9
H index
9
i10 index
311
Citations
Clement Kweku Kyei : Citation Profile
University of Pretoria | RESEARCH PRODUCTION: 13 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2012 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Clement Kweku Kyei. | Is cited by:
| Cites to:
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Main data
Where Clement Kweku Kyei has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Developing Areas | 2 |
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 17 |
Recent works citing Clement Kweku Kyei (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25. Full description at Econpapers || Download paper |
| 2023 | Numerical approximation and fast implementation to a generalized distributed-order time-fractional option pricing model. (2023). Zheng, Xiangcheng ; Jia, Jinhong ; Zhang, Meihui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002540. Full description at Econpapers || Download paper |
| 2023 | Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571. Full description at Econpapers || Download paper |
| 2023 | Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249. Full description at Econpapers || Download paper |
| 2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper |
| 2023 | Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers || Download paper |
| 2023 | Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727. Full description at Econpapers || Download paper |
| 2023 | Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Cooray, Arusha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003083. Full description at Econpapers || Download paper |
| 2023 | Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356. Full description at Econpapers || Download paper |
| 2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper |
| 2023 | How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis. (2023). Kim, Won Joong ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:212-232. Full description at Econpapers || Download paper |
| 2023 | Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach. (2023). Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007206. Full description at Econpapers || Download paper |
| 2023 | Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x. Full description at Econpapers || Download paper |
| 2023 | Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model. (2023). Tarchella, Salma ; Kaabia, Olfa ; Dhaoui, Abderrazak ; Abid, Ilyes. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006360. Full description at Econpapers || Download paper |
| 2023 | Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza ; van Eyden, Renee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:295-302. Full description at Econpapers || Download paper |
| 2023 | Investor sentiment and the Chinese new energy stock market: A risk–return perspective. (2023). Guo, Kun ; Sun, Xiaolei ; Liu, Chang ; Shen, Yiran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:395-408. Full description at Econpapers || Download paper |
| 2023 | The role of categorical EPU indices in predicting stock-market returns. (2023). Li, Tao ; Qiu, Xuemei ; Ma, Feng ; Chen, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:365-378. Full description at Econpapers || Download paper |
| 2023 | The predictability of skewness risk premium on stock returns: Evidence from Chinese market. (2023). Wang, Linyu ; Ni, Zhongxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:576-594. Full description at Econpapers || Download paper |
| 2023 | Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Huang, KE ; Shahbaz, Muhammad ; Zhu, Huiming ; Hau, Liya. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316. Full description at Econpapers || Download paper |
| 2023 | Economic policy uncertainty and exchange market pressure in Nigeria: a quantile regression analysis. (2023). Adeyemi, Francis Olayinka ; Adedokun, Adeniyi Jimmy ; Falayi, Olabusuyi Rufus ; Kumeka, Terver Theophilus. In: International Journal of Sustainable Economy. RePEc:ids:ijsuse:v:15:y:2023:i:2:p:135-166. Full description at Econpapers || Download paper |
| 2023 | Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States. (2023). Moodley, Damien ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202335. Full description at Econpapers || Download paper |
| 2023 | A Time-Varying Analysis between Financial Development and Carbon Emissions: Evidence from the MINT countries. (2023). Rjoub, Husam ; Haouas, Ilham ; Akadiri, Seyi Saint ; Adebayo, Tomiwa Sunday. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1207-1227. Full description at Econpapers || Download paper |
| 2023 | How does home and host-country policy uncertainty affect outward FDI? Firm-level evidence from China. (2023). Shao, Changqi ; Wu, Wei-Long. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:40:y:2023:i:2:d:10.1007_s40888-023-00298-8. Full description at Econpapers || Download paper |
| 2023 | Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models. (2023). Bekun, Festus Victor ; Yildirim, Hakan. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00255-8. Full description at Econpapers || Download paper |
| 2023 | Long?run co?variability between oil prices and economic policy uncertainty. (2023). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Belaid, Fateh ; Sharif, Arshian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1308-1326. Full description at Econpapers || Download paper |
| 2023 | Uncertainties and green bond markets: Evidence from tail dependence. (2023). Lin, Boqiang ; Su, Tong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4458-4475. Full description at Econpapers || Download paper |
Works by Clement Kweku Kyei:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | The economy-wide implications of a tax policy to reduce water pollution: a case of the Olifants river basin, South Africa In: 2018 Annual Conference, September 25-27, Cape Town, South Africa. [Full Text][Citation analysis] | paper | 0 |
| 2018 | PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 22 |
| 2016 | On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 46 |
| 2015 | On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2021 | Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2020 | Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2020 | Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2019 | The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 33 |
| 2016 | The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 4 |
| 2016 | The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach.(2016) In: Journal of Developing Areas. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2016 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test In: Open Economies Review. [Full Text][Citation analysis] | article | 92 |
| 2015 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
| 2020 | Predicting firm-level volatility in the United States: the role of monetary policy uncertainty In: Economics and Business Letters. [Full Text][Citation analysis] | article | 2 |
| 2020 | Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach In: Working Papers. [Citation analysis] | paper | 9 |
| 2015 | Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests In: Working Papers. [Citation analysis] | paper | 1 |
| 2015 | A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers. [Citation analysis] | paper | 16 |
| 2016 | A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2015 | South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 10 |
| 2015 | Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test In: Working Papers. [Citation analysis] | paper | 2 |
| 2015 | Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test In: Working Papers. [Citation analysis] | paper | 14 |
| 2016 | Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2015 | The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quant In: Working Papers. [Citation analysis] | paper | 5 |
| 2016 | Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach In: Working Papers. [Citation analysis] | paper | 17 |
| 2016 | Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach In: Working Papers. [Citation analysis] | paper | 18 |
| 2019 | Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers. [Citation analysis] | paper | 7 |
| 2020 | High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The effects of climatic variables and crop area on maize yield and variability in Ghana In: Russian Journal of Agricultural and Socio-Economic Sciences. [Full Text][Citation analysis] | article | 2 |
| 2021 | Welfare impacts of introducing water pollution tax in the Olifants river basin in South Africa: A revisited analysis using a top-down micro-accounting approach In: Agrekon. [Full Text][Citation analysis] | article | 0 |
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