oceeco
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:
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, 21.1.2021
In: Journal of Forecasting, 21.1.2021
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
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
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)
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
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
2021
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; Muhammed Hasan Yılmaz; Brian Lucey / The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve
In: International Journal of Emerging Markets, 22.2.2021
In: International Journal of Emerging Markets, 22.2.2021
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
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, 2021, 11 p.
In: International Review of Finance, 2021, 11 p.
Letter > 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
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, 14.9.2020
In: International Journal of Finance and Economics, 14.9.2020
Journal article > peer review
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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