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Afees Adebare Salisu : Citation Profile


Are you Afees Adebare Salisu?

University of Ibadan

6

H index

3

i10 index

107

Citations

RESEARCH PRODUCTION:

23

Articles

24

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 13
   Journals where Afees Adebare Salisu has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 28 (20.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa997
   Updated: 2018-02-24    RAS profile: 2018-02-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Isah, Kazeem (8)

Oloko, Tirimisiyu (7)

Ndako, Umar (5)

Olubusoye, Olusanya (3)

Akanni, Lateef (2)

Oyewole, Oluwatomisin (2)

ADELEKE, Adegoke (2)

Ogbonna, Ahamuefula (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 (9)

Mishra, Vinod (8)

YAYA, OLAOLUWA (5)

Baruník, Jozef (4)

Gil-Alana, Luis (4)

Yoon, Seong-Min (4)

Kočenda, Evžen (3)

Krištoufek, Ladislav (3)

GUPTA, RANGAN (3)

Olubusoye, Olusanya (3)

Vacha, Lukas (3)

Cites to:

Narayan, Paresh (69)

Kilian, Lutz (27)

Watson, Mark (24)

Isah, Kazeem (24)

Engle, Robert (20)

McAleer, Michael (20)

Nguyen, Duc Khuong (19)

Lahiani, Amine (16)

Liu, Ruipeng (16)

Fama, Eugene (15)

Stock, James (15)

Main data


Where Afees Adebare Salisu has published?


Journals with more than one article published# docs
Economics Bulletin5
Economic Modelling3
Energy Economics2
Borsa Istanbul Review2
Journal of African Business2

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Econometric and Allied Research, University of Ibadan24

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). Güriş, Burak ; 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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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

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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.

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

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

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

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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.

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Works by Afees Adebare Salisu:


YearTitleTypeCited
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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article0
2016Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets In: Borsa Istanbul Review.
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article0
2017Modelling oil price-inflation nexus: The role of asymmetries and structural breaks In: Working Papers.
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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.
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paper0
2017Revisiting the forecasting accuracy of Phillips curve: the role of oil price In: Working Papers.
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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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2017Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity In: Working Papers.
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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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2017Forecasting the return volatility of energy prices: A GARCH MIDAS approach In: Working Papers.
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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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2017Revision of the small macro-econometric model of the Nigerian economy In: Working Papers.
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2017A sectoral analysis of asymmetric nexus between oil and stock In: Working Papers.
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2017A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty In: Working Papers.
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2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models In: Working Papers.
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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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2017Modelling stock price-exchange rate nexus in OECD countries - A new perspective In: Working Papers.
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2017Predicting US Inflation: Evidence from a New Approach In: Working Papers.
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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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2018Shale oil revolution: Implications for oil dependent countries In: Working Papers.
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2012Trade creation and trade diversion in West African Monetary Zone (WAMZ) In: Economics Bulletin.
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article1
2012Is uemoa trade creating? an empirical investigation In: Economics Bulletin.
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2013Modelling the Demand for Money in Sub-Saharan Africa (SSA) In: Economics Bulletin.
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article2
2016Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework In: Economics Bulletin.
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article2
2017Testing for asymmetries in the predictive model for oil price-inflation nexus In: Economics Bulletin.
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2012Comparative Performance of Volatility Models for Oil Price In: International Journal of Energy Economics and Policy.
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article7
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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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach In: Economic Modelling.
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2013Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate In: Energy Economics.
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article23
2015Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach In: Energy Economics.
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article12
2013Modelling oil price volatility with structural breaks In: Energy Policy.
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article36
2017Modelling oil price-inflation nexus: The role of asymmetries In: Energy.
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article3
2016Modeling energy demand: Some emerging issues In: Renewable and Sustainable Energy Reviews.
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article7
2016MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition. New Series.
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2015FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA In: Journal of Economic Development.
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article1
2010Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa In: Pakistan Journal of Applied Economics.
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article6
2015Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business.
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article2
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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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team