Oguzhan Cepni

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Affiliations

• Central Bank of the United Arab Emirates
  • EDIRC entry
  • location:

Research profile

author of:

• Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia (RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674)
  by Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar
• Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note (RePEc:bla:irvfin:v:22:y:2022:i:3:p:540-550)
  by Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch
• Climate risks and forecastability of the weekly state‐level economic conditions of the United States (RePEc:bla:irvfin:v:24:y:2024:i:1:p:154-162)
  by Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma
• Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models (RePEc:bou:wpaper:2013/16)
  by Oguzhan Cepni & Ahmet Goncu & Mehmet Oguz Karahan & Tolga Umut Kuzubas
• Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve (RePEc:ebl:ecbull:eb-17-00107)
  by Oguzhan Cepni & Doruk Kucuksarac
• The effect of environmental, social and governance risks (RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000834)
  by Dogru, Tarik & Akyildirim, Erdinc & Cepni, Oguzhan & Ozdemir, Ozgur & Sharma, Abhinav & Yilmaz, Muhammed Hasan
• Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment (RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001601)
  by Cepni, Oguzhan & Gupta, Rangan
• The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets (RePEc:eee:ecolet:v:159:y:2017:i:c:p:74-77)
  by Cepni, Oguzhan & Kucuksarac, Doruk & Yilmaz, M. Hasan
• Do investor sentiments drive cryptocurrency prices? (RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002573)
  by Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan
• Hedging climate risks with green assets (RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000222)
  by Cepni, Oguzhan & Demirer, Riza & Rognone, Lavinia
• The effects of climate risks on economic activity in a panel of US states: The role of uncertainty (RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000568)
  by Sheng, Xin & Gupta, Rangan & Çepni, Oğuzhan
• Persistence of state-level uncertainty of the United States: The role of climate risks (RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276)
  by Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan
• Does climate change affect bank lending behavior? (RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003330)
  by Aslan, Caglayan & Bulut, Erdem & Cepni, Oguzhan & Yilmaz, Muhammed Hasan
• Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models (RePEc:eee:ecolet:v:227:y:2023:i:c:s0165176523001465)
  by Cepni, Oguzhan & Christou, Christina & Gupta, Rangan
• Do the carry trades respond to geopolitical risks? Evidence from BRICS countries (RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620)
  by Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan
• Local currency bond risk premia: A panel evidence on emerging markets (RePEc:eee:ememar:v:38:y:2019:i:c:p:182-196)
  by Cepni, Oguzhan & Güney, I.Ethem
• Do oil-price shocks predict the realized variance of U.S. REITs? (RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429)
  by Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian
• Connectedness of energy markets around the world during the COVID-19 pandemic (RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000810)
  by Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah
• How connected is the agricultural commodity market to the news-based investor sentiment? (RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279)
  by Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah
• Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? (RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723)
  by Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian
• Climate change exposure and cost of equity (RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007867)
  by Cepni, Oguzhan & Şensoy, Ahmet & Yılmaz, Muhammed Hasan
• Return connectedness across asset classes around the COVID-19 outbreak (RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878)
  by Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan
• Local currency bond risk premia of emerging markets: The role of local and global factors (RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300248)
  by Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan
• Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps (RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004068)
  by Xu, Fang & Bouri, Elie & Cepni, Oguzhan
• The role of an aligned investor sentiment index in predicting bond risk premia of the U.S (RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100)
  by Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E.
• Climate risks and realized volatility of major commodity currency exchange rates (RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519)
  by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
• Climate risks and state-level stock market realized volatility (RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000526)
  by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
• Climate uncertainty and information transmissions across the conventional and ESG assets (RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002025)
  by Cepni, Oguzhan & Demirer, Riza & Pham, Linh & Rognone, Lavinia
• Not all words are equal: Sentiment and jumps in the cryptocurrency market (RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889)
  by Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan
• Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes (RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572)
  by Cepni, Oguzhan & Güney, I. Ethem & Swanson, Norman R.
• How local is the local inflation factor? Evidence from emerging European countries (RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183)
  by Cepni, Oguzhan & Clements, Michael P.
• Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model (RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001460)
  by Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia
• Extreme directional spillovers between investor attention and green bond markets (RePEc:eee:reveco:v:80:y:2022:i:c:p:186-210)
  by Pham, Linh & Cepni, Oguzhan
• Oil price shocks and yield curve dynamics in emerging markets (RePEc:eee:reveco:v:80:y:2022:i:c:p:613-623)
  by Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian
• Global uncertainties and portfolio flow dynamics of the BRICS countries (RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301501)
  by Çepni, Oğuzhan & Gül, Selçuk & Hacıhasanoğlu, Yavuz Selim & Yılmaz, Muhammed Hasan
• The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach (RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000544)
  by Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E.
• Financial stress and realized volatility: The case of agricultural commodities (RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356)
  by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
• The impact of oil price shocks on Turkish sovereign yield curve (RePEc:eme:ijoemp:ijoem-06-2020-0681)
  by Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey
• Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning (RePEc:hhs:cbsnow:2020_020)
  by Akyildirim, Erdinc & Cepni, Oguzhan & Corbet, Shaen & Uddin, Gazi Salah
• Interest Rate Uncertainty and the Predictability of Bank Revenues (RePEc:hhs:cbsnow:2021_002)
  by Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet
• How Local is the Local Inflation Factor? Evidence from Emerging European Countries (RePEc:hhs:cbsnow:2021_008)
  by Cepni, Oguzhan & Clements, Michael P.
• Coin Specific Sentiments Matter For The Nonfungible Tokens Spillovers: How And When? (RePEc:idn:journl:v:26:y:2023:i:4f:p:637-658)
  by Oguzhan Cepni & Ahmet Faruk Aysan
• Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors (RePEc:pre:wpaper:201901)
  by Oguzhan Cepni & Selcuk Gul & Rangan Gupta
• Time-Varying Risk Aversion and the Predictability of Bond Premia (RePEc:pre:wpaper:201906)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold (RePEc:pre:wpaper:201912)
  by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar
• The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach (RePEc:pre:wpaper:201936)
  by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar
• Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages (RePEc:pre:wpaper:201957)
  by Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz
• Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio (RePEc:pre:wpaper:201968)
  by Oguzhan Cepni & Rangan Gupta & Zhihui Lv
• The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States (RePEc:pre:wpaper:201973)
  by Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar
• The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis (RePEc:pre:wpaper:201981)
  by Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta
• The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach (RePEc:pre:wpaper:202001)
  by Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar
• Time-Varying Spillover of US Trade War on the Growth of Emerging Economies (RePEc:pre:wpaper:202002)
  by Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana
• Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model (RePEc:pre:wpaper:202029)
  by Elie Bouri & Oguzhan Cepni & Rangan Gupta & Naji Jalkh
• Oil Price Shocks and Yield Curve Dynamics in Emerging Markets (RePEc:pre:wpaper:202036)
  by Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey
• Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment (RePEc:pre:wpaper:202039)
  by Oguzhan Cepni & Rangan Gupta
• Interest Rate Uncertainty and the Predictability of Bank Revenues (RePEc:pre:wpaper:202040)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy
• Return Connectedness across Asset Classes around the COVID-19 Outbreak (RePEc:pre:wpaper:202047)
  by Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta
• The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach (RePEc:pre:wpaper:202055)
  by Oguzhan Cepni & Rangan Gupta & Yigit Onay
• Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note (RePEc:pre:wpaper:202099)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis (RePEc:pre:wpaper:202114)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries (RePEc:pre:wpaper:202126)
  by Oguzhan Cepni & Rangan Gupta & Qiang Ji
• The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom (RePEc:pre:wpaper:202168)
  by Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta
• Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty (RePEc:pre:wpaper:202173)
  by Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma
• El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach (RePEc:pre:wpaper:202179)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty? (RePEc:pre:wpaper:202205)
  by Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch
• The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty (RePEc:pre:wpaper:202207)
  by Xin Sheng & Rangan Gupta & Oguzhan Cepni
• Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks (RePEc:pre:wpaper:202208)
  by Xin Sheng & Rangan Gupta & Oguzhan Cepni
• Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates (RePEc:pre:wpaper:202210)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks (RePEc:pre:wpaper:202219)
  by Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni
• The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States (RePEc:pre:wpaper:202236)
  by Renee van Eyden & Geoffrey Ngene & Oguzhan Cepni & Rangan Gupta
• Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model (RePEc:pre:wpaper:202241)
  by Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone
• Climate Risks and State-Level Stock-Market Realized Volatility (RePEc:pre:wpaper:202246)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment (RePEc:pre:wpaper:202247)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States (RePEc:pre:wpaper:202251)
  by Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma
• Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models (RePEc:pre:wpaper:202252)
  by Oguzhan Cepni & Christina Christou & Rangan Gupta
• Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies (RePEc:pre:wpaper:202258)
  by Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta
• Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India (RePEc:pre:wpaper:202305)
  by Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen
• Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? (RePEc:pre:wpaper:202316)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Financial Stress and Realized Volatility: The Case of Agricultural Commodities (RePEc:pre:wpaper:202320)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model (RePEc:pre:wpaper:202323)
  by Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni
• Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States (RePEc:pre:wpaper:202324)
  by Xin Sheng & Rangan Gupta & Oguzhan Cepni
• Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202327)
  by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani
• Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach (RePEc:pre:wpaper:202330)
  by Afees A. Salisu & Rangan Gupta & Oguzhan Cepni
• Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models (RePEc:pre:wpaper:202340)
  by Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta
• Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention (RePEc:pre:wpaper:202401)
  by Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks (RePEc:pre:wpaper:202407)
  by Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta
• Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? (RePEc:pre:wpaper:202408)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach (RePEc:pre:wpaper:202409)
  by Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni
• The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks (RePEc:pre:wpaper:202410)
  by Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni
• Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes (RePEc:pre:wpaper:202414)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch
• Can Municipal Bonds Hedge US State-Level Climate Risks? (RePEc:pre:wpaper:202419)
  by Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji
• Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging (RePEc:pre:wpaper:202420)
  by Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta
• Influence 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 (RePEc:pre:wpaper:202437)
  by Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta
• Endogeneity of Money Supply: Evidence from Turkey (RePEc:rbs:ijfbss:v:6:y:2017:i:1:p:01-10)
  by Oguzhan Cepni & Ibrahim Ethem Guney
• News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices (RePEc:sae:enejou:v:43:y:2022:i:1_suppl:p:1-30)
  by Oguzhan Cepni & Duc Khuong Nguyen & Ahmet Sensoy
• The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? (RePEc:sae:toueco:v:29:y:2023:i:2:p:559-567)
  by Omneya Abdelsalam & Ahmet Faruk Aysan & Oguzhan Cepni & Mustafa Disli
• The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test (RePEc:sae:toueco:v:29:y:2023:i:4:p:906-928)
  by Oguzhan Cepni & Tarik Dogru & Ozgur Ozdemir
• Does vaccination help to reduce financial stress on tourism subsectors? (RePEc:sae:toueco:v:29:y:2023:i:7:p:1937-1946)
  by Oguzhan Cepni
• Forecasting mid-price movement of Bitcoin futures using machine learning (RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-021-04205-x)
  by Erdinc Akyildirim & Oguzhan Cepni & Shaen Corbet & Gazi Salah Uddin
• Nowcasting emerging market’s GDP: the importance of dimension reduction techniques (RePEc:taf:apeclt:v:26:y:2019:i:20:p:1670-1674)
  by Oguzhan Cepni & I. Ethem Guney
• Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio (RePEc:taf:apeclt:v:27:y:2020:i:19:p:1546-1551)
  by Oğuzhan Çepni & Rangan Gupta & Zhihui Lv
• The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach (RePEc:taf:applec:v:52:y:2020:i:5:p:528-536)
  by Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar
• Forecasting international REITs volatility: the role of oil-price uncertainty (RePEc:taf:eurjfi:v:29:y:2023:i:14:p:1579-1597)
  by Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma
• Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries (RePEc:taf:hbhfxx:v:24:y:2023:i:3:p:365-381)
  by Oguzhan Cepni & Rangan Gupta & Qiang Ji
• The impact of real exchange rate on international trade: Evidence from panel structural VAR model (RePEc:taf:jitecd:v:30:y:2021:i:6:p:829-842)
  by Çağlayan Aslan & Oğuzhan Çepni & Selçuk Gül
• Credit decomposition and economic activity in Turkey: A wavelet-based approach (RePEc:tcb:cebare:v:20:y:2020:i:3:p:109-131)
  by Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz
• Endogeneity of Money Supply : Evidence From Turkey (RePEc:tcb:econot:1619)
  by Ibrahim Ethem Guney & Oguzhan Cepni
• Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve (RePEc:tcb:econot:1702)
  by Oguzhan Cepni & Doruk Kucuksarac
• The Sensitivity of CDS Premium to the Global Risk Factor : Evidence from Emerging Markets (RePEc:tcb:econot:1704)
  by Oguzhan Cepni & Doruk Kucuksarac & Muhammed Hasan Yilmaz
• The Interaction between Yield Curve and Macroeconomic Factors (RePEc:tcb:econot:1802)
  by Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz
• Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment (RePEc:tcb:wpaper:2004)
  by Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz
• Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach (RePEc:tcb:wpaper:2014)
  by Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz
• The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve (RePEc:tcb:wpaper:2104)
  by Oguzhan Cepni & Selcuk Gul & Muhammed Hasan Yilmaz & Brian Lucey
• The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1979-1988)
  by Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta
• Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors (RePEc:wly:jforec:v:39:y:2020:i:1:p:18-36)
  by Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson
• Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages (RePEc:wly:jforec:v:39:y:2020:i:6:p:966-985)
  by Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz
• Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment (RePEc:wly:jforec:v:40:y:2021:i:7:p:1214-1229)
  by Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & M. Hasan Yilmaz
• Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis (RePEc:wly:jforec:v:41:y:2022:i:2:p:303-315)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Interest rate uncertainty and the predictability of bank revenues (RePEc:wly:jforec:v:41:y:2022:i:8:p:1559-1569)
  by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy
• The role of investor sentiment in forecasting housing returns in China: A machine learning approach (RePEc:wly:jforec:v:41:y:2022:i:8:p:1725-1740)
  by Oguzhan Cepni & Rangan Gupta & Yigit Onay
• El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach (RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801)
  by Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch
• Business applications and state‐level stock market realized volatility: A forecasting experiment (RePEc:wly:jforec:v:43:y:2024:i:2:p:456-472)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
• Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? (RePEc:wly:jforec:v:43:y:2024:i:6:p:2088-2125)
  by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch