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 3 3 19 19
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 2 2 5 17
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 1 1 6 37
Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain 0 5 6 6 0 2 6 6
Climate Anomalies and Inflationary Pressures: Evidence from Turkiye 2 8 9 17 3 14 25 34
Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging 1 2 5 20 3 4 16 34
Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States 0 0 0 54 2 2 5 18
Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model 0 0 0 9 1 1 5 13
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 1 1 8 102
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 0 4 9 43
Climate Shocks and Unemployment Claims 1 4 4 4 2 7 7 7
Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach 0 0 0 11 4 6 8 31
Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment 0 0 0 11 2 4 6 34
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 8 8 0 2 15 15
Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices 0 0 0 0 3 48 48 48
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 0 0 0 3 3 3 8 18
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 1 3 8 53
Endogeneity of Money Supply: Evidence From Turkey 0 0 3 154 3 4 16 410
Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach 0 0 0 11 6 6 10 18
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 2 3 7 18
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 0 8 2 3 20 47
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 0 10 2 5 14 31
Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty 0 0 0 23 1 2 5 57
Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages 0 0 0 34 2 3 6 107
Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning 1 1 2 34 1 5 12 84
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies 0 0 0 14 4 10 19 43
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 1 5 22
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 1 3 24 4 7 23 46
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 2 6 10 54
Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models 0 0 1 8 3 4 13 25
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 2 2 2 34
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 1 1 6 72
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 0 12 26 143
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models 0 0 1 52 0 0 3 132
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 2 9 25
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 2 3 4 61
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 0 2 1 2 5 13
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 7 2 2 7 13
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 1 1 2 31
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 0 1 2 31
Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors 0 0 0 9 2 4 7 80
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 1 18 18 4 11 20 20
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 1 6 6 3 9 22 22
Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India 0 0 0 17 5 5 8 26
Oil Price Shocks and Yield Curve Dynamics in Emerging Markets 0 0 0 24 4 4 7 92
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 0 10 0 2 5 10
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 1 5 41
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 0 0 0 29 2 9 10 158
Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks 0 0 0 6 2 3 6 29
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 1 1 8 19
Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States 0 0 0 0 2 5 15 15
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 3 7 25
Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies 0 0 0 0 1 2 6 15
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 4 6 10 86
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 24 3 5 12 60
Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility 0 0 2 4 0 1 16 19
The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach 0 0 0 35 4 7 10 108
The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty 0 0 0 4 0 3 12 48
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 2 5 10 51
The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks 0 0 0 2 2 3 7 11
The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States 0 0 2 15 4 6 9 34
The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve 0 0 1 23 0 0 4 44
The Interaction between Yield Curve and Macroeconomic Factors 2 3 5 106 5 9 23 245
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 2 3 4 44
The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach 0 0 0 28 1 2 8 76
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 4 4 7 45
The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach 0 1 13 13 3 6 28 28
The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States 0 0 0 16 0 2 7 86
The Sensitivity of CDS Premium to the Global Risk Factor: Evidence from Emerging Markets 0 2 5 94 0 2 8 266
The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom 0 0 0 16 1 3 11 41
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 1 3 77
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 1 5 2 6 47 54
Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States 0 0 0 5 5 7 11 37
Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment 0 0 0 36 2 4 9 106
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 0 0 0 61
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 1 2 5 102
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 0 1 53
Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors 0 0 11 11 2 6 19 19
Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold 0 0 0 0 0 0 0 59
Total Working Papers 7 29 107 1,431 147 344 837 4,458

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps 0 0 1 4 2 2 6 17
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 1 4 6 15
COIN SPECIFIC SENTIMENTS MATTER FOR THE NONFUNGIBLE TOKENS SPILLOVERS: HOW AND WHEN? 0 0 0 0 0 0 1 2
Can municipal bonds hedge US state-level climate risks? 0 0 1 2 0 2 5 6
Climate change exposure and cost of equity 1 2 13 20 4 13 37 54
Climate risks and forecastability of the weekly state‐level economic conditions of the United States 0 0 0 1 2 2 8 11
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model 0 0 0 2 1 2 4 13
Climate risks and realized volatility of major commodity currency exchange rates 1 1 2 16 1 8 14 47
Climate risks and state-level stock market realized volatility 0 0 1 2 3 4 8 14
Climate uncertainty and information transmissions across the conventional and ESG assets 0 1 1 5 3 8 17 30
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter? 0 0 2 2 3 3 5 5
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 2 3 5 18
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels 0 0 0 0 2 3 6 8
Credit decomposition and economic activity in Turkey: A wavelet-based approach 0 0 1 16 2 3 10 53
Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models 0 2 2 2 2 6 26 26
Do investor sentiments drive cryptocurrency prices? 0 1 4 33 2 8 20 100
Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment 0 0 1 2 4 8 13 18
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 0 3 8 20
Do the carry trades respond to geopolitical risks? Evidence from BRICS countries 1 1 2 5 3 3 5 13
Does climate change affect bank lending behavior? 0 0 0 7 2 5 9 36
Does vaccination help to reduce financial stress on tourism subsectors? 0 0 0 0 1 1 1 4
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model 0 0 1 1 3 3 5 5
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 0 0 1 7 3 4 5 16
Endogeneity of Money Supply: Evidence from Turkey 0 1 1 11 1 4 8 67
Extreme directional spillovers between investor attention and green bond markets 0 0 5 17 2 6 21 51
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 1 5 8 10
Forecasting Türkiye Local Inflation With Global Factors 0 0 0 0 1 3 5 5
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 0 1 4 18 4 6 15 53
Forecasting international REITs volatility: the role of oil-price uncertainty 0 0 0 2 0 2 3 14
Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages 0 0 0 5 3 4 5 22
Forecasting mid-price movement of Bitcoin futures using machine learning 0 0 2 11 2 11 23 51
Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies 0 1 2 2 2 6 10 10
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 1 2 8
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 0 1 4 15
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 1 3 5 20
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 0 4 5 1 2 8 10
Fortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance 0 0 0 0 2 2 2 2
Global uncertainties and portfolio flow dynamics of the BRICS countries 1 1 1 11 3 4 7 47
Hedging climate risks with green assets 0 1 2 41 2 4 16 99
How connected is the agricultural commodity market to the news-based investor sentiment? 0 0 1 18 2 6 14 55
How local is the local inflation factor? Evidence from emerging European countries 0 0 2 4 4 6 11 19
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 1 4 5 14
Local currency bond risk premia of emerging markets: The role of local and global factors 0 0 0 18 2 2 5 51
Local currency bond risk premia: A panel evidence on emerging markets 0 0 0 19 2 2 4 98
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India 0 0 1 1 1 2 9 9
News sentiment and DeFi coin returns: An empirical analysis 0 1 1 1 2 5 5 5
Not all words are equal: Sentiment and jumps in the cryptocurrency market 0 2 5 6 3 7 17 25
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 1 4 8 53 1 7 16 124
Nowcasting emerging market’s GDP: the importance of dimension reduction techniques 0 0 1 6 0 1 4 12
Oil price shocks and the connectedness of US state-level financial markets 0 0 2 2 0 1 7 7
Oil price shocks and yield curve dynamics in emerging markets 0 1 4 6 1 3 16 24
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 1 3 7 8
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 0 0 3 27 0 1 8 130
Persistence of state-level uncertainty of the United States: The role of climate risks 0 0 0 1 3 8 12 18
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 0 0 2 4 7 7
Return connectedness across asset classes around the COVID-19 outbreak 0 1 7 45 4 16 38 210
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 2 0 1 6 14
Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns 2 3 7 8 7 12 27 28
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility 0 1 2 2 1 3 11 11
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 0 2 2 2 2
The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test 0 0 0 0 1 2 5 10
The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach 0 1 1 10 4 7 10 31
The effect of environmental, social and governance risks 0 2 3 14 1 3 9 41
The effects of climate risks on economic activity in a panel of US states: The role of uncertainty 1 1 2 11 3 5 11 42
The impact of oil price shocks on Turkish sovereign yield curve 0 0 2 2 4 4 9 10
The impact of real exchange rate on international trade: Evidence from panel structural VAR model 0 0 3 19 0 1 7 54
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 0 0 0 10
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S 0 0 0 12 3 6 9 63
The role of investor sentiment in forecasting housing returns in China: A machine learning approach 0 0 0 1 2 3 5 10
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach 1 1 3 9 1 2 6 30
The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets 0 0 1 15 2 5 10 43
The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? 1 1 2 3 2 4 7 12
The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom 0 0 0 0 1 3 15 15
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 1 5 20
Time-Varying effects of extreme weather shocks on output growth of the United States 1 1 2 2 1 4 10 10
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 1 2 2 2 2 3 3 3
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment 2 3 4 13 4 7 18 46
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note 0 0 0 0 0 1 1 8
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 1 2 2 3
Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia 0 0 0 2 0 2 2 9
Total Journal Articles 14 38 124 615 144 323 741 2,356

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Statistics updated 2025-12-06