Oguzhan Cepni

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

SCHOLARLY PAPERS

10

DOWNLOADS

763

SSRN CITATIONS

12

CROSSREF CITATIONS

0

Scholarly Papers (10)

1.

Forecasting Mid-Price Movement of Bitcoin Futures Using Machine Learning

E Akyildirim, O Cepni, S Corbet, GS Uddin, Forecasting mid-price movement of Bitcoin futures using machine learning, Annals of Operations Research, 1-32. Forthcoming
Number of pages: 27 Posted: 25 Mar 2022
affiliation not provided to SSRN, Copenhagen Business School, Dublin City University and Linkoping University - Department of Management and Engineering Division
Downloads 142 (377,504)

Abstract:

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Cryptocurrency; Bitcoin Futures, Machine Learning; Covid-19; k-Nearest Neighbors; Logistic Regression; Naive Bayes; Random Forest; Support Vector Machine; Extreme Gradient Boosting

2.

Climate Uncertainty and Information Transmissions Across the Conventional and ESG Assets

Number of pages: 34 Posted: 01 Sep 2022
Oguzhan Cepni, Riza Demirer, Linh Pham and Lavinia Rognone
Copenhagen Business School, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Central Oklahoma - Department of Economics and University of Edinburgh Business School
Downloads 120 (429,626)
Citation 2

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Climate risk, ESG investments, Dynamic connectedness, Hedging

3.

Exploring the Impact of News Sentiment on Defi Coin Returns

Number of pages: 31 Posted: 30 Mar 2023
University of Bradford, Hamad Bin Khalifa University - Center for Islamic Economics and Finance, Copenhagen Business School and Dublin City University
Downloads 103 (480,595)

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DeFi, Cryptocurrency, Sentiment, Media, Information, News

4.

Does Climate Change Affect Bank Lending Behavior?

Number of pages: 11 Posted: 25 Jul 2022
affiliation not provided to SSRN, affiliation not provided to SSRN, Copenhagen Business School and University of St Andrews School of Management
Downloads 98 (496,935)
Citation 5

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air pollution, Climate Change, Paris Agreement, Bank Loans, Financial Stability

5.

Climate Risks and Predictability of the Trading Volume of Gold:Evidence from an INGARCH Model

Number of pages: 15 Posted: 18 Oct 2022
University of Florida, University of Pretoria, Copenhagen Business School and University of Edinburgh Business School
Downloads 83 (551,584)

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Climate Risks, Precious Metals, Forecasting, Trading Volumes, Count Data, INGARCH

6.

Geography of Housing Sentiment over Business Cycles

Number of pages: 44 Posted: 07 Feb 2023 Last Revised: 13 Nov 2023
Oguzhan Cepni and Natalia Khorunzhina
Copenhagen Business School and Copenhagen Business School - Faculty of Economics and Business Administration
Downloads 63 (641,931)

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Housing sentiment, House prices, Partial least squares, Business cycle, Recession, Bubbles

7.

Fifty Shades of the US States: News Media Coverage and Predictability of House Prices

Number of pages: 73 Posted: 18 Feb 2024
Oguzhan Cepni
Copenhagen Business School
Downloads 61 (652,365)

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Housing media attention, House prices, Partial least squares, Mortgage laws, Social connectedness, Land use regulations.

8.

The Effects of Climate Risks on Economic Activity in a Panel of Us States: The Role of Uncertainty

Number of pages: 10 Posted: 25 Jan 2022
x sheng, Rangan Gupta and Oguzhan Cepni
Anglia Ruskin University, University of Pretoria and Copenhagen Business School
Downloads 41 (775,900)
Citation 1

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Climate Risks, Uncertainty, Economic Activity, US States, Linear and Nonlinear Local Projections, Impulse Response Functions

9.

Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States

Number of pages: 15 Posted: 02 Nov 2022
Oguzhan Cepni, Rangan Gupta, Wenting Liao and Jun Ma
Copenhagen Business School, University of Pretoria, Renmin University of China - School of Finance and Northeastern University - Department of Economics
Downloads 29 (871,192)

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State-Level Economic Conditions, Climate Risks, Dynamic Factor Model with Stochastic Volatility, Panel Predictive Regression, Forecasting

10.

Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models

Number of pages: 14 Posted: 09 Nov 2022
Oguzhan Cepni, Christina Christou and Rangan Gupta
Copenhagen Business School, Open University of Cyprus and University of Pretoria
Downloads 23 (926,761)

Abstract:

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C22, C53, E32, E37, Q54