Browsing All of Digital Archive by Person Cepni, Oguzhan

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Showing results 1 to 13 of 13
Year of PublicationTitlePerson(s)
2024 Can municipal bonds hedge US state-level climate risks?Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang
2024 Climate risks and forecastability of US inflation : evidence from dynamic quantile model averagingLuo, Jiawen; Fu, Shengjie; Cepni, Oguzhan; Gupta, Rangan
2023 Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS modelSalisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, Oguzhan
2024 The effects of uncertainty on economic conditions across US states : the role of climate risksSheng, Xin; Gupta, Rangan; Liao, Wenting; Cepni, Oguzhan
2024 Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approachSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Cepni, Oguzhan
2023 Financial stress and realized volatility : the case of agricultural commoditiesBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2024 Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attentionCepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2024 Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2023 Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal modelsLiu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan
2024 Political geography and stock market volatility : the role of political alignment across sentiment regimesCepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian
2024 Predicting the conditional distribution of US stock market systemic stress : the role of climate risksCaporin, Massimiliano; Caraiani, Petre; Cepni, Oguzhan; Gupta, Rangan
2023 Time-varying effects of extreme weather shocks on output growth of the United StatesSheng, Xin; Gupta, Rangan; Cepni, Oguzhan
2021 The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United KingdomCepni, Oguzhan; Marfatia, Hardik A.; Gupta, Rangan