oceeco
Primary research areas
- Empirical Asset Pricing
- Financial Econometrics
- Monetary Economics
- Applied Macroeconomics
Curriculum Vitae
Links
Link to this homepage
www.cbs.dk/en/staff/oceeco
Selected publications
2020
Cepni, O., Guney, I.E., Gupta, R., & Mark E. Wohar (2020). The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States, Journal of Financial Markets, forthcoming.
Cepni, O., Guney, I.E. & N. R. Swanson. (2020), Forecasting and now-casting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors, Journal of Forecasting, 39(1), 18-36.
Cepni, O., Gupta, R., Guney, I. E., & Yilmaz, M. (2020). Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages. Journal of Forecasting, 39(6), 966-985.
2019
Cepni, O., Guney, I.E. & N. R. Swanson. (2019), Now-casting and Forecasting GDP in Emerging Markets Using Global Financial and Macroeconomic Diffusion Indexes, International Journal of Forecasting, 35 (2), 555-572.
Publications sorted by:
2023
Sayar Karmakar; Rangan Gupta; Oguzhan Cepni; Lavinia Rognone / Climate Risks and Predictability of the Trading Volume of Gold : Evidence from an INGARCH Model.
In: Resources Policy, Vol. 82, 5.2023
In: Resources Policy, Vol. 82, 5.2023
Journal article > peer review
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates
In: Journal of Financial Markets, Vol. 62, 1.2023
In: Journal of Financial Markets, Vol. 62, 1.2023
Journal article > peer review
Oguzhan Cepni; Riza Demirer; Linh Pham; Lavinia Rognone / Climate Uncertainty and Information Transmissions across the Conventional and ESG Assets
In: Journal of International Financial Markets, Institutions & Money, Vol. 83, 3.2023
In: Journal of International Financial Markets, Institutions & Money, Vol. 83, 3.2023
Journal article > peer review
Oguzhan Cepni; Christina Christou; Rangan Gupta / Forecasting National Recessions of the United States with State-level Climate Risks : Evidence from Model Averaging in Markov-switching Models.
In: Economics Letters, Vol. 227, 6.2023
In: Economics Letters, Vol. 227, 6.2023
Journal article > peer review
Oguzhan Cepni; Michael P. Clements / How Local is the Local Inflation Factor? : Evidence from Emerging European Countries.
In: International Journal of Forecasting, 26.2.2023
In: International Journal of Forecasting, 26.2.2023
Journal article > peer review
Omneya Abdelsalam; Ahmet Faruk Aysan; Oguzhan Cepni; Mustafa Disli / The Spillover Effects of the COVID-19 Pandemic : Which Subsectors of Tourism Have Been Affected More?.
In: Tourism Economics, Vol. 29, No. 2, 3.2023, p. 559-567
In: Tourism Economics, Vol. 29, No. 2, 3.2023, p. 559-567
Journal article > peer review
Oguzhan Cepni; David Gabauer; Rangan Gupta; Khuliso Ramabulana / Time-varying Spillover of US Trade War on the Growth of Emerging Economies
In: Journal of Developing Areas, Vol. 57, No. 1, 2023, p. 167-181
In: Journal of Developing Areas, Vol. 57, No. 1, 2023, p. 167-181
Journal article > peer review
2022
Fang Xu; Elie Bouri; Oguzhan Cepni / Blockchain and Crypto-exposed US Companies and Major Cryptocurrencies : The Role of Jumps and Co-jumps.
In: Finance Research Letters, Vol. 50, 12.2022
In: Finance Research Letters, Vol. 50, 12.2022
Journal article > peer review
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Business Applications and State-Level Stock Market Realized Volatility : A Forecasting Experiment.
Pretoria : University of Pretoria 2022, 22 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-47)
Pretoria : University of Pretoria 2022, 22 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-47)
Working paper
Oguzhan Cepni; Rangan Gupta; Wenting Liao / Climate Risks and Forecastability of the Weekly State-level Economic Conditions of the United States
2022, 14 p.
2022, 14 p.
Working paper
2022
Sayar Karmakar; Rangan Gupta; Oguzhan Cepni; Lavinia Rognone / Climate Risks and Predictability of the Trading Volume of Gold : Evidence from an INGRACH Mode.
Pretoria : University of Pretoria 2022, 14 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-41)
Pretoria : University of Pretoria 2022, 14 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-41)
Working paper
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates
Pretoria : University of Pretoria 2022, 33 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-10)
Pretoria : University of Pretoria 2022, 33 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-10)
Working paper
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Climate Risks and State-Level Stock-Market Realized Volatility
Pretoria : University of Pretoria 2022, 31 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-46)
Pretoria : University of Pretoria 2022, 31 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-46)
Working paper
Oguzhan Cepni; Riza Demirer; Linh Pham; Lavinia Rognone / Climate Uncertainty and Information Transmissions across the Conventional and ESG Assets
2022, 33 p.
2022, 33 p.
Working paper
Erdinç Akyildirim; Oguzhan Cepni; Peter Molnár; Gazi Salah Uddin / Connectedness of Energy Markets around the World during the COVID-19 Pandemic
In: Energy Economics, Vol. 109, 5.2022
In: Energy Economics, Vol. 109, 5.2022
Journal article > peer review
Çağlayan Aslan; Erdem Bulut; Oguzhan Cepni; Muhammed Hasan Yılmaz / Does Climate Change Affect Bank Lending Behavior?
: SSRN: Social Science Research Network 2022, 10 p.
: SSRN: Social Science Research Network 2022, 10 p.
Working paper > peer review
Çağlayan Aslan; Erdem Bulut; Oguzhan Cepni; Muhammed Hasan Yılmaz / Does Climate Change Affect Bank Lending Behavior?
In: Economics Letters, Vol. 220, 11.2022
In: Economics Letters, Vol. 220, 11.2022
Journal article > peer review
Oguzhan Cepni / Does Vaccination Help to Reduce Financial Stress on Tourism Subsectors?
In: Tourism Economics, 2.9.2022
In: Tourism Economics, 2.9.2022
Journal article > peer review
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / El Niño, La Niña, and Forecastability of the Realized Variance of Agricultural Commodity Prices : Evidence from a Machine Learning Approach.
In: Journal of Forecasting, 28.9.2022
In: Journal of Forecasting, 28.9.2022
Journal article > peer review
Linh Pham; Oguzhan Cepni / Extreme Directional Spillovers between Investor Attention and Green Bond Markets
In: International Review of Economics & Finance, Vol. 80, 7.2022, p. 186-210
In: International Review of Economics & Finance, Vol. 80, 7.2022, p. 186-210
Journal article > peer review
2022
Jiqian Wang; Rangan Gupta; Oguzhan Cepni; Feng Ma / Forecasting International REITs Volatility : The Role of Oil-price Uncertainty.
In: The European Journal of Finance, 26.10.2022
In: The European Journal of Finance, 26.10.2022
Journal article > peer review
Jiawen Luo; Oguzhan Cepni; Riza Demirer; Rangan Gupta / Forecasting Multivariate Volatilities with Exogenous Predictors : An Application to Industry Diversification Strategies.
2022
2022
Working paper
Oguzhan Cepni; Christina Christou; Rangan Gupta / Forecasting National Recessions of the United States with State-level Climate Risks : Evidence from Model Averaging in Markov-switching Models.
: SSRN: Social Science Research Network 2022, 17 p.
: SSRN: Social Science Research Network 2022, 17 p.
Working paper
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Forecasting Realized Volatility of International REITs : The Role of Realized Skewness and Realized Kurtosis.
In: Journal of Forecasting, Vol. 41, No. 2, 3.2022, p. 303-315
In: Journal of Forecasting, Vol. 41, No. 2, 3.2022, p. 303-315
Journal article > peer review
Oguzhan Cepni; Rangan Gupta; Daniel Pienaar; Christian Pierdzioch / Forecasting the Realized Variance of Oil-price Returns Using Machine Learning : Is There a Role for U.S. State-level Uncertainty?.
In: Energy Economics, Vol. 114, 10.2022
In: Energy Economics, Vol. 114, 10.2022
Journal article > peer review
Oguzhan Cepni; Riza Demirer; Lavinia Rognone / Hedging Climate Risks with Green Assets
In: Economics Letters, Vol. 212, 3.2022
In: Economics Letters, Vol. 212, 3.2022
Journal article > peer review
Erdinç Akyildirim; Ahmet Faruk Aysan; Oguzhan Cepni; Ahmet Semih Tunali / How Connected Is the Agricultural Commodity Market to the News-based Investor Sentiment?
In: Energy Economics, Vol. 113, 9.2022
In: Energy Economics, Vol. 113, 9.2022
Journal article > peer review
Erdinç Akyildirim; Oguzhan Cepni; Linh Pham; Gazi Salah Uddin / How Connected Is the Agricultural Commodity market to the News-based Investor Sentiment?
2022, 49 p.
2022, 49 p.
Working paper
Oguzhan Cepni; Riza Demirer; Rangan Gupta; Ahmet Sensoy / Interest Rate Uncertainty and the Predictability of Bank Revenues
In: Journal of Forecasting, Vol. 41, No. 8, 12.2022, p. 1559-1569
In: Journal of Forecasting, Vol. 41, No. 8, 12.2022, p. 1559-1569
Journal article > peer review
Oguzhan Cepni; Duc Khuong Nguyen; Ahmet Sensoy / News Media and Attention Spillover across Energy Markets : A Powerful Predictor of Crude Oil Futures Prices.
In: The Energy Journal, Vol. 43, No. Special issue, 2022, p. 5-25
In: The Energy Journal, Vol. 43, No. Special issue, 2022, p. 5-25
Journal article > peer review
2022
Oguzhan Cepni; Rangan Gupta; Cenk C. Karahan; Brian Lucey / Oil Price Shocks and Yield Curve Dynamics in Emerging Markets
In: International Review of Economics and Finance, Vol. 80, 7.2022, p. 613-623
In: International Review of Economics and Finance, Vol. 80, 7.2022, p. 613-623
Journal article > peer review
Xin Sheng; Rangan Gupta; Oguzhan Cepni / Persistence of State-level Uncertainty of the United States : The Role of Climate Risks.
In: Economics Letters, Vol. 215, 6.2022
In: Economics Letters, Vol. 215, 6.2022
Journal article > peer review
Oguzhan Cepni; Tarik Dogru; Ozgur Ozdemir / The Contagion Effect of COVID-19-induced Uncertainty on US Tourism Sector : Evidence from Time-varying Granger Causality Test.
In: Tourism Economics, 26.3.2022
In: Tourism Economics, 26.3.2022
Journal article > peer review
Tarik Dogru; Erdinç Akyildirim; Oguzhan Cepni; Ozgur Ozdemir; Abhinav Sharma; Muhammed Hasan Yılmaz / The Effect of Environmental, Social and Governance Risks
In: Annals of Tourism Research, Vol. 95, 7.2022
In: Annals of Tourism Research, Vol. 95, 7.2022
Journal article > peer review
Xin Sheng ; Rangan Gupta; Oguzhan Cepni / The Effects of Climate Risks on Economic Activity in a Panel of US States : The Role of Uncertainty.
In: Economics Letters, Vol. 213, 4.2022
In: Economics Letters, Vol. 213, 4.2022
Journal article > peer review
Shixuan Wang; Rangan Gupta; Matteo Bonato; Oguzhan Cepni / The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments : Evidence from VARs with Functional Shocks.
: Copenhagen Business School [wp] 2022, 94 p.
: Copenhagen Business School [wp] 2022, 94 p.
Working paper
Reneé van Eyden; Geoffrey Ngene; Oguzhan Cepni; Rangan Gupta / The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States
Pretoria : University of Pretoria 2022, 33 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-36)
Pretoria : University of Pretoria 2022, 33 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-36)
Working paper
Oguzhan Cepni; Selçuk Gül; Muhammed Hasan Yılmaz; Brian Lucey / The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve
In: International Journal of Emerging Markets, Vol. 17, No. 9, 2022, p. 2258-2277
In: International Journal of Emerging Markets, Vol. 17, No. 9, 2022, p. 2258-2277
Journal article > peer review
Mehmet Balcilar; Edmond Berisha; Oguzhan Cepni; Rangan Gupta / The Predictive Power of the Term Spread on Inequality in the United Kingdom : An Empirical Analysis.
In: International Journal of Finance and Economics, Vol. 27, No. 2, 4.2022, p. 1979-1988
In: International Journal of Finance and Economics, Vol. 27, No. 2, 4.2022, p. 1979-1988
Journal article > peer review
Oguzhan Cepni; Rangan Gupta; Yigit Onay / The Role of Investor Sentiment in Forecasting Housing Returns in China : A Machine Learning Approach.
In: Journal of Forecasting, Vol. 41, No. 8, 12.2022, p. 1725-1740
In: Journal of Forecasting, Vol. 41, No. 8, 12.2022, p. 1725-1740
Journal article > peer review
2022
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Uncertainty Due to Infectious Diseases and Forecastability of the Realized Variance of United States Real Estate Investment Trusts : A Note.
In: International Review of Finance, Vol. 22, No. 3, 2022, 11 p., p. 540-550
In: International Review of Finance, Vol. 22, No. 3, 2022, 11 p., p. 540-550
Letter > peer review
2021
Oğuzhan Cepni; Mehmet Selman Çolak; Yavuz Selim Hacıhasanoğlu; Muhammed Hasan Yılmaz / Capital Flows under Global Uncertainties : Evidence from Turkey.
In: Borsa Istanbul Review, Vol. 21, No. 2, 6.2021, p. 175-185
In: Borsa Istanbul Review, Vol. 21, No. 2, 6.2021, p. 175-185
Journal article > peer review
Erdinc Akyildirim; Ahmet Faruk Aysan; Oguzhan Cepni; S. Pinar Ceyhan Darendeli / Do Investor Sentiments Drive Cryptocurrency Prices?
In: Economics Letters, Vol. 206, 9.2021
In: Economics Letters, Vol. 206, 9.2021
Journal article > peer review
Oguzhan Cepni; I. Ethem Guney; Doruk Kucuksarac; M. Hasan Yılmaz / Do Local and Global Factors Impact the Emerging Markets' Sovereign Yield Curves? : Evidence from a Data‐rich Environment.
In: Journal of Forecasting, Vol. 40, No. 7, 11.2021, p. 1214-1229
In: Journal of Forecasting, Vol. 40, No. 7, 11.2021, p. 1214-1229
Journal article > peer review
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Do Oil-price Shocks Predict the Realized Variance of U.S. REITs?
In: Energy Economics, Vol. 104, 12.2021
In: Energy Economics, Vol. 104, 12.2021
Journal article > peer review
Erdinç Akyildirim; Oguzhan Cepni; Shaen Corbet; Gazi Salah Uddin / Forecasting Mid-price Movement of Bitcoin Futures using Machine Learning
In: Annals of Operations Research, 22.7.2021
In: Annals of Operations Research, 22.7.2021
Journal article > peer review
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Forecasting Realized Volatility of International REITs : The Role of Realized Skewness and Realized Kurtosis.
Pretoria : University of Pretoria 2021, 15 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2021-14)
Pretoria : University of Pretoria 2021, 15 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2021-14)
Working paper
Oguzhan Cepni; Michael P. Clements / How Local is the Local Inflation Factor? : Evidence from Emerging European Countries.
Frederiksberg : Copenhagen Business School [wp] 2021, 61 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 08-2021)
Frederiksberg : Copenhagen Business School [wp] 2021, 61 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 08-2021)
Working paper > peer review
Oguzhan Cepni; Riza Demirer; Rangan Gupta; Ahmet Sensoy / Interest Rate Uncertainty and the Predictability of Bank Revenues
Frederiksberg : Copenhagen Business School [wp] 2021, 21 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 02-2021)
Frederiksberg : Copenhagen Business School [wp] 2021, 21 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 02-2021)
Working paper > peer review
Oguzhan Cepni; Duc Khuong Nguyen; Ahmet Sensoy / News Media and Attention Spillover across Energy Markets : A Powerful Predictor of Crude Oil Futures Prices.
2021, 34 p.
2021, 34 p.
Working paper
2021
Elie Bouria; Oguzhan Cepni; David Gabauer; Rangan Gupta / Return Connectedness across Asset Classes around the COVID-19 Outbreak
In: International Review of Financial Analysis, Vol. 73, 1.2021
In: International Review of Financial Analysis, Vol. 73, 1.2021
Journal article > peer review
Oguzhan Cepni; Rangan Gupta; Ji Qiang / Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies : Evidence from OECD Countries.
In: Journal of Behavioral Finance, 27.9.2021
In: Journal of Behavioral Finance, 27.9.2021
Journal article > peer review
Oguzhan Cepni; Wiehan Dul; Rangan Gupta; Mark E. Wohard / The Dynamics of U.S. REITs Returns to Uncertainty Shocks : A Proxy SVAR Approach.
In: Research in International Business and Finance, Vol. 58, 12.2021
In: Research in International Business and Finance, Vol. 58, 12.2021
Journal article > peer review
Oguzhan Cepni; Selçuk Gül; Brian Lucey; Muhammed Hasan Yılmaz / The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve
Ankara : Central Bank of the Republic of Turkey 2021, 22 p. (Working Papers - TCMB, No. 21/04)
Ankara : Central Bank of the Republic of Turkey 2021, 22 p. (Working Papers - TCMB, No. 21/04)
Working paper
Çağlayan Aslan; Oguzhan Cepni; Selçuk Gül / The Impact of Real Exchange Rate on International Trade : Evidence from Panel Structural VAR Model.
In: Journal of International Trade and Economic Development, Vol. 30, No. 6, 9.2021, p. 829-842
In: Journal of International Trade and Economic Development, Vol. 30, No. 6, 9.2021, p. 829-842
Journal article > peer review
Oguzhan Cepni; Hardik A. Marfatiab; Rangan Gupta / The Time-varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom
2021, 33 p.
2021, 33 p.
Working paper
Oguzhan Cepni; Rangan Gupta / Time-varying Impact of Monetary Policy Shocks on US stock Returns : The Role of Investor Sentiment.
In: The North American Journal of Economics and Finance, Vol. 58, 11.2021
In: The North American Journal of Economics and Finance, Vol. 58, 11.2021
Journal article > peer review
2020
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Do Oil-price Shocks Predict the Realized Variance of U.S. REITs?
: University of Pretoria 2020, 26 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2020-100)
: University of Pretoria 2020, 26 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2020-100)
Working paper
Erdinc Akyildirim; Oguzhan Cepni; Shaen Corbet; Gazi Salah Uddin / Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning
Frederiksberg : Copenhagen Business School [wp] 2020, 28 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 20-2020)
Frederiksberg : Copenhagen Business School [wp] 2020, 28 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 20-2020)
Working paper > peer review
Oguzhan Cepni; I. Ethem Guney; Norman R. Swanson / Forecasting and Nowcasting Emerging Market GDP Growth Rates : The Role of Latent Global Economic Policy Uncertainty and Macroeconomic Data Surprise Factors.
In: Journal of Forecasting, Vol. 39, No. 1, 1.2020, p. 18-36
In: Journal of Forecasting, Vol. 39, No. 1, 1.2020, p. 18-36
Journal article > peer review
2020
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs : A Note.
: University of Pretoria 2020, 12 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2020-99)
: University of Pretoria 2020, 12 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2020-99)
Working paper
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