Ahamuefula Ephraim Ogbonna : Citation Profile


Are you Ahamuefula Ephraim Ogbonna?

Centre for Econometrics and Applied Research

4

H index

3

i10 index

91

Citations

RESEARCH PRODUCTION:

18

Articles

26

Papers

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 18
   Journals where Ahamuefula Ephraim Ogbonna has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 23 (20.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pog56
   Updated: 2022-08-06    RAS profile: 2022-06-01    
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Relations with other researchers


Works with:

YAYA, OLAOLUWA (23)

Salisu, Afees (16)

GUPTA, RANGAN (6)

Mudida, Robert (6)

Oloko, Tirimisiyu (4)

Gil-Alana, Luis (4)

Adediran, Idris (3)

Adedeji, Abdulfatai (2)

Furuoka, Fumitaka (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ahamuefula Ephraim Ogbonna.

Is cited by:

Salisu, Afees (32)

GUPTA, RANGAN (26)

Demirer, Riza (10)

Bouri, Elie (6)

Pierdzioch, Christian (4)

Ji, Qiang (4)

Adediran, Idris (3)

YAYA, OLAOLUWA (3)

Gil-Alana, Luis (3)

yilanci, Veli (2)

tule, moses (2)

Cites to:

Salisu, Afees (82)

Narayan, Paresh (81)

GUPTA, RANGAN (72)

Gil-Alana, Luis (61)

YAYA, OLAOLUWA (42)

Sharma, Susan (31)

Westerlund, Joakim (31)

Phan, Dinh (24)

Oloko, Tirimisiyu (22)

Caporale, Guglielmo Maria (21)

Bannigidadmath, Deepa (20)

Main data


Where Ahamuefula Ephraim Ogbonna has published?


Journals with more than one article published# docs
International Journal of Finance & Economics4
Resources Policy2
Journal of Forecasting2
Statistics in Transition New Series2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany18
Working Papers / University of Pretoria, Department of Economics4
Working Papers / Centre for Econometric and Allied Research, University of Ibadan4

Recent works citing Ahamuefula Ephraim Ogbonna (2022 and 2021)


YearTitle of citing document
2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2021Is Bitcoin really a currency? A viewpoint of a stochastic volatility model. (2021). Kakamu, Kazuhiko ; Kunimoto, Noriyuki. In: Papers. RePEc:arx:papers:2111.15351.

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2021Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?. (2021). Adediran, Idris A. In: Asian Economics Letters. RePEc:ayb:jrnael:42.

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2021Testing hysteresis in unemployment using artificial network (ANN) unit root test. (2021). Furuoka, Fumitaka. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00382.

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2022Asymmetric Causality Relationship between Oil Prices and Inflation in BRIC Countries. (2022). Omarova, Aizhan ; Zhantayeva, Ardak ; Kudabayeva, Lyazzat ; Abubakirova, Aktolkin ; Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-19.

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2021Forecasting residential electricity consumption using a hybrid machine learning model with online search data. (2021). Chi, Hong ; Gao, Feng ; Shao, Xueyan . In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007947.

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2022Economic uncertainty and natural language processing; The case of Russia. (2022). Rybinski, Krzysztof ; Rybiski, Krzysztof ; Makarova, Svetlana ; Charemza, Wojciech. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:546-562.

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2021Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà-Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577.

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2022Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

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2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128.

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2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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2021The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model. (2021). Demir, Ender ; Marco, Chi Keung ; Garcia-Gomez, Conrado-Diego ; Simonyan, Serdar. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319310311.

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2021Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159.

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2022US Stock return predictability with high dimensional models. (2022). Salisu, Afees ; Tchankam, Jean Paul. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002646.

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2022Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model. (2022). Wohar, Mark E ; Gupta, Rangan ; Ayinde, Taofeek O ; Salisu, Afees A. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004864.

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2022Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19. (2022). Demir, Ender ; Charif, Husni ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005183.

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2021Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503.

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2022Financial turbulence, systemic risk and the predictability of stock market volatility. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000011.

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2021Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624.

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2021Can Google Trends improve the marble demand model: A case study of USAs marble demand from Turkey. (2021). Bayiit, Mikail. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000891.

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2021The impact of events on metal futures based on the perspective of Google Trends. (2021). Cheng, Hui ; Yu, Zhuling ; Guo, Yaoqi ; Wei, HE. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100297x.

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2022Using internet search keyword data for predictability of precious metals prices: Evidence from non-parametric causality-in-quantiles approach. (2022). Raza, Syed ; Yousufi, Sara Qamar ; Khaskheli, Asadullah ; Miao, Miao. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004864.

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2022Forecasting oil prices over 150 years: The role of tail risks. (2022). Salisu, Afees ; GUPTA, RANGAN ; Ji, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005158.

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2022Using transfer entropy to measure information flows between cryptocurrencies. (2022). Demir, Ender ; Bilgin, Mehmet ; Assaf, Ata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007573.

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2022Geopolitical risks and historical exchange rate volatility of the BRICS. (2022). Salisu, Afees ; GUPTA, RANGAN ; Cuado, Juncal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:179-190.

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2022What threatens stock markets more - The coronavirus or the hype around it?. (2022). Zykov, Alexander ; Dzhuraeva, Zarnigor ; Egorova, Julia ; Okhrin, Ostap ; Nepp, Alexander. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:519-539.

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2021The entry and exit dynamics of the cryptocurrency market. (2021). Vidal-Tomas, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001252.

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2021Significance and Directions of Energy Development in African Countries. (2021). Borowski, Piotr F. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4479-:d:600710.

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2021.

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2021.

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2021COVID-19 Pandemic and Investor Herding in International Stock Markets. (2021). GUPTA, RANGAN ; Demirer, Riza ; Nel, Jacobus ; Bouri, Elie. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:168-:d:634456.

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2021Impact of the COVID-19 Pandemic to the Sustainability of the Energy Sector. (2021). Siksnelyte-Butkiene, Indre. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:12973-:d:686017.

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2022Causality between Technological Innovation and Economic Growth: Evidence from the Economies of Developing Countries. (2022). Nie, Guihua ; Liu, Pingfeng ; Alsebai, Maha Mohamed. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3586-:d:774498.

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2022Unemployment hysteresis by sex and education attainment in the EU. (2022). Gil-Alana, Luis ; Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2022/06.

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2022Is there a natural rate of crime in Russia?. (2022). Myachin, N. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:53:p:85-98.

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2021Ratchet Effect in Import Prices – Inflation Rate Nexus. (2021). Orekoya, Samuel ; Oloko, Tirimisiyu F ; Oyinlola, Mutiu A. In: Economic Alternatives. RePEc:nwe:eajour:y:2021:i:3:p:335-354.

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2021Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7.

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2021Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods. (2021). YAYA, OLAOLUWA ; Ajobo, Saheed A ; Abu, Nurudeen ; Ojo, Oluwadare O ; Alaba, Oluwayemisi O. In: MPRA Paper. RePEc:pra:mprapa:109825.

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2021Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic. (2021). Adekoya, Oluwasegun B ; Akano, Rafiu O ; Yaya, Olaoluwa S. In: MPRA Paper. RePEc:pra:mprapa:113706.

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2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses. (2022). Vo, Xuan Vinh ; Ogbonna, Ahamuefula ; Yaya, Olaoluwa S. In: MPRA Paper. RePEc:pra:mprapa:113707.

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2021Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models. (2021). Demirer, Riza ; Gupta, Rangan ; You, YU ; Li, HE. In: Working Papers. RePEc:pre:wpaper:202112.

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2021Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning. (2021). Pierdzioch, Christian ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202118.

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2021Forecasting Oil Price over 150 Years: The Role of Tail Risks. (2021). Salisu, Afees ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202120.

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2021Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202121.

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2021Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202127.

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2021Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic. (2021). Salisu, Afees ; GUPTA, RANGAN ; van Eyden, Renee ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202157.

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2021Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202162.

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2021The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom. (2021). GUPTA, RANGAN ; Marfatia, Hardik A ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202168.

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2022Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202224.

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2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Patacca, Marco ; Focardi, Sergio ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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2021Blockchain and cryptocurrencies: economic and financial research. (2021). Grunspan, Cyril ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3.

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2022Cryptocurrency trading: a comprehensive survey. (2022). Li, Lingbo ; Wu, Fan ; Martinez-Rego, David ; Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6.

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2022Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models. (2022). Afjal, Mohd ; Sajeev, Kavya Clanganthuruthil. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:6:d:10.1007_s43546-022-00219-0.

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2021Cryptocurrency price prediction using traditional statistical and machine?learning techniques: A survey. (2021). Sreedharan, Meenu ; Alhashmi, Saadat M ; Elbannany, Magdi ; Raj, Pravija ; Arif, Ifra ; Khedr, Ahmed M. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:28:y:2021:i:1:p:3-34.

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2022Mixed?frequency forecasting of crude oil volatility based on the information content of global economic conditions. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:134-157.

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2022Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine. (2022). Wu, Zhibin ; Zhang, Wen. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:615-632.

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2021Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange?traded fund?. (2021). Diesting, Florent ; Sobti, Neharika ; Sehgal, Sanjay. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1092-1123.

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Works by Ahamuefula Ephraim Ogbonna:


YearTitleTypeCited
2021Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific In: Asian Economics Letters.
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article1
2021Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific.(2021) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2021A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics.
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article4
2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach. In: Working Papers.
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paper4
2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models In: Working Papers.
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paper18
2019Another look at the energy-growth nexus: New insights from MIDAS regressions.(2019) In: Energy.
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This paper has another version. Agregated cites: 18
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2018Forecasting CO2 emissions: Does the choice of estimator matter? In: Working Papers.
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paper1
2018Does the choice of estimator matter for forecasting? A revisit In: Working Papers.
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paper1
2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach In: Economic Analysis and Policy.
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article3
2020Google trends and the predictability of precious metals In: Resources Policy.
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article11
2021Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence In: Resources Policy.
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article0
2019How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? In: Physica A: Statistical Mechanics and its Applications.
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article17
2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 17
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2019CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY In: Statistics in Transition New Series.
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2021Life expectancy in West African countries: Evidence of convergence and catching up with the north In: Statistics in Transition New Series.
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2020Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North.(2020) In: MPRA Paper.
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2021A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability.
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article3
2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR In: MPRA Paper.
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2022Modelling cryptocurrency high–low prices using fractional cointegrating VAR.(2022) In: International Journal of Finance & Economics.
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2020Pandemics and cryptocurrencies In: MPRA Paper.
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2020To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS In: MPRA Paper.
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2021Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function In: MPRA Paper.
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2021Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function.(2021) In: Middle East Development Journal.
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This paper has another version. Agregated cites: 0
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2021Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm In: MPRA Paper.
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2021An Information-Based Index of Uncertainty and the predictability of Energy Prices In: MPRA Paper.
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2021Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries In: MPRA Paper.
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2017Investigating Structural break-GARCH-based Unit root test in US exchange rates In: MPRA Paper.
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2018Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models In: MPRA Paper.
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2019Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? In: MPRA Paper.
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2019Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration In: MPRA Paper.
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2021Market efficiency and volatility persistence of cryptocurrency during pre? and post?crash periods of Bitcoin: Evidence based on fractional integration.(2021) In: International Journal of Finance & Economics.
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2019Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break In: MPRA Paper.
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2019Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test In: MPRA Paper.
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2019Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test.(2019) In: Quality & Quantity: International Journal of Methodology.
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2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper.
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2019A new unit root analysis for testing hysteresis in unemployment In: MPRA Paper.
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2019A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data In: Working Papers.
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2022A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data.(2022) In: International Journal of Finance & Economics.
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2020Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers.
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2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers.
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2021Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data In: Working Papers.
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2021Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics.
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2021Stock?induced Google trends and the predictability of sectoral stock returns In: Journal of Forecasting.
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2021Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting.
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