OLAOLUWA SIMON YAYA : Citation Profile


Are you OLAOLUWA SIMON YAYA?

Centre for Econometrics and Applied Research (94% share)

10

H index

11

i10 index

355

Citations

RESEARCH PRODUCTION:

48

Articles

54

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 27
   Journals where OLAOLUWA SIMON YAYA has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 40 (10.13 %)

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   Permalink: http://citec.repec.org/pya480
   Updated: 2024-01-16    RAS profile: 2023-08-05    
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Relations with other researchers


Works with:

Ogbonna, Ahamuefula (24)

Gil-Alana, Luis (13)

Adekoya, Oluwasegun (11)

Furuoka, Fumitaka (9)

Mudida, Robert (6)

Kiew Ling, Pui (5)

JACOB, RAY (4)

Olubusoye, Olusanya (3)

Al-Faryan, Mamdouh Abdulaziz Sa (3)

coskun, yener (3)

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 (43)

GUPTA, RANGAN (29)

Ogbonna, Ahamuefula (15)

Wohar, Mark (14)

Salisu, Afees (14)

Mishra, Tapas (13)

Selmi, Refk (13)

Chikhi, Mohamed (12)

DIEBOLT, Claude (12)

bouoiyour, jamal (10)

Adekoya, Oluwasegun (9)

Cites to:

Gil-Alana, Luis (131)

GUPTA, RANGAN (41)

Perron, Pierre (39)

Bollerslev, Tim (36)

Engle, Robert (35)

Ogbonna, Ahamuefula (34)

Nielsen, Morten (33)

Caporale, Guglielmo Maria (32)

Narayan, Paresh (31)

Lee, Junsoo (30)

Diebold, Francis (28)

Main data


Where OLAOLUWA SIMON YAYA has published?


Journals with more than one article published# docs
Resources Policy9
International Journal of Finance & Economics4
Statistics in Transition New Series3
Statistics in Transition New Series3
Physica A: Statistical Mechanics and its Applications3
Applied Economics2
International Economics2
Journal of Developing Areas2
International Economics2
Energy Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany46
Working Papers / University of Pretoria, Department of Economics3

Recent works citing OLAOLUWA SIMON YAYA (2024 and 2023)


YearTitle of citing document
2023.

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2023Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict. (2023). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334707.

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2023The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751.

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2023The spillover effects of rising energy prices following 2022 Russian invasion of Ukraine. (2023). Yagi, Michiyuki ; Managi, Shunsuke. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:680-695.

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2023Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain. (2023). Manta, Alina Georgiana ; Lobon, Oana-Ramona ; Umar, Muhammad ; Su, Chi-Wei ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:748-763.

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2023US biofuel market persistence and mean reversion properties. (2023). Gil-Alana, Luis ; Martin, Asis Pardo ; Martin-Valmayor, Miguel A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:648-660.

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2023Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach. (2023). Salisu, Afees ; Gambo, Ali I ; Tumala, Mohammed M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717.

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2023Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023The rise of green energy metal: Could lithium threaten the status of oil?. (2023). Qin, Meng ; Umar, Muhammad ; Nepal, Rabindra ; Jia, Zhijie ; Shao, Xuefeng ; Su, Chiwei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001494.

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2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Evolutionary game on international energy trade under the Russia-Ukraine conflict. (2023). Zhang, Mengwei ; Xin, Baogui. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003250.

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2023Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437.

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2023The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Can Green Economy stocks hedge natural gas market risk? Evidence during Russia-Ukraine conflict and other crisis periods. (2023). Zhang, Jiahao ; Bai, Lan ; Wei, YU ; Chen, Yongfei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000065.

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2023Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?. (2023). S Kumar, Anoop ; Padakandla, Steven Raj. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005032.

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2023How Russian-Ukrainian geopolitical risks affect Chinese commodity and financial markets?. (2023). Su, Yuquan ; Wang, Min. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005512.

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2023Cryptocurrency return dependency and economic policy uncertainty. (2023). Chang, Li-Han ; Nie, Wei-Ying ; Yen, Kuang-Chieh. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005548.

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2023Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100.

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2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

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2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

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2023Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war. (2023). Izadi, Parviz ; Oliyide, Johnson A ; Asl, Mahdi Ghaemi ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005773.

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2023Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x.

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2023The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach. (2023). Vasa, Laszlo ; Roy, Jewel Kumar ; Kolte, Ashutosh. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006596.

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2023The essential role of Russian geopolitics: A fresh perception into the gold market. (2023). Peculea, Adelina Dumitrescu ; Pirtea, Marilen Gabriel ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000181.

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2023How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence. (2023). Gahona-Flores, Orlando ; Espinosa-Mendez, Christian ; Maquieira, Carlos P. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000806.

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2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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2023Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach. (2023). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Maiza-Larrarte, Andoni. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001411.

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2023The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441.

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2023Revisiting economic diversification in Africas largest resource-rich nation: Empirical insights from unsupervised machine learning. (2023). Musa, Ann Precious ; Awe, Olushina Olawale ; Sanusi, Gbenga Peter. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002519.

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2023Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x.

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2023Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x.

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2023Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies. (2023). Deng, Mingjie ; Cheng, Sheng ; Cao, Yan ; Liang, Ruibin. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002908.

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2023The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653.

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2023Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war. (2023). Szafarz, Ariane ; OOSTERLINCK, Kim ; Reyns, Ariane. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300421x.

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2023Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865.

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2023Asymmetric volatility structure of equity returns: Evidence from an emerging market. (2023). Furqan, Mehreen ; Abbas, Syed Kumail ; Mirza, Nawazish ; Umar, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:330-336.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2023Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. (2023). Benlagha, Noureddine ; Khan, Ashraf ; Farid, Saqib ; Anwer, Zaheer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:418-431.

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2023Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Huang, Haizhen ; Li, Zepei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45.

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2023Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

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2023Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Berri, Paulo Victor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000612.

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2023Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention. (2023). Urom, Christian ; Ndubuisi, Gideon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300079x.

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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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2023The Russian War in Ukraine and its Effect in the Bitcoin Market. (2023). Daglis, Theodoros ; Daskalakis, Nikolaos. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:1:p:3-16.

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2023.

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2023.

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2023Incorporating Green Bonds into Portfolio Investments: Recent Trends and Further Research. (2023). Valencia-Arias, Alejandro ; Gonzalez-Ruiz, Juan David ; Marin-Rodriguez, Nini Johana. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:20:p:14897-:d:1260409.

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2023Financial Risk and Environmental Sustainability in Poland: Evidence from Novel Fourier-Based Estimators. (2023). Kirikkaleli, Dervis ; Umar, Muhammad ; Orhan, Ayhan ; Couto, Gualter ; Castanho, Rui Alexandre ; Gen, Sema Yilmaz ; Addai, Kwaku. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5801-:d:1108381.

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2023Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis. (2023). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Working Papers. RePEc:hhs:cbsnow:2023_008.

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2023Spillover Effects of Energy Transition Metals in Chile. (2023). Rios, Francisco ; Agnese, Pablo. In: IZA Discussion Papers. RePEc:iza:izadps:dp15999.

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2023Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach. (2023). Moussa, Wajdi ; Bejaoui, Azza ; Mgadmi, Nidhal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09384-6.

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2023Governance perspective and the effect of economic policy uncertainty on financial stability: evidence from developed and developing economies. (2023). Jianguo, DU ; Liew, Chee Yoong ; Hongbing, HU ; Ali, Kishwar. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09497-6.

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2023Fractional Integration and Volatility Transmission Between Real Estate and Stock Markets: Novel Evidence from a FIGARCH-BEKK Approach. (2023). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios ; Kyriakou, Maria I. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09879-5.

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2023Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067.

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2023Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x.

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2023Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries. (2023). Gil-Alana, Luis ; Bermejo, Lorenzo ; Solarin, Sakiru Adebola. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:43:y:2023:i:3:d:10.1007_s10669-023-09897-z.

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2023Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x.

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2023Profitability of private equity: mean reversion and transitory shocks. (2023). Puertolas-Montanes, Francisco ; Gil-Alana, Luis Alberiko. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09606-7.

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2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00516-2.

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2023Convergence of Income Inequality in OECD Countries Since 1870: A Multi-Method Approach with Structural Changes. (2023). PATA, Uğur ; Erdogan, Sinan ; Solarin, Sakiru Adebola. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:166:y:2023:i:3:d:10.1007_s11205-023-03080-2.

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2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

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2023Oil price volatility and stock returns: Evidence from three oil?price wars. (2023). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Imtiaz Hussain. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3162-3182.

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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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article4
2023Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic In: Asian Economics Letters.
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2021Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic.(2021) 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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article17
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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article5
2022Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields In: CESifo Working Paper Series.
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