoğlu, Erk
    Bu tez, Türkiye bankacılık sektöründe kredi hacmi ile takipteki krediler (TK) arasındaki dinamik ilişkiyi hem kısa hem de uzun vadeli perspektiflerden incelemektedir. 2014'ün Ocak ayından 2024'ün Mart ayına kadar olan veriler kullanılarak, Dinamik Koşullu Korelasyon (DCC) modeli aracılığıyla kredi büyümesi ve ekonomik şokların TK'lere nasıl etki ettiği araştırılmaktadır. Bulgular, uzun vadede kredi hacmi ile TK'ler arasında anlamlı bir ilişki olduğunu ortaya koymaktadır. Öte yandan, 2018 döviz krizi ve COVID-19 pandemisi gibi finansal istikrarsızlık dönemlerinde kayda değer dalgalanmalar yaşandığı da tespit edilmiştir. Çapraz korelasyon analizi, kredi büyümesinin TK'ler üzerindeki etkilerini daha da vurgulayarak, proaktif risk yönetiminin önemini göstermektedir. Araştırma, dengeli kredi büyümesi, geliştirilmiş düzenleyici çerçeveler ve dinamik risk değerlendirme araçlarının önemini vurgulayarak politika yapıcılar için uygulanabilir öneriler sunmaktadır. Bu bulgular, kredi dinamikleri ile finansal istikrar arasındaki ilişkiye dair daha detaylı bir anlayış sunarak literatüre katkı sağlamaktadır. Çalışma ayrıca, bankacılık uygulamalarının iyileştirilmesi yoluyla kapsayıcı ekonomik büyümeyi ve finansal eşitsizliklerin azaltılmasını destekleyen Sürdürülebilir Kalkınma Amaçları'ndan (SKA) 8, 10 ve 17 ile uyum göstermektedir. Anahtar Kelimeler: Takipteki Alacaklar, Kredi Hacmi, Bankacılık Sektörü
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    Article
    Citation - WoS: 9
    Citation - Scopus: 12
    Not All Emerging Markets Are the Same: A Classification Approach With Correlation Based Networks
    (Elsevier Science inc, 2017) Sensoy, Ahmet; Ozturk, Keyser; Hacihasanoglu, Erk; Tabak, Benjamin M.
    Using dynamic conditional correlations and network theory, this study brings a novel interdisciplinary framework to define the integration and segmentation of emerging countries. The individual EMBI+ spreads of 13 emerging countries from January 2003 to December 2013 are used to compare their interaction structure before (phase 1) and after (phase 2) the global financial crisis. Accordingly, the unweighted average of dynamic conditional correlations between cross country bond returns significantly increases in phase 2. At first glance, the increased co-movement degree suggests an integration of the sample countries after the crisis. However, using correlation based stable networks, we show that this is not enough to make such a strong conclusion. In particular, we reveal that the increased average correlation is more likely to be caused by clusters of countries that exhibit high within-cluster co-movement but not between-cluster co-movement. Potential reasons for the post-crisis segmentation and important implications for international investors and policymakers are discussed. (C) 2016 Elsevier B.V. All rights reserved.