Details about Oguzhan Cepni

Access statistics for papers by Oguzhan Cepni.

Last updated 2024-12-13. Update your information in the RePEc Author Service.

Short-id: pce231

Working Papers

2024

1. Can Municipal Bonds Hedge US State-Level Climate Risks?
   Working Papers, University of Pretoria, Department of Economics View citations (1)
   See also Journal Article Can municipal bonds hedge US state-level climate risks?, Finance Research Letters, Elsevier (2024) View citations (2) (2024)
2. Climate Anomalies and Inflationary Pressures: Evidence from Turkiye
   Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
3. Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging
   Working Papers, University of Pretoria, Department of Economics
4. Does Climate Affect Investments? Evidence from Firms in the United States
   Working Papers, University of Pretoria, Department of Economics
5. Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach
   Working Papers, University of Pretoria, Department of Economics
6. Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection
   Working Papers, University of Pretoria, Department of Economics View citations (1)
7. Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention
   Working Papers, University of Pretoria, Department of Economics
8. Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?
   Working Papers, University of Pretoria, Department of Economics
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
   Working Papers, University of Pretoria, Department of Economics
   Also in Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2024)
10. Oil Price Shocks and the Connectedness of US State-Level Financial Markets
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Oil price shocks and the connectedness of US state-level financial markets, Energy Economics, Elsevier (2025) (2025)
11. Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes
    Working Papers, University of Pretoria, Department of Economics
12. 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
13. Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics
14. 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
15. 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
16. The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics
17. Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty
    Working Papers, University of Pretoria, Department of Economics

2023

18. 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
19. Financial Stress and Realized Volatility: The Case of Agricultural Commodities
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Financial stress and realized volatility: The case of agricultural commodities, Research in International Business and Finance, Elsevier (2024) View citations (1) (2024)
20. Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models
    Working Papers, University of Pretoria, Department of Economics
21. Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) View citations (4) (2024)
22. 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
23. 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
    See also Journal Article Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India, Financial Innovation, Springer (2025) (2025)
24. Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach, Review of Quantitative Finance and Accounting, Springer (2024) View citations (1) (2024)
25. Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Time-Varying effects of extreme weather shocks on output growth of the United States, Finance Research Letters, Elsevier (2024) (2024)

2022

26. Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Business applications and state‐level stock market realized volatility: A forecasting experiment, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)
27. Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Climate risks and forecastability of the weekly state‐level economic conditions of the United States, International Review of Finance, International Review of Finance Ltd. (2024) View citations (7) (2024)
28. Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model, Resources Policy, Elsevier (2023) View citations (5) (2023)
29. Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates
    Working Papers, University of Pretoria, Department of Economics View citations (9)
    See also Journal Article Climate risks and realized volatility of major commodity currency exchange rates, Journal of Financial Markets, Elsevier (2023) View citations (18) (2023)
30. Climate Risks and State-Level Stock-Market Realized Volatility
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Climate risks and state-level stock market realized volatility, Journal of Financial Markets, Elsevier (2023) View citations (12) (2023)
31. Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies
    Working Papers, University of Pretoria, Department of Economics View citations (1)
32. 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
    See also Journal Article Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models, Economics Letters, Elsevier (2023) View citations (5) (2023)
33. 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 View citations (12)
    See also Journal Article Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?, Energy Economics, Elsevier (2022) View citations (8) (2022)
34. Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics View citations (19)
    See also Journal Article Persistence of state-level uncertainty of the United States: The role of climate risks, Economics Letters, Elsevier (2022) View citations (16) (2022)
35. 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 View citations (33)
    See also Journal Article The effects of climate risks on economic activity in a panel of US states: The role of uncertainty, Economics Letters, Elsevier (2022) View citations (16) (2022)
36. 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
37. The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States
    Working Papers, University of Pretoria, Department of Economics

2021

38. 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
    See also Journal Article 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. (2023) View citations (3) (2023)
39. Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Forecasting international REITs volatility: the role of oil-price uncertainty, The European Journal of Finance, Taylor & Francis Journals (2023) View citations (3) (2023)
40. Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis, Journal of Forecasting, John Wiley & Sons, Ltd. (2022) View citations (12) (2022)
41. How Local is the Local Inflation Factor? Evidence from Emerging European Countries
    Working Papers, Copenhagen Business School, Department of Economics
    See also Journal Article How local is the local inflation factor? Evidence from emerging European countries, International Journal of Forecasting, Elsevier (2024) View citations (3) (2024)
42. Interest Rate Uncertainty and the Predictability of Bank Revenues
    Working Papers, Copenhagen Business School, Department of Economics
    Also in Working Papers, University of Pretoria, Department of Economics (2020)
    See also Journal Article Interest rate uncertainty and the predictability of bank revenues, Journal of Forecasting, John Wiley & Sons, Ltd. (2022) View citations (2) (2022)
43. 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 View citations (9)
    See also Journal Article Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries, Journal of Behavioral Finance, Taylor & Francis Journals (2023) View citations (3) (2023)
44. 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 View citations (3)
    See also Journal Article The impact of oil price shocks on Turkish sovereign yield curve, International Journal of Emerging Markets, Emerald Group Publishing Limited (2021) (2021)
45. 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 View citations (1)

2020

46. 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
    See also Journal Article 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 (2020) View citations (1) (2020)
47. 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
    See also Journal Article 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. (2021) View citations (1) (2021)
48. Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning
    Working Papers, Copenhagen Business School, Department of Economics
    See also Journal Article Forecasting mid-price movement of Bitcoin futures using machine learning, Annals of Operations Research, Springer (2023) View citations (1) (2023)
49. 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 View citations (1)
50. Oil Price Shocks and Yield Curve Dynamics in Emerging Markets
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Oil price shocks and yield curve dynamics in emerging markets, International Review of Economics & Finance, Elsevier (2022) View citations (3) (2022)
51. Return Connectedness across Asset Classes around the COVID-19 Outbreak
    Working Papers, University of Pretoria, Department of Economics View citations (27)
    See also Journal Article Return connectedness across asset classes around the COVID-19 outbreak, International Review of Financial Analysis, Elsevier (2021) View citations (211) (2021)
52. The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach, Research in International Business and Finance, Elsevier (2021) View citations (5) (2021)
53. The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article The role of investor sentiment in forecasting housing returns in China: A machine learning approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2022) View citations (5) (2022)
54. 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
    See also Journal Article 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 (2021) View citations (16) (2021)
55. Time-Varying Spillover of US Trade War on the Growth of Emerging Economies
    Working Papers, University of Pretoria, Department of Economics View citations (2)
56. Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note
    Working Papers, University of Pretoria, Department of Economics

2019

57. 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
    See also Journal Article Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) View citations (2) (2020)
58. Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article Local currency bond risk premia of emerging markets: The role of local and global factors, Finance Research Letters, Elsevier (2020) View citations (2) (2020)
59. The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article 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. (2022) (2022)
60. 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
    See also Journal Article 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 (2020) View citations (2) (2020)
61. 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
62. 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
    See also Journal Article 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 (2020) View citations (2) (2020)
63. Time-Varying Risk Aversion and the Predictability of Bond Premia
    Working Papers, University of Pretoria, Department of Economics View citations (5)
64. 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 View citations (3)

2018

65. 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

2017

66. 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 View citations (2)
    See also Journal Article Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve, Economics Bulletin, AccessEcon (2017) View citations (2) (2017)
67. 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 View citations (3)

2016

68. Endogeneity of Money Supply: Evidence From Turkey
    CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
    See also Journal Article Endogeneity of Money Supply: Evidence from Turkey, International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance (2017) View citations (3) (2017)

2013

69. Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models
    Working Papers, Bogazici University, Department of Economics View citations (1)

Journal Articles

2025

1. Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models
   Energy Economics, 2025, 141, (C)
2. Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India
   Financial Innovation, 2025, 11, (1), 1-25
   See also Working Paper Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India, Working Papers (2023) (2023)
3. Oil price shocks and the connectedness of US state-level financial markets
   Energy Economics, 2025, 141, (C)
   See also Working Paper Oil Price Shocks and the Connectedness of US State-Level Financial Markets, Working Papers (2024) View citations (1) (2024)

2024

4. Business applications and state‐level stock market realized volatility: A forecasting experiment
   Journal of Forecasting, 2024, 43, (2), 456-472
   See also Working Paper Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment, Working Papers (2022) (2022)
5. Can municipal bonds hedge US state-level climate risks?
   Finance Research Letters, 2024, 67, (PB) View citations (2)
   See also Working Paper Can Municipal Bonds Hedge US State-Level Climate Risks?, Working Papers (2024) View citations (1) (2024)
6. Climate change exposure and cost of equity
   Energy Economics, 2024, 130, (C) View citations (3)
7. Climate risks and forecastability of the weekly state‐level economic conditions of the United States
   International Review of Finance, 2024, 24, (1), 154-162 View citations (7)
   See also Working Paper Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States, Working Papers (2022) (2022)
8. 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, 2024, 97, (C)
9. Financial stress and realized volatility: The case of agricultural commodities
   Research in International Business and Finance, 2024, 71, (C) View citations (1)
   See also Working Paper Financial Stress and Realized Volatility: The Case of Agricultural Commodities, Working Papers (2023) (2023)
10. Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?
    Journal of Forecasting, 2024, 43, (6), 2088-2125 View citations (4)
    See also Working Paper Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?, Working Papers (2023) (2023)
11. How local is the local inflation factor? Evidence from emerging European countries
    International Journal of Forecasting, 2024, 40, (1), 160-183 View citations (3)
    See also Working Paper How Local is the Local Inflation Factor? Evidence from Emerging European Countries, Working Papers (2021) (2021)
12. Not all words are equal: Sentiment and jumps in the cryptocurrency market
    Journal of International Financial Markets, Institutions and Money, 2024, 91, (C) View citations (6)
13. Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach
    Review of Quantitative Finance and Accounting, 2024, 63, (4), 1473-1510 View citations (1)
    See also Working Paper Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach, Working Papers (2023) (2023)
14. Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns
    The European Journal of Finance, 2024, 30, (14), 1577-1613 View citations (1)
15. Time-Varying effects of extreme weather shocks on output growth of the United States
    Finance Research Letters, 2024, 70, (C)
    See also Working Paper Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States, Working Papers (2023) (2023)

2023

16. COIN SPECIFIC SENTIMENTS MATTER FOR THE NONFUNGIBLE TOKENS SPILLOVERS: HOW AND WHEN?
    Bulletin of Monetary Economics and Banking, 2023, 26, (4), 637-658 View citations (1)
17. Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model
    Resources Policy, 2023, 82, (C) View citations (5)
    See also Working Paper Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model, Working Papers (2022) (2022)
18. Climate risks and realized volatility of major commodity currency exchange rates
    Journal of Financial Markets, 2023, 62, (C) View citations (18)
    See also Working Paper Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates, Working Papers (2022) View citations (9) (2022)
19. Climate risks and state-level stock market realized volatility
    Journal of Financial Markets, 2023, 66, (C) View citations (12)
    See also Working Paper Climate Risks and State-Level Stock-Market Realized Volatility, Working Papers (2022) (2022)
20. Climate uncertainty and information transmissions across the conventional and ESG assets
    Journal of International Financial Markets, Institutions and Money, 2023, 83, (C) View citations (25)
21. Do the carry trades respond to geopolitical risks? Evidence from BRICS countries
    Economic Systems, 2023, 47, (2)
22. Does vaccination help to reduce financial stress on tourism subsectors?
    Tourism Economics, 2023, 29, (7), 1937-1946 View citations (1)
23. El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach
    Journal of Forecasting, 2023, 42, (4), 785-801 View citations (3)
    See also Working Paper El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach, Working Papers (2021) (2021)
24. Forecasting international REITs volatility: the role of oil-price uncertainty
    The European Journal of Finance, 2023, 29, (14), 1579-1597 View citations (3)
    See also Working Paper Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty, Working Papers (2021) (2021)
25. Forecasting mid-price movement of Bitcoin futures using machine learning
    Annals of Operations Research, 2023, 330, (1), 553-584 View citations (1)
    See also Working Paper Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning, Working Papers (2020) (2020)
26. Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models
    Economics Letters, 2023, 227, (C) View citations (5)
    See also Working Paper Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models, Working Papers (2022) (2022)
27. Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries
    Journal of Behavioral Finance, 2023, 24, (3), 365-381 View citations (3)
    See also Working Paper Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries, Working Papers (2021) View citations (9) (2021)
28. The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test
    Tourism Economics, 2023, 29, (4), 906-928 View citations (5)
29. The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more?
    Tourism Economics, 2023, 29, (2), 559-567 View citations (5)

2022

30. Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps
    Finance Research Letters, 2022, 50, (C) View citations (13)
31. Connectedness of energy markets around the world during the COVID-19 pandemic
    Energy Economics, 2022, 109, (C) View citations (31)
32. Does climate change affect bank lending behavior?
    Economics Letters, 2022, 220, (C) View citations (9)
33. Extreme directional spillovers between investor attention and green bond markets
    International Review of Economics & Finance, 2022, 80, (C), 186-210 View citations (27)
34. Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis
    Journal of Forecasting, 2022, 41, (2), 303-315 View citations (12)
    See also Working Paper Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis, Working Papers (2021) View citations (2) (2021)
35. Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?
    Energy Economics, 2022, 114, (C) View citations (8)
    See also Working Paper Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?, Working Papers (2022) View citations (12) (2022)
36. Hedging climate risks with green assets
    Economics Letters, 2022, 212, (C) View citations (52)
37. How connected is the agricultural commodity market to the news-based investor sentiment?
    Energy Economics, 2022, 113, (C) View citations (22)
38. Interest rate uncertainty and the predictability of bank revenues
    Journal of Forecasting, 2022, 41, (8), 1559-1569 View citations (2)
    See also Working Paper Interest Rate Uncertainty and the Predictability of Bank Revenues, Working Papers (2021) (2021)
39. Oil price shocks and yield curve dynamics in emerging markets
    International Review of Economics & Finance, 2022, 80, (C), 613-623 View citations (3)
    See also Working Paper Oil Price Shocks and Yield Curve Dynamics in Emerging Markets, Working Papers (2020) (2020)
40. Persistence of state-level uncertainty of the United States: The role of climate risks
    Economics Letters, 2022, 215, (C) View citations (16)
    See also Working Paper Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks, Working Papers (2022) View citations (19) (2022)
41. The effect of environmental, social and governance risks
    Annals of Tourism Research, 2022, 95, (C) View citations (7)
42. The effects of climate risks on economic activity in a panel of US states: The role of uncertainty
    Economics Letters, 2022, 213, (C) View citations (16)
    See also Working Paper The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty, Working Papers (2022) View citations (33) (2022)
43. The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis
    International Journal of Finance & Economics, 2022, 27, (2), 1979-1988
    See also Working Paper The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis, Working Papers (2019) (2019)
44. The role of investor sentiment in forecasting housing returns in China: A machine learning approach
    Journal of Forecasting, 2022, 41, (8), 1725-1740 View citations (5)
    See also Working Paper The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach, Working Papers (2020) (2020)
45. Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note
    International Review of Finance, 2022, 22, (3), 540-550 View citations (1)
46. Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives
    The Energy Journal, 2022, 43, (1_suppl), 1-30 View citations (2)

2021

47. Do investor sentiments drive cryptocurrency prices?
    Economics Letters, 2021, 206, (C) View citations (38)
48. Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment
    Journal of Forecasting, 2021, 40, (7), 1214-1229 View citations (1)
    See also Working Paper Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment, Working Papers (2020) (2020)
49. Do oil-price shocks predict the realized variance of U.S. REITs?
    Energy Economics, 2021, 104, (C) View citations (12)
50. Return connectedness across asset classes around the COVID-19 outbreak
    International Review of Financial Analysis, 2021, 73, (C) View citations (211)
    See also Working Paper Return Connectedness across Asset Classes around the COVID-19 Outbreak, Working Papers (2020) View citations (27) (2020)
51. The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach
    Research in International Business and Finance, 2021, 58, (C) View citations (5)
    See also Working Paper The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach, Working Papers (2020) (2020)
52. The impact of oil price shocks on Turkish sovereign yield curve
    International Journal of Emerging Markets, 2021, 17, (9), 2258-2277
    See also Working Paper The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve, Working Papers (2021) View citations (3) (2021)
53. The impact of real exchange rate on international trade: Evidence from panel structural VAR model
    The Journal of International Trade & Economic Development, 2021, 30, (6), 829-842 View citations (2)
54. Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment
    The North American Journal of Economics and Finance, 2021, 58, (C) View citations (16)
    See also Working Paper Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment, Working Papers (2020) (2020)
55. Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia
    International Review of Finance, 2021, 21, (2), 661-674 View citations (1)

2020

56. Credit decomposition and economic activity in Turkey: A wavelet-based approach
    Central Bank Review, 2020, 20, (3), 109-131 View citations (1)
    See also Working Paper Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach, Working Papers (2020) (2020)
57. Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors
    Journal of Forecasting, 2020, 39, (1), 18-36 View citations (21)
58. Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages
    Journal of Forecasting, 2020, 39, (6), 966-985 View citations (2)
    See also Working Paper Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages, Working Papers (2019) (2019)
59. Global uncertainties and portfolio flow dynamics of the BRICS countries
    Research in International Business and Finance, 2020, 54, (C) View citations (4)
60. Local currency bond risk premia of emerging markets: The role of local and global factors
    Finance Research Letters, 2020, 33, (C) View citations (2)
    See also Working Paper Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors, Working Papers (2019) View citations (5) (2019)
61. The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
    Journal of Financial Markets, 2020, 51, (C) View citations (21)
62. The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach
    Applied Economics, 2020, 52, (5), 528-536 View citations (2)
    See also Working Paper The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach, Working Papers (2019) (2019)
63. Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio
    Applied Economics Letters, 2020, 27, (19), 1546-1551 View citations (2)
    See also Working Paper Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio, Working Papers (2019) (2019)

2019

64. Local currency bond risk premia: A panel evidence on emerging markets
    Emerging Markets Review, 2019, 38, (C), 182-196 View citations (9)
65. Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
    International Journal of Forecasting, 2019, 35, (2), 555-572 View citations (26)
66. Nowcasting emerging market’s GDP: the importance of dimension reduction techniques
    Applied Economics Letters, 2019, 26, (20), 1670-1674 View citations (3)

2017

67. Endogeneity of Money Supply: Evidence from Turkey
    International Journal of Finance & Banking Studies, 2017, 6, (1), 01-10 View citations (3)
    See also Working Paper Endogeneity of Money Supply: Evidence From Turkey, CBT Research Notes in Economics (2016) (2016)
68. Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve
    Economics Bulletin, 2017, 37, (2), 1133-1142 View citations (2)
    See also Working Paper Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve, CBT Research Notes in Economics (2017) View citations (2) (2017)
69. The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets
    Economics Letters, 2017, 159, (C), 74-77 View citations (6)