Afees Adebare Salisu : Citation Profile

Are you Afees Adebare Salisu?

University of Ibadan

9

H index

7

i10 index

281

Citations

RESEARCH PRODUCTION:

56

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 28
   Journals where Afees Adebare Salisu has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 61 (17.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa997
   Updated: 2020-08-09    RAS profile: 2020-08-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Isah, Kazeem (13)

Oloko, Tirimisiyu (12)

Ndako, Umar (11)

Adediran, Idris (10)

Ogbonna, Ahamuefula (8)

GUPTA, RANGAN (7)

Akanni, Lateef (7)

Raheem, Ibrahim (7)

tule, moses (4)

Oyewole, Oluwatomisin (4)

Adekunle, Wasiu (3)

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:

YAYA, OLAOLUWA (14)

Smyth, Russell (12)

Raheem, Ibrahim (8)

Mishra, Vinod (8)

GUPTA, RANGAN (6)

Gil-Alana, Luis (6)

Balcilar, Mehmet (5)

tule, moses (5)

Mishra, Tapas (4)

Lin, Boqiang (4)

DIEBOLT, Claude (4)

Cites to:

Narayan, Paresh (209)

GUPTA, RANGAN (90)

Sharma, Susan (73)

Kilian, Lutz (63)

Westerlund, Joakim (57)

Isah, Kazeem (57)

Liu, Ruipeng (46)

Oloko, Tirimisiyu (45)

Pesaran, M (45)

Nguyen, Duc Khuong (44)

Phan, Dinh (38)

Main data

Where Afees Adebare Salisu has published?

Journals with more than one article published# docs
Economic Modelling8
Resources Policy7
Economics Bulletin6
Borsa Istanbul Review3
The North American Journal of Economics and Finance3
Energy Economics3
Journal of African Business2
International Journal of Energy Economics and Policy2
Finance Research Letters2
International Review of Economics & Finance2
Energy2
Bulletin of Monetary Economics and Banking2

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Econometric and Allied Research, University of Ibadan35
Working Papers / University of Pretoria, Department of Economics7

Recent works citing Afees Adebare Salisu (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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Macroeconomic Effect of Foreign Aid. (2019). Nwanekwere, Justine Tochukwu ; Afolabi, Joseph Olarewaju. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2019:p:197-204.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Energy Prices-Inflation Nexus: A Historical Analysis for the Case of Ottoman Empire. (2019). Zaydan, Zgr. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2019:p:86-93.

Full description at Econpapers || Download paper

2019Monetary Policy and the Stock Price - Exchange Rate Nexus: New Insights from Influential African Economies. (2019). Alimi, Ahmed S ; Olaniran, Oladotun D. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:66-79.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Trade Creation and Trade Diversion Effects in the Economic Community of Central African States. (2019). Mahamat, Addi Haman ; Inanli, Selim . In: African Development Review. RePEc:bla:afrdev:v:31:y:2019:i:3:p:307-317.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

Full description at Econpapers || Download paper

2018Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach. (2018). Oyinlola, Mutiu ; Oloko, Tirimisiyu. In: Working Papers. RePEc:cui:wpaper:0059.

Full description at Econpapers || Download paper

2018Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0061.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Asymmetric causality between oil price and stock returns:A sectoral analysis. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam ; Hadzic, Muris. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:165-174.

Full description at Econpapers || Download paper

2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

Full description at Econpapers || Download paper

2019Do shale gas and oil productions move in convergence? An investigation using unit root tests with structural breaks. (2019). Chang, Chun-Ping ; Wei, Wei ; Hu, Haiqing. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:21-33.

Full description at Econpapers || Download paper

2019Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Vosgha, Hamed ; Fenech, Jean-Pierre. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:81-91.

Full description at Econpapers || Download paper

2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Can investors attention on oil markets predict stock returns?. (2019). Feng, Jiabao ; Yin, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:786-800.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

Full description at Econpapers || Download paper

2019Human capital and export diversification as new determinants of energy demand in the United States. (2019). Shahbaz, Muhammad ; Gözgör, Giray ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:335-349.

Full description at Econpapers || Download paper

2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective. (2019). Yang, Lu. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233.

Full description at Econpapers || Download paper

2019Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309.

Full description at Econpapers || Download paper

2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

Full description at Econpapers || Download paper

2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

Full description at Econpapers || Download paper

2019Crude oil price shocks and hedging performance: A comparison of volatility models. (2019). Cho, Hoon ; Chun, Dohyun ; Kim, Jihun. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1132-1147.

Full description at Econpapers || Download paper

2019The asymmetric linkage between energy use and economic growth in selected African countries: Evidence from a nonlinear panel autoregressive distributed lag model. (2019). Kouton, Jeffrey. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:475-490.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Dynamic linkages and spillover effects between CET market, coal market and stock market of new energy companies: A case of Beijing CET market in China. (2019). Lin, Boqiang ; Chen, Yufang. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:1198-1210.

Full description at Econpapers || Download paper

2019Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPI. (2019). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:900-916.

Full description at Econpapers || Download paper

2019Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

Full description at Econpapers || Download paper

2019Effects of crude oil shocks on the PPI system based on variance decomposition network analysis. (2019). Liu, Siyao ; Wang, ZE ; Guo, Sui ; Gao, Xiangyun ; Sun, Qingru ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:189:y:2019:i:c:s0360544219320730.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Brent crude oil prices volatility during major crises. (2020). Coughlan, Joseph ; Morales, Lucia ; Zavadska, Miroslava. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304380.

Full description at Econpapers || Download paper

2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

Full description at Econpapers || Download paper

2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

Full description at Econpapers || Download paper

2019Structural instability and predictability. (2019). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300150.

Full description at Econpapers || Download paper

2020How much do asymmetric changes in income and energy prices affect energy demand?. (2020). liddle, brantley ; Sadorsky, Perry. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300805.

Full description at Econpapers || Download paper

2020Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

Full description at Econpapers || Download paper

2019Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji B ; Adewuyi, Adeolu O ; Abodunde, Temitope T. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362.

Full description at Econpapers || Download paper

2019Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. (2019). Gong, XU ; Yang, Cai ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:548-563.

Full description at Econpapers || Download paper

2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters. (2019). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:572-584.

Full description at Econpapers || Download paper

2019Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management. (2019). Tiwari, Aviral ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:22-32.

Full description at Econpapers || Download paper

2019Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Mishra, Shekhar ; Meo, Muhammad Saeed ; Sharif, Arshian ; Rehman, Syed Abdul ; Khuntia, Sashikanta. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

Full description at Econpapers || Download paper

2019Exploring the time and frequency domain connectedness of oil prices and metal prices. (2019). Tiwari, Aviral ; solarin, sakiru ; Nasreen, Samia ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718304458.

Full description at Econpapers || Download paper

2019Asymmetric oil price transmission to the purchasing power of the U.S. dollar: A multiple threshold NARDL modelling approach. (2019). Mitra, Subrata Kumar ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719302314.

Full description at Econpapers || Download paper

2019The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Sharma, Shahil ; Rodriguez, Ivan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301392.

Full description at Econpapers || Download paper

2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

Full description at Econpapers || Download paper

2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

Full description at Econpapers || Download paper

2019The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market. (2019). Raheem, Ibrahim D ; Isah, Kazeem O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305813.

Full description at Econpapers || Download paper

2019Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach. (2019). Mokni, Khaled ; Youssef, Manel . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:14-33.

Full description at Econpapers || Download paper

2019Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests. (2019). Rault, Christophe ; Amor, Thouraya Hadj ; Nouira, Ridha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:159-171.

Full description at Econpapers || Download paper

2019A review of assessment methods for the urban environment and its energy sustainability to guarantee climate adaptation of future cities. (2019). Coccolo, Silvia ; Naboni, Emanuele ; Mauree, Dasaraden ; Scartezzini, Jean-Louis ; Nik, Vahid M ; Perera, A. T. D., . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:112:y:2019:i:c:p:733-746.

Full description at Econpapers || Download paper

2020The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach. (2020). Xiao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:173-186.

Full description at Econpapers || Download paper

2020Forecasting oil price volatility using high-frequency data: New evidence. (2020). Liu, Jing ; Wei, YU ; Ma, Feng ; Chen, Wang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:1-12.

Full description at Econpapers || Download paper

2020Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153.

Full description at Econpapers || Download paper

2020The foreign exchange and stock market nexus: New international evidence. (2020). Chen, Shyh-Wei ; Xie, Zixiong ; Wu, An-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:240-266.

Full description at Econpapers || Download paper

2020Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China. (2020). Lv, Xin ; Xin Lv, ; Yu, Chang ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:85-100.

Full description at Econpapers || Download paper

2019On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). Joldeș, Camelia ; armeanu, dan ; Gherghina, Tefan Cristian. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1463-:d:223779.

Full description at Econpapers || Download paper

2019Next-Day Bitcoin Price Forecast. (2019). Alon, Ilan ; Shakil, Mohammad Hassan ; Munim, Ziaul Haque . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:103-:d:241532.

Full description at Econpapers || Download paper

2019Nonlinear Relationships between Oil Prices and Implied Volatilities: Providing More Valuable Information. (2019). Tsai, Wei ; Liang, Chin-Chia ; Lin, Jeng-Bau. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3906-:d:249371.

Full description at Econpapers || Download paper

2019A STUDY OF INDONESIA’S STOCK MARKET: HOW PREDICTABLE IS IT?. (2019). Nguyen, Dat Thanh ; Bach, Dinh Hoang. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp2:p:1-12.

Full description at Econpapers || Download paper

2019Asymmetric Causality Analysis of the Interactions Between Gold and REIT Returns. (2019). Anoruo, Emmanuel . In: International Real Estate Review. RePEc:ire:issued:v:22:n:04:2019:p:513-534.

Full description at Econpapers || Download paper

2020Foreign Capital Inflows, Financial Development and Growth In Nigeria: A Structural VAR Approach. (2020). Anetor, Friday Osemenshan. In: Journal of Developing Areas. RePEc:jda:journl:vol.54:year:2020:issue3:pp:69-86.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Exploring the nexus among natural resource rents, human capital and industrial development in the SSA region. (2020). Oyinlola, Mutiu ; Bolarinwa, Modupe O ; Adedeji, Abdulfatai A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-018-09243-3.

Full description at Econpapers || Download paper

2020Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region. (2020). Walid, Haykel Hamdi. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:17:y:2020:i:1:p:103-126.

Full description at Econpapers || Download paper

2019The Aid, Macroeconomic Policy Environment and Growth Nexus: Evidence from Selected Asian Countries. (2019). Alauddin, Mohammad ; Kifle, Temesgen ; Ahmad, Hafiz Khalil ; Liaqat, Saima . In: Lahore Journal of Economics. RePEc:lje:journl:v:24:y:2019:i:1:p:83-102.

Full description at Econpapers || Download paper

2019Oil Price Shocks and Unemployment Rate: New Evidence from the MENA Region. (2019). Farzanegan, Mohammad Reza ; Cheratian, Iman ; Goltabar, Saleh. In: MAGKS Papers on Economics. RePEc:mar:magkse:201931.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2020Regional innovation distribution and its dynamic evolution: Policy impact and spillover effect—Based on the perspective of innovation motivation. (2020). Wu, Zhichao ; Yan, Yanyang. In: PLOS ONE. RePEc:plo:pone00:0235828.

Full description at Econpapers || Download paper

2020Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. (2020). Nguyen, Duc Khuong ; Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: MPRA Paper. RePEc:pra:mprapa:101387.

Full description at Econpapers || Download paper

2020The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach. (2020). Bonga-Bonga, Lumengo ; Mabanga, Chris. In: MPRA Paper. RePEc:pra:mprapa:101403.

Full description at Econpapers || Download paper

2018Oil price volatility spillover effects on food prices in Nigeria. (2018). Azeez, Rasheed Oluwaseyi. In: MPRA Paper. RePEc:pra:mprapa:93188.

Full description at Econpapers || Download paper

2019Is Tourism a Sustainable Haven for Economic Growth in North African Countries? An Evidence From Panel Analysis. (2019). Azeez, Rasheed Oluwaseyi. In: MPRA Paper. RePEc:pra:mprapa:93449.

Full description at Econpapers || Download paper

2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201919.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Time-Varying Impact of Pandemics on Global Output Growth. (2020). Ji, Qiang ; Sheng, Xin ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202062.

Full description at Econpapers || Download paper

2020The role of temporal dependence in factor selection and forecasting oil prices. (2020). Mjelde, James W ; Pourahmadi, Mohsen ; Binder, Kyle E. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1574-9.

Full description at Econpapers || Download paper

2019Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks. (2019). Anjum, Hassan. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:4:d:10.1007_s12197-019-09472-w.

Full description at Econpapers || Download paper

2019Testing the Robustness of Public Spending Determinants on Public Spending Decisions in Nigeria. (2019). Aladejare, Samson Adeniyi. In: International Economic Journal. RePEc:taf:intecj:v:33:y:2019:i:1:p:65-87.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article0
2014Modelling oil price volatility before, during and after the global financial crisis In: OPEC Energy Review.
[Full Text][Citation analysis]		article1
2016Unit root modeling for trending stock market series In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article6
2016Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article1
2018Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article2
2018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2017Modelling oil price-inflation nexus: The role of asymmetries and structural breaks In: Working Papers.
[Full Text][Citation analysis]		paper10
2017The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored? In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Revisiting the forecasting accuracy of Phillips curve: the role of oil price In: Working Papers.
[Full Text][Citation analysis]		paper6
2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price.(2018) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2017Modeling the spillovers between stock market and money market in Nigeria In: Working Papers.
[Full Text][Citation analysis]		paper1
2017A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach. In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity In: Working Papers.
[Full Text][Citation analysis]		paper3
2018Predicting US inflation: Evidence from a new approach.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2017Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Forecasting the return volatility of energy prices: A GARCH MIDAS approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach.(2020) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		chapter
2017Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets In: Working Papers.
[Full Text][Citation analysis]		paper2
2017A new look at the stock price-exchange rate nexus In: Working Papers.
[Full Text][Citation analysis]		paper0
2017A sectoral analysis of asymmetric nexus between oil and stock In: Working Papers.
[Full Text][Citation analysis]		paper1
2017A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper1
2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models In: Working Papers.
[Full Text][Citation analysis]		paper2
2019Another look at the energy-growth nexus: New insights from MIDAS regressions.(2019) In: Energy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2017Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests In: Working Papers.
[Full Text][Citation analysis]		paper0
2017US stocks in the presence of oil price risk: Large cap vs. Small cap In: Working Papers.
[Full Text][Citation analysis]		paper2
2018US stocks in the presence of oil price risk: Large cap vs. Small cap.(2018) In: Economics and Business Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2017Modelling stock price-exchange rate nexus in OECD countries - A new perspective In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2017Predicting US Inflation: Evidence from a New Approach In: Working Papers.
[Full Text][Citation analysis]		paper3
2018Predicting US inflation: Evidence from a new approach.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2018You are what you eat: The role of oil price in Nigeria inflation forecast In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Improving the predictability of commodity prices in US inflation: The role of coffee price In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Modeling the residential electricity demand in the US In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Forecasting GDP of OPEC: The role of oil price In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Forecasting CO2 emissions: Does the choice of estimator matter? In: Working Papers.
[Full Text][Citation analysis]		paper0
2018US shale oil and the behaviour of commodity prices In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2018United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD In: Working Papers.
[Full Text][Citation analysis]		paper2
2019United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD.(2019) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA 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]		paper0
2018Predicting the stock prices of G7 countries with Bitcoin prices In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries In: Working Papers.
[Full Text][Citation analysis]		paper0
2018A new procedure for pre-testing the distribution properties of Stock returns In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Analysing the distribution properties of Bitcoin returns In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Testing for time-varying stochastic volatility in Bitcoin returns In: Working Papers.
[Full Text][Citation analysis]		paper0
2020REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article0
2012Trade creation and trade diversion in West African Monetary Zone (WAMZ) In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2012Is uemoa trade creating? an empirical investigation In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2013Modelling the Demand for Money in Sub-Saharan Africa (SSA) In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2016Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2017Testing for asymmetries in the predictive model for oil price-inflation nexus In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2020Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Comparative Performance of Volatility Models for Oil Price In: International Journal of Energy Economics and Policy.
[Full Text][Citation analysis]		article9
2019Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates In: International Journal of Energy Economics and Policy.
[Full Text][Citation analysis]		article0
2014Testing for heteroskedasticity and spatial correlation in a two way random effects model In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2014A small macroeconometric model of the Nigerian economy In: Economic Modelling.
[Full Text][Citation analysis]		article2
2016Further application of Narayan and Liu (2015) unit root model for trending time series In: Economic Modelling.
[Full Text][Citation analysis]		article5
2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach In: Economic Modelling.
[Full Text][Citation analysis]		article21
2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables In: Economic Modelling.
[Full Text][Citation analysis]		article1
2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques In: Economic Modelling.
[Full Text][Citation analysis]		article1
2019Improving the predictability of stock returns with Bitcoin prices In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2020The heterogeneous behaviour of the inflation hedging property of cocoa In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2013Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate In: Energy Economics.
[Full Text][Citation analysis]		article33
2015Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach In: Energy Economics.
[Full Text][Citation analysis]		article40
2013Modelling oil price volatility with structural breaks In: Energy Policy.
[Full Text][Citation analysis]		article56
2017Modelling oil price-inflation nexus: The role of asymmetries In: Energy.
[Full Text][Citation analysis]		article17
2020The transmission of monetary policy in emerging economies during tranquil and turbulent periods In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2019Can agricultural commodity prices predict Nigerias inflation? In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2019Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries In: Resources Policy.
[Full Text][Citation analysis]		article0
2019Assessing the inflation hedging of gold and palladium in OECD countries In: Resources Policy.
[Full Text][Citation analysis]		article1
2019Assessing the inflation hedging potential of coal and iron ore in Australia In: Resources Policy.
[Full Text][Citation analysis]		article0
2019Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach In: Resources Policy.
[Full Text][Citation analysis]		article0
2020Google trends and the predictability of precious metals In: Resources Policy.
[Full Text][Citation analysis]		article0
2020The inflation hedging properties of gold, stocks and real estate: A comparative analysis In: Resources Policy.
[Full Text][Citation analysis]		article0
2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks In: Resources Policy.
[Full Text][Citation analysis]		article0
2016Modeling energy demand: Some emerging issues In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article12
2019A sectoral analysis of asymmetric nexus between oil price and stock returns In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2016MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article0
2019EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES In: Bulletin of Monetary Economics and Banking.
[Full Text][Citation analysis]		article0
2019EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS In: Bulletin of Monetary Economics and Banking.
[Full Text][Citation analysis]		article0
2015FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA In: Journal of Economic Development.
[Full Text][Citation analysis]		article3
2010Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa In: Pakistan Journal of Applied Economics.
[Full Text][Citation analysis]		article9
2019How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch In: Working Papers.
[Citation analysis]		paper0
2019Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
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.
[Citation analysis]		paper0
2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2020A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers.
[Full Text][Citation analysis]		paper0
2018The U.S. Shale Oil Revolution and the Behavior of Commodity Prices In: Econometric Research in Finance.
[Full Text][Citation analysis]		article1
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]		article2
2019Can urban coffee consumption help predict US inflation? In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team