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 1 7 17 30
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 1 5 9 23
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 0 5 8 42
Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain 1 1 8 8 8 11 19 19
Climate Anomalies and Inflationary Pressures: Evidence from Turkiye 0 1 10 19 1 7 31 47
Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging 0 1 6 21 0 10 24 46
Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States 0 0 0 54 1 4 7 22
Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model 0 0 0 9 1 5 11 20
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 3 12 21 117
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 2 7 19 56
Climate Shocks and Unemployment Claims 0 0 4 4 6 21 35 35
Corporate Earnings Announcements and Stock Market Bubbles 1 3 14 14 3 11 20 20
Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach 0 0 0 11 1 3 12 37
Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment 0 0 0 11 1 6 11 40
Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models 0 0 0 0 1 1 1 1
Does Climate Affect Investments? Evidence from Firms in the United States 1 1 3 9 2 10 21 31
Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices 0 0 0 0 6 10 63 63
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 0 0 0 3 0 0 9 20
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 2 7 15 61
Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States 0 2 11 11 3 15 21 21
Endogeneity of Money Supply: Evidence From Turkey 0 2 5 157 1 10 27 425
Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach 0 0 0 11 1 9 16 27
Fault Lines of Value: The Impact of Earthquake Risk on Istanbul Housing Market 1 9 9 9 8 21 21 21
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 0 3 8 22
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 0 8 0 8 21 59
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 0 10 0 6 26 45
Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty 0 0 0 23 2 6 9 63
Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages 0 0 0 34 1 4 11 113
Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning 0 0 2 34 3 9 21 96
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies 0 0 0 14 3 12 33 62
Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models 0 0 0 55 0 12 14 35
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 1 4 25 3 9 23 55
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 1 11 20 66
Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment 8 12 12 12 6 15 15 15
Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models 0 0 1 8 1 5 19 33
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 1 7 11 43
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 0 1 5 74
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 1 7 29 152
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models 0 0 1 52 0 3 18 148
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 0 5 15 34
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 2 10 15 73
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 2 2 4 3 14 21 29
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 10 16 24 32
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 14 1 5 7 37
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 1 6 12 41
Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors 0 0 0 9 1 8 15 90
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 1 19 19 3 12 39 39
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 3 20 43 43
Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India 0 0 0 17 2 11 18 38
Oil Price Shocks and Stock Market Bubbles 0 0 0 0 9 25 65 65
Oil Price Shocks and Yield Curve Dynamics in Emerging Markets 0 0 0 24 3 13 24 112
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 0 10 0 9 13 21
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 1 14 17 55
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 0 0 0 29 0 9 21 170
Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks 0 0 0 6 0 2 12 35
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 1 5 9 25
Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States 0 0 0 0 2 6 17 23
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 1 9 30
Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies 0 0 0 0 0 2 7 18
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 1 18 63 141
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 24 0 5 17 66
Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility 0 0 0 4 0 9 23 34
The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach 0 0 0 35 1 3 11 111
The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty 0 0 0 4 1 10 19 59
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 2 7 14 58
The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks 0 0 0 2 1 14 21 28
The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States 0 0 2 15 1 9 20 45
The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve 0 0 1 23 2 11 15 58
The Interaction between Yield Curve and Macroeconomic Factors 0 0 4 106 0 7 25 253
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 0 3 12 52
The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach 0 0 0 28 0 7 14 85
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 4 13 53
The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach 2 3 6 16 3 34 50 66
The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States 0 0 0 16 1 4 10 90
The Sensitivity of CDS Premium to the Global Risk Factor: Evidence from Emerging Markets 0 1 5 95 1 7 13 275
The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom 0 0 1 17 2 4 14 46
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 5 80
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 0 5 0 5 51 63
Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States 0 0 0 5 1 8 22 49
Time-Varying Effects of Skewness: An International Comparison 0 4 4 4 2 5 5 5
Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment 0 0 0 36 1 6 17 116
Time-Varying Risk Aversion and the Predictability of Bond Premia 0 0 0 28 3 7 8 69
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 43 0 5 12 110
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 1 5 7 59
Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors 0 2 11 13 3 9 29 32
Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold 0 0 0 0 2 5 5 64
When the Weather Turns Risky: Climate Shocks and U.S. State-Level Credit Risk 7 9 9 9 6 13 13 13
Total Working Papers 21 55 161 1,511 153 734 1,652 5,495

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 2 5 0 6 13 26
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 2 11 19 29
COIN SPECIFIC SENTIMENTS MATTER FOR THE NONFUNGIBLE TOKENS SPILLOVERS: HOW AND WHEN? 0 0 0 0 0 2 3 4
Can municipal bonds hedge US state-level climate risks? 0 0 0 2 1 3 5 9
Climate change exposure and cost of equity 1 1 12 22 6 15 52 76
Climate risks and forecastability of the weekly state‐level economic conditions of the United States 0 0 0 1 2 7 12 18
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model 0 0 0 2 0 5 11 21
Climate risks and realized volatility of major commodity currency exchange rates 0 1 3 17 2 8 25 58
Climate risks and state-level stock market realized volatility 0 0 1 2 1 4 12 19
Climate uncertainty and information transmissions across the conventional and ESG assets 1 4 5 9 2 14 33 48
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter? 0 0 2 2 2 5 11 11
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 1 12 18 32
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels 0 0 0 0 0 7 14 18
Credit decomposition and economic activity in Turkey: A wavelet-based approach 0 0 1 16 3 9 13 62
Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models 0 1 3 3 5 17 32 47
Do investor sentiments drive cryptocurrency prices? 0 0 4 33 6 15 32 116
Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment 0 0 0 2 0 3 17 25
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 0 4 6 7 15 28
Do the carry trades respond to geopolitical risks? Evidence from BRICS countries 0 0 2 5 1 6 13 21
Does climate change affect bank lending behavior? 0 0 0 7 1 5 19 46
Does vaccination help to reduce financial stress on tourism subsectors? 0 0 0 0 1 4 5 8
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model 0 1 2 2 3 14 26 26
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 5 12 24
Endogeneity of Money Supply: Evidence from Turkey 0 0 1 11 2 3 13 72
Extreme directional spillovers between investor attention and green bond markets 0 0 3 17 0 2 18 55
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 3 5 11 15
Forecasting Türkiye Local Inflation With Global Factors 0 1 1 1 1 7 15 15
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 1 2 5 20 8 21 35 76
Forecasting international REITs volatility: the role of oil-price uncertainty 0 0 0 2 2 9 13 24
Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages 0 0 0 5 0 4 9 26
Forecasting mid-price movement of Bitcoin futures using machine learning 0 0 1 11 5 13 36 69
Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies 1 1 3 3 1 6 18 18
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 10 13 19
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 1 4 8 21
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 3 8 12 29
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 0 0 2 5 4 8 17 21
Fortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance 0 0 0 0 1 4 8 8
Global uncertainties and portfolio flow dynamics of the BRICS countries 0 0 1 11 0 9 16 56
Going green or losing edge: A global investigation into the role of carbon risk on banks' green investments 0 1 1 1 1 7 8 8
Hedging climate risks with green assets 0 0 2 41 6 15 27 117
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 2 3 3 3
How connected is the agricultural commodity market to the news-based investor sentiment? 0 0 1 19 2 14 27 75
How local is the local inflation factor? Evidence from emerging European countries 0 0 0 4 1 5 14 26
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 4 9 19
Local currency bond risk premia of emerging markets: The role of local and global factors 0 0 1 19 1 5 13 60
Local currency bond risk premia: A panel evidence on emerging markets 0 0 0 19 1 4 8 103
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India 0 0 1 1 0 6 13 15
News media coverage and the predictability of house prices 0 1 1 1 0 2 2 2
News sentiment and DeFi coin returns: An empirical analysis 0 0 1 1 7 15 21 21
Not all words are equal: Sentiment and jumps in the cryptocurrency market 1 1 4 7 5 14 25 40
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 0 1 8 54 1 11 27 138
Nowcasting emerging market’s GDP: the importance of dimension reduction techniques 0 0 0 6 0 3 7 17
Oil price shocks and the connectedness of US state-level financial markets 0 0 2 2 1 9 19 20
Oil price shocks and yield curve dynamics in emerging markets 1 2 7 9 4 18 37 49
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 0 1 1 1 11 21 24
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 0 0 2 27 1 5 17 142
Persistence of state-level uncertainty of the United States: The role of climate risks 0 0 0 1 0 4 19 26
Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes 0 0 0 0 1 1 1 1
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 1 1 1 1 2 6 15 15
Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623] 0 0 0 0 1 3 3 3
Return connectedness across asset classes around the COVID-19 outbreak 1 2 9 49 4 20 57 236
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 1 1 3 0 2 5 16
Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns 0 3 10 11 5 13 41 44
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility 0 0 2 2 1 7 20 24
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 0 0 7 13 13
The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks 0 0 0 0 1 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 2 4 10 16
The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach 0 0 1 10 0 1 11 35
The effect of environmental, social and governance risks 0 0 2 14 0 3 9 44
The effects of climate risks on economic activity in a panel of US states: The role of uncertainty 0 0 2 11 0 10 21 55
The impact of oil price shocks on Turkish sovereign yield curve 0 0 1 2 2 6 13 17
The impact of real exchange rate on international trade: Evidence from panel structural VAR model 0 1 4 20 0 1 9 58
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 2 5 8 18
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S 0 0 0 12 1 6 16 71
The role of investor sentiment in forecasting housing returns in China: A machine learning approach 0 0 0 1 0 4 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 4 9 36
The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets 0 0 1 16 2 5 15 50
The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? 0 0 1 3 0 1 11 18
The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom 0 0 0 0 3 9 18 28
Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio 0 0 0 3 2 27 31 48
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies 0 0 0 0 1 3 3 3
Time-Varying effects of extreme weather shocks on output growth of the United States 0 1 4 4 0 4 18 19
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 0 2 2 1 5 9 9
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment 0 2 6 15 1 6 24 55
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 6 7 14
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 2 4 5
Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia 0 0 0 2 0 4 6 13
Total Journal Articles 8 29 134 653 144 629 1,399 3,191

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Statistics updated 2026-04-09