Afees Adebare Salisu : Citation Profile

Are you Afees Adebare Salisu?

University of Ibadan

11

H index

15

i10 index

597

Citations

RESEARCH PRODUCTION:

85

Articles

78

Papers

2

Chapters

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 54
   Journals where Afees Adebare Salisu has often published
   Relations with other researchers
   Recent citing documents: 259.    Total self citations: 100 (14.35 %)

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   Permalink: http://citec.repec.org/psa997
   Updated: 2021-10-16    RAS profile: 2021-10-14    
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Relations with other researchers

Works with:

GUPTA, RANGAN (43)

Isah, Kazeem (19)

Adediran, Idris (16)

Ogbonna, Ahamuefula (15)

Ndako, Umar (13)

Oloko, Tirimisiyu (12)

Raheem, Ibrahim (10)

Akanni, Lateef (10)

Demirer, Riza (6)

Pierdzioch, Christian (6)

AYINDE, Taofeek (5)

tule, moses (5)

Vo, Xuan Vinh (5)

Oyewole, Oluwatomisin (4)

Ji, Qiang (4)

Adekunle, Wasiu (3)

Bouri, Elie (2)

Ebuh, Godday (2)

Cuñado, Juncal (2)

Musa, Abdullahi (2)

Emmanuel, Zachariah (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Afees Adebare Salisu.

Is cited by:

Raheem, Ibrahim (28)

Ogbonna, Ahamuefula (21)

GUPTA, RANGAN (19)

YAYA, OLAOLUWA (15)

Smyth, Russell (12)

Balcilar, Mehmet (10)

Gil-Alana, Luis (8)

Mishra, Vinod (8)

Oloko, Tirimisiyu (8)

Isah, Kazeem (7)

Nguyen, Dat (7)

Cites to:

Narayan, Paresh (348)

GUPTA, RANGAN (321)

Sharma, Susan (124)

Westerlund, Joakim (113)

Isah, Kazeem (96)

Bannigidadmath, Deepa (86)

Oloko, Tirimisiyu (81)

Kilian, Lutz (81)

Phan, Dinh (78)

Wohar, Mark (70)

Campbell, John (69)

Main data

Where Afees Adebare Salisu has published?

Journals with more than one article published# docs
Resources Policy8
Economic Modelling8
Economics Bulletin6
International Review of Economics & Finance5
The North American Journal of Economics and Finance4
Finance Research Letters4
Asian Economics Letters4
Energy Economics3
Bulletin of Monetary Economics and Banking3
Journal of Forecasting3
Borsa Istanbul Review3
Research in International Business and Finance2
International Review of Financial Analysis2
Journal of African Business2
Global Finance Journal2
Emerging Markets Finance and Trade2
Energy2
Economics and Business Letters2
International Journal of Energy Economics and Policy2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics39
Working Papers / Centre for Econometric and Allied Research, University of Ibadan35
MPRA Paper / University Library of Munich, Germany3

Recent works citing Afees Adebare Salisu (2021 and 2020)

YearTitle of citing document
2021A REVIEW ON THE RELATIONSHIP BETWEEN OIL PRICES AND STOCK PRICES IN TURKEY: NEW EVIDENCES FROM FOURIER APPROACH. (2021). Songur, Mehmet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:1:p:101-111.

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2020Foreign Aid and Economic Growth: Empirical Evidence from Nigeria. (2020). , Bartholomew ; Duru, Innocent U ; Ebenyi, Gabriel O ; Eze, Millicent Adanne. In: Growth. RePEc:aoj:growth:2020:p:35-50.

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2020Determination of Equilibrium Exchange Rate Rupiah Against US Dollar and its Volatility: Application of Asset Approach. (2020). Mandeij, Dennij. In: International Journal of Business and Administrative Studies. RePEc:apa:ijbaas:2020:p:323-336.

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2021.

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2020Fear and Volatility in Digital Assets. (2020). Goh, Christopher ; Pervaiz, Faizaan ; Ng, Shaun ; West, James ; Holt, Samuel ; Pennington, Ashley. In: Papers. RePEc:arx:papers:2010.15611.

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2021Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2021Is the Stock Market Efficient? Evidence from Nonlinear Unit Root Tests for Nigeria. (2021). Lawal, Adedoyin Isola ; Ojeka-John, Rachael ; Lawal-Adedoyin, Bukola ; Asaleye, Abiola John ; Oseni, Ezekiel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:384-395.

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2020An Assymetric Evaluation of Oil Price- Inflation Nexus: Evidence from Nigeria. (2020). Olaniran, Oladotun D ; Alimi, Ahmed S ; Ayuba, Timothy. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:1-11.

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2020Dynamic Relationship between Oil Price and Inflation in Oil Exporting Economy: Empirical Evidence from Wavelet Coherence Technique. (2020). Adebayo, Tomiwa Sunday. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:12-22.

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2021Did Bubble Activity Intensify During COVID-19?. (2021). Narayan, Paresh Kumar. In: Asian Economics Letters. RePEc:ayb:jrnael:12.

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2021Economic Policy Uncertainty in Times of COVID-19 Pandemic. (2021). Iyke, Bernard Njindan. In: Asian Economics Letters. RePEc:ayb:jrnael:13.

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2021Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific. (2021). Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: Asian Economics Letters. RePEc:ayb:jrnael:40.

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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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2021ARE FISCAL DEFICITS INFLATIONARY IN NIGERIA? NEW EVIDENCE FROM BOUNDS TESTING TO COINTEGRATION WITH STRUCTURAL BREAKS. (2021). Adetokunbo, Abiodun ; Fajobi, Ayinke ; Fasanya, Ismail O. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:228:p:123-148.

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2020Monetary Consequences of Fiscal Stress in a Game Theoretic Framework. (2020). Hoang, Viet Anh ; Nguyen, Dat Thanh. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:125-164.

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2020Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

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2020Influence of Exchange Rate Fluctuations and Credit Supply on Dividend Repatriation Policy of U.S. Multinational Corporations. (2020). Mushtaq, Muhammad ; Zulkafli, Abdul Hadi ; Ibrahim, Haslindar ; Tahir, Muhammad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:267-290.

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2020Financial Vulnerability and Economic Dynamics in Malaysia. (2020). Puah, Chin-Hong ; Arip, Affendy M ; Kuek, Tai-Hock. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:55-73.

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2020Inflation in the G7 Countries: Persistence and Structural Breaks. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8349.

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2021Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961.

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2021The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8976.

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2021Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9027.

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2021The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20. (2021). Spagnolo, Nicola ; Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9299.

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2021The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). GUPTA, RANGAN ; van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_008.

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2020An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). ben Salem, Melika ; Bensalem, Melika ; Bec, Frederique. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00912.

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2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

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2021Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey. (2021). Bozma, Gurkan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00827.

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2020Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-21.

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2020The Relationship Between the Returns and Volatility of Stock and Oil Markets in the Last Two Decades: Evidence from Saudi Arabia. (2020). Alsharif, Mohammad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-1.

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2020Disaggregated Inflation and Asymmetric Oil Price Pass-Through in Nigeria. (2020). Usman, Nuruddeen ; Shitile, Tersoo Shimonkabir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-37.

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2020Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach. (2020). Omodero, Cordelia Onyinyechi ; Osuma, Godswill Osagie ; Babajide, Ayopo Abiola ; Omankhanlen, Alexander Ehimare ; Ehikioya, Benjamin Ighodalo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-32.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021Electricity Consumption and Manufacturing Sector Performance: Evidence from Nigeria. (2021). Owolabi, Akinyomade O ; Oladipo, Adenike Omowumi ; Inegbedion, Henry Egbezien ; Lawal, Adedoyin Isola ; Asaleye, Abiola John ; Igbolekwu, Chisaa Onyekachi ; Samuel, Olayemi Moses. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-24.

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2021Oil Price and Leverage for Mining Sector Companies in Indonesia. (2021). Razak, A ; Siahaan, Matdio ; Budiasih, Yanti ; Rasyid, Iqbal M ; Endri, Endri ; Sudjono, Sudjono. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-4.

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2021Predictivity of tourism demand data. (2021). Law, Rob ; Vu, Huyquan ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001122.

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

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2021Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303774.

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2021Do opinion polls on government preference influence stock returns?. (2021). Narayan, Seema. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s221463502100037x.

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2020Japanese currency and stock market—What happened during the COVID-19 pandemic?. (2020). Devpura, Neluka ; Narayan, Paresh Kumar ; Wang, Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:191-198.

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2021The nexus between financial inclusion and economic development: Comparison of old and new EU member countries. (2021). TAGHIZADEH-HESARY, Farhad ; Paramati, Sudharshan Reddy ; Kale, Seenaiah ; Huang, Ruixian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:1-15.

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2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158.

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2021An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491.

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2021Analyzing causality between epidemics and oil prices: Role of the stock market. (2021). Gong, Qiang ; Jang, Chyi-Lu ; Chang, Chun-Ping ; Sui, BO. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:148-158.

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2021A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries. (2021). Baek, Jungho. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:172-181.

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2021Identifying the influence of natural disasters on technological innovation. (2021). Zheng, Mingbo ; Chang, Chun-Ping ; Li, Chunyan ; Chen, Yin-E, . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:22-36.

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2021The economics of COVID-19 pandemic: A survey. (2021). Prabheesh, K P ; Padhan, Rakesh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:220-237.

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2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275.

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2021Economic policy uncertainty and China’s growth-at-risk. (2021). Deng, Xiang ; Zhu, Zixiang ; Cheng, Xiang ; Gu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:452-467.

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2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

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2021The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries. (2021). Zhang, Shuguang ; Wang, Xiangning ; Huang, Qian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302254.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2020Intraday-of-the-week effects: What do the exchange rate data tell us?. (2020). Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302031.

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2021Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Hammoudeh, Shawkat ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383.

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2021Oil price uncertainty, CSR and institutional quality: A cross-country evidence. (2021). Nguyen, Dat ; Tee, Chwee Ming ; Tran, Vuong Thao ; Bach, Dinh Hoang. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002450.

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2020Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190.

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2020How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384.

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2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281.

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2020Forecasting crude oil price volatility via a HM-EGARCH model. (2020). Li, Fuxing ; Xiao, Yang ; Lin, YU. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300323.

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2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

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2020The importance of managerial ability on crude oil price uncertainty-firm performance relationship. (2020). Le, Anh ; Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301183.

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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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2020On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213.

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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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2020A multi-granularity heterogeneous combination approach to crude oil price forecasting. (2020). Zhou, Hao ; Wang, Jue ; Li, Xiang ; Hong, Tao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301304.

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2020On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Prakash, Ravi ; Ahmad, Wasim ; Dutta, Anupam ; Rahman, Md Lutfur ; Kaur, Rishman Jot ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115.

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2020Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

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2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate. (2020). Tiwari, Aviral ; Olayeni, Olaolu ; Wohar, Mark E. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302784.

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2020Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

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2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

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2021Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market. (2021). Wen, Jun ; Chu, Yin ; Wang, Quan-Jing ; Feng, Gen-Fu ; Chang, Chun-Ping. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319300799.

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2021Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021The impact of extreme events on energy price risk. (2021). Chang, Chun-Ping ; Zhao, Xin-Xin ; Wen, Jun. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002139.

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2021Does sustainability activities performance matter during financial crises? Investigating the case of COVID-19. (2021). Yoo, Sunbin ; Managi, Shunsuke ; Keeley, Alexander Ryota. In: Energy Policy. RePEc:eee:enepol:v:155:y:2021:i:c:s0301421521002007.

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2020An investigation of long range reliance on shale oil and shale gas production in the U.S. market. (2020). solarin, sakiru ; Gil-Alana, Luis ; Lafuente, Carmen. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220300402.

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2020Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

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2020The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229.

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2020The impact of shale gas development on the U.S economy: Evidence from a quantile autoregressive distributed lag model. (2020). solarin, sakiru ; Bello, Mufutau. In: Energy. RePEc:eee:energy:v:205:y:2020:i:c:s0360544220311117.

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2020Investigating drivers of CO2 emission in China’s heavy industry: A quantile regression analysis. (2020). Lin, Boqiang ; Xu, Bin. In: Energy. RePEc:eee:energy:v:206:y:2020:i:c:s0360544220312664.

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2020Examining the linkages between electricity consumption and economic growth in African economies. (2020). Ozturk, Ilhan ; Asaleye, Abiola John ; Olanipekun, Ifedolapo O ; Lawal, Adedoyin Isola. In: Energy. RePEc:eee:energy:v:208:y:2020:i:c:s0360544220314705.

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2021Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088.

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2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

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2021Sector-by-sector non-renewable energy consumption shocks and manufacturing performance in the U.S.: Analysis of the asymmetric issue with nonlinear ARDL and the role of structural breaks. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Ogunnusi, Timilehin P. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001961.

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2021The effects of the oil price and oil price volatility on inflation in Turkey. (2021). Unal, Emre ; Kose, Nezir. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006411.

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2021The fuel price pass-through in Turkey: The case study of motor fuel price subsidy system. (2021). Ozbugday, Fatih Cemil ; Özgür, Önder ; Karagol, Erdal Tanas ; AydIn, Levent ; Ozgur, Onder. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006484.

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2021Asymmetric impacts of energy efficiency on carbon emissions: A comparative analysis between developed and developing economies. (2021). Irfan, Mohd ; Mahapatra, Bamadev. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221007349.

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2021Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009154.

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2021Asymmetric effect of energy price on commodity price: New evidence from NARDL and time frequency wavelet approaches. (2021). Haque, Md Mahmudul ; Uddin, Ajim ; Meo, Muhammad Saeed ; Ferdous, Mohammad Ashraful. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221011828.

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2021Tail risk contagion between international financial markets during COVID-19 pandemic. (2021). Li, Aihua ; Guo, Yanhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302908.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Sivaprasad, Sheeja ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144.

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2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Yoon, Seong-Min ; Hernandez, Jose Arroeola ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000156.

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2021Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Yang, Bohan ; Wang, Ziwei ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Gao, Xinxin ; Hao, Jianyang ; Ma, Feng ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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More than 100 citations found, this list is not complete...

Works by Afees Adebare Salisu:

YearTitleTypeCited
2019Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence In: Review of Development Finance Journal.
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2021Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach In: Asian Economics Letters.
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2021Special Issue on Forecasting Asian Markets In: Asian Economics Letters.
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2014Modelling oil price volatility before, during and after the global financial crisis In: OPEC Energy Review.
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2016Unit root modeling for trending stock market series In: Borsa Istanbul Review.
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2016Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets In: Borsa Istanbul Review.
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2018Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis In: Borsa Istanbul Review.
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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty.(2021) In: Working Papers.
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2016Further application of Narayan and Liu (2015) unit root model for trending time series In: Economic Modelling.
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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach In: Economic Modelling.
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2019Improving the predictability of stock returns with Bitcoin prices In: The North American Journal of Economics and Finance.
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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective In: The North American Journal of Economics and Finance.
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2020The heterogeneous behaviour of the inflation hedging property of cocoa In: The North American Journal of Economics and Finance.
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2013Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate In: Energy Economics.
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2015Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach In: Energy Economics.
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2019Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries In: Resources Policy.
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2019Assessing the inflation hedging of gold and palladium in OECD countries In: Resources Policy.
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2019Assessing the inflation hedging potential of coal and iron ore in Australia In: Resources Policy.
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2020Google trends and the predictability of precious metals In: Resources Policy.
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2020The inflation hedging properties of gold, stocks and real estate: A comparative analysis In: Resources Policy.
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2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks In: Resources Policy.
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2021Hedging oil price risk with gold during COVID-19 pandemic In: Resources Policy.
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2016Modeling energy demand: Some emerging issues In: Renewable and Sustainable Energy Reviews.
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2019A sectoral analysis of asymmetric nexus between oil price and stock returns In: International Review of Economics & Finance.
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2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance.
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2020Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results In: International Review of Economics & Finance.
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2021Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US In: International Review of Economics & Finance.
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2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach In: Research in International Business and Finance.
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2019EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES In: Bulletin of Monetary Economics and Banking.
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2019EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS In: Bulletin of Monetary Economics and Banking.
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2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model In: Working Papers.
[Citation analysis]		paper1
2021Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data In: Working Papers.
[Citation analysis]		paper0
2021A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model In: Working Papers.
[Citation analysis]		paper0
2021The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers.
[Citation analysis]		paper0
2021Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model In: Working Papers.
[Citation analysis]		paper0
2021Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic In: Working Papers.
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2021The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers.
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2021Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios In: Working Papers.
[Citation analysis]		paper0
2021Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility In: Working Papers.
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2021Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data In: Working Papers.
[Citation analysis]		paper0
2019Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach In: Review of Economic Analysis.
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2018The U.S. Shale Oil Revolution and the Behavior of Commodity Prices In: Econometric Research in Finance.
[Full Text][Citation analysis]		article3
2014Determinants of a Successful Regional Trade Agreement in West Africa In: Advances in African Economic, Social and Political Development.
[Citation analysis]		chapter1
2021COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations In: Financial Innovation.
[Full Text][Citation analysis]		article0
2020Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators In: Journal of Quantitative Economics.
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2015Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business.
[Full Text][Citation analysis]		article7
2016Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa In: Journal of African Business.
[Full Text][Citation analysis]		article3
2021Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2019Can urban coffee consumption help predict US inflation? In: Journal of Forecasting.
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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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