Olusanya E. Olubusoye : Citation Profile


Are you Olusanya E. Olubusoye?

University of Ibadan

4

H index

2

i10 index

43

Citations

RESEARCH PRODUCTION:

10

Articles

3

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 3
   Journals where Olusanya E. Olubusoye has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pol241
   Updated: 2020-10-17    RAS profile: 2020-07-25    
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Relations with other researchers


Works with:

YAYA, OLAOLUWA (5)

Gil-Alana, Luis (3)

GUPTA, RANGAN (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Olusanya E. Olubusoye.

Is cited by:

YAYA, OLAOLUWA (5)

Mishra, Tapas (4)

Ogbonna, Ahamuefula (4)

DIEBOLT, Claude (4)

Chikhi, Mohamed (4)

GUPTA, RANGAN (3)

Legrenzi, Gabriella (2)

tule, moses (2)

Soytas, Ugur (2)

Mahadeo, Scott (2)

Salisu, Afees (2)

Cites to:

Bollerslev, Tim (11)

Andersen, Torben (7)

Kilian, Lutz (6)

Lucas, Andre (6)

CHARLES, Amelie (6)

Koopman, Siem Jan (6)

Darné, Olivier (6)

Salisu, Afees (4)

Creal, Drew (4)

Engle, Robert (4)

Narayan, Paresh (4)

Main data


Where Olusanya E. Olubusoye has published?


Journals with more than one article published# docs
Energy2

Recent works citing Olusanya E. Olubusoye (2020 and 2019)


YearTitle of citing document
2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

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2019Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:11-19.

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2019A Small Macroeconometric Model of Nigeria. (2019). Ogunjimi, Joshua Adeyemi ; Aminu, Alarudeen. In: Economy. RePEc:aoj:econom:2019:p:41-55.

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2020Cryptocurrency 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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2020REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY. (2020). tule, moses ; Salisu, Afees ; Olofin, S O. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:20:y:2020:i:1_7.

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2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

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2019Oil prices, unemployment and the financial crisis in oil-importing countries: The case of Spain. (2019). Cuestas, Juan ; Monfort, Mercedes ; Ordoez, Javier. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:625-634.

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2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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2020Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adewuyi, Adeolu O ; Adeboye, Olusegun S. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

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2019Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach. (2019). Nonejad, Nima. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9835-4.

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2019Dynamic Analysis of the Effect of Fiscal Deficit on Inflation in Nigeria. (2019). Hassan, Sallahuddin ; Bin, Mohamad Helmi ; Danlami, Ibrahim Abdulhamid. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:2:p:159-165.

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2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR. (2020). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu O ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:102190.

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2019Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration. (2019). YAYA, OLAOLUWA ; Mudida, Robert ; Ogbonna, Ephraim A. In: MPRA Paper. RePEc:pra:mprapa:91450.

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2019Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201954.

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2020Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01643-2.

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2020Knowledge diffusion paths of blockchain domain: the main path analysis. (2020). Sheng, Libo ; Yu, Dejian. In: Scientometrics. RePEc:spr:scient:v:125:y:2020:i:1:d:10.1007_s11192-020-03650-y.

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2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model.. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2019-24.

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2019Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach.. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2019-43.

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2020Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators. (2020). tule, moses ; Salisu, Afees ; Chiemeke, Charles . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00178-8.

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Works by Olusanya E. Olubusoye:


YearTitleTypeCited
Modelling the Inflation Process in Nigeria Year of Publication:2008 In: Working Papers.
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paper10
2009A Comparison of Alternative Estimators of Macro-Economic Model of Ethiopia In: Ethiopian Journal of Economics.
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article0
2012Choice of Priors and Variable Selection in Bayesian Regression In: Journal of Asian Scientific Research.
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article0
2016Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series In: OPEC Energy Review.
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article6
2014A small macroeconometric model of the Nigerian economy In: Economic Modelling.
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article3
2016Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy.
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article18
2015Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 18
paper
2020Modeling the determinants of renewable energy consumption: Evidence from the five most populous nations in Africa In: Energy.
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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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article5
2016MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition New Series.
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article0
2017The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas.
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article1
2019Carbon emissions, and economic growth in Africa In: MPRA Paper.
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paper0
2014The Bayesian Approach to Multi-equation Econometric Model Estimation In: Journal of Statistical and Econometric Methods.
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article0

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