Department of Economics

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
Download short CV as PDF
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:
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
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
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
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
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
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)
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, 14.8.2021
Journal article > peer review
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)
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)
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.
Working paper
More results... (total 25 results)