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 0 3 16 16
Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment 0 0 0 18 0 0 4 15
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 0 1 20 35
Climate Anomalies and Inflationary Pressures: Evidence from Turkiye 0 0 9 9 0 2 18 18
Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging 1 2 5 18 3 5 16 29
Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States 0 0 0 54 0 0 2 15
Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model 0 0 0 9 0 0 2 10
Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates 0 0 0 20 0 2 10 98
Climate Risks and State-Level Stock-Market Realized Volatility 0 0 0 36 0 0 6 37
Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach 0 0 0 11 0 0 2 25
Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment 0 0 0 11 0 0 1 29
Does Climate Affect Investments? Evidence from Firms in the United States 0 0 8 8 0 0 13 13
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model 0 0 0 3 2 2 8 14
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 2 6 50
Endogeneity of Money Supply: Evidence From Turkey 0 2 9 154 1 5 18 404
Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach 0 0 1 11 0 0 5 11
Financial Stress and Realized Volatility: The Case of Agricultural Commodities 0 0 0 4 0 1 6 15
Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection 0 0 8 8 1 5 43 43
Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention 0 0 2 10 1 3 10 23
Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty 0 0 0 23 0 0 3 54
Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages 0 0 0 34 1 1 2 103
Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning 0 1 1 33 1 2 6 77
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies 0 0 0 14 2 2 16 31
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 0 4 21
Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? 0 0 2 22 0 3 21 37
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 0 4 47
Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models 0 1 1 8 0 6 11 20
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 0 3 32
Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? 0 0 0 0 0 1 7 70
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 5 14 128
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models 1 1 1 52 1 1 2 131
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 13 23
How Local is the Local Inflation Factor? Evidence from Emerging European Countries 0 0 0 28 0 0 2 58
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 2 0 1 9 9
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 7 7 2 2 10 10
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 1 14 0 0 2 30
Interest Rate Uncertainty and the Predictability of Bank Revenues 0 0 0 7 0 1 1 30
Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors 0 0 0 9 0 0 2 75
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 2 17 17 17 3 8 8 8
Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India 0 0 0 17 0 0 3 21
Oil Price Shocks and Yield Curve Dynamics in Emerging Markets 0 0 0 24 0 0 3 88
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 10 10 0 0 8 8
Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach 0 0 0 0 0 0 5 40
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 0 0 0 29 0 0 1 149
Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks 0 0 0 6 0 0 2 25
Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes 0 0 0 7 0 0 9 18
Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States 0 0 0 0 1 3 9 9
Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks 0 0 0 7 0 0 10 22
Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies 0 0 0 0 0 1 12 12
Return Connectedness across Asset Classes around the COVID-19 Outbreak 0 0 0 8 0 0 2 78
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 24 1 1 3 51
Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility 0 0 4 4 1 4 15 15
The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach 0 0 0 35 0 0 2 100
The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty 0 0 0 4 2 3 8 44
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 0 2 7 46
The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks 0 0 0 2 0 1 5 8
The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States 0 2 3 15 0 3 4 28
The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve 1 1 1 23 1 1 4 44
The Interaction between Yield Curve and Macroeconomic Factors 0 0 2 102 1 2 14 232
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 0 0 0 40
The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach 0 0 0 28 1 3 6 74
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 1 3 41
The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach 0 1 12 12 1 3 21 21
The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States 0 0 0 16 0 1 6 83
The Sensitivity of CDS Premium to the Global Risk Factor: Evidence from Emerging Markets 2 2 4 92 2 2 12 264
The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom 0 0 0 16 2 4 8 38
Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio 0 0 0 11 1 1 2 76
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 5 5 0 3 48 48
Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States 0 0 0 5 1 2 10 30
Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment 0 0 0 36 1 3 6 102
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 0 0 1 98
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 0 1 12 12
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 30 126 1,394 36 111 608 4,032

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 1 1 4 1 2 5 15
Business applications and state‐level stock market realized volatility: A forecasting experiment 0 0 0 3 0 1 3 11
COIN SPECIFIC SENTIMENTS MATTER FOR THE NONFUNGIBLE TOKENS SPILLOVERS: HOW AND WHEN? 0 0 0 0 0 0 0 1
Can municipal bonds hedge US state-level climate risks? 0 0 2 2 0 0 4 4
Climate change exposure and cost of equity 0 6 16 18 1 10 30 37
Climate risks and forecastability of the weekly state‐level economic conditions of the United States 0 0 0 1 0 2 6 8
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model 0 0 0 2 0 0 3 10
Climate risks and realized volatility of major commodity currency exchange rates 0 0 0 14 0 0 5 34
Climate risks and state-level stock market realized volatility 0 1 2 2 1 2 5 9
Climate uncertainty and information transmissions across the conventional and ESG assets 0 0 0 4 0 4 6 19
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter? 0 2 2 2 0 2 2 2
Connectedness of energy markets around the world during the COVID-19 pandemic 0 0 0 6 0 0 2 15
Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels 0 0 0 0 1 1 5 5
Credit decomposition and economic activity in Turkey: A wavelet-based approach 0 0 2 16 0 0 10 50
Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models 0 0 0 0 1 2 17 17
Do investor sentiments drive cryptocurrency prices? 0 1 7 32 0 4 14 90
Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment 0 0 1 2 0 1 4 9
Do oil-price shocks predict the realized variance of U.S. REITs? 0 0 1 4 0 2 4 15
Do the carry trades respond to geopolitical risks? Evidence from BRICS countries 0 0 3 4 0 1 5 10
Does climate change affect bank lending behavior? 0 0 0 7 1 4 4 31
Does vaccination help to reduce financial stress on tourism subsectors? 0 0 0 0 0 0 0 3
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model 1 1 1 1 1 1 1 1
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach 0 0 2 7 0 0 3 12
Endogeneity of Money Supply: Evidence from Turkey 0 0 1 10 1 2 5 63
Extreme directional spillovers between investor attention and green bond markets 0 2 5 16 1 3 16 43
Financial stress and realized volatility: The case of agricultural commodities 0 0 0 0 0 0 4 4
Forecasting Türkiye Local Inflation With Global Factors 0 0 0 0 0 1 1 1
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 0 0 2 15 0 2 10 44
Forecasting international REITs volatility: the role of oil-price uncertainty 0 0 0 2 1 1 4 12
Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages 0 0 0 5 1 1 1 18
Forecasting mid-price movement of Bitcoin futures using machine learning 0 1 2 11 3 4 11 37
Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies 0 0 0 0 1 3 3 3
Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models 0 0 0 3 0 0 0 6
Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis 0 0 0 1 0 0 2 13
Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? 0 0 2 5 0 0 6 17
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter? 1 2 5 5 1 3 7 7
Global uncertainties and portfolio flow dynamics of the BRICS countries 0 0 0 10 3 3 3 43
Hedging climate risks with green assets 0 1 8 40 0 5 26 95
How connected is the agricultural commodity market to the news-based investor sentiment? 0 0 2 18 0 1 10 49
How local is the local inflation factor? Evidence from emerging European countries 0 0 2 4 1 1 6 13
Interest rate uncertainty and the predictability of bank revenues 0 0 0 3 0 0 2 10
Local currency bond risk premia of emerging markets: The role of local and global factors 0 0 0 18 0 0 1 47
Local currency bond risk premia: A panel evidence on emerging markets 0 0 1 19 0 0 3 95
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India 0 1 1 1 1 4 7 7
Not all words are equal: Sentiment and jumps in the cryptocurrency market 0 0 4 4 0 1 14 18
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 0 1 3 48 0 2 8 114
Nowcasting emerging market’s GDP: the importance of dimension reduction techniques 0 0 1 6 1 1 3 11
Oil price shocks and the connectedness of US state-level financial markets 0 1 1 1 1 3 5 5
Oil price shocks and yield curve dynamics in emerging markets 2 2 2 4 4 6 10 18
Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach 0 1 1 1 0 2 5 5
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve 2 2 4 27 2 2 7 128
Persistence of state-level uncertainty of the United States: The role of climate risks 0 0 0 1 0 1 2 8
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 0 0 0 0 0 2 2 2
Return connectedness across asset classes around the COVID-19 outbreak 0 2 6 43 2 11 23 191
Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries 0 0 0 2 0 1 4 12
Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns 2 3 5 5 3 9 15 15
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility 0 1 1 1 0 3 7 7
The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test 0 0 0 0 0 1 4 8
The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach 0 0 0 9 0 0 4 24
The effect of environmental, social and governance risks 0 0 3 12 1 1 9 37
The effects of climate risks on economic activity in a panel of US states: The role of uncertainty 0 0 3 10 0 2 9 37
The impact of oil price shocks on Turkish sovereign yield curve 0 1 2 2 0 2 5 6
The impact of real exchange rate on international trade: Evidence from panel structural VAR model 0 3 3 19 0 4 6 53
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 0 0 1 10
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S 0 0 0 12 0 1 4 57
The role of investor sentiment in forecasting housing returns in China: A machine learning approach 0 0 0 1 1 2 4 7
The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach 0 0 2 8 1 1 5 28
The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets 0 0 2 15 2 3 7 38
The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? 0 0 1 2 1 1 4 8
The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom 0 0 0 0 0 2 12 12
Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio 0 0 1 3 1 2 6 19
Time-Varying effects of extreme weather shocks on output growth of the United States 0 1 1 1 2 3 5 5
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment 0 1 4 10 0 6 13 38
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 0 1 7
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 0 0 1
Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia 0 0 0 2 0 0 1 7
Total Journal Articles 8 38 121 568 43 148 471 1,971

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Statistics updated 2025-08-05