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Works (23)

Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility

Economics Letters
2025-02 | Journal article
Contributors: Elie Bouri; Oguzhan Cepni; Rangan Gupta; Ruipeng Liu
Source: check_circle
Crossref

Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model

Journal of Forecasting
2025-01-05 | Journal article
Contributors: Afees A. S alisu; Wenting Liao; Rangan Gupta; Oguzhan Cepni
Source: check_circle
Crossref

Forecasting Türkiye Local Inflation With Global Factors

Bulletin of Economic Research
2024-11-21 | Journal article
Contributors: Oguzhan Cepni; Abdullah Kazdal; Muhammed Enes Olgun; Muhammed Hasan Yilmaz
Source: check_circle
Crossref

Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels

The Quarterly Review of Economics and Finance
2024-10 | Journal article
Contributors: Afees A. Salisu; Kazeem O. Isah; Oguzhan Cepni
Source: check_circle
Crossref

Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?

Journal of Forecasting
2024-09 | Journal article
Contributors: Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch
Source: check_circle
Crossref

Business applications and state‐level stock market realized volatility: A forecasting experiment

Journal of Forecasting
2024-03 | Journal article
Contributors: Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch
Source: check_circle
Crossref

How local is the local inflation factor? Evidence from emerging European countries

International Journal of Forecasting
2024-01 | Journal article
Contributors: Oguzhan Cepni; Michael P. Clements
Source: check_circle
Crossref

El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach

Journal of Forecasting
2023-07 | Journal article
Contributors: Matteo Bonato; Oğuzhan Çepni; Rangan Gupta; Christian Pierdzioch
Source: check_circle
Crossref

Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models

Economics Letters
2023-06 | Journal article
Contributors: Oguzhan Cepni; Christina Christou; Rangan Gupta
Source: check_circle
Crossref

The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more?

Tourism Economics
2023-03 | Journal article
Contributors: Omneya Abdelsalam; Ahmet Faruk Aysan; Oguzhan Cepni; Mustafa Disli
Source: check_circle
Crossref

Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps

Finance Research Letters
2022-12 | Journal article
Contributors: Fang Xu; Elie Bouri; Oguzhan Cepni
Source: check_circle
Crossref

Interest rate uncertainty and the predictability of bank revenues

Journal of Forecasting
2022-12 | Journal article
Contributors: Oguzhan Cepni; Riza Demirer; Rangan Gupta; Ahmet Sensoy
Source: check_circle
Crossref

The role of investor sentiment in forecasting housing returns in China: A machine learning approach

Journal of Forecasting
2022-12 | Journal article
Contributors: Oguzhan Cepni; Rangan Gupta; Yigit Onay
Source: check_circle
Crossref

Does climate change affect bank lending behavior?

Economics Letters
2022-11 | Journal article
Contributors: Caglayan Aslan; Erdem Bulut; Oguzhan Cepni; Muhammed Hasan Yilmaz
Source: check_circle
Crossref

Extreme directional spillovers between investor attention and green bond markets

International Review of Economics & Finance
2022-07 | Journal article
Contributors: Linh Pham; Oguzhan Cepni
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Oil price shocks and yield curve dynamics in emerging markets

International Review of Economics & Finance
2022-07 | Journal article
Contributors: Oguzhan Cepni; Rangan Gupta; Cenk C. Karahan; Brian Lucey
Source: check_circle
Crossref

Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis

Journal of Forecasting
2022-03 | Journal article
Contributors: Matteo Bonato; Oguzhan Cepni; Rangan Gupta; Christian Pierdzioch
Source: check_circle
Crossref

Hedging climate risks with green assets

Economics Letters
2022-03 | Journal article
Contributors: Oguzhan Cepni; Riza Demirer; Lavinia Rognone
Source: check_circle
Crossref

Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment

Journal of Forecasting
2021-11 | Journal article
Contributors: Oguzhan Cepni; Ibrahim Ethem Guney; Doruk Kucuksarac; M. Hasan Yilmaz
Source: check_circle
Crossref

Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment

The North American Journal of Economics and Finance
2021-11 | Journal article
Contributors: Oguzhan Cepni; Rangan Gupta
Source: check_circle
Crossref

Do investor sentiments drive cryptocurrency prices?

Economics Letters
2021-09 | Journal article
Contributors: Erdinc Akyildirim; Ahmet Faruk Aysan; Oguzhan Cepni; S. Pinar Ceyhan Darendeli
Source: check_circle
Crossref

Capital flows under global uncertainties: Evidence from Turkey

Borsa Istanbul Review
2021-06 | Journal article
Contributors: Oğuzhan Çepni; Mehmet Selman Çolak; Yavuz Selim Hacıhasanoğlu; Muhammed Hasan Yılmaz
Source: check_circle
Crossref

Return connectedness across asset classes around the COVID-19 outbreak

International Review of Financial Analysis
2021-01 | Journal article
Contributors: Elie Bouri; Oguzhan Cepni; David Gabauer; Rangan Gupta
Source: check_circle
Crossref

Peer review (11 reviews for 6 publications/grants)

Review activity for Economic modelling. (3)
Review activity for Emerging markets review. (2)
Review activity for Environmental science and pollution research international (1)
Review activity for Financial innovation. (3)
Review activity for Journal of economic behavior & organization. (1)
Review activity for Theoretical and applied climatology. (1)