Ahamuefula Ephraim Ogbonna : Citation Profile

Centre for Econometrics and Applied Research

10

H index

11

i10 index

258

Citations

RESEARCH PRODUCTION:

37

Articles

36

Papers

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 32
   Journals where Ahamuefula Ephraim Ogbonna has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 35 (11.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pog56
   Updated: 2025-03-08    RAS profile: 2025-02-08    
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Relations with other researchers

Works with:

Salisu, Afees (24)

YAYA, OLAOLUWA (19)

GUPTA, RANGAN (15)

Adediran, Idris (6)

Oloko, Tirimisiyu (6)

Olubusoye, Olusanya (4)

Gil-Alana, Luis (3)

Mudida, Robert (2)

Adedeji, Abdulfatai (2)

Furuoka, Fumitaka (2)

Isah, Kazeem (2)

Olaniran, Abeeb (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 (45)

GUPTA, RANGAN (42)

Gil-Alana, Luis (28)

YAYA, OLAOLUWA (14)

Demirer, Riza (12)

Pierdzioch, Christian (10)

Caporale, Guglielmo Maria (9)

Bouri, Elie (7)

Cepni, Oguzhan (6)

Adediran, Idris (6)

Raza, Syed (5)

Cites to:

Salisu, Afees (126)

GUPTA, RANGAN (121)

Narayan, Paresh (88)

Gil-Alana, Luis (64)

YAYA, OLAOLUWA (57)

Westerlund, Joakim (35)

Sharma, Susan (32)

Engle, Robert (29)

Phan, Dinh (26)

Isah, Kazeem (25)

Oloko, Tirimisiyu (25)

Main data

Production by document typearticlepaper20172018201920202021202220232024202501020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2017201820192020202120222023202420250255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents1234567891011120102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Ahamuefula Ephraim Ogbonna has published?

Journals with more than one article published# docs
Resources Policy6
International Journal of Finance & Economics4
Journal of Forecasting4
Statistics in Transition New Series2
Asian Economics Letters2
Statistics in Transition New Series2
Quality & Quantity: International Journal of Methodology2
Energy2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany21
Working Papers / University of Pretoria, Department of Economics10
Working Papers / Centre for Econometric and Allied Research, University of Ibadan5

Recent works citing Ahamuefula Ephraim Ogbonna (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642.

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2025Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Zoia, Maria Grazia ; Riso, Luigi ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043.

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2024The Oil Price Shocks and the Monetary Stability in Saudi Arabia. (2024). Alzyadat, Jumah Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-4.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

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2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2024Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Managing inflation expectations and the efficiency of monetary policy responses to energy crises. (2024). Sharma, Gagan Deep ; Orsi, Bianca ; Shahzad, Umer. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001828.

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2024The impact of oil shocks on green, clean, and socially responsible markets. (2024). Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

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2024Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets. (2024). Huang, Zihuang ; Li, Zhicheng ; Liu, YU ; Dong, Feng. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004699.

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2024Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty. (2024). Hsu, Yuan-Teng ; Vigne, Samuel A ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005553.

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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

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2024Risk spillover effects of new global energy listed companies from the time-frequency perspective. (2024). Xu, Jiahui ; Liu, Chao. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002731.

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2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Zou, Yang ; Xiang, Yitian ; Zhang, Jiaming ; Guo, Songlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

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2024Analyzing the green bond index: A novel quantile-based high-dimensional approach. (2024). Ren, Xiaohang ; Jiang, Wenting ; Tao, Lizhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400591x.

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2024Geopolitical risk exposure and stock returns: Evidence from China. (2024). Jin, Meichen ; Ren, Xinrui ; Zhang, Yuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005099.

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2024Can municipal bonds hedge US state-level climate risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009450.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2024International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Evaluating the impact of multiple uncertainty shocks on Chinas airline stocks volatility: A novel joint quantile perspective. (2024). Su, Chiwei ; Li, Xin. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:121:y:2024:i:c:s0969699724001534.

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2024Connectedness analysis of oil price shocks, inflation, and exchange rate for the MENA region countries. (2024). Bigerna, Simona. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010553.

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2024Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984.

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2024Geopolitical risk and foreign subsidiary performance of emerging market multinationals. (2024). Zhao, Wenyi ; Xu, Guoquan ; Zhong, Kai ; Tong, Yan ; Li, Xin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2400001x.

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2024Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

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2024Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science. (2024). Zhou, Fan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004643.

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2024Enhancing ground source heat pump system design optimization: A stochastic model incorporating transient geological factors and decision variables. (2024). Xu, Yanwen ; Lv, Guoquan ; Zhao, Zilong ; Wang, Xinlei ; Lin, Yu-Feng. In: Renewable Energy. RePEc:eee:renene:v:225:y:2024:i:c:s0960148124003446.

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2024Real estate uncertainty and financial conditions over the business cycle. (2024). Noh, Sanha ; Liu, Jia ; Baek, Ingul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:656-675.

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2024The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). Sun, Hao ; He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:942-957.

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2024Stock market and inequality distributions – Evidence from the BRICS and G7 countries. (2024). Korkos, Ioannis ; Wu, Weiou ; Dang, Dong Quang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1172-1190.

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2024Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study. (2024). Eissa, Mohamed Abdelaziz ; al Refai, Hisham. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003940.

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2024Modelling profitability of private equity: A fractional integration approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Puertolas, Francisco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002131.

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2024Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2025Inclusive finance and sustainability: The dynamic spillover effects of uncertainties on access to credit. (2025). Lau, Chi Keung ; Gözgör, Giray ; Soliman, Alaa M ; Sun, Yunpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004215.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2024Climate Risk and Its Impact on the Cost of Capital—A Systematic Literature Review. (2024). Meneses, Luis Ngel ; Muoz, Jefferson ; Rojas, Albano ; van Klyton, Aaron. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10727-:d:1538420.

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2024Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; de Dios, Jos Javier. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10510-3.

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2024Migration fears and exchange rate volatility in France, Germany, and the UK: A GARCH-MIDAS framework. (2024). Salisu, Afees ; Akanni, Lateef ; Olaniran, Abeeb. In: MPRA Paper. RePEc:pra:mprapa:123196.

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2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202414.

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2024Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Ji, Qiang ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202415.

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2024Can Municipal Bonds Hedge US State-Level Climate Risks?. (2024). GUPTA, RANGAN ; Ji, Qiang ; Cepni, Oguzhan ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202419.

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2024Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202450.

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2025.

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2024Monetary Integration Across West Africa: Is the Region Ripe for a Monetary Union?. (2024). Oyadeyi, Olajide. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241242958.

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2025Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data. (2025). YAYA, OLAOLUWA ; Quintino, Derick ; Shittu, Olanrewaju I ; Ogino, Cristiane M. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:1:d:10.1007_s43546-024-00770-y.

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Works by Ahamuefula Ephraim Ogbonna:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific In: Asian Economics Letters.
[Full Text][Citation analysis]		article1
2021Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023A Global Analysis of the Macroeconomic Effects of Climate Change In: Asian Economics Letters.
[Full Text][Citation analysis]		article6
2021A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article26
2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach. In: Working Papers.
[Full Text][Citation analysis]		paper4
2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models In: Working Papers.
[Full Text][Citation analysis]		paper19
2019Another look at the energy-growth nexus: New insights from MIDAS regressions.(2019) In: Energy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2018Forecasting CO2 emissions: Does the choice of estimator matter? In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Does the choice of estimator matter for forecasting? A revisit In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Does time-variation matter in the stochastic volatility components for G7 stock returns In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article19
2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article22
2024Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach In: Energy.
[Full Text][Citation analysis]		article0
2024Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach.(2024) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect In: Global Finance Journal.
[Full Text][Citation analysis]		article10
2020Google trends and the predictability of precious metals In: Resources Policy.
[Full Text][Citation analysis]		article14
2021Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence In: Resources Policy.
[Full Text][Citation analysis]		article0
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses In: Resources Policy.
[Full Text][Citation analysis]		article17
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses.(2022) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2022Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses In: Resources Policy.
[Full Text][Citation analysis]		article5
2022Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses.(2022) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023Oil tail risks and the realized variance of consumer prices in advanced economies In: Resources Policy.
[Full Text][Citation analysis]		article1
2023Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? In: Resources Policy.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article27
2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2024Energy-related uncertainty and international stock market volatility In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2023Energy-Related Uncertainty and International Stock Market Volatility.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article1
.() In: .
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This paper has nother version. Agregated cites: 1		article
2021Life expectancy in West African countries: Evidence of convergence and catching up with the north In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article0
2020Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
.() In: .
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This paper has nother version. Agregated cites: 0		article
2021A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability.
[Full Text][Citation analysis]		article6
2024Digital Currencies and Macroeconomic Performance: A Global Perspective In: Bulletin of Monetary Economics and Banking.
[Full Text][Citation analysis]		article0
2024Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article1
2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2022Modelling cryptocurrency high–low prices using fractional cointegrating VAR.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2020Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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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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.
[Full Text][Citation analysis]		paper3
2021Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Investigating Structural break-GARCH-based Unit root test in US exchange rates In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2018Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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.
[Citation analysis]		paper1
2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers.
[Citation analysis]		paper3
2022Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting.
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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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2023Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*.(2023) In: The European Journal of Finance.
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2024Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach In: Working Papers.
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2024Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2024Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence In: Working Papers.
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2024Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective In: Working Papers.
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2024A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis In: Empirical Economics.
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2023Information and Communication Technology (ICT) and youth unemployment in Africa In: Quality & Quantity: International Journal of Methodology.
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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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2025Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach In: Journal of Forecasting.
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