Afees Adebare Salisu : Citation Profile


Are you Afees Adebare Salisu?

8

H index

6

i10 index

251

Citations

RESEARCH PRODUCTION:

53

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 25
   Journals where Afees Adebare Salisu has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 55 (17.97 %)

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   Permalink: http://citec.repec.org/psa997
   Updated: 2020-05-16    RAS profile: 2020-05-16    
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Relations with other researchers


Works with:

Isah, Kazeem (13)

Oloko, Tirimisiyu (11)

Ndako, Umar (10)

Adediran, Idris (9)

Ogbonna, Ahamuefula (7)

Akanni, Lateef (7)

Raheem, Ibrahim (6)

Oyewole, Oluwatomisin (4)

Adekunle, Wasiu (3)

tule, moses (3)

GUPTA, RANGAN (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 (11)

Mishra, Vinod (8)

Raheem, Ibrahim (8)

GUPTA, RANGAN (6)

tule, moses (5)

Balcilar, Mehmet (5)

Mishra, Tapas (4)

Oloko, Tirimisiyu (4)

DIEBOLT, Claude (4)

Chikhi, Mohamed (4)

Cites to:

Narayan, Paresh (195)

Sharma, Susan (66)

GUPTA, RANGAN (64)

Kilian, Lutz (61)

Isah, Kazeem (54)

Westerlund, Joakim (49)

Pesaran, M (43)

Liu, Ruipeng (41)

Oloko, Tirimisiyu (40)

Nguyen, Duc Khuong (38)

Campbell, John (33)

Main data


Where Afees Adebare Salisu has published?


Journals with more than one article published# docs
Economic Modelling8
Economics Bulletin6
Resources Policy5
The North American Journal of Economics and Finance3
Borsa Istanbul Review3
Energy Economics3
Energy2
International Journal of Energy Economics and Policy2
International Review of Economics & Finance2
Journal of African Business2
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 Economics3

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.

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

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

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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.

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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.

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

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

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

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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2019.

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

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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.

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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.

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

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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.

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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.

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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.

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

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

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Works by Afees Adebare Salisu:


YearTitleTypeCited
2019Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence In: Review of Development Finance Journal.
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article0
2014Modelling oil price volatility before, during and after the global financial crisis In: OPEC Energy Review.
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article1
2016Unit root modeling for trending stock market series In: Borsa Istanbul Review.
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article6
2016Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets In: Borsa Istanbul Review.
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article1
2018Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis In: Borsa Istanbul Review.
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article0
2018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis.(2018) In: Working Papers.
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2017Modelling oil price-inflation nexus: The role of asymmetries and structural breaks In: Working Papers.
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2017The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored? In: Working Papers.
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paper0
2017Revisiting the forecasting accuracy of Phillips curve: the role of oil price In: Working Papers.
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paper6
2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price.(2018) In: Energy Economics.
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This paper has another version. Agregated cites: 6
article
2017Modeling the spillovers between stock market and money market in Nigeria In: Working Papers.
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paper1
2017A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects In: Working Papers.
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paper0
2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach. In: Working Papers.
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paper0
2017Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity In: Working Papers.
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paper3
2018Predicting US inflation: Evidence from a new approach.(2018) In: Economic Modelling.
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This paper has another version. Agregated cites: 3
article
2017Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments In: Working Papers.
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2017Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach In: Working Papers.
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paper0
2017Forecasting the return volatility of energy prices: A GARCH MIDAS approach In: Working Papers.
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2020Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach.(2020) In: World Scientific Book Chapters.
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2017Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets In: Working Papers.
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2017A new look at the stock price-exchange rate nexus In: Working Papers.
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2017A sectoral analysis of asymmetric nexus between oil and stock In: Working Papers.
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paper1
2017A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty In: Working Papers.
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paper1
2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models In: Working Papers.
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paper1
2019Another look at the energy-growth nexus: New insights from MIDAS regressions.(2019) In: Energy.
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This paper has another version. Agregated cites: 1
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2017Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests In: Working Papers.
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2017US stocks in the presence of oil price risk: Large cap vs. Small cap In: Working Papers.
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2018US stocks in the presence of oil price risk: Large cap vs. Small cap.(2018) In: Economics and Business Letters.
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This paper has another version. Agregated cites: 2
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2017Modelling stock price-exchange rate nexus in OECD countries - A new perspective In: Working Papers.
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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective.(2018) In: Economic Modelling.
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This paper has another version. Agregated cites: 0
article
2017Predicting US Inflation: Evidence from a New Approach In: Working Papers.
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paper3
2018Predicting US inflation: Evidence from a new approach.(2018) In: Economic Modelling.
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This paper has another version. Agregated cites: 3
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2018You are what you eat: The role of oil price in Nigeria inflation forecast In: Working Papers.
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2018Improving the predictability of commodity prices in US inflation: The role of coffee price In: Working Papers.
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2018Modeling the residential electricity demand in the US In: Working Papers.
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2018Forecasting GDP of OPEC: The role of oil price In: Working Papers.
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2018Forecasting CO2 emissions: Does the choice of estimator matter? In: Working Papers.
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2018US shale oil and the behaviour of commodity prices In: Working Papers.
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