Oguzhan Cepni : Citation Profile

Are you Oguzhan Cepni?

Central Bank of the United Arab Emirates

10

H index

10

i10 index

388

Citations

RESEARCH PRODUCTION:

54

Articles

53

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 35
   Journals where Oguzhan Cepni has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 28 (6.73 %)

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   Permalink: http://citec.repec.org/pce231
   Updated: 2024-04-18    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

GUPTA, RANGAN (69)

Pierdzioch, Christian (18)

Wohar, Mark (8)

Demirer, Riza (7)

Gul, Selcuk (5)

Sensoy, Ahmet (4)

Uddin, Gazi (3)

Gabauer, David (3)

Salisu, Afees (3)

lucey, brian (3)

Bonato, Matteo (3)

Pham, Linh (3)

Bouri, Elie (2)

Balcilar, Mehmet (2)

Swanson, Norman (2)

Clements, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Oguzhan Cepni.

Is cited by:

GUPTA, RANGAN (58)

Salisu, Afees (15)

Bouri, Elie (13)

Pierdzioch, Christian (10)

lucey, brian (10)

Demirer, Riza (9)

Wohar, Mark (7)

Yousaf, Imran (7)

Caraiani, Petre (6)

Chowdhury, Mohammad Ashraful (5)

Vo, Xuan Vinh (5)

Cites to:

GUPTA, RANGAN (241)

Wohar, Mark (51)

bloom, nicholas (47)

Diebold, Francis (44)

Pierdzioch, Christian (43)

Demirer, Riza (40)

Baker, Scott (40)

Davis, Steven (35)

Rossi, Barbara (33)

Campbell, John (32)

Bouri, Elie (30)

Main data

Where Oguzhan Cepni has published?

Journals with more than one article published# docs
Economics Letters7
Journal of Forecasting7
Energy Economics5
Journal of Financial Markets3
Research in International Business and Finance2
International Journal of Forecasting2
International Review of Finance2
Finance Research Letters2
Journal of International Financial Markets, Institutions and Money2
Tourism Economics2
Applied Economics Letters2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics42
CBT Research Notes in Economics / Research and Monetary Policy Department, Central Bank of the Republic of Turkey4
Working Papers / Copenhagen Business School, Department of Economics3
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey3

Recent works citing Oguzhan Cepni (2024 and 2023)

YearTitle of citing document
2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2023). Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346.

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2023Climate Risk Measures - A Review. (2023). Salisu, Afees ; Oloko, Tirimisiyu. In: Asian Economics Letters. RePEc:ayb:jrnael:81.

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2023Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615.

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2023Goodness-of-fit test in high-dimensional linear sparse models. (2023). van Bellegem, Sebastien ; Sauvenier, Mathieu. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023008.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Green Bonds, Investor Attention and Stock Market Reaction: Evidence from ASEAN Countries. (2023). Sukmadilaga, Citra ; Aini, Andini Nurul ; Ghani, Erlane K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-35.

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2023International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

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2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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2023Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

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2023On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

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2023Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. (2023). Soderberg, Magnus ; Sjolander, Par ; Mnsson, Kristofer ; Javed, Farrukh ; Duras, Toni. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001196.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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2023Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468.

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2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

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2023Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948.

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2023Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437.

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2023COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082.

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2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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2023Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818.

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2023Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities. (2023). Yousaf, Imran ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003423.

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2023Can bonds hedge stock market risks? Green bonds vs conventional bonds. (2023). Yoon, Seong-Min ; Nie, Siyue ; Xiong, Youlin ; Dong, Xiyong. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200544x.

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2023COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Li, Jingyu ; Zheng, Xiaolong ; Liu, Ranran ; Cheng, LU ; Xie, Qiwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218.

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2023Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089.

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2023Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram. (2023). Ashraf, Sania ; Lucey, Brian M ; Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001022.

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2023Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks. (2023). Salisu, Afees ; Ji, Qiang ; Nel, Jacobus ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x.

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2023Joint extreme risk of energy prices-evidence from European energy markets. (2023). Li, Jiangchen ; Cai, Xiurong ; Ji, Hao ; Sun, Yiqun. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004087.

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2023Climate uncertainty and marginal climate capital needs. (2023). Sakkas, Athanasios ; Angelidis, Timotheos ; Spiliotopoulos, George. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004324.

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2023Volatility connectedness between global COVOL and major international volatility indices. (2023). Corbet, Shaen ; Goodell, John W ; Hu, Yang ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004841.

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2023How did major global asset classes respond to Silicon Valley Bank failure?. (2023). Nobanee, Haitham ; Azmi, Shujaat Naeem ; Anwer, Zaheer. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004956.

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2023What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis. (2023). Treku, Daniel ; Dunbar, Kwamie ; Hoover, Jack ; Sarnie, Robert. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006347.

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2023Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189.

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2023Forecasting NFT coin prices using machine learning: Insights into feature significance and portfolio strategies. (2023). Sadorsky, Perry ; Henriques, Irene. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000996.

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2023Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358.

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2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

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2023Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924.

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2023Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310.

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2023Assessing linkages between alternative energy markets and cryptocurrencies. (2023). lucey, brian ; Karim, Sitara ; Farid, Saqib ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:513-529.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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2023The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning. (2023). Chavriya, Shubham ; Parihar, Jaya Singh ; Rao, Amar ; Srivastava, Mrinalini ; Singh, Surendar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006924.

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2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292.

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2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

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2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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2023Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development. (2023). Ren, Xiaohang ; Duan, Xiaoping ; Taghizadeh-Hesary, Farhad ; Xiao, YA. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001915.

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2023Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

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2023Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x.

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2023Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763.

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2023Tracking policy uncertainty under climate change. (2023). Lin, Boqiang ; Zhao, Hengsong. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004105.

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2023COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707.

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2023Green development, climate risks, and cash flow: International evidence. (2023). Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000872.

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2023Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233.

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2023Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices. (2023). Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s037843712300136x.

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2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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2023COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81.

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2023Cloning mutual fund returns. (2023). Niemann, Sebastian ; Schuhmacher, Frank ; Auer, Benjamin R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:31-37.

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2023Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309.

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2023Role of trade and green bond market in renewable energy deployment in Southeast Asia. (2023). Sun, Yunpeng ; Gao, Pengpeng ; Li, Ying ; Dong, Weijian. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:313-319.

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2023Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests. (2023). Ren, Xiaohang ; Lucey, Brian ; He, Feng ; Li, Jingyao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:173:y:2023:i:c:s136403212200939x.

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2023Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. (2023). Mo, Bin ; Li, Zhenghui ; Nie, HE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:46-57.

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2023Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine. (2023). Iqbal, Najaf ; Bouri, Elie ; Kumar, Sanjeev ; Patel, Ritesh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:143-162.

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2023Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243.

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2023How much finance is in climate finance? A bibliometric review, critiques, and future research directions. (2023). Weber, O ; Care, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000120.

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2023Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831.

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2023Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953.

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2023Heterogeneous and time varying nexus between climate change and quality of life in Africa. (2023). Lawal, Rodiat ; Seyingbo, Oluwagbenga ; Fagbemi, Temitope ; Adigun, Rasheed ; Oyekola, Olayinka ; Sakariyahu, Rilwan. In: Discussion Papers. RePEc:exe:wpaper:2308.

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2023Negative Media Sentiment about the Pig Epidemic and Pork Price Fluctuations: A Study on Spatial Spillover Effect and Mechanism. (2023). Li, Xia ; Liu, Wei ; Tan, Caifeng ; Tao, Jianping ; Ma, Chi. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:658-:d:1094452.

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2023An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017.

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2023.

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2023Corporate Social Responsibility and Green Technology Innovation: The Moderating Role of Stakeholders. (2023). Jin, Shanyue ; Chen, Yixuan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8164-:d:1149293.

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More than 100 citations found, this list is not complete...

Works by Oguzhan Cepni:

YearTitleTypeCited
2021Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia In: International Review of Finance.
[Full Text][Citation analysis]		article0
2022Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note In: International Review of Finance.
[Full Text][Citation analysis]		article0
2013Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models In: Working Papers.
[Full Text][Citation analysis]		paper1
2017Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2017Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve.(2017) In: CBT Research Notes in Economics.
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This paper has nother version. Agregated cites: 2		paper
2022The effect of environmental, social and governance risks In: Annals of Tourism Research.
[Full Text][Citation analysis]		article0
2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
2020Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2017The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets In: Economics Letters.
[Full Text][Citation analysis]		article4
2021Do investor sentiments drive cryptocurrency prices? In: Economics Letters.
[Full Text][Citation analysis]		article16
2022Hedging climate risks with green assets In: Economics Letters.
[Full Text][Citation analysis]		article12
2022The effects of climate risks on economic activity in a panel of US states: The role of uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article13
2022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2022Persistence of state-level uncertainty of the United States: The role of climate risks In: Economics Letters.
[Full Text][Citation analysis]		article8
2022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2022Does climate change affect bank lending behavior? In: Economics Letters.
[Full Text][Citation analysis]		article1
2023Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models In: Economics Letters.
[Full Text][Citation analysis]		article1
2022Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries In: Economic Systems.
[Full Text][Citation analysis]		article0
2019Local currency bond risk premia: A panel evidence on emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article6
2021Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics.
[Full Text][Citation analysis]		article7
2022Connectedness of energy markets around the world during the COVID-19 pandemic In: Energy Economics.
[Full Text][Citation analysis]		article12
2022How connected is the agricultural commodity market to the news-based investor sentiment? In: Energy Economics.
[Full Text][Citation analysis]		article3
2022Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? In: Energy Economics.
[Full Text][Citation analysis]		article4
2022Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2024Climate change exposure and cost of equity In: Energy Economics.
[Full Text][Citation analysis]		article0
2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article162
2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2020Local currency bond risk premia of emerging markets: The role of local and global factors In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2019Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S In: Journal of Financial Markets.
[Full Text][Citation analysis]		article14
2023Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets.
[Full Text][Citation analysis]		article7
2022Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2023Climate risks and state-level stock market realized volatility In: Journal of Financial Markets.
[Full Text][Citation analysis]		article3
2022Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers.
[Citation analysis]
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2023Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2024Not all words are equal: Sentiment and jumps in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2024How local is the local inflation factor? Evidence from emerging European countries In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model In: Resources Policy.
[Full Text][Citation analysis]		article3
2022Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Extreme directional spillovers between investor attention and green bond markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article15
2022Oil price shocks and yield curve dynamics in emerging markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2020Oil Price Shocks and Yield Curve Dynamics in Emerging Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Global uncertainties and portfolio flow dynamics of the BRICS countries In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2021The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2020The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach.(2020) In: Working Papers.
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In: .
[Full Text][Citation analysis]		article3
2021The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2022Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
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2023COIN SPECIFIC SENTIMENTS MATTER FOR THE NONFUNGIBLE TOKENS SPILLOVERS: HOW AND WHEN? In: Bulletin of Monetary Economics and Banking.
[Full Text][Citation analysis]		article0
2019Time-Varying Risk Aversion and the Predictability of Bond Premia In: Working Papers.
[Citation analysis]		paper8
2019Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold In: Working Papers.
[Citation analysis]		paper2
2019The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach In: Working Papers.
[Citation analysis]		paper1
2020The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach.(2020) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2019Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages In: Working Papers.
[Citation analysis]		paper2
2020Forecasting local currency bond risk premia of emerging markets: The role of cross?country macrofinancial linkages.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2019Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio In: Working Papers.
[Citation analysis]		paper2
2020Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio.(2020) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2019The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States In: Working Papers.
[Citation analysis]		paper0
2019The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis In: Working Papers.
[Citation analysis]		paper0
2022The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2020Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Working Papers.
[Citation analysis]		paper1
2020The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach In: Working Papers.
[Citation analysis]		paper2
2022The role of investor sentiment in forecasting housing returns in China: A machine learning approach.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2020Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note In: Working Papers.
[Citation analysis]		paper0
2021Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis In: Working Papers.
[Citation analysis]		paper6
2022Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries In: Working Papers.
[Citation analysis]		paper6
2023Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries.(2023) In: Journal of Behavioral Finance.
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This paper has nother version. Agregated cites: 6		article
2021The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom In: Working Papers.
[Citation analysis]		paper0
2021Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty In: Working Papers.
[Citation analysis]		paper0
2023Forecasting international REITs volatility: the role of oil-price uncertainty.(2023) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2021El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers.
[Citation analysis]		paper0
2023El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach.(2023) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks In: Working Papers.
[Citation analysis]		paper0
2022The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment In: Working Papers.
[Citation analysis]		paper0
2022Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States In: Working Papers.
[Citation analysis]		paper0
2022Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies In: Working Papers.
[Citation analysis]		paper0
2023Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India In: Working Papers.
[Citation analysis]		paper0
2023Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers.
[Citation analysis]		paper0
2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers.
[Citation analysis]		paper0
2023Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States In: Working Papers.
[Citation analysis]		paper0
2023Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2023Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2023Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Endogeneity of Money Supply: Evidence from Turkey In: International Journal of Finance & Banking Studies.
[Full Text][Citation analysis]		article3
2016Endogeneity of Money Supply : Evidence From Turkey.(2016) In: CBT Research Notes in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? In: Tourism Economics.
[Full Text][Citation analysis]		article0
2023The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test In: Tourism Economics.
[Full Text][Citation analysis]		article0
2019Nowcasting emerging market’s GDP: the importance of dimension reduction techniques In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2021The impact of real exchange rate on international trade: Evidence from panel structural VAR model In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]		article0
2020Credit decomposition and economic activity in Turkey: A wavelet-based approach In: Central Bank Review.
[Full Text][Citation analysis]		article1
2020Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2017The Sensitivity of CDS Premium to the Global Risk Factor : Evidence from Emerging Markets In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper3
2018The Interaction between Yield Curve and Macroeconomic Factors In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper0
2020Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Do local and global factors impact the emerging markets sovereign yield curves? Evidence from a data?rich environment.(2021) In: Journal of Forecasting.
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2020Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors In: Journal of Forecasting.
[Full Text][Citation analysis]		article10

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