Access Statistics for Oguzhan Cepni

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective 0 0 0 0 2 3 18 32
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 0 2 9 24
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 0 4 12 46
Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain 1 2 9 9 4 16 27 27
Climate Anomalies and Inflationary Pressures: Evidence from Turkiye 0 0 10 19 0 2 31 48
Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging 0 0 4 21 1 5 26 51
Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States 0 0 0 54 0 2 8 23
Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model 0 0 0 9 1 8 17 27
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 3 8 25 122
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 1 6 23 60
Climate Shocks and Unemployment Claims 0 0 4 4 6 19 48 48
Corporate Earnings Announcements and Stock Market Bubbles 0 2 15 15 2 10 27 27
Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach 0 0 0 11 0 5 16 41
Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility 0 14 14 14 3 20 20 20
Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment 0 1 1 12 1 5 15 44
Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models 0 0 0 0 0 3 3 3
Does Climate Affect Investments? Evidence from Firms in the United States 0 1 1 9 0 6 22 35
Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices 0 0 0 0 1 9 66 66
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 0 0 0 3 1 4 12 24
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 0 4 14 63
Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States 0 0 11 11 2 13 31 31
Endogeneity of Money Supply: Evidence From Turkey 0 1 5 158 2 8 31 432
Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach 0 0 0 11 1 10 25 36
Fault Lines of Value: The Impact of Earthquake Risk on Istanbul Housing Market 0 1 9 9 11 30 43 43
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 1 6 14 28
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 0 8 0 4 22 63
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 0 10 1 9 33 54
Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty 0 0 0 23 0 3 10 64
Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages 0 0 0 34 2 4 14 116
Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning 0 0 1 34 1 9 26 102
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies 0 0 0 14 0 5 35 64
Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models 0 0 0 55 1 5 19 40
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 0 3 25 0 6 22 58
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 2 20 67
Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment 0 8 12 12 1 7 16 16
Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models 0 0 1 8 2 7 21 39
Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty? 0 0 0 0 0 1 11 43
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 1 3 8 77
From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles 10 21 21 21 5 15 15 15
Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model 0 0 0 0 2 6 32 157
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models 0 0 1 52 0 1 19 149
Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach 0 0 0 0 1 3 15 37
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 0 6 19 77
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 0 0 2 4 0 7 25 33
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 0 0 1 8 0 11 25 33
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 0 3 13 43
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 0 3 9 39
Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors 0 0 0 9 1 5 19 94
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 0 5 19 0 5 37 41
Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions 0 0 6 6 2 6 46 46
Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India 0 0 0 17 0 2 17 38
Oil Price Shocks and Stock Market Bubbles 0 0 0 0 2 21 77 77
Oil Price Shocks and Yield Curve Dynamics in Emerging Markets 0 0 0 24 1 4 25 113
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 0 10 2 5 18 26
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 2 16 56
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 0 0 0 29 1 4 25 174
Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks 0 0 0 6 0 2 12 37
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 0 3 9 27
Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States 0 0 0 0 1 4 18 25
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 3 11 33
Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies 0 0 0 0 3 5 12 23
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 1 11 73 151
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 24 0 4 20 70
Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility 0 0 0 4 0 4 26 38
The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach 0 0 0 35 2 4 14 114
The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty 0 0 0 4 0 4 21 62
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 0 7 19 63
The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks 0 0 0 2 1 2 22 29
The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States 0 0 1 15 1 2 20 46
The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve 0 0 1 23 2 5 18 61
The Interaction between Yield Curve and Macroeconomic Factors 0 0 4 106 0 2 24 255
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 0 3 15 55
The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach 0 0 0 28 1 4 17 89
The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach 0 0 0 8 1 7 19 59
The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach 0 3 6 17 3 10 55 73
The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States 0 0 0 16 1 4 11 93
The Sensitivity of CDS Premium to the Global Risk Factor: Evidence from Emerging Markets 0 0 5 95 1 9 21 283
The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom 0 0 1 17 0 3 13 47
Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio 0 0 0 11 0 2 7 82
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 0 5 0 3 19 66
Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States 0 0 0 5 1 4 23 52
Time-Varying Effects of Skewness: An International Comparison 0 1 5 5 2 5 8 8
Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment 0 0 0 36 1 3 18 118
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 0 5 10 71
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 0 1 13 111
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 3 8 61
Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors 0 0 2 13 0 3 21 32
Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold 0 0 0 0 0 4 7 66
When the Weather Turns Risky: Climate Shocks and U.S. State-Level Credit Risk 0 12 14 14 0 13 20 20
Total Working Papers 11 67 175 1,557 91 530 1,916 5,872

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Abnormal weather shocks and US state level municipal bond returns 0 1 1 1 0 3 3 3
Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps 0 0 2 5 1 4 17 30
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 3 9 25 36
Can municipal bonds hedge US state-level climate risks? 0 0 0 2 0 5 9 13
Climate change exposure and cost of equity 0 2 8 23 0 9 46 79
Climate risks and forecastability of the weekly state‐level economic conditions of the United States 0 0 0 1 0 5 13 21
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model 0 0 0 2 1 6 17 27
Climate risks and realized volatility of major commodity currency exchange rates 0 0 3 17 1 7 29 63
Climate risks and state-level stock market realized volatility 0 0 0 2 0 3 13 21
Climate uncertainty and information transmissions across the conventional and ESG assets 0 1 5 9 1 5 34 51
Coin Specific Sentiments Matter for the Non-Fungible Tokens Spillovers: How and When? 0 0 0 0 1 5 8 9
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter? 0 0 2 2 3 6 15 15
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 1 5 21 36
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels 0 0 0 0 3 3 17 21
Credit decomposition and economic activity in Turkey: A wavelet-based approach 0 0 0 16 2 9 18 68
Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models 0 0 3 3 4 12 39 54
Do investor sentiments drive cryptocurrency prices? 0 0 2 33 3 12 33 122
Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment 1 2 2 4 1 4 20 29
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 0 8 16 30
Do the carry trades respond to geopolitical risks? Evidence from BRICS countries 0 0 1 5 1 7 18 27
Does climate change affect bank lending behavior? 1 1 1 8 2 5 22 50
Does vaccination help to reduce financial stress on tourism subsectors? 0 0 0 0 1 3 7 10
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model 0 0 2 2 1 7 30 30
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 0 0 0 7 1 3 14 26
Endogeneity of Money Supply: Evidence from Turkey 0 0 1 11 0 7 15 77
Extreme directional spillovers between investor attention and green bond markets 0 0 2 17 1 9 23 64
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 0 3 11 15
Forecasting Türkiye Local Inflation With Global Factors 0 0 1 1 0 1 14 15
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 0 1 5 20 2 15 41 83
Forecasting international REITs volatility: the role of oil-price uncertainty 0 0 0 2 2 6 17 28
Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages 0 0 0 5 0 2 11 28
Forecasting mid-price movement of Bitcoin futures using machine learning 0 0 1 11 2 13 44 77
Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies 0 1 3 3 1 2 17 19
Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models 0 0 0 3 1 6 18 24
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 0 2 9 22
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? 0 0 0 5 2 7 16 33
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 0 2 5 1 7 20 24
Fortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance 0 0 0 0 6 10 17 17
Global uncertainties and portfolio flow dynamics of the BRICS countries 0 0 1 11 7 10 26 66
Going green or losing edge: A global investigation into the role of carbon risk on banks' green investments 1 1 2 2 3 4 11 11
Hedging climate risks with green assets 2 2 4 43 4 12 29 123
Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework 0 0 0 0 0 5 6 6
How connected is the agricultural commodity market to the news-based investor sentiment? 0 0 1 19 1 9 34 82
How local is the local inflation factor? Evidence from emerging European countries 0 0 0 4 1 3 16 28
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 3 12 22
Local currency bond risk premia of emerging markets: The role of local and global factors 0 0 1 19 1 6 18 65
Local currency bond risk premia: A panel evidence on emerging markets 0 0 0 19 1 3 10 105
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India 0 0 1 1 0 1 11 16
News media coverage and the predictability of house prices 0 0 1 1 0 1 3 3
News sentiment and DeFi coin returns: An empirical analysis 0 0 1 1 3 12 26 26
Not all words are equal: Sentiment and jumps in the cryptocurrency market 0 1 3 7 1 13 30 48
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 0 0 6 54 0 2 26 139
Nowcasting emerging market’s GDP: the importance of dimension reduction techniques 0 0 0 6 0 4 11 21
Oil price shocks and the connectedness of US state-level financial markets 0 0 2 2 1 17 33 36
Oil price shocks and yield curve dynamics in emerging markets 0 2 8 10 0 10 41 55
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 0 1 21 24
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 0 2 4 29 2 5 20 146
Persistence of state-level uncertainty of the United States: The role of climate risks 0 0 0 1 0 3 21 29
Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes 0 0 0 0 2 3 3 3
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 1 1 1 1 8 20 21
Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623] 0 1 1 1 0 4 6 6
Return connectedness across asset classes around the COVID-19 outbreak 1 3 9 51 53 66 114 298
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 1 3 0 6 10 22
Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns 1 1 10 12 1 12 43 51
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility 0 0 2 2 1 6 23 29
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 0 0 2 15 15
The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks 0 0 0 0 0 3 4 4
The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test 0 0 0 0 2 6 13 20
The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach 1 1 2 11 1 3 14 38
The effect of environmental, social and governance risks 0 0 2 14 1 4 12 48
The effects of climate risks on economic activity in a panel of US states: The role of uncertainty 1 1 2 12 2 5 24 60
The impact of oil price shocks on Turkish sovereign yield curve 0 0 1 2 1 7 17 22
The impact of real exchange rate on international trade: Evidence from panel structural VAR model 0 0 3 20 0 1 9 59
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 1 5 11 21
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S 0 0 0 12 0 5 18 75
The role of investor sentiment in forecasting housing returns in China: A machine learning approach 0 0 0 1 0 0 19 24
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach 0 0 1 9 0 1 10 37
The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets 0 0 1 16 0 5 18 53
The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? 0 0 1 3 0 3 14 21
The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom 0 0 0 0 0 10 23 35
Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio 0 0 0 3 1 6 34 52
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 0 1 6 8 8
Time-Varying effects of extreme weather shocks on output growth of the United States 0 0 4 4 2 4 21 23
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 0 2 2 1 6 14 14
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment 1 2 7 17 1 6 23 60
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note 0 0 0 0 1 2 9 16
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 1 2 6 7
Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia 0 0 0 2 0 2 8 15
Total Journal Articles 10 27 133 672 148 558 1,725 3,605

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