Oguzhan Cepni : Citation Profile

Central Bank of the United Arab Emirates

16

H index

24

i10 index

1034

Citations

RESEARCH PRODUCTION:

82

Articles

81

Papers

RESEARCH ACTIVITY:

   12 years (2013 - 2025). See details.
   Cites by year: 86
   Journals where Oguzhan Cepni has often published
   Relations with other researchers
   Recent citing documents: 285.    Total self citations: 55 (5.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce231
   Updated: 2026-02-21    RAS profile: 2026-01-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

GUPTA, RANGAN (88)

Pierdzioch, Christian (22)

Demirer, Riza (7)

Salisu, Afees (6)

Polat, Onur (6)

Aysan, Ahmet (6)

Caraiani, Petre (5)

Sensoy, Ahmet (4)

Caporin, Massimiliano (4)

Gul, Selcuk (3)

lucey, brian (3)

Can, Ufuk (3)

Pham, Linh (3)

Uddin, Gazi (3)

van Eyden, Renee (2)

Corbet, Shaen (2)

Wohar, Mark (2)

KAZDAL, Abdullah (2)

Bonato, Matteo (2)

Clements, Michael (2)

Gabauer, David (2)

Gil-Alana, Luis (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 (122)

Pierdzioch, Christian (46)

Salisu, Afees (21)

Sensoy, Ahmet (18)

Polat, Onur (18)

Demirer, Riza (17)

Umar, Zaghum (16)

lucey, brian (14)

Majumdar, Anandamayee (14)

Yousaf, Imran (13)

Akhtaruzzaman, Md (13)

Cites to:

GUPTA, RANGAN (325)

bloom, nicholas (70)

Pierdzioch, Christian (68)

Diebold, Francis (68)

Demirer, Riza (61)

Baker, Scott (57)

Wohar, Mark (53)

Davis, Steven (50)

Bollerslev, Tim (44)

Ng, Serena (43)

Engle, Robert (42)

Main data

Where Oguzhan Cepni has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics68
CBT Research Notes in Economics / Research and Monetary Policy Department, Central Bank of the Republic of Turkey4
Working Papers / 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024A Slight Look Environmental Disclosure Score Trends during Covid-19 Outbreak: What€™s Driver the Environmental Disclosure in Indonesian Mining and Manufacturing Companies. (2024). Sriningsih, Sriningsih ; Amal, Muhammad Ihlashul ; Agustina, Linda ; Jati, Kuat Waluyo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-16.

Full description at Econpapers || Download paper

2024Corporate social responsibility Feng Shui and firm value. (2024). Qiao, Yuanbo ; Chang, Shilong ; Wang, Kewen ; Li, Jingqiang. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738324000148.

Full description at Econpapers || Download paper

2024Tourism-industrial atmosphere and executive change: How can they impact firms? - A mixed context analysis study. (2024). Chen, Xi-Zhuo ; Li, Hui. In: Annals of Tourism Research. RePEc:eee:anture:v:109:y:2024:i:c:s0160738324001245.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

Full description at Econpapers || Download paper

2024Air pollution and online lender behavior: Evidence from Chinese peer-to-peer lending. (2024). Chen, Xiao ; Guo, Gangxing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000340.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Climate change and economic policy uncertainty: Evidence from major countries around the world. (2024). Su, Zhi ; Zhang, Yongji ; Lan, Minghui ; Liu, Lingxi ; Wang, KE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1045-1060.

Full description at Econpapers || Download paper

2024Can green bond hedges climate policy uncertainty in the United States: New insights from novel time-varying causality and quantile-on-quantile methods?. (2024). Li, Jing-Ping ; Wu, Jiawen ; Su, Chi-Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1158-1176.

Full description at Econpapers || Download paper

2024Is there a relationship between climate policy uncertainty and green finance? Evidence from bootstrap rolling window test. (2024). Dong, Xiaotian ; Sorana, Vtavu ; Tao, Ran ; Moldovan, Nicoleta-Claudia ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:277-289.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024How does climate policy uncertainty affect financial markets? Evidence from Europe. (2024). Tedeschi, Marco ; Foglia, Matteo ; Dai, Peng-Fei ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300469x.

Full description at Econpapers || Download paper

2024Extreme weather shocks and state-level inflation of the United States. (2024). GUPTA, RANGAN ; Sheng, Xin ; Liao, Wenting ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001976.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices. (2024). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Iqbal, Najaf ; Alsagr, Naif ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002263.

Full description at Econpapers || Download paper

2024The effects of conventional and unconventional monetary policies of the US, EU, and China on global green investment. (2024). Hoang, Viet-Ngu ; Alvi, Shahzad ; Tufail, Saira ; Wilson, Clevo. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002573.

Full description at Econpapers || Download paper

2024Measuring crisis from climate risk spillovers in European electricity markets. (2024). Liu, Zhenhua ; Zhai, Xiangyang ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002949.

Full description at Econpapers || Download paper

2024Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources. (2024). Umar, Zaghum ; Usman, Muhammad ; Ktaish, Farah. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400450x.

Full description at Econpapers || Download paper

2024Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x.

Full description at Econpapers || Download paper

2024Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study. (2024). Chang, Yuan ; Qiao, Sen ; Dang, Yi Jing. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006273.

Full description at Econpapers || Download paper

2024Banks fossil fuel divestment and corporate governance: The role of board gender diversity. (2024). Rimo, Giuseppe ; Cosma, Simona ; Mazz, Sebastiano ; Galletta, Simona. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400656x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

Full description at Econpapers || Download paper

2024Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

Full description at Econpapers || Download paper

2024Leveraging climate risk disclosure for enhanced corporate innovation: Pathways to sustainable and resilient business practices. (2024). Liao, Fangnan ; Chen, Fengwen ; Huang, Dasen ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006562.

Full description at Econpapers || Download paper

2024Volatility transmission and hedging strategies across green and conventional stocks in global markets. (2024). Urjasz, Szczepan ; Karkowska, Renata. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006598.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Climate uncertainty and green index volatility: Empirical insights from Chinese financial markets. (2024). Luo, NA ; Zhao, Huirong. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012291.

Full description at Econpapers || Download paper

2024What drives green betas? Climate uncertainty or speculation. (2024). Demirer, Riza ; Polat, Onur ; Eki, Brahim Halil. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424.

Full description at Econpapers || Download paper

2024Corporate ESG Performance and Stock Pledge Risk. (2024). Li, Tianyu ; Jing, Kun ; Bai, Keke. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012497.

Full description at Econpapers || Download paper

2024Can green investment funds hedge climate risk?. (2024). Kayani, Umar Nawaz ; Maherzi, Teja ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013338.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article1
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]		article2
2024Climate risks and forecastability of the weekly state‐level economic conditions of the United States In: International Review of Finance.
[Full Text][Citation analysis]		article4
2022Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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.
[Full Text][Citation analysis]
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]		article12
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.
[Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2017The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets In: Economics Letters.
[Full Text][Citation analysis]		article7
2021Do investor sentiments drive cryptocurrency prices? In: Economics Letters.
[Full Text][Citation analysis]		article42
2022Hedging climate risks with green assets In: Economics Letters.
[Full Text][Citation analysis]		article64
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]		article31
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: 31		paper
2022Persistence of state-level uncertainty of the United States: The role of climate risks In: Economics Letters.
[Full Text][Citation analysis]		article12
2022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2022Does climate change affect bank lending behavior? In: Economics Letters.
[Full Text][Citation analysis]		article15
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]		article3
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: 3		paper
2025Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility In: Economics Letters.
[Full Text][Citation analysis]		article4
2024Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility.(2024) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2026Going green or losing edge: A global investigation into the role of carbon risk on banks green investments In: Economics Letters.
[Full Text][Citation analysis]		article0
2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries In: Economic Systems.
[Full Text][Citation analysis]		article2
2019Local currency bond risk premia: A panel evidence on emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article6
2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2022Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
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]		article49
2022How connected is the agricultural commodity market to the news-based investor sentiment? In: Energy Economics.
[Full Text][Citation analysis]		article23
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.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2024Climate change exposure and cost of equity In: Energy Economics.
[Full Text][Citation analysis]		article15
2025Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models In: Energy Economics.
[Full Text][Citation analysis]		article1
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.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article303
2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 303		paper
2020Local currency bond risk premia of emerging markets: The role of local and global factors In: Finance Research Letters.
[Full Text][Citation analysis]		article7
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: 7		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]		article19
2024Can municipal bonds hedge US state-level climate risks? In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2024Can Municipal Bonds Hedge US State-Level Climate Risks?.(2024) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
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]		article41
2022Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2023Climate risks and state-level stock market realized volatility In: Journal of Financial Markets.
[Full Text][Citation analysis]		article20
2022Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 20		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.
[Citation analysis]
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]		article42
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]		article22
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.
[Full Text][Citation analysis]
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]		article9
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: 9		paper
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]		article0
2024Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty.(2024) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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
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
2022Extreme directional spillovers between investor attention and green bond markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article41
2022Oil price shocks and yield curve dynamics in emerging markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article6
2020Oil Price Shocks and Yield Curve Dynamics in Emerging Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
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.
[Full Text][Citation analysis]		article4
2020The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach.(2020) In: Working Papers.
[Citation analysis]
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]		article1
2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		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.
[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]		paper6
2023Forecasting mid-price movement of Bitcoin futures using machine learning.(2023) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		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.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
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.
[Citation analysis]
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.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		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]		paper1
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: 1		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		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]		paper17
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: 17		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2021Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty In: Working Papers.
[Citation analysis]		paper4
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: 4		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]		paper2
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: 2		article
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
2024Business applications and state‐level stock market realized volatility: A forecasting experiment.(2024) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2023Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India In: Working Papers.
[Citation analysis]		paper0
2025Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India.(2025) In: Financial Innovation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2023Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers.
[Citation analysis]		paper4
2024Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?.(2024) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
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
2025Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model.(2025) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
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.
[Citation analysis]		paper0
2024Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention In: Working Papers.
[Citation analysis]		paper0
2024Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2024The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks In: Working Papers.
[Citation analysis]		paper0
2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes In: Working Papers.
[Citation analysis]		paper0
2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies In: Working Papers.
[Citation analysis]		paper0
2024Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection In: Working Papers.
[Citation analysis]		paper1
2024Does Climate Affect Investments? Evidence from Firms in the United States In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Political ``Color and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States In: Working Papers.
[Citation analysis]		paper0
2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective In: Working Papers.
[Citation analysis]		paper0
2025Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices In: Working Papers.
[Citation analysis]		paper0
2025Climate Shocks and Unemployment Claims In: Working Papers.
[Citation analysis]		paper0
2025Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Corporate Earnings Announcements and Stock Market Bubbles In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Oil Price Shocks and Stock Market Bubbles In: Working Papers.
[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
2022News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices In: The Energy Journal.
[Full Text][Citation analysis]		article3
2023The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? In: Tourism Economics.
[Full Text][Citation analysis]		article6
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]		article8
2023Does vaccination help to reduce financial stress on tourism subsectors? In: Tourism Economics.
[Full Text][Citation analysis]		article2
2019Nowcasting emerging market’s GDP: the importance of dimension reduction techniques In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2024Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2025Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter? In: Journal of Behavioral Finance.
[Full Text][Citation analysis]		article1
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]		article2
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.
[Full Text][Citation analysis]
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]		paper2
2021Do local and global factors impact the emerging markets sovereign yield curves? Evidence from a data‐rich environment.(2021) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2024Climate Anomalies and Inflationary Pressures: Evidence from Turkiye In: Working Papers.
[Full Text][Citation analysis]		paper0
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]		article20

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team