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
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
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates
2022, 34 p.
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
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
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.
In: Journal of Forecasting, Vol. 41, No. 2, 3.2022, p. 303-315
Journal article > peer review
Oguzhan Cepni; Riza Demirer; Lavinia Rognone / Hedging Climate Risks with Green Assets
In: Economics Letters, Vol. 212, 3.2022
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.
Working paper
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
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
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
Journal article > peer review
More results... (total 37 results)