oceeco

Department of Economics

Oguzhan
Cepni
PhD fellow


E-mail: oce.eco@cbs.dk
Oguzhan_Cepni
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:
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
Journal article > peer review
Oguzhan Cepni; Rangan Gupta; Wenting Liao / Climate Risks and Forecastability of the Weekly State-level Economic Conditions of the United States
2022, 14 p.
Working paper
Sayar Karmakar; Rangan Gupta; Oguzhan Cepni; Lavinia Rognone / Climate Risks and Predictability of the Trading Volume of Gold : Evidence from an INGRACH Mode.
: University of Pretoria 2022, 14 p.
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)
Working paper
Oguzhan Cepni; Riza Demirer; Linh Pham; Lavinia Rognone / Climate Uncertainty and Information Transmissions across the Conventional and ESG Assets
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
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.
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
Journal article > peer review
Oguzhan Cepni / Does Vaccination Help to Reduce Financial Stress on Tourism Subsectors?
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
Journal article > peer review
More results... (total 52 results)