7
H index
5
i10 index
250
Citations
Centre for Econometrics and Applied Research | 7 H index 5 i10 index 250 Citations RESEARCH PRODUCTION: 15 Articles 6 Papers RESEARCH ACTIVITY: 6 years (2015 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pol230 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tirimisiyu F. Oloko. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Resources Policy | 2 |
Borsa Istanbul Review | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Centre for Econometric and Allied Research, University of Ibadan | 5 |
Year | Title of citing document |
---|---|
2023 | Disentangled 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. Full description at Econpapers || Download paper |
2023 | Primary energy consumption-growth nexus: The role of natural resources, quality of government, and fixed capital formation. (2023). Rafiq, Muhammad ; Shafique, Muhammad ; Ateeq, Muhammad ; Azam, Anam ; Yuan, Jiahai. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222024562. Full description at Econpapers || Download paper |
2023 | The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846. Full description at Econpapers || Download paper |
2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper |
2023 | The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727. Full description at Econpapers || Download paper |
2023 | Transition risk, physical risk, and the realized volatility of oil and natural gas prices. (2023). Salisu, Afees ; Vo, Xuan Vinh ; Ndako, Umar B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000910. Full description at Econpapers || Download paper |
2023 | In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332. Full description at Econpapers || Download paper |
2023 | Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | How Oil Price Changes Affect Inflation in an Oil-Exporting Country: Evidence from Azerbaijan. (2023). Gadim-Oglu, Natig Hajiyev ; Humbatova, Sugra ; Aliyev, Khatai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5846-:d:1109258. Full description at Econpapers || Download paper |
2023 | Effects of global energy and price fluctuations on Turkeys inflation: new evidence. (2023). Ozahin, Erife ; Ozmen, Brahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09530-8. Full description at Econpapers || Download paper |
2023 | Impact of renewable and non-renewable electricity generation on economic growth in India: an application of linear and nonlinear models. (2023). Villanthenkodath, Muhammed Ashiq ; Kumar, Pushp ; Ansari, Mohd Arshad. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:63:y:2023:i:3:d:10.1007_s11149-023-09461-2. Full description at Econpapers || Download paper |
2023 | The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons. (2023). Bonga-Bonga, Lumengo ; Tshikalange, Mulanga. In: MPRA Paper. RePEc:pra:mprapa:118401. Full description at Econpapers || Download paper |
2023 | Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. (2023). Selmi, Refk ; Vo, Xuan Vinh ; Maitra, Debasish ; Mensi, Walid. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00451-z. Full description at Econpapers || Download paper |
2023 | Youth unemployment in Nigeria: nature, causes and solutions. (2023). Salisu, Afees ; Olubusoye, Olusanya ; Olofin, Sam O. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01388-8. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis. (2023). mongi, arfaoui ; Raggad, Bechir ; Arfaoui, Mongi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1582-1601. Full description at Econpapers || Download paper |
2023 | Stock returns and interest rate differential in high and low interest rate environments. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1713-1728. Full description at Econpapers || Download paper |
2023 | Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1872-1882. Full description at Econpapers || Download paper |
2023 | Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005. Full description at Econpapers || Download paper |
2023 | Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2021 | Hedging Global and Country-Specific Geopolitical Risks With South Korean Stocks - A Predictability Approach In: Asian Economics Letters. [Full Text][Citation analysis] | article | 3 |
2016 | Unit root modeling for trending stock market series In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 23 |
2016 | Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 2 |
2017 | A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2017 | Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | US stocks in the presence of oil price risk: Large cap vs. Small cap In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | US stocks in the presence of oil price risk: Large cap vs. Small cap.(2017) In: Economics and Business Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2018 | Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2018 | Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 8 |
2019 | Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables In: Economic Modelling. [Full Text][Citation analysis] | article | 41 |
2020 | The heterogeneous behaviour of the inflation hedging property of cocoa In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2015 | Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach In: Energy Economics. [Full Text][Citation analysis] | article | 88 |
2019 | Assessing the inflation hedging of gold and palladium in OECD countries In: Resources Policy. [Full Text][Citation analysis] | article | 31 |
2021 | Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
2018 | Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
2021 | A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability. [Full Text][Citation analysis] | article | 7 |
2021 | Ratchet Effect in Import Prices – Inflation Rate Nexus In: Economic Alternatives. [Full Text][Citation analysis] | article | 0 |
2021 | Econometric Analysis of Dutch Disease Implication of China-Africa Trade In: Quarterly Journal of Econometrics Research. [Full Text][Citation analysis] | article | 0 |
2020 | Pandemics and cryptocurrencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business. [Full Text][Citation analysis] | article | 18 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team