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:
2024
Oguzhan Cepni; Michael P. Clements / How Local is the Local Inflation Factor? : Evidence from Emerging European Countries.
In: International Journal of Forecasting, Vol. 40, No. 1, 1.2024, p. 160-183
Journal article > peer review
2023
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Business Applications and State-level Stock Market Realized Volatility : A Forecasting Experiment.
In: Journal of Forecasting, 13.11.2023
Journal article > peer review
Oguzhan Cepni; Rangan Gupta; Wenting Liao; Jun Ma / Climate Risks and Forecastability of the Weekly State-level Economic Conditions of the United States
In: International Review of Finance, 13.8.2023
Journal article > peer review
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
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
Journal article > peer review
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Climate Risks and State-level Stock Market Realized Volatility
In: Journal of Financial Markets, 10.7.2023
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
Journal article > peer review
Oguzhan Cepni; Linh Pham; Ugur Soytas / Connectedness of Agricultural Commodities Futures Returns : Do News Media Sentiments Matter?.
In: Journal of Behavioral Finance, 28.9.2023
Journal article > peer review
Oguzhan Cepni / Does Vaccination Help to Reduce Financial Stress on Tourism Subsectors?
In: Tourism Economics, Vol. 29, No. 7, 11.2023, p. 1937-1946
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, Vol. 42, No. 4, 7.2023, p. 785-801
Journal article > peer review
More results... (total 68 results)