Afees Adebare Salisu : Citation Profile

Are you Afees Adebare Salisu?

Centre for Econometrics and Applied Research

16

H index

28

i10 index

1097

Citations

RESEARCH PRODUCTION:

134

Articles

82

Papers

2

Chapters

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 84
   Journals where Afees Adebare Salisu has often published
   Relations with other researchers
   Recent citing documents: 487.    Total self citations: 136 (11.03 %)

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   Permalink: http://citec.repec.org/psa997
   Updated: 2023-01-28    RAS profile: 2023-01-27    
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Relations with other researchers

Works with:

GUPTA, RANGAN (75)

Isah, Kazeem (21)

Ogbonna, Ahamuefula (19)

Adediran, Idris (18)

Demirer, Riza (13)

Ndako, Umar (13)

Pierdzioch, Christian (12)

Akanni, Lateef (10)

Raheem, Ibrahim (10)

Oloko, Tirimisiyu (10)

Bouri, Elie (8)

tule, moses (5)

Vo, Xuan Vinh (5)

AYINDE, Taofeek (4)

Olaniran, Abeeb (4)

Ji, Qiang (4)

Musa, Abdullahi (3)

Oyewole, Oluwatomisin (3)

Wohar, Mark (3)

Adekunle, Wasiu (3)

Usman, Nuruddeen (2)

van Eyden, Renee (2)

Lasisi, Lukman (2)

Aor, Raymond (2)

Emmanuel, Zachariah (2)

Ebuh, Godday (2)

Cuñado, Juncal (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:

GUPTA, RANGAN (51)

Ogbonna, Ahamuefula (46)

YAYA, OLAOLUWA (37)

Raheem, Ibrahim (28)

Oloko, Tirimisiyu (21)

Adekoya, Oluwasegun (21)

Balcilar, Mehmet (15)

Pierdzioch, Christian (15)

Smyth, Russell (13)

Oliyide, Johnson (13)

Caporale, Guglielmo Maria (12)

Cites to:

GUPTA, RANGAN (437)

Narayan, Paresh (421)

Sharma, Susan (149)

Westerlund, Joakim (145)

Isah, Kazeem (106)

Phan, Dinh (101)

Bannigidadmath, Deepa (101)

Campbell, John (91)

Pesaran, M (89)

Oloko, Tirimisiyu (82)

Kilian, Lutz (82)

Main data

Where Afees Adebare Salisu has published?

Journals with more than one article published# docs
Resources Policy13
Economic Modelling8
Finance Research Letters8
International Review of Economics & Finance7
Emerging Markets Finance and Trade7
Journal of Forecasting7
The North American Journal of Economics and Finance6
Economics Bulletin6
Bulletin of Monetary Economics and Banking5
Energy Economics5
Global Finance Journal4
International Journal of Finance & Economics4
Asian Economics Letters4
Borsa Istanbul Review3
Energy3
International Review of Financial Analysis3
Research in International Business and Finance2
International Journal of Energy Economics and Policy2
Economics and Business Letters2
Journal of African Business2
Annals of Financial Economics (AFE)2
Applied Economics Letters2
JRFM2
Quality & Quantity: International Journal of Methodology2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics43
Working Papers / Centre for Econometric and Allied Research, University of Ibadan35
MPRA Paper / University Library of Munich, Germany3

Recent works citing Afees Adebare Salisu (2023 and 2022)

YearTitle of citing document
2021Tail Behaviour of the Nifty-50 Stocks during Crises Periods. (2021). , Srilakshminarayana. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:115-151.

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2021Time-Gap effects of crude oil prices on the foreign exchange rates: Evidence from Nigeria. (2021). Anietie, Jeremiah ; Nkoro, Emeka ; John, Nenubari Ikue. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:3:p:31-44.

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2021Do REITs Hedge against Inflation? Evidence from an African Emerging Market. (2021). Chiwuzie, Augustina ; Oyedokun, Tunbosun Biodun ; Amidu, Abdul-Rasheed ; Gbadegesin, Job Taiwo ; Dabara, Daniel Ibrahim. In: AfRES. RePEc:afr:wpaper:2021-033.

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2022Volatility and asymmetric analysis of Indian indices during Covid-19 pandemic period. (2022). Shibu, N S ; Banu, Shameem S. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:215-222.

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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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2021Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727.

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2021.

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2021Fears for COVID-19: The crash risk of stock market. (2020). Dai, Peng-Fei ; Duc, Toan Luu ; Liu, Zhifeng. In: Papers. RePEc:arx:papers:2009.08030.

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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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2021Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19. (2021). , Joakimwesterlund ; Narayan, Paresh ; Karavias, Yiannis ; Westerlund, Joakim. In: Papers. RePEc:arx:papers:2111.03035.

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2021An Investigation of the Impact of COVID-19 Non-Pharmaceutical Interventions and Economic Support Policies on Foreign Exchange Markets with Explainable AI Techniques. (2021). Fan, Xiuyi ; Fu, Hsuan ; Yalcin, Mehmet Orcun ; Liu, Siyuan. In: Papers. RePEc:arx:papers:2111.14620.

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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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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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2021How Do Pandemics Affect Government Expenditures?. (2021). Chang, Chun-Ping ; Fu, Qiang. In: Asian Economics Letters. RePEc:ayb:jrnael:27.

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2021Asymmetric Link Between COVID-19 and Fossil Energy Prices. (2021). Su, Chi-Wei ; Wang, Kai-Hua. In: Asian Economics Letters. RePEc:ayb:jrnael:30.

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2021Can Uncertainty Due to Pandemic Predict Asia-Pacific Energy Stock Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Oliyide, Johnson A. In: Asian Economics Letters. RePEc:ayb:jrnael:34.

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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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2021Testing the Asymmetric Response of China’s Stock Returns to Oil Price Dynamics - Does Fear of COVID-19 Matter?. (2021). Owuru, Joel Ede. In: Asian Economics Letters. RePEc:ayb:jrnael:43.

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2021Hedging Global and Country-Specific Geopolitical Risks With South Korean Stocks - A Predictability Approach. (2021). Lasisi, Lukman A ; Olaniran, Abeeb O ; Oloko, Tirimisiyu F. In: Asian Economics Letters. RePEc:ayb:jrnael:44.

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2021Oil Price-Stock Market Nexus During the COVID-19 Pandemic - Evidence From China. (2021). Kong, Dongmin ; Shi, Zheng. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:33.

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2021Impacts of Epidemics on Energy Security - An Empirical Analysis. (2021). Deng, Pei-Dong ; Zhao, Xin-Xin. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:38.

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2021The Dynamics of Oil Prices, Exchange Rates, and the Stock Market Under COVID-19 Uncertainty - Evidence From India. (2021). Kumar, Sanjiv ; Prabheesh, K P. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:41.

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2021Oil Price-Stock Market Nexus During the COVID-19 Pandemic - Evidence From China. (2021). Shi, Zheng ; Kong, Dongmin. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:47.

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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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2022Forecasting Unemployment in Russia Using Machine Learning Methods. (2022). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:73-87.

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2021On the asymmetric effects of changes in crude oil prices on economic growth: New evidence from Chinas 31 provinces. (2021). Baek, Jungho ; Nam, Soojoong ; Lu, Guimin. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:2:p:328-360.

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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2021Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/28.

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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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2021US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9386.

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2022Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis. (2022). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9624.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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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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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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2021COVID-19 Cases, Media Attention and Social Mood. (2021). Kapar, Burcu ; Buigut, Steven. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-8.

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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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2022Relationship Between Geopolitical Risk In Major Oil Producing Countries and Oil Price. (2022). Thomas, Wai Kee ; Alpha, Tin Hei. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-14.

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2022Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-3.

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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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2022Did COVID-19 tourism sector supports alleviate investor fear?. (2022). Oxley, Les ; Hu, Yang ; Hou, Yang ; Corbet, Shaen. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000858.

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

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2021A nonlinear ARDL model of inflation dynamics in the Philippine economy. (2021). Tatlonghari, Virgilio M ; Isabelle, Jeanette ; Deluna, Roperto S. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821001019.

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2022The pricing of China stock index options based on monetary policy uncertainty. (2022). Wang, Haijie ; Chang, Chun-Ping ; Ma, Chao ; Niu, Jing. In: Journal of Asian Economics. RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000616.

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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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2021Economic news and the cross-section of commodity futures returns. (2021). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000848.

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2022Journal of Behavioral and Experimental Finance: A bibliometric overview. (2022). Goyal, Nisha ; Rao, Sandeep ; Kumar, Satish. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000181.

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2022Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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2021The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. (2021). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921005750.

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2022Empirical study and model simulation of global stock market dynamics during COVID-19. (2022). Li, Jiangcheng ; Jiang, Xiongfei ; Xiong, Long ; Zhang, Jiu ; Ma, Jiahao ; Zheng, BO ; Jin, Lifu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003484.

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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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2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197.

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2021COVID-19 research outcomes: An agenda for future research. (2021). Narayan, Paresh Kumar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:439-445.

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2021Human capital, innovation, and inclusive growth in sub-Saharan African Region. (2021). Adedeji, Abdulfatai ; Onitekun, Olumide ; Oyinlola, Mutiu A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:609-625.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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2022Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139.

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2022Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344.

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2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). Lopez, Raquel ; Esparcia, Carlos ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60.

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2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

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2022Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420.

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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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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418.

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2021COVID-19 stringency measures and foreign investment: An early assessment. (2021). Giofre', Maela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001492.

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2022Network analysis on Bitcoin arbitrage opportunities. (2022). Šapkauskienė, Alfreda ; Bruzg, Rasa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001704.

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2022Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728.

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2022The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”. (2022). GENG, Xueqing ; Guo, Kun ; Wang, Yijing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001911.

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2022Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

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2021Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. 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 ; Bach, Dinh Hoang ; Tee, Chwee Ming ; Tran, Vuong Thao. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002450.

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2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

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2021Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions. (2021). Patra, Saswat. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003406.

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2021Terrorist attacks and energy firms crash risk in stock markets: Evidence from China. (2021). Xiang, Junyi ; Xiong, Mengxu ; Kong, Dongmin. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003601.

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2021Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704.

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2021The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China. (2021). Fang, YI ; Xu, Xuchuan ; Li, Xiao-Lin ; Si, Deng-Kui. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003832.

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2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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

Works by Afees Adebare Salisu:

YearTitleTypeCited
2021A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks In: Advances in Decision Sciences.
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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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2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers.
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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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2012Comparative Performance of Volatility Models for Oil Price In: International Journal of Energy Economics and Policy.
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2020The COVID-19 global fear index and the predictability of commodity price returns In: Journal of Behavioral and Experimental Finance.
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2014Testing for heteroskedasticity and spatial correlation in a two way random effects model In: Computational Statistics & Data Analysis.
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2014A small macroeconometric model of the Nigerian economy In: Economic Modelling.
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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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2013Modelling oil price volatility with structural breaks In: Energy Policy.
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2021Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data In: Energy.
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2021The behavior of exchange rate and stock returns in high and low interest rate environments 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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2022Geopolitical risks and historical exchange rate volatility of the BRICS In: International Review of Economics & Finance.
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2020Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS.(2020) In: Working Papers.
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2022Islamic Stock indices and COVID-19 pandemic 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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2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach.(2020) In: Working Papers.
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2021Gold and US sectoral stocks during COVID-19 pandemic In: Research in International Business and Finance.
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2016MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition New Series.
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2022Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa In: JRFM.
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2022Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM.
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2021A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability.
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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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2020FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS In: Bulletin of Monetary Economics and Banking.
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2022A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES In: Bulletin of Monetary Economics and Banking.
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2022CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE In: Bulletin of Monetary Economics and Banking.
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2015FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA In: Journal of Economic Development.
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2022Testing for unemployment persistence in Nigeria In: Economic Change and Restructuring.
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2020Constructing a Global Fear Index for the COVID-19 Pandemic In: Emerging Markets Finance and Trade.
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2021Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets In: Emerging Markets Finance and Trade.
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2021How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch In: Emerging Markets Finance and Trade.
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2019How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch.(2019) In: Working Papers.
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2021Oil Price and Exchange Rate Behaviour of the BRICS In: Emerging Markets Finance and Trade.
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2022Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices In: Emerging Markets Finance and Trade.
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2022A Note on the COVID-19 Shock and Real GDP in Emerging Economies In: Emerging Markets Finance and Trade.
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2022Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa In: Emerging Markets Finance and Trade.
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2020Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks In: Economics and Business Letters.
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2020Pandemics and cryptocurrencies In: MPRA Paper.
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2020To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS In: MPRA Paper.
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2019A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data In: Working Papers.
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2022A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data.(2022) In: International Journal of Finance & Economics.
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2020Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom In: Working Papers.
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2021Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom.(2021) In: Applied Economics Letters.
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2020A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers.
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2022A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT.(2022) In: Annals of Financial Economics (AFE).
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2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers.
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2020Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers.
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2020Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century In: Working Papers.
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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: Working Papers.
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2020Stock Markets and Exchange Rate Behaviour of the BRICS In: Working Papers.
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2021Stock markets and exchange rate behavior of the BRICS.(2021) In: Journal of Forecasting.
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2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers.
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2022Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting.
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2021Forecasting US Output Growth with Large Information Sets In: Working Papers.
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2021El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers.
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2021Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks In: Working Papers.
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2021Gold and the Global Financial Cycle In: Working Papers.
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2021The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle In: Working Papers.
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2021Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals In: Working Papers.
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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.
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2021The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers.
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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.
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2014Determinants of a Successful Regional Trade Agreement in West Africa In: Advances in African Economic, Social and Political Development.
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2021COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations In: Financial Innovation.
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2022Oil price uncertainty and real exchange rate in a global VAR framework: a note In: Journal of Economics and Finance.
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2020Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators In: Journal of Quantitative Economics.
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2022The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades In: Quality & Quantity: International Journal of Methodology.
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2023The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach In: Applied Economics Letters.
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2022Historical geopolitical risk and the behaviour of stock returns in advanced economies In: The European Journal of Finance.
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2015Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business.
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2016Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa In: Journal of African Business.
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2021Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices In: International Journal of Finance & Economics.
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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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2022Mixed?frequency forecasting of crude oil volatility based on the information content of global economic conditions In: Journal of Forecasting.
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2023Geopolitical risk and global financial cycle: Some forecasting experiments In: Journal of Forecasting.
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2021THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS In: Annals of Financial Economics (AFE).
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