Oguzhan Cepni : Citation Profile

Central Bank of the United Arab Emirates

17

H index

25

i10 index

1110

Citations

RESEARCH PRODUCTION:

88

Articles

86

Papers

RESEARCH ACTIVITY:

   13 years (2013 - 2026). See details.
   Cites by year: 85
   Journals where Oguzhan Cepni has often published
   Relations with other researchers
   Recent citing documents: 253.    Total self citations: 59 (5.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pce231
   Updated: 2026-04-04    RAS profile: 2026-03-09    
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Relations with other researchers

Works with:

GUPTA, RANGAN (100)

Pierdzioch, Christian (22)

Demirer, Riza (8)

Salisu, Afees (7)

Polat, Onur (6)

Aysan, Ahmet (6)

Caraiani, Petre (5)

Sensoy, Ahmet (4)

Caporin, Massimiliano (4)

lucey, brian (4)

Pham, Linh (3)

Uddin, Gazi (3)

Gul, Selcuk (3)

Can, Ufuk (3)

van Eyden, Renee (2)

Gil-Alana, Luis (2)

Gabauer, David (2)

KAZDAL, Abdullah (2)

Wohar, Mark (2)

Clements, Michael (2)

Corbet, Shaen (2)

Bonato, Matteo (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 (135)

Pierdzioch, Christian (46)

Salisu, Afees (25)

Polat, Onur (18)

Sensoy, Ahmet (18)

Demirer, Riza (17)

Umar, Zaghum (16)

Majumdar, Anandamayee (14)

lucey, brian (14)

Yousaf, Imran (13)

Bouri, Elie (13)

Cites to:

GUPTA, RANGAN (316)

Pierdzioch, Christian (70)

Diebold, Francis (68)

bloom, nicholas (65)

Demirer, Riza (59)

Baker, Scott (51)

Wohar, Mark (50)

Davis, Steven (45)

Bollerslev, Tim (44)

Campbell, John (42)

Engle, Robert (40)

Main data

Where Oguzhan Cepni has published?

Journals with more than one article published# docs
Journal of Forecasting10
Economics Letters9
Energy Economics7
International Review of Economics & Finance5
Finance Research Letters4
The Quarterly Review of Economics and Finance4
Journal of Financial Markets3
Research in International Business and Finance3
Tourism Economics3
Journal of International Financial Markets, Institutions and Money3
International Review of Finance3
The European Journal of Finance2
Scottish Journal of Political Economy2
International Journal of Forecasting2
Applied Economics Letters2
Journal of Behavioral Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics71
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey5
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

Recent works citing Oguzhan Cepni (2026 and 2025)

YearTitle of citing document
2025The Impact of Gold Coin Investments on Portfolio Diversification and Risk Management in the Zimbabwean Financial Markets. (2025). Wadesango, Newman ; Sitsha, Lovemore ; Matanhike, Simbarashe Brandon. In: CECCAR Business Review. RePEc:ahd:journl:v:6:y:2025:i:8:p:69-82.

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2025DYNAMIC CONNECTEDNESS OF EASTERN EUROPEAN STOCK MARKETS: AN EXTENDED JOINT CONNECTEDNESS APPROACH. (2025). Hristovski, Goran ; Gockov, Gjorgji. In: Proceedings of the 5th International Conference Economic and Business Trends Shaping the Future 2024. RePEc:aoh:conpro:2025:i:6:p:46-60.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2025How Election Shocks Move Markets: Evidence from Sectoral Stock Prices. (2025). Amburgey, Aaron J. In: Papers. RePEc:arx:papers:2504.02731.

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2025Comparative analysis of financial data differentiation techniques using LSTM neural network. (2025). Gajda, Janusz ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19243.

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2025Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models. (2025). Ślepaczuk, Robert ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19617.

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2025Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825.

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2025Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction. (2025). Sarram, Mehdi Agha ; Fard, Amin Milani ; Zare, Mohammad Ali ; Peik, Arash. In: Papers. RePEc:arx:papers:2509.10542.

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2025Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs. (2025). Kyriaki, Louca ; Nektarios, Michail ; Konstantinos, Melas. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:1:p:15-33:n:1001.

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2025External vs. domestic factors to forecast the inflation in dollarized economy. (2025). Herrero Olarte, Susana ; Carrillo-Maldonado, Paul ; Rubio, Jeniffer ; Herrero-Olarte, Susana. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00065.

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2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

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2025Quantifying rainfall-induced climate risk in rainfed agriculture: A volatility-based time series study from semi-arid India. (2025). Mukhoti, Sujay ; Ghosh, Soham ; Sharma, Pritee. In: Agricultural Water Management. RePEc:eee:agiwat:v:319:y:2025:i:c:s0378377425004895.

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2025When less is more: The numerical format effect of tourism corporate donations. (2025). Wan, Lisa C ; Xue, Nan ; Hu, Jihao. In: Annals of Tourism Research. RePEc:eee:anture:v:110:y:2025:i:c:s0160738324001415.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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2025Investor sentiment and cross-section of cryptocurrency returns. (2025). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000243.

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2025The asymmetric relationship between state media tone and the Chinese bond market during COVID-19: Evidence from a nonlinear ARDL model. (2025). Chen, Keyuan ; Jiang, Yanhui ; Hong, Yun ; Yu, LI ; Deng, Chao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000292.

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2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

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2025Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering. (2025). Sui, Cong ; Jia, Boxiang ; Zhao, Wenjie ; Guo, Hongyue. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000681.

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2025Good for bad: The heterogeneous effects of export controls on firms ESG. (2025). Jia, Deting ; Liu, Qing ; Wang, Kai. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000161.

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2025Firm-level climate sentiments, climate politics and implied cost of equity capital. (2025). Mishra, Dev R ; Bardos, Katsiaryna Salavei ; Som, Hyacinthe Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001142.

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2025Does institutional investors’ environmental attention influence corporate environmental investment?. (2025). Lu, Jing ; Xie, Tingting ; Wu, Qinqin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1625-1644.

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2025Unfavorable weather, favorable insights: Exploring the impact of extreme climate on green total factor productivity. (2025). Goodsite, Michael ; Ma, Xiaoyu ; Zheng, Yifan ; Li, Lei ; Zuo, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:626-640.

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2025Does national ESG performance move together with climate warming?. (2025). Chang, Chun-Ping ; Tan, Juan ; Zou, Xing-Yun ; Zhang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:19-29.

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2025How do climate risks intersect with the rise of new energy vehicles in China?. (2025). Song, Yubing ; Wong, Xiaoqing ; Zhang, Teng ; Qiu, Lianhong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:675-688.

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2025Climate shocks, economic activity and cross-country spillovers: Evidence from a new global model. (2025). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara ; Ahmadi, Maryam. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s026499932500077x.

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2025Interpretable machine learning unveils nonlinear drivers of global energy risk spillovers: A TVP-VAR approach. (2025). Lai, Xiaobing ; Tang, Pan ; Zhang, Ditian. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001737.

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2025Nonlinear hedging climate policy uncertainty: A dynamic mixed copula approach. (2025). Han, Yingwei ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001774.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2025Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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2025Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225.

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2025Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions. (2025). Jayakumar, Manju ; Tripathy, Sasikanta ; Pradhan, Rudra P ; Samarakoon, S. M. R. K., . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002663.

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2025Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699.

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2025Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information. (2025). Xu, Buyun ; Wu, Zhimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000087.

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2025Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19. (2025). Han, Seungoh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000208.

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2025The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds. (2025). Ma, Junfeng ; Zhou, Deheng ; Xu, Ziyao ; Yuan, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000270.

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2025The role of international and domestic investors in international market information spillover effects: Evidence from interconnected multilayer networks. (2025). Xu, Yiwa ; Li, Songsong ; Sercu, Piet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001056.

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2025Risky finance, riskier climate: when financial instability meets climate risks on the bridge of sustainability uncertainty. (2025). GAIES, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001329.

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2026Examining climate risk attention in stock markets: insights from quantile-on-quantile regression. (2026). Liu, Zhenhao ; Lin, Yutong ; Zhao, Lili ; Yang, Guozheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001846.

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2026The spillover effect of customer extreme climate risk: Evidence from supplier trade credit. (2026). Huang, Zhen ; Dou, Tianyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001937.

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2025How do geopolitical risks and uncertainty shape US consumer confidence?. (2025). Badran, Moustapha ; Awada, Mohamed ; Darwiche, Joanna ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005998.

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2025Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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2025The impact of global shocks on sovereign risk: Role of domestic factors. (2025). Inoguchi, Masahiro. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000992.

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2025An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:253-266.

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2025Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020.

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2025Interconnectedness and systemic risk in financial networks: Fresh evidence from India. (2025). Ahmad, Wasim ; Sharma, Harshit Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001220.

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2025Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?. (2025). Romagnoli, Silvia ; Bartolini, Nicola ; Santini, Amia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000945.

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2025Asymmetric tail risk spillover and co-movement between climate risk and the international energy market. (2025). Pham, Thu Phuong ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008314.

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2025Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326.

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2025How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?. (2025). Ji, Qiang ; Wang, Xinya ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008521.

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2025Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2025Interconnectedness among supply chain disruptions, energy crisis, and oil market volatility on economic resilience. (2025). Fu, Yuxi ; Yang, Shaopeng. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001136.

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2025Dynamic risk spillover in green financial markets: A wavelet frequency analysis from China. (2025). Shang, Junyan ; Zhao, Xiaojun ; Wang, Yiding. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001240.

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2025The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets. (2025). Xu, Xin ; Yu, YI ; Bi, Yanhao ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500115x.

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2025Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?. (2025). Hammoudeh, Shawkat ; Arfaoui, Nadia ; el Khoury, Rim ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001161.

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2025Does the crude oil return matter for the new energy vehicle-related industry markets? — A comparison of complete vehicles, energy systems, and raw materials. (2025). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500163x.

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2025Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312.

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2025Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002506.

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2025Natural capital productivity as a decoupler of energy and emissions in Sub-Saharan Africa. (2025). Ul-Durar, Shajara ; Arshed, Noman ; de Sisto, Marco ; Reynolds, Kae ; Yasin, Naveed. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325003081.

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2025Navigating extreme risk spillovers: Building a synergistic network of rare earths, green bonds, and clean energy markets in China. (2025). Guo, Lili ; Luo, Fangyuan ; Li, Yanjiao. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s014098832500386x.

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2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

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2025Environment and Energy: Does climate risk shape the energy consumption behavior of firms?. (2025). Srivastav, Shashank Prakash ; Kannadhasan, M. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004578.

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2025Going with the flow or standing by: Managerial climate risk perception bias and corporate green transformation — Evidence from China. (2025). Gao, Bei ; Jin, Jian. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325005213.

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2025Climate change risks and corporate financialization: Friend or foe? A theoretical and empirical analysis. (2025). Su, Bin ; Liu, Yuxuan ; Dou, Yue ; Zhao, Feng. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005845.

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2025Geopolitical risks, trade openness, and energy security: Empirical evidence from 41 countries. (2025). Zhao, Xin ; Ma, Xiaowei ; Zhai, Guoqing ; Nasim, Asma. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006048.

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2025Does climate transition risk threaten Chinas energy system stability? Insights from high-dimensional systemic risk spillover network. (2025). Hu, Xin ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006310.

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2025Military alliances, geopolitical risks, and international energy trade. (2025). Kim, Sunjin ; Paik, Songyi ; Ryu, Doojin. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s014098832500725x.

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2025Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia. (2025). Cao, Shanwei ; Zhai, Xiangyang ; Ji, Qiang ; Guo, Kun ; Liu, YU. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224041100.

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2025Time-frequency spillover and early warning of climate risk in international energy markets and carbon markets: From the perspective of complex network and machine learning. (2025). Shi, Changfeng ; Xu, Changxin ; Chen, Zixu ; Zhu, Wenjun ; Zhi, Jiaqi ; Yu, Yue. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004992.

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2025Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308.

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2025Carbon price fluctuation prediction using a novel hybrid statistics and machine learning approach. (2025). Shang, Dawei ; Pang, Yudan ; Wang, Haijie. In: Energy. RePEc:eee:energy:v:324:y:2025:i:c:s036054422501223x.

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2025Impact of economic policy uncertainty on Chinas urban construction investment bond financing costs. (2025). Xiao, Zuoping ; Liu, Chenyan ; Jin, Daxiang ; Chen, Juan. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000663.

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2025Do investors pay attention to the long-term sustainable company development?. (2025). Yang, Jinjuan ; Qian, Kaihao ; Sun, Yiyao. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001127.

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2025Foreign exchange markets, climate risks and contextual news: An intraday analysis. (2025). ben Omrane, Walid ; Panah, Pari Gholi ; Ayadi, Mohamed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001905.

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2025Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002157.

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2025Earning quality and climate risk: The case of European firms. (2025). ben Abdesslem, Rim ; Chkir, Imed ; Saadi, Samir. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002200.

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2025What determines Bitcoins price over the past decade?. (2025). Zhang, Xinyu ; Wei, Yunjie ; Wang, Shouyang ; Chen, Muying. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002613.

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2025Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625.

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2025CEO age and stock price synchronicity. (2025). Bakundana, Martin ; Twongirwe, Calorine. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002820.

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2025The role of uncertainty in return spillovers among digital, green, and traditional financial assets: New insights from the shock of unprecedented events. (2025). Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003126.

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2025Physical vs. Transition climate risks: Asymmetric effects on stock return predictability. (2025). Ma, Yong ; Zhou, Mingtao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003539.

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2025Climate risks and financial stability: Evidence from China. (2025). Huang, Jiayi ; Zhao, Xuejin ; Yao, Xinbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003941.

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2025Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?. (2025). Stankov, Petar ; Enilov, Martin ; Wang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004089.

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2025Generosity under environmental pressure: Climate change exposure and corporate philanthropy. (2025). Zu, Yanglan ; Shan, Yaowen ; Lu, Meiting ; Liu, Yunxin ; Cao, Yuqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004235.

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2025Managing extreme risks and interdependence between green cryptocurrencies and precious metals. (2025). Ur, Shafique ; Wu, Desheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925004946.

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2025The influence of carbon risk on debt structure. (2025). Shams, Syed ; Basha, Shabeen Afsar ; Ben-Nasr, Hamdi. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006787.

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2025Model specification for volatility forecasting benchmark. (2025). Zhang, Yaojie ; He, Mengxi ; Wen, Danyan ; Wang, Yudong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828.

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2025Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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2025Impact and moderating mechanism of corporate tax avoidance on firm value from the perspective of corporate governance. (2025). Liu, Jiajia ; Cao, Yuanyuan ; Meng, Qiuchi ; Lv, Wendai. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000134.

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2025Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis. (2025). Marangoz, Cumali ; Bulut, Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000535.

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2024Impacts of Financial Literacy on Elderly Households’ Consumption. (2024). Xie, Qian ; Peng, Juan ; Ke, Haie. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001764.

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2025Does flood risk affect the implied cost of equity capital?. (2025). Xiong, Deping ; Li, AN ; Cheng, Xianli ; Lai, Fujun. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014818.

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2025Climate change attention and systemic financial risk: A TENET analysis. (2025). Li, Yana ; Liang, Shuo ; Zhang, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015848.

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2025Does ESG enhance asset quality and funding cost management in banking diversification?. (2025). Kang, Moonsoo ; Baek, Seungho. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401571x.

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2025Trade policy uncertainty, shipping risk, and commodity markets. (2025). Shang, Mengya ; Zhang, Lin ; Duan, Hongcheng ; Wang, Lizhi ; Xiao, Nanyun. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016337.

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2025Environmental policies stringency and cross-border banking: The mediating role of green industries. (2025). , Susantiningrum ; Borges, Jorge Tavares ; Rapih, Subroto. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s154461232401763x.

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2025Educational equity, inclusive finance, and sustainable economic growth. (2025). Liu, Junzhi. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002302.

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2025Inhibitory effect of corporate bond default risk on bank liquidity creation. (2025). Zhu, Yunlu ; Ren, Yuheng ; Zeng, Linshan ; Chen, Xiaowei. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002752.

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2025Forecasting the BRICS stock returns with best subset regressions. (2025). Ciner, Cetin. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003022.

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

Works by Oguzhan Cepni:

YearTitleTypeCited
2025Forecasting Türkiye Local Inflation With Global Factors In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2021Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia In: International Review of Finance.
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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.
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2024Climate risks and forecastability of the weekly state‐level economic conditions of the United States In: International Review of Finance.
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2022Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States.(2022) In: Working Papers.
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2026News media coverage and the predictability of house prices In: Real Estate Economics.
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2026Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes In: Scottish Journal of Political Economy.
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2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes.(2024) In: Working Papers.
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2026The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks In: Scottish Journal of Political Economy.
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2024The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks.(2024) In: Working Papers.
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2013Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models In: Working Papers.
[Full Text][Citation analysis]		paper1
2024Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis In: Working Paper CRENoS.
[Full Text][Citation analysis]		paper0
2024Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis.(2024) In: Working Papers.
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2017Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve In: Economics Bulletin.
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2017Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve.(2017) In: CBT Research Notes in Economics.
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2022The effect of environmental, social and governance risks In: Annals of Tourism Research.
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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]		article15
2020Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment.(2020) In: Working Papers.
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2017The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets In: Economics Letters.
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2021Do investor sentiments drive cryptocurrency prices? In: Economics Letters.
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2022Hedging climate risks with green assets In: Economics Letters.
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2022The effects of climate risks on economic activity in a panel of US states: The role of uncertainty In: Economics Letters.
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2022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty.(2022) In: Working Papers.
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2022Persistence of state-level uncertainty of the United States: The role of climate risks In: Economics Letters.
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2022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks.(2022) In: Working Papers.
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2022Does climate change affect bank lending behavior? In: Economics Letters.
[Full Text][Citation analysis]		article19
2023Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models In: Economics Letters.
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2022Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models.(2022) In: Working Papers.
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2025Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility In: Economics Letters.
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2024Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility.(2024) In: Working Papers.
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2026Going green or losing edge: A global investigation into the role of carbon risk on banks green investments In: Economics Letters.
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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries In: Economic Systems.
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2019Local currency bond risk premia: A panel evidence on emerging markets In: Emerging Markets Review.
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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies In: Journal of Empirical Finance.
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2022Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies.(2022) In: Working Papers.
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2021Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics.
[Full Text][Citation analysis]		article14
2022Connectedness of energy markets around the world during the COVID-19 pandemic In: Energy Economics.
[Full Text][Citation analysis]		article53
2022How connected is the agricultural commodity market to the news-based investor sentiment? In: Energy Economics.
[Full Text][Citation analysis]		article24
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]		article16
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.
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2024Climate change exposure and cost of equity In: Energy Economics.
[Full Text][Citation analysis]		article24
2025Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models In: Energy Economics.
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2025Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models.(2025) In: Post-Print.
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2025Oil price shocks and the connectedness of US state-level financial markets In: Energy Economics.
[Full Text][Citation analysis]		article3
2024Oil Price Shocks and the Connectedness of US State-Level Financial Markets.(2024) In: Working Papers.
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2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article312
2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
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2020Local currency bond risk premia of emerging markets: The role of local and global factors In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2019Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors.(2019) In: Working Papers.
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2022Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps In: Finance Research Letters.
[Full Text][Citation analysis]		article21
2024Can municipal bonds hedge US state-level climate risks? In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2024Can Municipal Bonds Hedge US State-Level Climate Risks?.(2024) In: Working Papers.
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2024Time-Varying effects of extreme weather shocks on output growth of the United States In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2023Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States.(2023) In: Working Papers.
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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]		article22
2023Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets.
[Full Text][Citation analysis]		article44
2022Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates.(2022) In: Working Papers.
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2023Climate risks and state-level stock market realized volatility In: Journal of Financial Markets.
[Full Text][Citation analysis]		article24
2022Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 24		paper
2025Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks.(2024) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2023Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article45
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]		article7
2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article23
2024How local is the local inflation factor? Evidence from emerging European countries In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2023Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model In: Resources Policy.
[Full Text][Citation analysis]		article10
2022Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model.(2022) In: Working Papers.
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2025Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2024Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty.(2024) In: Working Papers.
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2025Fortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2026Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2024Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2025News sentiment and DeFi coin returns: An empirical analysis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2026Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623] In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article6
2022Oil price shocks and yield curve dynamics in emerging markets.(2022) In: International Review of Economics & Finance.
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2022Extreme directional spillovers between investor attention and green bond markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article43
2020Global uncertainties and portfolio flow dynamics of the BRICS countries In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2021The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach In: Research in International Business and Finance.
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2020The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2024Financial stress and realized volatility: The case of agricultural commodities In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2021The impact of oil price shocks on Turkish sovereign yield curve In: International Journal of Emerging Markets.
[Full Text][Citation analysis]		article3
2021The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve.(2021) In: Working Papers.
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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]		paper7
2023Forecasting mid-price movement of Bitcoin futures using machine learning.(2023) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 7		article
2021Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers.
[Full Text][Citation analysis]		paper2
2020Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers.
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2022Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting.
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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]		article2
2023Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Journal of Developing Areas.
[Full Text][Citation analysis]		article1
2020Time-Varying Spillover of US Trade War on the Growth of Emerging Economies.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2025The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article0
2022The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks.(2022) In: Working Papers.
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2024Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article1
2023Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach.(2023) In: Working Papers.
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2025The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article1
2021The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom.(2021) In: Working Papers.
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2019Time-Varying Risk Aversion and the Predictability of Bond Premia In: Working Papers.
[Citation analysis]		paper10
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]		paper2
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.
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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.
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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.
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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]		paper1
2022The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis.(2022) In: International Journal of Finance & Economics.
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2020Oil Price Shocks and Yield Curve Dynamics in Emerging Markets In: Working Papers.
[Citation analysis]		paper6
2022Oil price shocks and yield curve dynamics in emerging markets.(2022) In: International Review of Economics & Finance.
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2020The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach In: Working Papers.
[Citation analysis]		paper5
2022The role of investor sentiment in forecasting housing returns in China: A machine learning approach.(2022) In: Journal of Forecasting.
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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]		paper18
2022Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis.(2022) In: Journal of Forecasting.
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2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries In: Working Papers.
[Citation analysis]		paper11
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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