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:
2021
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) (CSEI Working Paper, No. 02-2021)
Working paper > peer review
2020
Oğuzhan Cepni; Mehmet Selman Çolak; Yavuz Selim Hacıhasanoğlu; Muhammed Hasan Yılmaz / Capital Flows under Global Uncertainties : Evidence from Turkey.
In: Borsa Istanbul Review, 6.10.2020
Journal article > peer review
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)
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)
Working paper > peer review
Elie Bouria; Oguzhan Cepni; David Gabauer; Rangan Gupta / Return Connectedness across Asset Classes around the COVID-19 Outbreak
In: International Review of Financial Analysis, 20.11.2020
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
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)
Working paper