Oguzhan Cepni : Citation Profile

Are you Oguzhan Cepni?

Central Bank of the United Arab Emirates

10

H index

11

i10 index

466

Citations

RESEARCH PRODUCTION:

55

Articles

60

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 42
   Journals where Oguzhan Cepni has often published
   Relations with other researchers
   Recent citing documents: 223.    Total self citations: 35 (6.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pce231
   Updated: 2024-07-05    RAS profile: 2024-06-12    
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Relations with other researchers

Works with:

GUPTA, RANGAN (75)

Pierdzioch, Christian (20)

Wohar, Mark (8)

Demirer, Riza (8)

Gul, Selcuk (5)

Sensoy, Ahmet (4)

Salisu, Afees (4)

lucey, brian (3)

Gabauer, David (3)

Bonato, Matteo (3)

Pham, Linh (3)

Uddin, Gazi (3)

Bouri, Elie (2)

Caporin, Massimiliano (2)

Balcilar, Mehmet (2)

Caraiani, Petre (2)

Clements, Michael (2)

Swanson, Norman (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 (57)

Salisu, Afees (15)

Umar, Zaghum (13)

Bouri, Elie (13)

Demirer, Riza (11)

lucey, brian (10)

Pierdzioch, Christian (10)

Wohar, Mark (7)

Yousaf, Imran (7)

Caraiani, Petre (6)

JAWADI, Fredj (6)

Cites to:

GUPTA, RANGAN (279)

bloom, nicholas (61)

Pierdzioch, Christian (54)

Wohar, Mark (53)

Baker, Scott (50)

Demirer, Riza (50)

Diebold, Francis (46)

Davis, Steven (45)

Campbell, John (38)

Bollerslev, Tim (35)

Balcilar, Mehmet (35)

Main data

Where Oguzhan Cepni has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics49
CBT Research Notes in Economics / Research and Monetary Policy Department, Central Bank of the Republic of Turkey4
Working Papers / Copenhagen Business School, Department of Economics3
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey3

Recent works citing Oguzhan Cepni (2024 and 2023)

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

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

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

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

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2024.

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

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

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

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2023Air pollution disclosing and tourism: Who are winners?. (2023). Qiang, Hongjie ; Zang, Shoujuan ; Wang, Yangjie. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001329.

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2023Secret sentiments make for good announcements: Does unjustified managerial belief benefit tourism firm performance?. (2023). Liu, Ya-Fei ; Zeng, Min. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001469.

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

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

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

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

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

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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

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

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2023The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Qi, Jiayin ; Xu, Kunpeng ; Zhang, Pengcheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246.

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

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

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

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

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2023Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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2023Global energy security: Do internal and external risk spillovers matter? A multilayer network method. (2023). Hu, Xin ; Deng, Yuanyue ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004590.

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2023The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x.

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2023Global energy market connectedness and inflation at risk. (2023). Ye, Shiqi ; Gong, LU ; Zheng, Tingguo. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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

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2023Green bond in China: An effective hedge against global supply chain pressure?. (2023). Oprean, Camelia ; Gao, Zhuoqiong ; Kong, Fanna ; Oprean-Stan, Camelia. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006655.

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2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective. (2023). Yunis, Manal ; Wang, Zu-Shan ; Kchouri, Bilal. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006680.

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2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746.

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2023The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty. (2023). Wang, Chengfang ; Chen, Xuesheng ; Zhong, Yufei ; Zhang, Yuchen. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006928.

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2024Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Bai, Dingchuan ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387.

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2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2024The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach. (2024). Mushtaq, Rizwan ; Kocaarslan, Baris. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004962.

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

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

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

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

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

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

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

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

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

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

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2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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2023Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004088.

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2024Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices. (2024). Lu, Ran ; Zhou, Xiangjing ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400005x.

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

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

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

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

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

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

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

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

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

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

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2023Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war. (2023). Ruan, Junhu ; Yadav, Miklesh Prasad ; Goodell, John W ; Malhotra, Nidhi ; Abedin, Mohammad Zoynul. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006955.

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2023Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor. (2023). Zhang, Yaojie ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300778x.

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2023Co-jump dynamicity in the cryptocurrency market: A network modelling perspective. (2023). Chen, Yan ; Bouri, Elie ; Zhang, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007444.

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2023Fiscal policy and stock markets at the effective lower bound. (2023). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009364.

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2023Green bonds, conventional bonds and geopolitical risk. (2023). Sheenan, Lisa. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009595.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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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.

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

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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.

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

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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

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2023Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets. (2023). Shaik, Muneer ; Billah, Syed Mabruk ; Rabbani, Mustafa Raza ; Boujlil, Rhada ; Rahman, Mashuk. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000960.

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

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

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

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2023Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets. (2023). Vigne, Samuel A ; Wang, Yizhi ; Wei, YU ; Ma, Zhenyu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000896.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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2024Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

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

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

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

Works by Oguzhan Cepni:

YearTitleTypeCited
2021Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia In: International Review of Finance.
[Full Text][Citation analysis]		article0
2022Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note In: International Review of Finance.
[Full Text][Citation analysis]		article0
2013Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models In: Working Papers.
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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.
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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.
[Full Text][Citation analysis]		article23
2022Hedging climate risks with green assets In: Economics Letters.
[Full Text][Citation analysis]		article23
2022The effects of climate risks on economic activity in a panel of US states: The role of uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article13
2022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty.(2022) In: Working Papers.
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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.
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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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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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2021Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics.
[Full Text][Citation analysis]		article9
2022Connectedness of energy markets around the world during the COVID-19 pandemic In: Energy Economics.
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2022How connected is the agricultural commodity market to the news-based investor sentiment? In: Energy Economics.
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2022Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? In: Energy Economics.
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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.
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2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
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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.
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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]		article3
2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S In: Journal of Financial Markets.
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2023Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets.
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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.
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2022Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers.
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2023Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2024Not all words are equal: Sentiment and jumps in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2024How local is the local inflation factor? Evidence from emerging European countries In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries.(2021) In: Working Papers.
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2023Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model In: Resources Policy.
[Full Text][Citation analysis]		article3
2022Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model.(2022) In: Working Papers.
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2022Extreme directional spillovers between investor attention and green bond markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article18
2022Oil price shocks and yield curve dynamics in emerging markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2020Oil Price Shocks and Yield Curve Dynamics in Emerging Markets.(2020) In: Working Papers.
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2020Global uncertainties and portfolio flow dynamics of the BRICS countries In: Research in International Business and Finance.
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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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2021The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve.(2021) In: Working Papers.
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2020Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning In: Working Papers.
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2021Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers.
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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.
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2019Time-Varying Risk Aversion and the Predictability of Bond Premia In: Working Papers.
[Citation analysis]		paper9
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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This paper has nother version. Agregated cites: 2		article
2019The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States In: Working Papers.
[Citation analysis]		paper0
2019The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis In: Working Papers.
[Citation analysis]		paper0
2022The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis.(2022) In: International Journal of Finance & Economics.
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2020Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Working Papers.
[Citation analysis]		paper1
2020The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach In: Working Papers.
[Citation analysis]		paper2
2022The role of investor sentiment in forecasting housing returns in China: A machine learning approach.(2022) In: Journal of Forecasting.
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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]		paper9
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]		paper7
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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2021The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom In: Working Papers.
[Citation analysis]		paper1
2021Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty In: Working Papers.
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2023Forecasting international REITs volatility: the role of oil-price uncertainty.(2023) In: The European Journal of Finance.
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2021El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers.
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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.
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2022The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks In: Working Papers.
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2022The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States In: Working Papers.
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2022Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment In: Working Papers.
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2022Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States In: Working Papers.
[Citation analysis]		paper0
2022Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies In: Working Papers.
[Citation analysis]		paper1
2023Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India In: Working Papers.
[Citation analysis]		paper0
2023Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers.
[Citation analysis]		paper0
2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers.
[Citation analysis]		paper0
2023Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States In: Working Papers.
[Citation analysis]		paper0
2023Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2023Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2023Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks In: Working Papers.
[Full Text][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.
[Full Text][Citation analysis]		paper0
2024The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks In: Working Papers.
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2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Can Municipal Bonds Hedge US State-Level Climate Risks? In: Working Papers.
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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging In: Working Papers.
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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.
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2023The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? In: Tourism Economics.
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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]		article1
2019Nowcasting emerging market’s GDP: the importance of dimension reduction techniques In: Applied Economics Letters.
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2021The impact of real exchange rate on international trade: Evidence from panel structural VAR model In: The Journal of International Trade & Economic Development.
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2020Credit decomposition and economic activity in Turkey: A wavelet-based approach In: Central Bank Review.
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2020Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach.(2020) In: Working Papers.
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2017The Sensitivity of CDS Premium to the Global Risk Factor : Evidence from Emerging Markets In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper3
2018The Interaction between Yield Curve and Macroeconomic Factors In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper0
2020Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Do local and global factors impact the emerging markets sovereign yield curves? Evidence from a data?rich environment.(2021) In: Journal of Forecasting.
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2020Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors In: Journal of Forecasting.
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