OLAOLUWA SIMON YAYA : Citation Profile

Are you OLAOLUWA SIMON YAYA?

Centre for Econometrics and Applied Research (94% share)

8

H index

7

i10 index

245

Citations

RESEARCH PRODUCTION:

42

Articles

52

Papers

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 20
   Journals where OLAOLUWA SIMON YAYA has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 35 (12.5 %)

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   Permalink: http://citec.repec.org/pya480
   Updated: 2023-01-08    RAS profile: 2022-12-25    
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Relations with other researchers

Works with:

Ogbonna, Ahamuefula (26)

Gil-Alana, Luis (20)

Adekoya, Oluwasegun (7)

Furuoka, Fumitaka (7)

Mudida, Robert (6)

JACOB, RAY (5)

Kiew Ling, Pui (3)

coskun, yener (3)

Olubusoye, Olusanya (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 (27)

Gil-Alana, Luis (19)

Ogbonna, Ahamuefula (15)

Wohar, Mark (14)

Selmi, Refk (13)

Chikhi, Mohamed (12)

Mishra, Tapas (12)

Salisu, Afees (12)

DIEBOLT, Claude (12)

bouoiyour, jamal (10)

Oloko, Tirimisiyu (8)

Cites to:

Gil-Alana, Luis (121)

Granger, Clive (47)

Perron, Pierre (41)

GUPTA, RANGAN (38)

Bollerslev, Tim (36)

Engle, Robert (35)

Ogbonna, Ahamuefula (34)

Nielsen, Morten (33)

Caporale, Guglielmo Maria (32)

Lee, Junsoo (32)

Narayan, Paresh (27)

Main data

Where OLAOLUWA SIMON YAYA has published?

Journals with more than one article published# docs
Resources Policy6
International Journal of Finance & Economics4
Physica A: Statistical Mechanics and its Applications3
Statistics in Transition New Series3
Statistics in Transition New Series3
Journal of Developing Areas2
Energy Economics2
International Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany44
Working Papers / University of Pretoria, Department of Economics3

Recent works citing OLAOLUWA SIMON YAYA (2022 and 2021)

YearTitle of citing document
2021Analysing 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.

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2022Cryptocurrency 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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2021Is Bitcoin really a currency? A viewpoint of a stochastic volatility model. (2021). Kakamu, Kazuhiko ; Kunimoto, Noriyuki. In: Papers. RePEc:arx:papers:2111.15351.

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2021Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific. (2021). Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: Asian Economics Letters. RePEc:ayb:jrnael:40.

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2022Persistence 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.

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2022Is 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.

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2022Modelling 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.

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2022Long-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.

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2021Testing hysteresis in unemployment using artificial network (ANN) unit root test. (2021). Furuoka, Fumitaka. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00382.

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2022The 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.

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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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2021Regime 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.

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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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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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2022Forecasting 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.

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2022Long-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.

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2022COVID-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.

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2021Dynamic 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.

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2021Financing 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.

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2022A 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.

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2022Multivariate 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.

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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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2022Information 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.

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2022Stochastic 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.

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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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2021The 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.

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2022Can 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.

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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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2021Crude 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.

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2021Oil-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.

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2021Energy, 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.

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2021Price 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.

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2021Fractional 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.

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2021Exploring 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.

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2022Rolling, 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.

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2022Using 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.

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2022Measuring 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.

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2022Commodity 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.

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2022Degree 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.

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2022Multiscale 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.

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2022Revisiting 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.

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2022The 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.

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2022Volatility 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.

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2022Forecast 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.

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2022Economic 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.

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2022Gold-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.

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2022Volatility 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.

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2022Using 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.

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2022Persistence 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.

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2022Early 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.

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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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2021The 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.

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2022Does 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.

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2021A 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.

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2022Economic 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.

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2022Mitigating 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.

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2021Impact 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.

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2021A 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.

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2022Artisanal 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.

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2022Using 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.

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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.

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2022Unemployment hysteresis by sex and education attainment in the EU. (2022). Gil-Alana, Luis ; Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2022/06.

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2022Is 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.

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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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2021Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific. (2021). Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:109922.

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2021Safe-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.

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2022Asymmetric 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.

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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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2022Risk 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.

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2022Dynamic 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.

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2021Common 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.

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2021Blockchain 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.

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2021Persistence 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.

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2022Can 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.

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2022Cryptocurrency 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.

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2021Price 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.

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2022Inflation 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.

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2022Contagion 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.

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2021Fractional 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.

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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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2022Crude 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.

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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.
[Full Text][Citation analysis]		article2
2021A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
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
2022Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework In: International Economics.
[Full Text][Citation analysis]		article0
2019Can 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
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]		article15
2014The 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
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]		article4
2016Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy.
[Full Text][Citation analysis]		article27
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: 27		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]		article18
2013On 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
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]		article44
2017Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach In: Resources Policy.
[Full Text][Citation analysis]		article13
2021Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach In: Resources Policy.
[Full Text][Citation analysis]		article1
2021Gold 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
2021How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses In: Resources Policy.
[Full Text][Citation analysis]		article2
2021How 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
2022Does 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]		article5
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses In: Resources Policy.
[Full Text][Citation analysis]		article0
2022Oil 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
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]		article9
2016Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 9		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]		article19
2018How 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
2020How do stocks in BRICS co-move with real estate stocks? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2022Growth 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]		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.
[Full Text][Citation analysis]		article0
2017Another 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
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2019CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article0
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2021Life expectancy in West African countries: Evidence of convergence and catching up with the north In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article0
2020Life 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
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2017The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2011Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers.
[Full Text][Citation analysis]		paper0
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]		paper10
2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2022Modelling 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
2020Household Expenditure In Africa: Evidence Of Mean Reversion In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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
2021Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Testing 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
2021Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Unemployment 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]		paper0
2021Unemployment 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
2021Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2021An Information-Based Index of Uncertainty and the predictability of Energy Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2022Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2022Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2022Time-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]		paper0
2018How do Stocks in BRICS co-move with REITs? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2014GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper2
2018Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Determinants 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]		paper0
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.
[Full Text][Citation analysis]		paper0
2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2021Testing 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
2018Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2018Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2019Market 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]		paper6
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2019Are 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]		paper3
2019Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2019Hysteresis 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
2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019A new unit root analysis for testing hysteresis in unemployment In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2020The Persistence of Stock Market Returns during the Presidential elections in Nigeria In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers.
[Citation analysis]		paper7
2015Do 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
2019Under-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]		article4
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.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		article6
2021Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

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