Koç University 2014-2020

Galatasaray University 2010-2014

Dokuz Eylül University 2005-2010

Umut Akovali is an Assistant Professor of Economics at Ozyegin University, Istanbul. He holds a Ph.D. from Koc University, an M.A. from Galatasaray University, and a B.A. from Dokuz Eylul University. His research interests include financial econometrics and network analysis. He also has professional experience as a Risk Management Specialist at the Istanbul Stock Exchange Clearing and Settlement Bank.

Econometrics, Financial Econometrics and Network Analysis

WORKING PAPERS

• Connectedness-Driven Risk (with K. Yilmaz, to be submitted to Journal of Econometrics)
• Polarized Politics of Pandemic Response and the Covid-19 Connectedness Across the U.S. States (with K. Yilmaz), Covid Economics, CEPR, Volume 57, 2020.
• Beyond Connectedness: A Covariance Decomposition based Network Risk Model, Ko¸c University-TUSIAD Economic Research Forum Working Papers No: 2003, February 2020.
• Monetary Policy and Sovereign Bond Market Connectedness in the New Normal (with K. Yilmaz), Koc University-TUSIAD Economic Research Forum Working Papers No: 2101, March 2021.
• Measuring Connectedness of Turkish Banks Through Local & Global Crises (with K. Yilmaz)
• An Alternative Identification for VAR models through Directed Acyclical Graphs (in progress)
• An Agent-based Simulation for Multi-Regional SIRD Model (with K. Yilmaz) (in progress)

Econometrics (Undergrad and Graduate), Money and Banking, Introduction to Economics