8
H index
7
i10 index
245
Citations
Centre for Econometrics and Applied Research (94% share) | 8 H index 7 i10 index 245 Citations RESEARCH PRODUCTION: 42 Articles 52 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with OLAOLUWA SIMON YAYA. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 44 |
Working Papers / University of Pretoria, Department of Economics | 3 |
Year | Title of citing document | |
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2021 | Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin really a currency? A viewpoint of a stochastic volatility model. (2021). Kakamu, Kazuhiko ; Kunimoto, Noriyuki. In: Papers. RePEc:arx:papers:2111.15351. Full description at Econpapers || Download paper | |
2021 | Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific. (2021). Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: Asian Economics Letters. RePEc:ayb:jrnael:40. Full description at Econpapers || Download paper | |
2022 | Persistence analysis of research intensity in OECD countries since 1870. (2022). Gilalana, Luis A ; Lopez, Gema ; Solarin, Sakiru Adebola. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:4:p:738-750. Full description at Econpapers || Download paper | |
2022 | Is autonomous demand really autonomous in the United States? An asymmetric frequency?domain Granger causality approach. (2022). Manera, Carles ; Perezmontiel, Jose A. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:78-92. Full description at Econpapers || Download paper | |
2022 | Modelling Profitability of Private Equity: A Fractional Integration Approach. (2022). Gil-Alana, Luis ; Puertolas, Francisco ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9843. Full description at Econpapers || Download paper | |
2022 | Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2022). Gil-Alana, Luis A ; de Dios, Jose Javier ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9950. Full description at Econpapers || Download paper | |
2021 | Testing hysteresis in unemployment using artificial network (ANN) unit root test. (2021). Furuoka, Fumitaka. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00382. Full description at Econpapers || Download paper | |
2022 | The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach. (2022). Yarovaya, Larisa ; Patel, Ritesh ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000570. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Disagreement on sunspots and soybeans futures price. (2021). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:385-393. Full description at Econpapers || Download paper | |
2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper | |
2021 | The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011. Full description at Econpapers || Download paper | |
2021 | The skewness of oil price returns and equity premium predictability. (2021). Wen, Fenghua ; Kang, Jie ; Zhou, Huiting ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304096. Full description at Econpapers || Download paper | |
2021 | Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA. (2021). Tiwari, Aviral ; Solarin, Sakiru Adebola ; Mishra, Bibhuti Ranjan. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220328395. Full description at Econpapers || Download paper | |
2022 | Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272. Full description at Econpapers || Download paper | |
2022 | Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996. Full description at Econpapers || Download paper | |
2022 | COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis. (2022). Umar, Muhammad ; Khurshid, Adnan ; Su, Chi-Wei ; Khan, Khalid. In: Energy. RePEc:eee:energy:v:256:y:2022:i:c:s0360544222015109. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563. Full description at Econpapers || Download paper | |
2021 | Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Jalalifar, Saba ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100274x. Full description at Econpapers || Download paper | |
2022 | A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151. Full description at Econpapers || Download paper | |
2022 | Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004. Full description at Econpapers || Download paper | |
2021 | The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model. (2021). Demir, Ender ; Marco, Chi Keung ; Garcia-Gomez, Conrado-Diego ; Simonyan, Serdar. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319310311. Full description at Econpapers || Download paper | |
2022 | Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19. (2022). Demir, Ender ; Charif, Husni ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005183. Full description at Econpapers || Download paper | |
2022 | Stochastic mortality dynamics driven by mixed fractional Brownian motion. (2022). Li, Xianping ; Zhou, Kenneth Q. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:218-238. Full description at Econpapers || Download paper | |
2021 | Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:1-14. Full description at Econpapers || Download paper | |
2021 | The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015. Full description at Econpapers || Download paper | |
2022 | Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. (2022). Huang, Shupei ; Lucey, Brian ; Wang, Xinya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000593. Full description at Econpapers || Download paper | |
2021 | Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284. Full description at Econpapers || Download paper | |
2021 | The impact of oil prices on stock market development in Pakistan: Evidence with a novel dynamic simulated ARDL approach. (2021). Khan, Muhammad Fayaz ; Jadoon, Arshad Ullah ; Teng, Jian-Zhou. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309302. Full description at Econpapers || Download paper | |
2021 | Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879. Full description at Econpapers || Download paper | |
2021 | Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model. (2021). Singhal, Shelly ; Choudhary, Sangita ; Kumar, Suresh. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002087. Full description at Econpapers || Download paper | |
2021 | Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270. Full description at Econpapers || Download paper | |
2021 | Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Bouri, Elie ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081. Full description at Econpapers || Download paper | |
2021 | Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. (2021). Alshami, Abdullah ; Elgammal, Mohammed M. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003433. Full description at Econpapers || Download paper | |
2021 | Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003780. Full description at Econpapers || Download paper | |
2021 | Exploring the role of natural resources, natural gas and oil production for economic growth of China. (2021). Kirikkaleli, Dervis ; Zhou, Yuanxiang ; Rjoub, Husam ; Bashir, Muhammad Adnan ; Weng, Shimei ; Cui, Lianbiao. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004384. Full description at Econpapers || Download paper | |
2022 | Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004827. Full description at Econpapers || Download paper | |
2022 | Using internet search keyword data for predictability of precious metals prices: Evidence from non-parametric causality-in-quantiles approach. (2022). Raza, Syed ; Yousufi, Sara Qamar ; Khaskheli, Asadullah ; Miao, Miao. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004864. Full description at Econpapers || Download paper | |
2022 | Measuring natural resources rents volatility: Evidence from EGARCH and TGARCH for global data. (2022). Ali, Sher ; Akbar, Ahsan ; Wang, Zanxin ; Ni, Xiewen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200006x. Full description at Econpapers || Download paper | |
2022 | Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000496. Full description at Econpapers || Download paper | |
2022 | Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period. (2022). Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001271. Full description at Econpapers || Download paper | |
2022 | Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mahmood, Syed Riaz ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002008. Full description at Econpapers || Download paper | |
2022 | Revisiting volatility in global natural resources commodities? Evidence from global data. (2022). Dorduncu, Hazar ; Niu, Xiaojian ; Wang, Yanan ; Lin, Shiwei. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002070. Full description at Econpapers || Download paper | |
2022 | The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak. (2022). Chen, Yunfei ; Jiang, Wei. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002112. Full description at Econpapers || Download paper | |
2022 | Volatility in natural resources commodity prices: Evaluating volatility in oil and gas rents. (2022). Altunta, Mehmet ; Li, Haixia ; Wang, Yanlong. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002148. Full description at Econpapers || Download paper | |
2022 | Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264. Full description at Econpapers || Download paper | |
2022 | Economic performance and natural resources commodity prices volatility: Evidence from global data. (2022). Mughal, Nafeesa ; Yating, Yang ; Wen, Jun ; Ngan, Truong Thi ; Maneengam, Apichit ; Ramirez-Asis, Edwin. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003245. Full description at Econpapers || Download paper | |
2022 | Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching. (2022). Han, Lingyu ; Liang, Ruibin ; Cao, Yan ; Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003610. Full description at Econpapers || Download paper | |
2022 | Volatility in metallic resources prices in COVID-19 and financial Crises-2008: Evidence from global market. (2022). Xu, Qingqing ; Meng, Tianci ; Sha, Yue ; Jiang, Xia. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003713. Full description at Econpapers || Download paper | |
2022 | Using transfer entropy to measure information flows between cryptocurrencies. (2022). Demir, Ender ; Bilgin, Mehmet ; Assaf, Ata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007573. Full description at Econpapers || Download paper | |
2022 | Persistence of economic complexity in OECD countries. (2022). Gonzalez-Blanch, Maria Jesus ; Gil-Alana, Luis A ; Sakiru, Solarin Adebola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005568. Full description at Econpapers || Download paper | |
2022 | Early market efficiency testing among hydrogen players. (2022). Saenz-Diez, Rocio ; Portela, Jose ; Martin-Bujack, Karin ; Santamaria, Teresa Corzo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:723-742. Full description at Econpapers || Download paper | |
2021 | Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management. (2021). Tiwari, Aviral ; Gözgör, Giray ; Hammoudeh, Shawkat ; Gozgor, Giray ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920305560. Full description at Econpapers || Download paper | |
2021 | The entry and exit dynamics of the cryptocurrency market. (2021). Vidal-Tomas, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001252. Full description at Econpapers || Download paper | |
2022 | Does political risk matter for gold market fluctuations? A structural VAR analysis. (2022). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Ding, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192200006x. Full description at Econpapers || Download paper | |
2021 | A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541. Full description at Econpapers || Download paper | |
2022 | Economic Crisis Impact Assessment and Risk Exposure Evaluation of Selected Energy Sector Companies from Bombay Stock Exchange. (2022). Singh, Guru Ashish ; Bak, Iwona ; Tarczynska-Luniewska, Magorzata. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8624-:d:975689. Full description at Econpapers || Download paper | |
2022 | Mitigating Climate Change and the Development of Green Energy versus a Return to Fossil Fuels Due to the Energy Crisis in 2022. (2022). Borowski, Piotr F. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:24:p:9289-:d:996505. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Impact of the COVID-19 Pandemic to the Sustainability of the Energy Sector. (2021). Siksnelyte-Butkiene, Indre. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:12973-:d:686017. Full description at Econpapers || Download paper | |
2021 | A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic. (2021). Salisu, Afees ; Oloko, Tirimisiyu ; Ogbonna, Ahamuefula ; Adediran, Idris. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3212-:d:517131. Full description at Econpapers || Download paper | |
2022 | Artisanal and Small-Scale Gold Mining (ASGM): Management and Socioenvironmental Impacts in the Northern Amazon of Ecuador. (2022). Dorio, Giovanni ; Mora-Silva, Demmy ; Mestanza-Ramon, Carlos ; Straface, Salvatore ; Chavez, Carlos Renato ; Esparza, Jose Fernando ; Gaibor, Isabel Dominguez ; Tapia-Segarra, Enrique. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6854-:d:831319. Full description at Econpapers || Download paper | |
2022 | Using the Sentinel-3B Satellite in Geospatial Analysis of Suspended Aerosols in the Kiev, Ukraine Region. (2022). Cambrussi, Laura Pasa ; Toscan, Paloma Carollo ; Korcelski, Cleiton ; Pinto, Diana ; MacUlan, Laercio Stolfo ; de Vargas, Giana ; Bodah, Brian William ; Oliveira, Caliane Christie ; Santosh, M ; Cardoso, Grace Tiberio ; Neckel, Alcindo ; Junior, Dirceu Piccinato ; Moro, Leila Dal ; Caino, Isadora Cezar. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16357-:d:996226. Full description at Econpapers || Download 2022 | Causality between Technological Innovation and Economic Growth: Evidence from the Economies of Developing Countries. (2022). Nie, Guihua ; Liu, Pingfeng ; Alsebai, Maha Mohamed. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3586-:d:774498. Full description at Econpapers || Download paper |
2022 | Unemployment hysteresis by sex and education attainment in the EU. (2022). Gil-Alana, Luis ; Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2022/06. Full description at Econpapers || Download paper | |
2022 | Is there a natural rate of crime in Russia?. (2022). Myachin, N. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:53:p:85-98. Full description at Econpapers || Download paper | |
2021 | Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers || Download paper | |
2021 | Long-term energy transitions and international business: Concepts, theory, methods, and a research agenda. (2021). Wood, Geoffrey ; Budhwar, Pawan ; Doh, Jonathan. In: Journal of International Business Studies. RePEc:pal:jintbs:v:52:y:2021:i:5:d:10.1057_s41267-021-00405-6. Full description at Econpapers || Download paper | |
2021 | Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific. (2021). Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:109922. Full description at Econpapers || Download paper | |
2021 | Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries. (2021). Ogbonna, Ahamuefula ; Raifu, Isiaka Akande. In: MPRA Paper. RePEc:pra:mprapa:113139. Full description at Econpapers || Download paper | |
2022 | Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach. (2022). Rehman, Mohd Ziaur ; Bin, Md Fouad. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211071110. Full description at Econpapers || Download paper | |
2021 | Tourism persistence in Spain: National versus international visitors. (2021). Gil-Alana, Luis ; Gil-Lpez, Gueda ; san Romn, Elena. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:614-625. Full description at Econpapers || Download paper | |
2022 | Risk management for crude oil futures: an optimal stopping-timing approach. (2022). Zhan, Yaosong ; Liu, Zhenya ; Boubaker, Sabri. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04092-2. Full description at Econpapers || Download paper | |
2022 | Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries. (2022). ben Jabeur, Sami ; Al-Qadasi, Adel ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04446-w. Full description at Econpapers || Download paper | |
2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x. Full description at Econpapers || Download paper | |
2021 | Blockchain and cryptocurrencies: economic and financial research. (2021). Cretarola, Alessandra ; Grunspan, Cyril ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3. Full description at Econpapers || Download paper | |
2021 | Persistence and efficiency of OECD stock markets: linear and nonlinear fractional integration approaches. (2021). Adekoya, Oluwasegun. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01913-4. Full description at Econpapers || Download paper | |
2022 | Can wavelets produce a clearer picture of weak-form market efficiency in Bitcoin?. (2022). Phiri, Andrew. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00214-8. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency trading: a comprehensive survey. (2022). Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan ; Li, Lingbo ; Wu, Fan ; Martinez-Rego, David. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6. Full description at Econpapers || Download paper | |
2021 | Price and volatility persistence of the US REITs market. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00102-8. Full description at Econpapers || Download paper | |
2022 | Inflation in the G7 countries: persistence and structural breaks. (2022). Gil-Alana, Luis ; Poza, Carlos ; Caporale, Guglielmo Maria. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09576-w. Full description at Econpapers || Download paper | |
2022 | Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models. (2022). Afjal, Mohd ; Sajeev, Kavya Clanganthuruthil. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:6:d:10.1007_s43546-022-00219-0. Full description at Econpapers || Download paper | |
2021 | Fractional persistence in income poverty in Africa. (2021). solarin, sakiru ; Gil-Alana, Luis ; Gonzalez-Blanch, Maria Jesus. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:155:y:2021:i:2:d:10.1007_s11205-021-02614-w. Full description at Econpapers || Download paper | |
2021 | Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach. (2021). Mudida, Robert ; Awe, Olushina O ; Gilalana, Luis A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1197-1205. Full description at Econpapers || Download paper | |
2021 | Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR?BEKK framework. (2021). Panda, Pradiptarathi ; Patra, Saswat. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:493-514. Full description at Econpapers || Download paper | |
2021 | Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence from SVAR?cDCC?GARCH model. (2021). Akko, Uur ; Civcir, rfan . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1978-1992. Full description at Econpapers || Download paper | |
2021 | Sentiment?Apt investors and UK sector returns. (2021). Chatzivgeri, Eleni ; Paterson, Audrey ; Sherif, Mohamed ; Sakariyahu, Rilwan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3321-3351. Full description at Econpapers || Download paper | |
2022 | Crude oil market and Nigerian stocks: An asymmetric information spillover approach. (2022). Lin, Boqiang ; Okorie, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4002-4017. Full description at Econpapers || Download paper | |
2021 | Cryptocurrency price prediction using traditional statistical and machine?learning techniques: A survey. (2021). Sreedharan, Meenu ; Alhashmi, Saadat M ; Elbannany, Magdi ; Raj, Pravija ; Arif, Ifra ; Khedr, Ahmed M. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:28:y:2021:i:1:p:3-34. Full description at Econpapers || Download paper | |
2021 | Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large?scale out?of?sample forecast evaluation of US macroeconomic data. (2021). Nonejad, Nima. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:769-791. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Time 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] | article | 2 |
2021 | A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2016 | Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series In: OPEC Energy Review. [Full Text][Citation analysis] | article | 5 |
2022 | Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework In: International Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework.(2019) In: International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2014 | The persistence and asymmetric volatility in the Nigerian stock bull and bear markets In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2014 | The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2014 | The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration.(2014) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
2016 | Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy. [Full Text][Citation analysis] | article | 27 |
2015 | Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2020 | Investigating Asian regional income convergence using Fourier Unit Root test with Break In: International Economics. [Full Text][Citation analysis] | article | 0 |
2014 | On the persistence and volatility in European, American and Asian stocks bull and bear markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 18 |
2013 | On the persistence and volatility in European, American and Asian stocks bull and bear markets.(2013) In: NCID Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2016 | Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis In: Resources Policy. [Full Text][Citation analysis] | article | 44 |
2017 | Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach In: Resources Policy. [Full Text][Citation analysis] | article | 13 |
2021 | Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2021 | Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses In: Resources Policy. [Full Text][Citation analysis] | article | 2 |
2021 | How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2022 | Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2022 | Oil shocks and volatility of green investments: GARCH-MIDAS analyses In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
2022 | Oil shocks and volatility of green investments: GARCH-MIDAS analyses.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Global temperatures and sunspot numbers. Are they related? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2018 | Market efficiency of Baltic stock markets: A fractional integration approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2016 | Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2019 | How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 19 |
2018 | How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2020 | How do stocks in BRICS co-move with real estate stocks? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible? In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
2018 | ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS In: Statistics in Transition New Series. [Full Text][Citation analysis] | article | 0 |
2017 | Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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2019 | CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY In: Statistics in Transition New Series. [Full Text][Citation analysis] | article | 0 |
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2021 | Life expectancy in West African countries: Evidence of convergence and catching up with the north In: Statistics in Transition New Series. [Full Text][Citation analysis] | article | 0 |
2020 | Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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2017 | The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
2019 | Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 0 |
2021 | Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 0 |
2020 | Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
2018 | Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data. In: NCID Working Papers. [Full Text][Citation analysis] | paper | 10 |
2020 | Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2022 | Modelling cryptocurrency high–low prices using fractional cointegrating VAR.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2020 | Household Expenditure In Africa: Evidence Of Mean Reversion In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function.(2021) In: Middle East Development Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2021 | Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2021 | An Information-Based Index of Uncertainty and the predictability of Energy Prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2022 | Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | How do Stocks in BRICS co-move with REITs? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2014 | GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2017 | Investigating Structural break-GARCH-based Unit root test in US exchange rates In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2018 | Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | Social Structure and Variation in the Family Formation Process: The Case of Age at First Marriage and Duration between First Marriage and First Birth in selected sub-Saharan African Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2021 | Testing fractional unit roots with non-linear smooth break approximations using Fourier functions.(2021) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2018 | Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2018 | Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2019 | Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2021 | Market efficiency and volatility persistence of cryptocurrency during pre? and post?crash periods of Bitcoin: Evidence based on fractional integration.(2021) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2019 | Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2019 | Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2019 | Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test.(2019) In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2019 | Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | A new unit root analysis for testing hysteresis in unemployment In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | The Persistence of Stock Market Returns during the Presidential elections in Nigeria In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers. [Citation analysis] | paper | 7 |
2015 | Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2019 | Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends In: European Journal of Population. [Full Text][Citation analysis] | article | 4 |
2016 | Testing 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. [Full Text][Citation analysis] | article | 1 |
2015 | Fractional 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. [Full Text][Citation analysis] | article | 6 |
2021 | Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
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