Afees Adebare Salisu : Citation Profile

Are you Afees Adebare Salisu?

University of Ibadan

6

H index

3

i10 index

131

Citations

RESEARCH PRODUCTION:

26

Articles

39

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 16
   Journals where Afees Adebare Salisu has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 38 (22.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa997
   Updated: 2018-10-13    RAS profile: 2018-10-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Isah, Kazeem (12)

Oloko, Tirimisiyu (8)

Akanni, Lateef (7)

Ndako, Umar (6)

Ogbonna, Ahamuefula (5)

Oyewole, Oluwatomisin (4)

Olubusoye, Olusanya (3)

Adediran, Idris (3)

ADELEKE, Adegoke (2)

fasanya, Ismail (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:

Smyth, Russell (11)

YAYA, OLAOLUWA (8)

Mishra, Vinod (8)

GUPTA, RANGAN (4)

Baruník, Jozef (4)

Gil-Alana, Luis (4)

Yoon, Seong-Min (4)

Olubusoye, Olusanya (3)

Krištoufek, Ladislav (3)

Oloko, Tirimisiyu (3)

Mensi, walid (3)

Cites to:

Narayan, Paresh (108)

Kilian, Lutz (40)

Isah, Kazeem (34)

Pesaran, M (29)

GUPTA, RANGAN (28)

Watson, Mark (27)

Nguyen, Duc Khuong (27)

Engle, Robert (21)

Westerlund, Joakim (21)

Sharma, Susan (21)

McAleer, Michael (20)

Main data

Where Afees Adebare Salisu has published?

Journals with more than one article published# docs
Economics Bulletin5
Economic Modelling5
Energy Economics3
Borsa Istanbul Review2

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Econometric and Allied Research, University of Ibadan39

Recent works citing Afees Adebare Salisu (2018 and 2017)

YearTitle of citing document
2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Tiraolu, Muhammed ; Guri, Burak ; Yurttaguler, Pek M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:45-56.

Full description at Econpapers || Download paper

2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Yurttaguler, Pek M ; Guri, Burak. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:45-56.

Full description at Econpapers || Download paper

2017Do military expenditures converge in NATO countries? Linear and nonlinear unit root test evidence. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Gur, Burak . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:237-248.

Full description at Econpapers || Download paper

2018A Data-Driven Approach for Modeling Stochasticity in Oil Market. (2018). Aghaei, Sina. In: Papers. RePEc:arx:papers:1805.12110.

Full description at Econpapers || Download paper

2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

Full description at Econpapers || Download paper

2017Foreign Aid, Governance and Economic Growth in Sub-Saharan Africa: Does One Cap Fit All?. (2017). Adedokun, Adeniyi Jimmy . In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:184-196.

Full description at Econpapers || Download paper

2017MACROECONOMIC IMPACTS OF OIL PRICE SHOCKS: AN EMPIRICAL ANALYSIS BASED ON THE SVAR MODELS. (2017). Zerrin, Kilicarslan ; Yasemin, Dumrul. In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:5:p:55-72.

Full description at Econpapers || Download paper

2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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

2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

Full description at Econpapers || Download paper

2017Is foreign Portfolio Equity Investment Inspired Growth Hypothesis Relevant in Emerging Markets?. (2017). Tsaurai, Kunofiwa. In: EuroEconomica. RePEc:dug:journl:y:2017:i:2:p:78-90.

Full description at Econpapers || Download paper

2017Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach. (2017). Dahiru, Bala A ; Nwonyuku, Kalu N ; Jim, Pam W. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00029.

Full description at Econpapers || Download paper

2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

Full description at Econpapers || Download paper

2018The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies. (2018). Ulusoy, Veysel ; Ozdurak, Caner . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-18.

Full description at Econpapers || Download paper

2017Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective. (2017). Sun, Xiaoqi ; Wang, Lijun ; Jia, Xiaoliang ; Huang, Xuan. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1788-1798.

Full description at Econpapers || Download paper

2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

Full description at Econpapers || Download paper

2017Detecting method for crude oil price fluctuation mechanism under different periodic time series. (2017). Gao, Xiangyun ; Wang, Yue ; Fang, Wei. In: Applied Energy. RePEc:eee:appene:v:192:y:2017:i:c:p:201-212.

Full description at Econpapers || Download paper

2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

Full description at Econpapers || Download paper

2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

Full description at Econpapers || Download paper

2017How Islamic are Islamic banks? A non-linear assessment of Islamic rate – conventional rate relations. (2017). Ibrahim, Mansor ; Sukmana, Raditya . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:443-448.

Full description at Econpapers || Download paper

2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

Full description at Econpapers || Download paper

2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Marco, Chi Keung ; Hosseini, Seyed Mehdi ; Bouri, Elie. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

Full description at Econpapers || Download paper

2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

Full description at Econpapers || Download paper

2017Modelling asymmetric volatility in oil prices under structural breaks. (2017). Ewing, Bradley T ; Malik, Farooq . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:227-233.

Full description at Econpapers || Download paper

2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

Full description at Econpapers || Download paper

2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

Full description at Econpapers || Download paper

2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

Full description at Econpapers || Download paper

2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

Full description at Econpapers || Download paper

2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

Full description at Econpapers || Download paper

2018How (a)symmetric is the response of import demand to changes in its determinants? Evidence from European energy imports. (2018). Zeidan, Rodrigo ; Fedoseeva, Svetlana. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:379-394.

Full description at Econpapers || Download paper

2018Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

Full description at Econpapers || Download paper

2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Lu, Man ; Su, Zhi. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

Full description at Econpapers || Download paper

2017Industrial and residential electricity demand dynamics in Japan: How did price and income elasticities evolve from 1989 to 2014?. (2017). Wang, Nan ; Mogi, Gento. In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:233-243.

Full description at Econpapers || Download paper

2018Forecasting Chinas total energy demand and its structure using ADL-MIDAS model. (2018). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:420-429.

Full description at Econpapers || Download paper

2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

Full description at Econpapers || Download paper

2018Volatility of stock market returns and the naira exchange rate. (2018). Uzonwanne, Godfrey ; Dogo, Mela ; Tule, Moses. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:97-105.

Full description at Econpapers || Download paper

2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

Full description at Econpapers || Download paper

2017.

Full description at Econpapers || Download paper

2017Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

Full description at Econpapers || Download paper

2017Typology of regional units based on RES plants: The case of Greece. (2017). Arabatzis, Garyfallos ; Tsialis, Panagiotis ; Kyriakopoulos, Grigorios. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:78:y:2017:i:c:p:1424-1434.

Full description at Econpapers || Download paper

2017Oil price shocks and volatility spillovers in the Nigerian sovereign bond market. (2017). tule, moses ; Ndako, Umar ; Onipede, Samuel F. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:57-65.

Full description at Econpapers || Download paper

2018Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria. (2018). Oloko, Tirimisiyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:219-232.

Full description at Econpapers || Download paper

2018Analysis and Bayes statistical probability inference of crude oil price change point. (2018). Chai, Jian ; Liu, Hongtao ; Lai, Kin Keung ; Wang, Shouyang ; Hu, YI ; Lu, Quanying . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:126:y:2018:i:c:p:271-283.

Full description at Econpapers || Download paper

2017The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters. (2017). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-33.pdf.

Full description at Econpapers || Download paper

2017Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach. (2017). Hasanov, Fakhri ; Bollino, Carlo Andrea ; Mahmudlu, Ceyhun ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:11:p:1918-:d:119727.

Full description at Econpapers || Download paper

2017A Kelet-afrikai Közösség belső kereskedelmére ható tényezők. (2017). Kis, Katalin. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1720.

Full description at Econpapers || Download paper

2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956.

Full description at Econpapers || Download paper

2017Institutional Quality and Economic Performance in West Africa. (2017). Iheonu, Chimere ; Onwuanaku, Chigozie ; Ihedimma, Godfrey. In: MPRA Paper. RePEc:pra:mprapa:82212.

Full description at Econpapers || Download paper

2018New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: MPRA Paper. RePEc:pra:mprapa:84778.

Full description at Econpapers || Download paper

2018Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods. (2018). ALAGIDEDE, PAUL ; Boako, Gidoen ; Omane-Adjepong, Maurice. In: MPRA Paper. RePEc:pra:mprapa:86617.

Full description at Econpapers || Download paper

2018What determines private investment in Burundi?. (2018). Nyoni, Thabani. In: MPRA Paper. RePEc:pra:mprapa:87614.

Full description at Econpapers || Download paper

2017Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests. (2017). YAYA, OLAOLUWA. In: MPRA Paper. RePEc:pra:mprapa:88769.

Full description at Econpapers || Download paper

2017Determination of Long and Short Run Demand for Money in the West African Monetary Zone (WAMZ) Countries: A Panel Analysis. (2017). Adi, Agya. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:79-97.

Full description at Econpapers || Download paper

2017Estimation of price and income elasticities for the Brazilian household electricity demand. (2017). Uhr, Julia ; Chagas, André ; Squarize, Andre Luis ; de Abreu, Daniel . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon12.

Full description at Econpapers || Download paper

Works by Afees Adebare Salisu:

YearTitleTypeCited
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]		article2
2016Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article0
2017Modelling oil price-inflation nexus: The role of asymmetries and structural breaks In: Working Papers.
[Full Text][Citation analysis]		paper3
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]		paper1
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: 1		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]		paper0
2018Predicting US inflation: Evidence from a new approach.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		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
2017Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2017A new look at the stock price-exchange rate nexus In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Revision of the small macro-econometric model of the Nigerian economy 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]		paper0
2017A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models In: Working Papers.
[Full Text][Citation analysis]		paper1
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]		paper0
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: 0		article
2017Modelling stock price-exchange rate nexus in OECD countries - A new perspective In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Predicting US Inflation: Evidence from a New Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Predicting US inflation: Evidence from a new approach.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2018You are what you eat: The role of oil price in Nigeria inflation forecast In: Working Papers.
[Full Text][Citation analysis]		paper0
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
2018Shale oil revolution: Implications for oil dependent countries 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]		paper0
2018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA In: Working Papers.
[Full Text][Citation analysis]		paper0
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
2018Testing the predictability of commodity prices in stock returns: A new perspective In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Does time-variation matter in the stochastic volatility components for G7 stock returns In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Trade creation and trade diversion in West African Monetary Zone (WAMZ) In: Economics Bulletin.
[Full Text][Citation analysis]		article1
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]		article2
2016Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2017Testing for asymmetries in the predictive model for oil price-inflation nexus 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]		article8
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]		article0
2016Further application of Narayan and Liu (2015) unit root model for trending time series In: Economic Modelling.
[Full Text][Citation analysis]		article1
2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach In: Economic Modelling.
[Full Text][Citation analysis]		article2
2013Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate In: Energy Economics.
[Full Text][Citation analysis]		article26
2015Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach In: Energy Economics.
[Full Text][Citation analysis]		article20
2013Modelling oil price volatility with structural breaks In: Energy Policy.
[Full Text][Citation analysis]		article39
2017Modelling oil price-inflation nexus: The role of asymmetries In: Energy.
[Full Text][Citation analysis]		article3
2016Modeling energy demand: Some emerging issues In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article8
2016MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition New Series.
[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]		article2
2010Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa In: Pakistan Journal of Applied Economics.
[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]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team