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Publications

by alumni of

Copenhagen Business School

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2026

  1. Jiawen Luo & Jingyi Deng & Rangan Gupta & Oguzhan Cepni, 2026, "Time-Varying Effects of Skewness: An International Comparison," Working Papers, University of Pretoria, Department of Economics, number 202602, Feb.
  2. Giovanni Bonaccolto & Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202603, Feb.
  3. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2026, "When the Weather Turns Risky: Climate Shocks and U.S. State-Level Credit Risk," Working Papers, University of Pretoria, Department of Economics, number 202604, Feb.
  4. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
  5. Ufuk Can & Oguzhan Cepni & Rangan Gupta & Onur Polat, 2026, "From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202608, Mar.
  6. Onur Polat & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2026, "AI Revolution and Crash Risks in Technology Stocks," Working Papers, University of Pretoria, Department of Economics, number 202617, Jun.
  7. Niels Joachim Gormsen & Eben Lazarus, 2026, "Interest Rates and Equity Valuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 34814, Feb.

2025

  1. Sami Ben Jabeur & Yassine Bakkar & Oguzhan Cepni, 2025, "Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models," Post-Print, HAL, number hal-05451353, Jan, DOI: 10.1016/j.eneco.2024.108112.
  2. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.
  3. Rachel Steenkamp & Rangan Gupta & Oguzhan Cepni, 2025, "Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective," Working Papers, University of Pretoria, Department of Economics, number 202504, Feb.
  4. Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta & Bertrand B. Maillet, 2025, "Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors," Working Papers, University of Pretoria, Department of Economics, number 202509, Feb.
  5. Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025, "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers, University of Pretoria, Department of Economics, number 202518, Apr.
  6. Xin Sheng & Oguzhan Cepni & Rangan Gupta & Minko Markovski, 2025, "Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions," Working Papers, University of Pretoria, Department of Economics, number 202520, May.
  7. Mengting Li & Yu Wei & Rangan Gupta & Oguzhan Cepni, 2025, "Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain," Working Papers, University of Pretoria, Department of Economics, number 202527, Aug.
  8. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Sibanjan Mishra & Muhammed Enes Olgun, 2025, "Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 202533, Sep.
  9. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2025, "Climate Shocks and Unemployment Claims," Working Papers, University of Pretoria, Department of Economics, number 202536, Sep.
  10. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2025, "Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States," Working Papers, University of Pretoria, Department of Economics, number 202540, Nov.
  11. Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Corporate Earnings Announcements and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202543, Nov.
  12. Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Oil Price Shocks and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202546, Dec.
  13. Oguzhan Cepni & Ismail Genc & Lokman Gunduz & Muhammed Hasan Yilmaz, 2025, "Fault Lines of Value: The Impact of Earthquake Risk on Istanbul Housing Market," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2517.
  14. Gormsen, Niels & Huber, Kilian & Oh, Sangmin S., 2025, "Climate Capitalists," CEPR Discussion Papers, Centre for Economic Policy Research, number 20406, Jul.
  15. Fukui, Masao & Gormsen, Niels & Huber, Kilian, 2025, "Sticky Discount Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 20502, Jul.

2024

  1. V. Candila & O. Cepni & G. Gallo & R. Gupta, 2024, "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," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202414.
  2. Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers, University of Pretoria, Department of Economics, number 202401, Jan.
  3. Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024, "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202407, Mar.
  4. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202408, Mar.
  5. Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024, "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202409, Mar.
  6. Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2024, "The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202410, Mar.
  7. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024, "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers, University of Pretoria, Department of Economics, number 202414, Mar.
  8. Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
  9. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2024, "Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 202420, May.
  10. Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
  11. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Renee van Eyden, 2024, "Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202439, Sep.
  12. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu, 2024, "Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202440, Sep.
  13. O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 202441, Sep.
  14. Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
  15. Petre Caraiani & Carolyn Chisadza & Rangan Gupta, 2024, "Does Climate Affect Investments? Evidence from Firms in the United States," Working Papers, University of Pretoria, Department of Economics, number 202448, Nov.
  16. Xin Sheng & Rangan Gupta & Oguzhan Cepni & Masego Motsuenyane, 2024, "Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States," Working Papers, University of Pretoria, Department of Economics, number 202449, Nov.
  17. Ufuk Can & Oguzhan Cepni & Abdullah Kazdal & Muhammed Hasan Yilmaz, 2024, "Climate Anomalies and Inflationary Pressures: Evidence from Turkiye," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2412.
  18. Niels Joachim Gormsen & Kilian Huber, 2024, "Firms' Perceived Cost of Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 32611, Jun.

2023

  1. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023, "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers, University of Pretoria, Department of Economics, number 202305, Mar.
  2. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers, University of Pretoria, Department of Economics, number 202316, May.
  3. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers, University of Pretoria, Department of Economics, number 202320, Jul.
  4. Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202323, Aug.
  5. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023, "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers, University of Pretoria, Department of Economics, number 202324, Aug.
  6. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023, "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202327, Sep.
  7. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023, "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202330, Sep.
  8. Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2023, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models," Working Papers, University of Pretoria, Department of Economics, number 202340, Dec.
  9. Gormsen, Niels Joachim & Huber, Kilian, 2023, "Corporate Discount Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 18221, Jun.
  10. Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023, "Forward Return Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31687, Sep.

2022

  1. Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022, "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202205, Jan.
  2. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202207, Jan.
  3. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202208, Feb.
  4. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 202210, Feb.
  5. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers, University of Pretoria, Department of Economics, number 202219, Apr.
  6. Renee van Eyden & Geoffrey Ngene & Oguzhan Cepni & Rangan Gupta, 2022, "The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States," Working Papers, University of Pretoria, Department of Economics, number 202236, Aug.
  7. Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022, "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers, University of Pretoria, Department of Economics, number 202241, Sep.
  8. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
  9. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
  10. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022, "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers, University of Pretoria, Department of Economics, number 202251, Oct.
  11. Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022, "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers, University of Pretoria, Department of Economics, number 202252, Oct.
  12. Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
  13. Emanuele Colonnelli & Niels Joachim Gormsen & Timothy McQuade, 2022, "Selfish Corporations," NBER Working Papers, National Bureau of Economic Research, Inc, number 30576, Oct.

2021

  1. Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
  2. Cepni, Oguzhan & Clements, Michael P., 2021, "How Local is the Local Inflation Factor? Evidence from Emerging European Countries," Working Papers, Copenhagen Business School, Department of Economics, number 8-2021, Mar.
  3. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers, University of Pretoria, Department of Economics, number 202114, Feb.
  4. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 202126, Apr.
  5. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021, "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202168, Oct.
  6. Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
  7. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202179, Nov.
  8. Oguzhan Cepni & Selcuk Gul & Muhammed Hasan Yilmaz & Brian Lucey, 2021, "The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2104.
  9. Gormsen, Niels J. & Koijen, Ralph S.J. & Martin, Ian W.R., 2021, "Implied dividend volatility and expected growth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127796, May.

2020

  1. Akyildirim, Erdinc & Cepni, Oguzhan & Corbet, Shaen & Uddin, Gazi Salah, 2020, "Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning," Working Papers, Copenhagen Business School, Department of Economics, number 20-2020, Dec.
  2. Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020, "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202001, Jan.
  3. Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 202002, Jan.
  4. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Naji Jalkh, 2020, "Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model," Working Papers, University of Pretoria, Department of Economics, number 202029, Apr.
  5. Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey, 2020, "Oil Price Shocks and Yield Curve Dynamics in Emerging Markets," Working Papers, University of Pretoria, Department of Economics, number 202036, May.
  6. Oguzhan Cepni & Rangan Gupta, 2020, "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202039, May.
  7. Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020, "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers, University of Pretoria, Department of Economics, number 202047, May.
  8. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
  9. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020, "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers, University of Pretoria, Department of Economics, number 202099, Oct.
  10. Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2020, "Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2004.
  11. Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz, 2020, "Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2014.
  12. Fernandez, Julian, 2020, "Exchange Rate Uncertainty and the Interest Rate Parity," MPRA Paper, University Library of Munich, Germany, number 116010, revised 2022.
  13. Niels J. Gormsen & Ralph S.J. Koijen, 2020, "The Corona Virus, the Stock Market’s Response, and Growth Expectations," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-21.
  14. Koijen, Ralph & Gormsen, Niels Joachim, 2020, "Coronavirus: Impact on Stock Prices and Growth Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 14875, Jun.

2019

  1. Oguzhan Cepni & Selcuk Gul & Rangan Gupta, 2019, "Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors," Working Papers, University of Pretoria, Department of Economics, number 201901, Jan.
  2. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019, "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers, University of Pretoria, Department of Economics, number 201906, Jan.
  3. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold," Working Papers, University of Pretoria, Department of Economics, number 201912, Feb.
  4. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers, University of Pretoria, Department of Economics, number 201936, May.
  5. Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019, "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers, University of Pretoria, Department of Economics, number 201957, Jul.
  6. Oguzhan Cepni & Rangan Gupta & Zhihui Lv, 2019, "Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio," Working Papers, University of Pretoria, Department of Economics, number 201968, Aug.
  7. Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar, 2019, "The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States," Working Papers, University of Pretoria, Department of Economics, number 201973, Sep.
  8. Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019, "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers, University of Pretoria, Department of Economics, number 201981, Nov.

2018

  1. Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2018, "The Interaction between Yield Curve and Macroeconomic Factors," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1802.
  2. Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018, "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 12686, Feb.

2017

  1. Oguzhan Cepni & Doruk Kucuksarac, 2017, "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1702.
  2. Oguzhan Cepni & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2017, "The Sensitivity of CDS Premium to the Global Risk Factor : Evidence from Emerging Markets," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1704.

2016

  1. Ibrahim Ethem Guney & Oguzhan Cepni, 2016, "Endogeneity of Money Supply : Evidence From Turkey," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1619.

2013

  1. Oguzhan Cepni & Ahmet Goncu & Mehmet Oguz Karahan & Tolga Umut Kuzubas, 2013, "Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models," Working Papers, Bogazici University, Department of Economics, number 2013/16.

2012

  1. Jindra, Jan & Voetmann, Torben & Walkling, Ralph A., 2012, "Reverse Mergers: The Chinese Experience," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2012-18, Oct.

2005

  1. Peter Maskell & Leïla Kebir, 2005, "What qualifies as a cluster theory?," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 05-09.
  2. Peter Maskell & Torben Pedersen & Bent Petersen & Jens Dick-Nielsen, 2005, "Learning Paths to Offshore Outsourcing - From Cost Reduction to Knowledge Seeking," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 05-17.
  3. Anders Malmberg & Peter Maskell, 2005, "Localized Learning Revisited," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 05-19.
  4. Peter Maskell & Harald Bathelt & Anders Malmberg, 2005, "Building Global Knowledge Pipelines The Role of Temporary Clusters," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 05-20.

2003

  1. Peter Maskell & Mark Lorenzen, 2003, "The Cluster as Market Organization," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 03-14.

2002

  1. Harald Bathelt & Andersand Malmberg & Peter Maskell, 2002, "Clusters and Knowledge Local Buzz, Global Pipelines and the Process of Knowledge Creation," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 02-12.

2001

  1. Neumann, Robert & Voetmann, Torben, 2001, "CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange," Working Papers, Copenhagen Business School, Department of Finance, number 1999-10, May.
  2. Voetmann, Torben, 2001, "Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange," Working Papers, Copenhagen Business School, Department of Finance, number 2000-6, May.

1999

  1. Neumann, Robert & Voetmann, Torben, 1999, "Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings," Working Papers, Copenhagen Business School, Department of Finance, number 1999-9, Aug.
  2. Jakobsen, Jan & Voetmann, Torben, 1999, "Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns," Working Papers, Copenhagen Business School, Department of Finance, number 2000-3, Dec.
  3. Jakobsen, Jan & Voetmann, Torben, 1999, "Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997," Working Papers, Copenhagen Business School, Department of Finance, number 2000-4, Oct.

1996

  1. Peter Maskell, 1996, "Learning in the Village Economy of Denmark. The role of Institutions and Policy in Sustaining Competitiveness," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 96-6.
  2. Peter Maskell, 1996, "Localised Low-tech Learning in the Furniture Industry," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 96-11.

Journal articles

2026

  1. Oguzhan Cepni, 2026, "News media coverage and the predictability of house prices," Real Estate Economics, American Real Estate and Urban Economics Association, volume 54, issue 1, pages 6-68, January, DOI: 10.1111/1540-6229.70008.
  2. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
  3. Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2026, "The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70035.
  4. Kiran, Madiha & Alnori, Faisal & Rabbani, Mustafa Raza & Cepni, Oguzhan, 2026, "Going green or losing edge: A global investigation into the role of carbon risk on banks' green investments," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112746.
  5. Sheng, Xin & Cepni, Oguzhan & Gupta, Rangan & Markovski, Minko, 2026, "Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110271.
  6. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2026, "Credit standards: A new predictor of U.S. stock market realized volatility," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110298.
  7. Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
  8. Salisu, Afees A. & Gupta, Rangan & Cepni, Oguzhan, 2026, "Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102087.
  9. Caporin, Massimiliano & Cepni, Oguzhan & Gupta, Rangan & Maillet, Bertrand B., 2026, "Dynamic connectedness across U.S. state-level regional equity markets: The role of time-varying common and idiosyncratic factors," The Quarterly Review of Economics and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.qref.2026.102141.
  10. Bouri, Elie & Can, Ufuk & Cepni, Oguzhan & Gupta, Rangan, 2026, "Oil price shocks and stock market bubble-risk indicators," The Quarterly Review of Economics and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.qref.2026.102178.
  11. Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2026, "Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623]," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2026.104888.
  12. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Oguzhan Cepni, 2026, "The Role of Energy Market Uncertainties in Forecasting US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-40, December, DOI: 10.1186/s40854-026-00959-0.
  13. Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 6, pages 2905-2941, September, DOI: 10.1002/for.70145.

2025

  1. Oguzhan Cepni & Abdullah Kazdal & Muhammed Enes Olgun & Muhammed Hasan Yilmaz, 2025, "Forecasting Türkiye Local Inflation With Global Factors," Bulletin of Economic Research, Wiley Blackwell, volume 77, issue 2, pages 148-159, April, DOI: 10.1111/boer.12477.
  2. Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
  3. Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
  4. Ben Jabeur, Sami & Bakkar, Yassine & Cepni, Oguzhan, 2025, "Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108112.
  5. Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025, "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108128.
  6. Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025, "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102156.
  7. Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
  8. Rabbani, Mustafa Raza & Kiran, Madiha & Cepni, Oguzhan & Naeem, Muhammad Abubakr, 2025, "Fortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102028.
  9. Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Corbet, Shaen, 2025, "News sentiment and DeFi coin returns: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104483.
  10. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oğuzhan Çepni, 2025, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 4, pages 642-702, November, DOI: 10.1007/s11146-024-09978-z.
  11. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2025, "The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-22, December, DOI: 10.1057/s41599-025-04494-8.
  12. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025, "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-25, December, DOI: 10.1186/s40854-024-00692-6.
  13. Oguzhan Cepni & Linh Pham & Ugur Soytas, 2025, "Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?," Journal of Behavioral Finance, Taylor & Francis Journals, volume 26, issue 1, pages 118-140, January, DOI: 10.1080/15427560.2023.2256910.
  14. Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1441-1466, July, DOI: 10.1002/for.3251.
  15. Niels Joachim Gormsen & Kilian Huber, 2025, "Corporate Discount Rates," American Economic Review, American Economic Association, volume 115, issue 6, pages 2001-2049, June, DOI: 10.1257/aer.20231246.

2024

  1. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024, "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., volume 24, issue 1, pages 154-162, March, DOI: 10.1111/irfi.12431.
  2. Cepni, Oguzhan & Şensoy, Ahmet & Yılmaz, Muhammed Hasan, 2024, "Climate change exposure and cost of equity," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107288.
  3. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
  4. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024, "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106318.
  5. Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024, "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101920.
  6. Cepni, Oguzhan & Clements, Michael P., 2024, "How local is the local inflation factor? Evidence from emerging European countries," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 160-183, DOI: 10.1016/j.ijforecast.2023.01.008.
  7. Salisu, Afees A. & Isah, Kazeem O. & Cepni, Oguzhan, 2024, "Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101890.
  8. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024, "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102442.
  9. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024, "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1473-1510, November, DOI: 10.1007/s11156-024-01295-z.
  10. Erdinc Akyildirim & Ahmet Faruk Aysan & Oguzhan Cepni & Özge Serbest, 2024, "Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 14, pages 1577-1613, September, DOI: 10.1080/1351847X.2024.2323454.
  11. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
  12. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2088-2125, September, DOI: 10.1002/for.3106.
  13. Gormsen, Niels Joachim & Jensen, Christian Skov, 2024, "Conditional risk," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103933.
  14. Emanuele Colonnelli & Niels Joachim Gormsen & Tim McQuade, 2024, "Selfish Corporations," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 3, pages 1498-1536.
    • Emanuele Colonnelli & Niels Joachim Gormsen & Timothy McQuade, 2022, "Selfish Corporations," NBER Working Papers, National Bureau of Economic Research, Inc, number 30576, Oct.
    • Colonnelli, Emanuele & Gormsen, Niels Joachim, 2020, "Selfish Corporations," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 305.

2023

  1. Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023, "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, volume 227, issue C, DOI: 10.1016/j.econlet.2023.111121.
  2. Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023, "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.101000.
  3. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100760.
  4. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100854.
  5. Cepni, Oguzhan & Demirer, Riza & Pham, Linh & Rognone, Lavinia, 2023, "Climate uncertainty and information transmissions across the conventional and ESG assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101730.
  6. Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023, "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103438.
  7. Oguzhan Cepni & Ahmet Faruk Aysan, 2023, "Coin Specific Sentiments Matter for the Non-Fungible Tokens Spillovers: How and When?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 26, issue 4, pages 637-658, November, DOI: https://doi.org/10.59091/2460-9196..
  8. OÄŸuzhan Çepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2023, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 167-181, Januaryâ€.
  9. Omneya Abdelsalam & Ahmet Faruk Aysan & Oguzhan Cepni & Mustafa Disli, 2023, "The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more?," Tourism Economics, , volume 29, issue 2, pages 559-567, March, DOI: 10.1177/13548166211053670.
  10. Oguzhan Cepni & Tarik Dogru & Ozgur Ozdemir, 2023, "The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test," Tourism Economics, , volume 29, issue 4, pages 906-928, June, DOI: 10.1177/13548166221077633.
  11. Oguzhan Cepni, 2023, "Does vaccination help to reduce financial stress on tourism subsectors?," Tourism Economics, , volume 29, issue 7, pages 1937-1946, November, DOI: 10.1177/13548166221123233.
  12. Erdinc Akyildirim & Oguzhan Cepni & Shaen Corbet & Gazi Salah Uddin, 2023, "Forecasting mid-price movement of Bitcoin futures using machine learning," Annals of Operations Research, Springer, volume 330, issue 1, pages 553-584, November, DOI: 10.1007/s10479-021-04205-x.
  13. Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023, "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 14, pages 1579-1597, September, DOI: 10.1080/1351847X.2022.2137422.
  14. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 3, pages 365-381, July, DOI: 10.1080/15427560.2021.1983576.
  15. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023, "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 4, pages 785-801, July, DOI: 10.1002/for.2914.
  16. Niels J. Gormsen & Ralph S.J. Koijen, 2023, "Financial Markets and the COVID-19 Pandemic," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 69-89, November, DOI: 10.1146/annurev-financial-110821-02.
  17. Niels Joachim Gormsen & Eben Lazarus, 2023, "Duration‐Driven Returns," Journal of Finance, American Finance Association, volume 78, issue 3, pages 1393-1447, June, DOI: 10.1111/jofi.13216.

2022

  1. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2022, "Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note," International Review of Finance, International Review of Finance Ltd., volume 22, issue 3, pages 540-550, September, DOI: 10.1111/irfi.12357.
  2. Dogru, Tarik & Akyildirim, Erdinc & Cepni, Oguzhan & Ozdemir, Ozgur & Sharma, Abhinav & Yilmaz, Muhammed Hasan, 2022, "The effect of environmental, social and governance risks," Annals of Tourism Research, Elsevier, volume 95, issue C, DOI: 10.1016/j.annals.2022.103432.
  3. Cepni, Oguzhan & Demirer, Riza & Rognone, Lavinia, 2022, "Hedging climate risks with green assets," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110312.
  4. Sheng, Xin & Gupta, Rangan & Çepni, Oğuzhan, 2022, "The effects of climate risks on economic activity in a panel of US states: The role of uncertainty," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110374.
  5. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022, "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110500.
  6. Aslan, Caglayan & Bulut, Erdem & Cepni, Oguzhan & Yilmaz, Muhammed Hasan, 2022, "Does climate change affect bank lending behavior?," Economics Letters, Elsevier, volume 220, issue C, DOI: 10.1016/j.econlet.2022.110859.
  7. Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022, "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
  8. Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022, "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106174.
  9. Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022, "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106229.
  10. Xu, Fang & Bouri, Elie & Cepni, Oguzhan, 2022, "Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103201.
  11. Pham, Linh & Cepni, Oguzhan, 2022, "Extreme directional spillovers between investor attention and green bond markets," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 186-210, DOI: 10.1016/j.iref.2022.02.069.
  12. Oguzhan Cepni & Duc Khuong Nguyen & Ahmet Sensoy, 2022, "News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices," The Energy Journal, , volume 43, issue 1_suppl, pages 1-30, June, DOI: 10.5547/01956574.43.SI1.ocep.
  13. Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022, "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
  14. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
  15. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022, "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.
  16. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.

2021

  1. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2021, "Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 661-674, June, DOI: 10.1111/irfi.12283.
  2. Cepni, Oguzhan & Gupta, Rangan, 2021, "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101550.
  3. Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan, 2021, "Do investor sentiments drive cryptocurrency prices?," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109980.
  4. Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021, "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105689.
  5. Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021, "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
  6. Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021, "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101433.
  7. Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey, 2021, "The impact of oil price shocks on Turkish sovereign yield curve," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 9, pages 2258-2277, February, DOI: 10.1108/IJOEM-06-2020-0681.
  8. Çağlayan Aslan & Oğuzhan Çepni & Selçuk Gül, 2021, "The impact of real exchange rate on international trade: Evidence from panel structural VAR model," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 30, issue 6, pages 829-842, August, DOI: 10.1080/09638199.2021.1905695.
  9. Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & M. Hasan Yilmaz, 2021, "Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 7, pages 1214-1229, November, DOI: 10.1002/for.2763.
  10. Niels J. Gormsen & Ralph S. J. Koijen & Ian W. R. Martin, 2021, "Implied Dividend Volatility and Expected Growth," AEA Papers and Proceedings, American Economic Association, volume 111, pages 361-365, May, DOI: 10.1257/pandp.20211065.
  11. Niels Joachim Gormsen, 2021, "Time Variation of the Equity Term Structure," Journal of Finance, American Finance Association, volume 76, issue 4, pages 1959-1999, August, DOI: 10.1111/jofi.13020.

2020

  1. Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan, 2020, "Local currency bond risk premia of emerging markets: The role of local and global factors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.001.
  2. Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020, "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100541.
  3. Çepni, Oğuzhan & Gül, Selçuk & Hacıhasanoğlu, Yavuz Selim & Yılmaz, Muhammed Hasan, 2020, "Global uncertainties and portfolio flow dynamics of the BRICS countries," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101277.
  4. Oğuzhan Çepni & Rangan Gupta & Zhihui Lv, 2020, "Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1546-1551, November, DOI: 10.1080/13504851.2019.1696449.
  5. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020, "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
  6. Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz, 2020, "Credit decomposition and economic activity in Turkey: A wavelet-based approach," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 20, issue 3, pages 109-131.
  7. Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson, 2020, "Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 1, pages 18-36, January, DOI: 10.1002/for.2602.
  8. Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
  9. Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020, "Betting against correlation: Testing theories of the low-risk effect," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 629-652, DOI: 10.1016/j.jfineco.2019.07.003.
  10. Jeffrey F. Jaffe & Jan Jindra & David J. Pedersen & Torben Voetmann, 2020, "Can mispricing explain the value premium?," Financial Management, Financial Management Association International, volume 49, issue 3, pages 615-633, September, DOI: 10.1111/fima.12272.

2019

  1. Cepni, Oguzhan & Güney, I.Ethem, 2019, "Local currency bond risk premia: A panel evidence on emerging markets," Emerging Markets Review, Elsevier, volume 38, issue C, pages 182-196, DOI: 10.1016/j.ememar.2019.01.002.
  2. Cepni, Oguzhan & Güney, I. Ethem & Swanson, Norman R., 2019, "Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 555-572, DOI: 10.1016/j.ijforecast.2018.10.008.
  3. Oguzhan Cepni & I. Ethem Guney, 2019, "Nowcasting emerging market’s GDP: the importance of dimension reduction techniques," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 20, pages 1670-1674, November, DOI: 10.1080/13504851.2019.1591590.
  4. Sergio Iván Prada & Julio C. Alonso & Juli�n Fern�ndez, 2019, "Exchange rate pass-through into consumer healthcare prices in Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 38, issue 77, pages 523-550.
  5. Jaffe, Jeffrey F. & Jindra, Jan & Pedersen, David J. & Voetmann, Torben, 2019, "Do Unlisted Targets Sell at Discounts?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 3, pages 1371-1401, June.

2018

  1. Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018, "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 83-102, DOI: 10.1016/j.jimonfin.2018.09.009.

2017

  1. Oguzhan Cepni & Doruk Kucuksarac, 2017, "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 1133-1142.
  2. Cepni, Oguzhan & Kucuksarac, Doruk & Yilmaz, M. Hasan, 2017, "The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets," Economics Letters, Elsevier, volume 159, issue C, pages 74-77, DOI: 10.1016/j.econlet.2017.07.020.
  3. Oguzhan Cepni & Ibrahim Ethem Guney, 2017, "Endogeneity of Money Supply: Evidence from Turkey," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, volume 6, issue 1, pages 01-10, January.
  4. Jan Jindra & Torben Voetmann & Ralph A. Walkling, 2017, "Private Class Action Litigation Risk of Chinese Firms Listed in the US," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 01, pages 1-20, March, DOI: 10.1142/S2010139216500208.

2016

  1. Julián Fernández Mejía & Jorge Mario Uribe, 2016, "Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 83-103.
  2. Torben Voetmann, 2016, "The Bid-Ask Spread in the Danish Stock Market: Evidence from the 1990s," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 8, issue 9, pages 127-139, September.

2015

  1. Jaffe, Jeffrey & Jindra, Jan & Pedersen, David & Voetmann, Torben, 2015, "Returns to acquirers of public and subsidiary targets," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 246-270, DOI: 10.1016/j.jcorpfin.2015.02.005.

2014

  1. Jorge M. Uribe & Juli�n Fern�ndez, 2014, "Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
  2. Jorge Uribe & Juli�n Fern�ndez, 2014, "Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 57-90.
  3. Jorge Uribe & Julián Fernández, 2014, "Financial bubbles and recent behaviour of the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 57-90, Julio - D, DOI: 10.17533/udea.le.n81a3.

2013

  1. Jaffe, Jeffrey & Pedersen, David & Voetmann, Torben, 2013, "Skill differences in corporate acquisitions," Journal of Corporate Finance, Elsevier, volume 23, issue C, pages 166-181, DOI: 10.1016/j.jcorpfin.2013.08.007.

2007

  1. Peter Maskell & Torben Pedersen & Bent Petersen & Jens Dick-Nielsen, 2007, "Learning Paths to Offshore Outsourcing: From Cost Reduction to Knowledge Seeking," Industry and Innovation, Taylor & Francis Journals, volume 14, issue 3, pages 239-257, DOI: 10.1080/13662710701369189.

2006

  1. Anders Malmberg & Peter Maskell, 2006, "Localized Learning Revisited," Growth and Change, Wiley Blackwell, volume 37, issue 1, pages 1-18, March, DOI: 10.1111/j.1468-2257.2006.00302.x.

2005

  1. Jan Bo Jakobsen & Torben Voetmann, 2005, "A New Approach for Interpreting Long-Run Returns, Applied to IPO and SEO Stocks," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 337-363, November.
  2. Robert Neumann & Torben Voetmann, 2005, "Top executive turnovers: Separating decision and control rights," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 25-37, DOI: 10.1002/mde.1187.

2003

  1. Neumann, Robert & Voetmann, Torben, 2003, "Does ownership matter in the presence of strict antiactivism legislation? Evidence from equity transactions in Denmark," International Review of Financial Analysis, Elsevier, volume 12, issue 2, pages 157-171.
  2. Robert Neumann & Torben Voetmann, 2003, "Demand Curves for European Stocks Slope Down Too," Review of Finance, Springer, volume 7, issue 3, pages 437-457.
  3. Jan Bo Jakobsen & Torben Voetmann, 2003, "Post-acquisition performance in the short and long run. Evidence from the Copenhagen Stock Exchange 1993-1997," The European Journal of Finance, Taylor & Francis Journals, volume 9, issue 4, pages 323-342, DOI: 10.1080/1351847031000074475.

2001

  1. Maskell, Peter, 2001, "Towards a Knowledge-Based Theory of the Geographical Cluster," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 10, issue 4, pages 921-943, December.

1999

  1. Maskell, Peter & Malmberg, Anders, 1999, "Localised Learning and Industrial Competitiveness," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 23, issue 2, pages 167-185, March.

Undated

  1. Niels Joachim Gormsen & Ralph S J Koijen & Nikolai Roussanov, 0, "Coronavirus: Impact on Stock Prices and Growth Expectations," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 574-597.

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