OLAOLUWA SIMON YAYA : Citation Profile

Centre for Econometrics and Applied Research (94% share)

11

H index

14

i10 index

488

Citations

RESEARCH PRODUCTION:

59

Articles

58

Papers

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 32
   Journals where OLAOLUWA SIMON YAYA has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 47 (8.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya480
   Updated: 2025-03-08    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Ogbonna, Ahamuefula (19)

Gil-Alana, Luis (16)

Adekoya, Oluwasegun (11)

Furuoka, Fumitaka (8)

Al-Faryan, Mamdouh Abdulaziz Sa (4)

coskun, yener (3)

JACOB, RAY (3)

Caporale, Guglielmo Maria (3)

Mudida, Robert (2)

abu, nurudeen (2)

Olubusoye, Olusanya (2)

Kiew Ling, Pui (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with OLAOLUWA SIMON YAYA.

Is cited by:

Gil-Alana, Luis (63)

GUPTA, RANGAN (31)

Caporale, Guglielmo Maria (18)

Ogbonna, Ahamuefula (17)

Salisu, Afees (16)

Mishra, Tapas (14)

Wohar, Mark (14)

Selmi, Refk (13)

Chikhi, Mohamed (12)

DIEBOLT, Claude (12)

solarin, sakiru (11)

Cites to:

Gil-Alana, Luis (146)

GUPTA, RANGAN (45)

Ogbonna, Ahamuefula (42)

Bollerslev, Tim (40)

Perron, Pierre (40)

Engle, Robert (36)

Nielsen, Morten (33)

Caporale, Guglielmo Maria (32)

Salisu, Afees (32)

Narayan, Paresh (32)

Diebold, Francis (31)

Main data

Production by document typepaperarticle20102011201220132014201520162017201820192020202120222023202420250102030Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2010201120122013201420152016201720182019202020212022202320242025050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 11Most cited documents12345678910111213050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where OLAOLUWA SIMON YAYA has published?

Journals with more than one article published# docs
Resources Policy9
International Journal of Finance & Economics5
Physica A: Statistical Mechanics and its Applications3
Statistics in Transition New Series3
Statistics in Transition New Series3
Energy2
Energy Economics2
Economic Change and Restructuring2
International Economics2
Journal of Developing Areas2
International Economics2
Applied Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany49
Working Papers / University of Pretoria, Department of Economics3
CESifo Working Paper Series / CESifo2

Recent works citing OLAOLUWA SIMON YAYA (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642.

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2024Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko ; Romero-Rojo, Maria Fatima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11475.

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2024Remittances in Latin America: Trends and Persistence. (2024). Quinatoa, Karen Roxana ; Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11505.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

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2024Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372.

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2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024The impact of oil shocks on green, clean, and socially responsible markets. (2024). Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets. (2024). Huang, Zihuang ; Li, Zhicheng ; Liu, YU ; Dong, Feng. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004699.

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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

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2024Risk spillover effects of new global energy listed companies from the time-frequency perspective. (2024). Xu, Jiahui ; Liu, Chao. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002731.

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2024Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Zou, Yang ; Xiang, Yitian ; Zhang, Jiaming ; Guo, Songlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Bala, Ahmed Jinjiri ; Ibrahim, Masud Usman ; Hassan, Aminu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169.

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2024Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430.

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2024Analyzing the green bond index: A novel quantile-based high-dimensional approach. (2024). Ren, Xiaohang ; Jiang, Wenting ; Tao, Lizhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400591x.

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2024Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970.

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2024Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war. (2024). Ferreruela, Sandra ; Casas, Luis ; Blasco, Natividad. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003957.

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2024A study of the impact of cryptocurrency price volatility on the stock and gold markets. (2024). Wang, Shengyu ; Chen, Zhuming ; Zhang, Xiangyu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011437.

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2024CSR disclosure, political risk and market quality: Evidence from the Russia-Ukraine conflict. (2024). Fu, Chengbo ; Clancey-Shang, Danjue. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000103.

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2024Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets. (2024). Naveed, Muhammad ; Al-Nassar, Nassar S ; Ali, Shoaib. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000279.

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2024International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Economic sanctions sentiment and global stock markets. (2024). Abakah, Emmanuel ; Li, Yanshuang ; Tiwari, Aviral Kumar ; Yousaf, Imran ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2024The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2024). Duong, Kiet Tuan ; Dai, Yun-Shi ; Zhou, Wei-Xing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:91-111.

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2024Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict. (2024). Du, Pei ; Liu, Tianli ; Xu, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010309.

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2024Crude oil volatility spillover and stock market returns across the COVID-19 pandemic and post-pandemic periods: An empirical study of China, US, and India. (2024). Bibi, Sidra ; Wang, Hui ; Mao, Zhouheng. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010449.

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2024Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets. (2024). Chen, Yunfei ; Jiang, Wei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010875.

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2024Is there a relationship between economic growth and natural resource commodity price volatility? Evidence from China. (2024). Wang, Yong ; Zhao, Wenhao ; Zhang, RU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011029.

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2024Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984.

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2024Analyzing the Co-movement of FinTech market efficiency and oil Resource efficiency: An Input-Output study. (2024). Liu, Jiexian. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000357.

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2024Promoting sustainable economic growth through natural resources management, green innovations, environmental policy deployment, and financial development: Fresh evidence from India. (2024). Alam, Mohammad Mahtab ; Altuntas, Sumeyya ; Ozturk, Ilhan ; Murshed, Muntasir ; Manigandan, Palanisamy. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000485.

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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Enhancing ground source heat pump system design optimization: A stochastic model incorporating transient geological factors and decision variables. (2024). Xu, Yanwen ; Lv, Guoquan ; Zhao, Zilong ; Wang, Xinlei ; Lin, Yu-Feng. In: Renewable Energy. RePEc:eee:renene:v:225:y:2024:i:c:s0960148124003446.

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2024Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets. (2024). Mensi, Walid ; Kang, Sang Hoon ; Adekoya, Oluwasegun B ; Gubareva, Mariya. In: Renewable Energy. RePEc:eee:renene:v:231:y:2024:i:c:s0960148124010115.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications. (2024). Omidi, Vahid ; Roudari, Soheil ; Al-Yahyaee, Khamis Hamed ; Ahmadian-Yazdi, Farzaneh ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004842.

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2024Modelling profitability of private equity: A fractional integration approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Puertolas, Francisco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002131.

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2024Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion. (2024). Sinha, Neena ; Abedin, Mohammad Zoynul ; Yadav, Miklesh Prasad ; Arya, Vandana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002726.

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2024Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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2024Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000527.

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2024Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets. (2024). Wali, G M ; Tiwari, Aviral Kumar ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000667.

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2024Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

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2025Inclusive finance and sustainability: The dynamic spillover effects of uncertainties on access to credit. (2025). Lau, Chi Keung ; Gözgör, Giray ; Soliman, Alaa M ; Sun, Yunpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004215.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2024Analyzing the interplay between eco-friendly and Islamic digital currencies and green investments. (2024). ben Zaied, Younes ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005134.

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2024.

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2024Liquefied Petroleum Gas Access and Consumption Expenditure: Measuring Energy Poverty through Wellbeing and Gender Equality in India. (2024). Paavola, Jouni ; Singh, Dhilanveer Teja. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:8:p:3413-:d:1378594.

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2024Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; de Dios, Jos Javier. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10510-3.

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2024Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09696-9.

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2025A háborús szankciós bejelentések hatásai a nyersolajárfolyamokra. (2025). Kelemen, Hunor ; Kkny, Lszl. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2227.

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2024Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks. (2024). Ofori, Kwame Simpe ; Boakye, Kwabena G ; Appiagyei, George Oppong ; Barson, Zynobia ; Junior, Peterson Owusu. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:3:p:306-335.

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2025.

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2024The Moderating Effect of Economic Policy Uncertainty on the Relationship Between Working Capital Management and Profitability: Evidence from UK Non-Financial Firms. (2024). Koroma, Saidu ; Bein, Murad. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241242552.

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2024.

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Works by OLAOLUWA SIMON YAYA:

Year  ↓Title  ↓Type  ↓Cited  ↓
2018Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria In: AGRIS on-line Papers in Economics and Informatics.
[Full Text][Citation analysis]		article4
2023Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic In: Asian Economics Letters.
[Full Text][Citation analysis]		article0
2021Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic.(2021) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2024Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices In: Energy RESEARCH LETTERS.
[Full Text][Citation analysis]		article0
2022Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices.(2022) In: MPRA Paper.
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2021A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics.
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2016Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series In: OPEC Energy Review.
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2016Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy.
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2014On the persistence and volatility in European, American and Asian stocks bull and bear markets In: Journal of International Money and Finance.
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2018Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.(2018) In: MPRA Paper.
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2015Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data. In: NCID Working Papers.
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2019Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test.(2019) In: Quality & Quantity: International Journal of Methodology.
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2020The Persistence of Stock Market Returns during the Presidential elections in Nigeria In: MPRA Paper.
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2016Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques In: Applied Stochastic Models in Business and Industry.
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2015Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data In: International Journal of Finance & Economics.
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