OLAOLUWA SIMON YAYA : Citation Profile

Are you OLAOLUWA SIMON YAYA?

University of Ibadan (94% share)

7

H index

5

i10 index

152

Citations

RESEARCH PRODUCTION:

31

Articles

35

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 13
   Journals where OLAOLUWA SIMON YAYA has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 20 (11.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya480
   Updated: 2021-09-25    RAS profile: 2021-09-19    
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Relations with other researchers

Works with:

Ogbonna, Ahamuefula (17)

Gil-Alana, Luis (17)

Furuoka, Fumitaka (6)

Mudida, Robert (6)

JACOB, RAY (5)

Olubusoye, Olusanya (4)

GUPTA, RANGAN (3)

Kiew Ling, Pui (3)

coskun, yener (2)

Nmadu, Yaaba (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:

GUPTA, RANGAN (25)

Gil-Alana, Luis (11)

Wohar, Mark (11)

Salisu, Afees (9)

Selmi, Refk (9)

Chikhi, Mohamed (8)

DIEBOLT, Claude (8)

Mishra, Tapas (8)

bouoiyour, jamal (6)

Ogbonna, Ahamuefula (6)

Asai, Manabu (6)

Cites to:

Gil-Alana, Luis (89)

Granger, Clive (43)

Perron, Pierre (34)

Bollerslev, Tim (33)

Nielsen, Morten (32)

Lee, Junsoo (29)

Engle, Robert (25)

Johansen, Soren (24)

Caporale, Guglielmo Maria (22)

Enders, Walter (22)

GUPTA, RANGAN (22)

Main data

Where OLAOLUWA SIMON YAYA has published?

Journals with more than one article published# docs
International Journal of Finance & Economics3
Physica A: Statistical Mechanics and its Applications3
Statistics in Transition New Series3
Resources Policy3
Energy Economics2
Journal of Developing Areas2
International Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany28
Working Papers / University of Pretoria, Department of Economics3

Recent works citing OLAOLUWA SIMON YAYA (2021 and 2020)

YearTitle of citing document
2021Cryptocurrency 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.

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2020Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572.

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2020The Impact of Economic Events on Stock Market Returns: Evidence from India. (2020). Naik, Ramashanti ; Parab, Narayan ; Reddy, Y V. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1232-1247.

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2020Distortions to agricultural incentives: Evidence from Nigerian value chains. (2020). Allen, Summer ; Tokgoz, Simla ; Osabuohien, Evans ; Adeola, Olajide ; Paris, Bas ; Majeed, Fahd. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:3:p:1027-1045.

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

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2020Impact of Oil Price Shocks on Sectoral Returns in Nigeria Stock Market. (2020). NWAKOBY, Ifeoma ; Onyeke, Chibueze E ; Nnamani, Chidiebere ; Ihegboro, Ifeoma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-27.

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2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275.

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2021Disagreement 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.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

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2020Persistence in per capita energy consumption: A fractional integration approach with a Fourier function. (2020). yilanci, Veli ; Görüş, Muhammed ; Gorus, Muhammed Sehid ; Bozoklu, Seref. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302668.

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2021The 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.

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2021The 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.

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2020Self-similar behaviors in the crude oil market. (2020). Wen, Shaobo ; An, Feng ; Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904.

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2020Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Zhu, Huiming ; Hau, Liya. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318880.

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2021Analysing 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.

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2020Asymmetry of retail investors’ attention and asymmetric volatility: Evidence from China. (2020). Xiong, Xiong ; Feng, XU ; Zhang, Wei ; Chen, Shuning. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319309353.

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2021The 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.

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2021Volterra 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.

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2020Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business. (2020). Selmi, Refk ; bouoiyour, jamal. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:100-119.

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2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

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2020The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

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2020Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adewuyi, Adeolu O ; Adeboye, Olusegun S. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

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2020Google trends and the predictability of precious metals. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307408.

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2020Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

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2020Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330.

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2020Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?. (2020). Wang, Yudong ; Zhang, Yaojie ; Ma, Chaoqun ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309028.

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2021Hedging 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.

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2021The 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.

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2021Asymmetric 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.

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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

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2020Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

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2021Effects 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.

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2020Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution?. (2020). Nasir, Muhammad ; Duc, Toan Luu ; Thampanya, Natthinee. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310210.

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2020On the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market. (2020). Sulieman, Hana ; Chu, Jeffrey ; Chan, Stephen ; Zhang, Yuanyuan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:8-:d:304875.

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2020Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple. (2020). Altintig, Ayca Z ; Atikka, Ozgur ; Okur, Mustafa ; Soylu, Pinar Kaya. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:107-:d:364466.

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2021A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; Adediran, Idris A ; Oloko, Tirimisiyu F. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3212-:d:517131.

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2020Are U.S. industries resilient in dealing with trade uncertainty ? The case of U.S.-China trade war. (2020). Wohar, Mark ; Errami, Youssef ; Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-02523186.

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2021Portfolio 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.

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2021Long-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.

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2020Testing the Unemployment Hysteresis in G7 Countries: A Fresh Evidence from Fourier Threshold Unit Root Test. (2020). yilanci, Veli ; Ozkan, Yilmaz ; Altinsoy, Abdulkadir. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:3:p:49-59.

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2021Tourism 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.

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2020Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01643-2.

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2020Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators. (2020). tule, moses ; Salisu, Afees ; Chiemeke, Charles . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00178-8.

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2020Knowledge diffusion paths of blockchain domain: the main path analysis. (2020). Sheng, Libo ; Yu, Dejian. In: Scientometrics. RePEc:spr:scient:v:125:y:2020:i:1:d:10.1007_s11192-020-03650-y.

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2020Persistence of the Misery Index in African Countries. (2020). solarin, sakiru ; Gil-Alana, Luis ; Lafuente, Carmen. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:147:y:2020:i:3:d:10.1007_s11205-019-02184-y.

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2021Fractional persistence in income poverty in Africa. (2021). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; 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.

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2021Comparative 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.

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2021Spillovers 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.

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2021Dynamic 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.

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2021Sentiment?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.

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2021Cryptocurrency 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.

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2021Should 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.

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Works by OLAOLUWA SIMON YAYA:

YearTitleTypeCited
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.
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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.
[Full Text][Citation analysis]		article5
2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework In: International Economics.
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2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework.(2019) In: International Economics.
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2014The persistence and asymmetric volatility in the Nigerian stock bull and bear markets In: Economic Modelling.
[Full Text][Citation analysis]		article7
2014The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration In: Energy Economics.
[Full Text][Citation analysis]		article11
2014The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration.(2014) In: NCID Working Papers.
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This paper has another version. Agregated cites: 11		paper
2015Testing 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]		article3
2016Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy.
[Full Text][Citation analysis]		article21
2015Time 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: 21		paper
2020Investigating Asian regional income convergence using Fourier Unit Root test with Break In: International Economics.
[Full Text][Citation analysis]		article0
2014On 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]		article13
2013On the persistence and volatility in European, American and Asian stocks bull and bear markets.(2013) In: NCID Working Papers.
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2016Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis In: Resources Policy.
[Full Text][Citation analysis]		article29
2017Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach In: Resources Policy.
[Full Text][Citation analysis]		article10
2021Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach In: Resources Policy.
[Full Text][Citation analysis]		article0
2014Global temperatures and sunspot numbers. Are they related? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2018Market efficiency of Baltic stock markets: A fractional integration approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2016Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
2019How 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]		article8
2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 8		paper
2020How do stocks in BRICS co-move with real estate stocks? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2018ANOTHER 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.
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2017Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests.(2017) In: MPRA Paper.
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2019CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article0
2021Life expectancy in West African countries: Evidence of convergence and catching up with the north In: Statistics in Transition New Series.
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2020Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North.(2020) In: MPRA Paper.
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This paper has another version. Agregated cites: 0		paper
2017The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas.
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2019Assessing 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]		article0
2021Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article0
2020Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries In: International Advances in Economic Research.
[Full Text][Citation analysis]		article0
2018Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.(2018) In: MPRA Paper.
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2011Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers.
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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.
[Full Text][Citation analysis]		paper5
2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2020Household Expenditure In Africa: Evidence Of Mean Reversion In: MPRA Paper.
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2020Long-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]		paper0
2018How do Stocks in BRICS co-move with REITs? In: MPRA Paper.
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2018Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks In: MPRA Paper.
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2018Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper.
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2014GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper.
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2010On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2017Investigating Structural break-GARCH-based Unit root test in US exchange rates In: MPRA Paper.
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2018Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques In: MPRA Paper.
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2017Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria In: MPRA Paper.
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2016Social 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.
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2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions In: MPRA Paper.
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2018Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework In: MPRA Paper.
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2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper.
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2018Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models In: MPRA Paper.
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2019Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? In: MPRA Paper.
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2019Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration In: MPRA Paper.
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2021Market 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.
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2019Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break In: MPRA Paper.
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2019Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test In: MPRA Paper.
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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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2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper.
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2019A new unit root analysis for testing hysteresis in unemployment In: MPRA Paper.
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2019Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework In: MPRA Paper.
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2020The Persistence of Stock Market Returns during the Presidential elections in Nigeria In: MPRA Paper.
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2013Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers.
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2015Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test.(2015) In: Applied Economics.
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2019Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends In: European Journal of Population.
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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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2021Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics.
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