Department of Economics

PhD fellow

E-mail: oce.eco@cbs.dk
Primary research areas
  • Empirical Asset Pricing
  • Financial Econometrics
  • Monetary Economics
  • Applied Macroeconomics
Curriculum Vitae
Link to this homepage
Selected publications


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.


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:
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
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; Christina Christou; Rangan Gupta / Forecasting National Recessions of the United States with State-level Climate Risks : Evidence from Model Averaging in Markov-switching Models.
In: Economics Letters, Vol. 227, 6.2023
Journal article > peer review
Oguzhan Cepni; Michael P. Clements / How Local is the Local Inflation Factor? : Evidence from Emerging European Countries.
In: International Journal of Forecasting, 26.2.2023
Journal article > peer review
Omneya Abdelsalam; Ahmet Faruk Aysan; Oguzhan Cepni; Mustafa Disli / The Spillover Effects of the COVID-19 Pandemic : Which Subsectors of Tourism Have Been Affected More?.
In: Tourism Economics, Vol. 29, No. 2, 3.2023, p. 559-567
Journal article > peer review
Oguzhan Cepni; David Gabauer; Rangan Gupta; Khuliso Ramabulana / Time-varying Spillover of US Trade War on the Growth of Emerging Economies
In: Journal of Developing Areas, Vol. 57, No. 1, 2023, p. 167-181
Journal article > peer review
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
Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch / Business Applications and State-Level Stock Market Realized Volatility : A Forecasting Experiment.
Pretoria : University of Pretoria 2022, 22 p. (Working Paper Series / Department of Economics. University of Pretoria , No. 2022-47)
Working paper
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
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