Oguzhan Cepni : Citation Profile

Central Bank of the United Arab Emirates

17

H index

26

i10 index

1291

Citations

RESEARCH PRODUCTION:

96

Articles

89

Papers

RESEARCH ACTIVITY:

   13 years (2013 - 2026). See details.
   Cites by year: 99
   Journals where Oguzhan Cepni has often published
   Relations with other researchers
   Recent citing documents: 398.    Total self citations: 63 (4.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pce231
   Updated: 2026-10-10    RAS profile: 2026-09-14    
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Relations with other researchers

Works with:

GUPTA, RANGAN (108)

Pierdzioch, Christian (24)

Demirer, Riza (9)

Polat, Onur (8)

Salisu, Afees (7)

Can, Ufuk (6)

Aysan, Ahmet (6)

Caporin, Massimiliano (6)

Caraiani, Petre (5)

Sensoy, Ahmet (4)

lucey, brian (4)

Ji, Qiang (4)

Uddin, Gazi (3)

Pham, Linh (3)

Gul, Selcuk (3)

Gabauer, David (2)

Clements, Michael (2)

Gil-Alana, Luis (2)

Corbet, Shaen (2)

KAZDAL, Abdullah (2)

van Eyden, Renee (2)

Bakkar, Yassine (2)

Wohar, Mark (2)

Bonato, Matteo (2)

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

Is cited by:

GUPTA, RANGAN (147)

Pierdzioch, Christian (53)

Salisu, Afees (27)

Polat, Onur (22)

Sensoy, Ahmet (20)

Ji, Qiang (18)

Demirer, Riza (17)

Umar, Zaghum (16)

Majumdar, Anandamayee (15)

lucey, brian (14)

Bouri, Elie (13)

Cites to:

GUPTA, RANGAN (347)

Diebold, Francis (78)

Pierdzioch, Christian (76)

Demirer, Riza (70)

bloom, nicholas (69)

Baker, Scott (53)

Wohar, Mark (51)

Bollerslev, Tim (49)

Davis, Steven (47)

Yilmaz, Kamil (45)

Ji, Qiang (45)

Main data

Where Oguzhan Cepni has published?

Journals with more than one article published# docs
Journal of Forecasting11
Economics Letters9
Energy Economics7
Finance Research Letters7
The Quarterly Review of Economics and Finance6
International Review of Economics & Finance6
Tourism Economics3
Journal of Financial Markets3
Research in International Business and Finance3
Journal of International Financial Markets, Institutions and Money3
International Review of Finance3
Applied Economics Letters2
Journal of Behavioral Finance2
Scottish Journal of Political Economy2
The European Journal of Finance2
International Journal of Forecasting2
The Journal of Real Estate Finance and Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics74
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey5
CBT Research Notes in Economics / Research and Monetary Policy Department, Central Bank of the Republic of Turkey4
Working Papers / Copenhagen Business School, Department of Economics3

Recent works citing Oguzhan Cepni (2026 and 2025)

YearTitle of citing document
2026When heat hits: Short-run saving and withdrawal behavior among microfinance clients in Benin. (2026). Musshoff, Oliver ; Mader, Anna. In: 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri. RePEc:ags:aaea26:404654.

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

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

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

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

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

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

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

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

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2026AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management. (2026). Wolff, Linus ; Scholz, David ; Hollander, Dirk ; Bauer, Ekkehardt ; Hasebrook, Joachim ; Aiad, Kyrillus ; Ostermair, Christoph. In: Papers. RePEc:arx:papers:2608.12424.

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2026From Flow to Finance: Multidimensional Volatility Connectedness of World Water Stocks. (2026). Wheeler, Sarah Ann ; Baryshnikova, Nadezhda ; Yengin, Duygu ; Rehman, Mubeen Abdur. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:35:y:2026:i:5:p:6164-6180.

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2025Impact of COVID‐19 Pandemic on Asia‐Pacific Banks. (2025). Kangogo, Moses ; Mutuku, Judith. In: Economic Papers. RePEc:bla:econpa:v:44:y:2025:i:2:p:186-205.

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2025Bitcoin spillovers: A high‐frequency cross‐asset analysis. (2025). Kwok, Simon ; Leong, Minhao. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:2:p:453-479.

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2026Hitting the Right Note: The Impact of Lexical Complexity on Initial Coin Offering Success. (2026). Arslanayaydin, Zgr ; Thewissen, Jennifer ; Herrezuelo, Diego Barrio. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:1:p:135-173.

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2025Carbon performance and corporate financial performance during crises: Evidence from the COVID‐19 pandemic and the Global Financial Crisis. (2025). Bouzzine, Yassin Denis ; Lueg, Rainer ; Lger, Frederic. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:29:y:2025:i:1:p:246-263.

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2025Enterprise characteristics and incentive effect of environmental regulation. (2025). Yang, Cunyi ; Guo, Chunyu ; Ma, Wenjie. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:3:n:e70032.

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

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

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

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2025Drivers of China Green Bonds: An ARDL Analysis of Economic Policy Uncertainty, Financial Market Volatility, Exchange Rates, and Commodity Prices. (2025). Adi, Mahrus Lutfi ; Mutiara, Intan ; Bi, Chuanchen ; Aji, Susilo Nur ; Ha, Tran Thai ; van Pho, Thanh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:v:15:y:2025:i:4:id:19188.

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2025ESG Crypto-Assets and Environmental Signals in the Energy Transition: A Quantile-Frequency Perspective. (2025). Jellouli, Imen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:v:15:y:2025:i:6:id:20276.

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

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

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

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

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

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

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

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2026Do global bond market sentiments transmit to green bonds? Evidence from a quantile connectedness framework. (2026). Ahmad, Wasim ; Kaur, Rishman Jot ; Khan, Hera Asif ; Bidasaria, Hemant. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:49:y:2026:i:c:s2214635026000134.

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

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2026Skewness-Kurtosis: Small samples and power-law behavior. (2026). de Bartolo, Samuele ; de Michele, Carlo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:208:y:2026:i:p1:s0960077926002079.

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

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

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

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

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

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2026Climate Risk, Induced Technological Upgrading, and Firm Productivity. (2026). Li, Hao ; Fang, Xian ; Wang, Yicong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:90:y:2026:i:c:p:83-100.

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

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

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

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2026Decoding synchronization of cycles between BRICS and the U.S.: Patterns and drivers. (2026). Tuteja, Divya ; Dua, Pami. In: Economic Modelling. RePEc:eee:ecmode:v:155:y:2026:i:c:s0264999325003864.

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

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

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

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

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

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

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

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

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

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

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

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

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2026Forecasting realized volatility using HAR models and wavelet decomposition: A volatility-timing perspective. (2026). Clements, Adam ; Vatsa, Puneet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:83:y:2026:i:c:s1062940826000276.

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2026Are green bonds the new quasi-havens? novel evidence from sentiment-driven volatility spillovers. (2026). Shahrour, Mohamad H ; Jaafar, Azzam ; Tanos, Barbara Abou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:84:y:2026:i:c:s1062940826000288.

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2026Assessing climate risk impact on financial markets: A GARCH-Wavelet-Spillover approach to green and traditional assets. (2026). Alqaralleh, Huthaifa ; Almajali, Obada. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:84:y:2026:i:c:s1062940826000422.

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2026Financial demand as a driver of U.S. housing macro-dynamics: a structural VAR approach, 1996–2019. (2026). Tori, Daniele ; Caverzasi, Eugenio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:84:y:2026:i:c:s1062940826000471.

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2026Climate change risks, weather uncertainty, and stock returns: evidence from major European markets. (2026). Chiang, Thomas C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:85:y:2026:i:c:s1062940826000562.

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2026Climate change, international finance and the balance-of-payments. A proposal for two novel indices. (2026). Lscher, Anne. In: Ecological Economics. RePEc:eee:ecolec:v:248:y:2026:i:c:s0921800926001485.

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

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

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2026The rise and demise of the Net-Zero Banking Alliance: Did the markets care?. (2026). Vanwalleghem, Dieter ; Yildirim, Canan. In: Economics Letters. RePEc:eee:ecolet:v:258:y:2026:i:c:s0165176525005580.

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

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

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2026Climate policy uncertainty and stock market pricing efficiency: Evidence from China. (2026). Tan, QI ; Zhou, Yawen ; Yan, Chunxiao. In: Economic Systems. RePEc:eee:ecosys:v:50:y:2026:i:2:s0939362525000706.

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

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

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

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2026Risk spillovers and portfolio diversification: Empirical evidence from emerging and traditional assets. (2026). Naeem, Muhammad Abubakr ; Dong, Zibing ; Lu, Ran ; Wu, Fenglin ; Li, Yanshuang. In: Emerging Markets Review. RePEc:eee:ememar:v:73:y:2026:i:c:s1566014126000361.

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

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2026Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data. (2026). GUPTA, RANGAN ; Pierdzioch, Christian ; Bonato, Matteo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:86:y:2026:i:c:s0927539826000411.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2026The predictive effects of Fintech-ESG dynamic interdependence: A global perspective on Cleantech energy transition risk. (2026). Parhi, Mamata ; Enilov, Martin ; Delantar, Edna. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s014098832500920x.

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2026Climate change and corporate financialization: International evidence. (2026). Wang, Ke ; Zhang, Yankai. In: Energy Economics. RePEc:eee:eneeco:v:155:y:2026:i:c:s0140988326000289.

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2026Dynamic spillover between geopolitical risk and energy markets: Portfolio hedging implication. (2026). Pan, Yinghao ; Ma, DI ; Zhu, Qingyuan. In: Energy Economics. RePEc:eee:eneeco:v:157:y:2026:i:c:s0140988326001337.

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2026How does the “pecking order” of financing channels drive green innovation efficiency? The agency cost mechanism of heterogeneous financing preferences in new energy enterprises under dual carbon goals. (2026). Wu, Tiantian ; Su, Lijuan. In: Energy Economics. RePEc:eee:eneeco:v:157:y:2026:i:c:s0140988326001787.

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2026Risk spillovers from climate policy uncertainty to energy markets: Does climate policy stringency matter?. (2026). Nasir, Muhammad Ali ; Zhu, Qingyuan ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:158:y:2026:i:c:s0140988326002380.

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2026Research on the impact of climate risk attention on enterprise energy efficiency. (2026). Song, Weihui. In: Energy Policy. RePEc:eee:enepol:v:215:y:2026:i:c:s0301421526002594.

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

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

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

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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.
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2021Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia In: International Review of Finance.
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2022Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note In: International Review of Finance.
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2024Climate risks and forecastability of the weekly state‐level economic conditions of the United States In: International Review of Finance.
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2026News media coverage and the predictability of house prices In: Real Estate Economics.
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2026Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes In: Scottish Journal of Political Economy.
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2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes.(2024) In: Working Papers.
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2026The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks In: Scottish Journal of Political Economy.
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2024The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks.(2024) In: Working Papers.
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2013Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models In: Working Papers.
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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.
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2024Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis.(2024) In: Working Papers.
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2017Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve In: Economics Bulletin.
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2017Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve.(2017) In: CBT Research Notes in Economics.
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2022The effect of environmental, social and governance risks In: Annals of Tourism Research.
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2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment In: The North American Journal of Economics and Finance.
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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.
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2022Hedging climate risks with green assets In: Economics Letters.
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2022The effects of climate risks on economic activity in a panel of US states: The role of uncertainty In: Economics Letters.
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2022The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty.(2022) In: Working Papers.
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2022Persistence of state-level uncertainty of the United States: The role of climate risks In: Economics Letters.
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2022Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks.(2022) In: Working Papers.
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2022Does climate change affect bank lending behavior? In: Economics Letters.
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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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2025Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility In: Economics Letters.
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2024Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility.(2024) In: Working Papers.
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2026Going green or losing edge: A global investigation into the role of carbon risk on banks green investments In: Economics Letters.
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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries In: Economic Systems.
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2019Local currency bond risk premia: A panel evidence on emerging markets In: Emerging Markets Review.
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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies In: Journal of Empirical Finance.
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2022Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies.(2022) In: Working Papers.
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2021Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics.
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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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2025Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models In: Energy Economics.
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2025Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models.(2025) In: Post-Print.
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2025Oil price shocks and the connectedness of US state-level financial markets In: Energy Economics.
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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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2026Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions In: Finance Research Letters.
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2025Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions.(2025) In: Working Papers.
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2026Credit standards: A new predictor of U.S. stock market realized volatility In: Finance Research Letters.
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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.
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2024Can municipal bonds hedge US state-level climate risks? In: Finance Research Letters.
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2024Can Municipal Bonds Hedge US State-Level Climate Risks?.(2024) In: Working Papers.
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2024Time-Varying effects of extreme weather shocks on output growth of the United States In: Finance Research Letters.
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2023Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States.(2023) In: Working Papers.
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2026Abnormal weather shocks and US state level municipal bond returns In: Finance Research Letters.
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2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S In: Journal of Financial Markets.
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2023Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets.
[Full Text][Citation analysis]		article52
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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2025Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks In: Journal of International Financial Markets, Institutions and Money.
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2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks.(2024) 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.
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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money.
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2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes In: International Journal of Forecasting.
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2024How local is the local inflation factor? Evidence from emerging European countries In: International Journal of Forecasting.
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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.
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2022Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model.(2022) In: Working Papers.
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2025Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty In: The Quarterly Review of Economics and Finance.
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2024Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty.(2024) In: Working Papers.
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2025Fortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance In: The Quarterly Review of Economics and Finance.
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2026Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework In: The Quarterly Review of Economics and Finance.
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2026Dynamic connectedness across U.S. state-level regional equity markets: The role of time-varying common and idiosyncratic factors In: The Quarterly Review of Economics and Finance.
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2026Oil price shocks and stock market bubble-risk indicators In: The Quarterly Review of Economics and Finance.
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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.
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2025News sentiment and DeFi coin returns: An empirical analysis In: International Review of Economics & Finance.
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2026Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623] In: International Review of Economics & Finance.
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2022Oil price shocks and yield curve dynamics in emerging markets.(2022) In: International Review of Economics & Finance.
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2026Climate risks and forecastability of US inflation: Evidence from dynamic quantile model averaging In: International Review of Economics & Finance.
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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging.(2024) 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]		article48
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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2024Financial stress and realized volatility: The case of agricultural commodities In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities.(2023) In: Working Papers.
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2021The impact of oil price shocks on Turkish sovereign yield curve In: International Journal of Emerging Markets.
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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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2023Forecasting mid-price movement of Bitcoin futures using machine learning.(2023) In: Annals of Operations Research.
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2021Interest Rate Uncertainty and the Predictability of Bank Revenues 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 Non-Fungible Tokens Spillovers: How and When? In: Bulletin of Monetary Economics and Banking.
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2023Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Journal of Developing Areas.
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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.
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2026Fault Lines of Value: The Impact of Earthquake Risk on Istanbul Housing Market In: The Journal of Real Estate Finance and Economics.
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2024Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach In: Review of Quantitative Finance and Accounting.
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2023Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach.(2023) In: Working Papers.
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2025The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom In: Humanities and Social Sciences Communications.
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2021The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom.(2021) In: Working Papers.
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2019Time-Varying Risk Aversion and the Predictability of Bond Premia In: Working Papers.
[Citation analysis]		paper11
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.
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2020Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages.(2020) In: Journal of Forecasting.
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2019Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio In: Working Papers.
[Citation analysis]		paper2
2020Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio.(2020) In: Applied Economics Letters.
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2019The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States In: Working Papers.
[Citation analysis]		paper0
2019The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis In: Working Papers.
[Citation analysis]		paper1
2022The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis.(2022) In: International Journal of Finance & Economics.
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2020Oil Price Shocks and Yield Curve Dynamics in Emerging Markets In: Working Papers.
[Citation analysis]		paper7
2022Oil price shocks and yield curve dynamics in emerging markets.(2022) In: International Review of Economics & Finance.
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2020The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach In: Working Papers.
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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]		paper24
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.
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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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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.
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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.
[Citation analysis]		paper6
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 Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States In: Working Papers.
[Citation analysis]		paper0
2022Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment In: Working Papers.
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2024Business applications and state‐level stock market realized volatility: A forecasting experiment.(2024) In: Journal of Forecasting.
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2023Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India In: Working Papers.
[Citation analysis]		paper1
2025Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India.(2025) In: Financial Innovation.
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2023Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers.
[Citation analysis]		paper9
2024Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?.(2024) In: Journal of Forecasting.
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2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers.
[Citation analysis]		paper1
2025Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model.(2025) In: Journal of Forecasting.
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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
2026Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models.(2026) In: Journal of Forecasting.
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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.
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2024Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper1
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.
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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.
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2025Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments In: Working Papers.
[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.
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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.
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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.
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2026Time-Varying Effects of Skewness: An International Comparison In: Working Papers.
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2026Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment In: Working Papers.
[Citation analysis]		paper0
2026When the Weather Turns Risky: Climate Shocks and U.S. State-Level Credit Risk In: Working Papers.
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2026From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles In: Working Papers.
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2026AI Revolution and Crash Risks in Technology Stocks In: Working Papers.
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2017Endogeneity of Money Supply: Evidence from Turkey In: International Journal of Finance & Banking Studies.
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2016Endogeneity of Money Supply : Evidence From Turkey.(2016) In: CBT Research Notes in Economics.
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2022News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices In: The Energy Journal.
[Full Text][Citation analysis]		article6
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]		article8
2023Does vaccination help to reduce financial stress on tourism subsectors? In: Tourism Economics.
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2019Nowcasting emerging market’s GDP: the importance of dimension reduction techniques In: Applied Economics Letters.
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2024Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2025Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter? In: Journal of Behavioral Finance.
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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.
[Full Text][Citation analysis]		article3
2020Credit decomposition and economic activity in Turkey: A wavelet-based approach In: Central Bank Review.
[Full Text][Citation analysis]		article1
2020Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach.(2020) In: Working Papers.
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2017The Sensitivity of CDS Premium to the Global Risk Factor : Evidence from Emerging Markets In: CBT Research Notes in Economics.
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2018The Interaction between Yield Curve and Macroeconomic Factors In: CBT Research Notes in Economics.
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2020Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment In: Working Papers.
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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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2024Climate Anomalies and Inflationary Pressures: Evidence from Turkiye In: Working Papers.
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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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