4
H index
3
i10 index
43
Citations
Centre for Econometrics and Applied Research | 4 H index 3 i10 index 43 Citations RESEARCH PRODUCTION: 8 Articles 1 Papers RESEARCH ACTIVITY: 3 years (2020 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pol312 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Abeeb Olatunde Olaniran. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Resources Policy | 2 |
Asian Economics Letters | 2 |
Year | Title of citing document |
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2023 | Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096. Full description at Econpapers || Download paper |
2023 | Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118. Full description at Econpapers || Download paper |
2023 | COVID-19 policy actions and inflation targeting in South Asia. (2023). Pathirage, Kasun ; Aun, Syed. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001324. Full description at Econpapers || Download paper |
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 | Cash holdings and cash flows: Do oil price uncertainty and geopolitical risk matter?. (2023). Indra, Muhammad Yusuf ; Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:134-152. Full description at Econpapers || Download paper |
2023 | Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157. Full description at Econpapers || Download paper |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper |
2023 | Asymmetric effects of oil price shocks on income inequality in ASEAN countries. (2023). Uprasen, Utai ; Tan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005315. Full description at Econpapers || Download paper |
2023 | Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China. (2023). Huang, Xinya ; Li, Houjian ; Guo, Lili. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005881. Full description at Econpapers || Download paper |
2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper |
2024 | Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331. Full description at Econpapers || Download paper |
2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper |
2024 | Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and stock market volatility: A global perspective. (2023). Li, Shaofang ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007966. Full description at Econpapers || Download paper |
2023 | A Real-Time GARCH-MIDAS model. (2023). Cheng, Tengfei ; Zhao, AN ; Wu, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004750. Full description at Econpapers || Download paper |
2023 | Global geopolitical risk and volatility connectedness among Chinas sectoral stock markets. (2023). Wang, Weiqiang ; Zhang, Weiqi ; Pan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008590. Full description at Econpapers || Download paper |
2024 | Geopolitical risk exposure and stock returns: Evidence from China. (2024). Jin, Meichen ; Ren, Xinrui ; Zhang, Yuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005099. Full description at Econpapers || Download paper |
2023 | Geopolitical risk and stock market development. (2023). Shahedur, MD ; Boudreau, James W ; Khraiche, Maroula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001154. Full description at Econpapers || Download paper |
2024 | International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725. Full description at Econpapers || Download paper |
2023 | The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645. 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 | Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061. Full description at Econpapers || Download paper |
2023 | Uncovering the key features of gold flows and stocks in China. (2023). Geng, Yong ; Liu, Sijie ; Xiao, Shijiang ; Gao, Ziyan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002957. Full description at Econpapers || Download paper |
2023 | Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x. Full description at Econpapers || Download paper |
2024 | Climate policy uncertainty and its relationship with precious metals price volatility: Comparative analysis pre and during COVID-19. (2024). Khan, Komal Akram ; Raza, Syed Ali. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011765. Full description at Econpapers || Download paper |
2024 | Effect of geopolitical risk on resources prices in the global and Russian-Ukrainian context: A novel Bayesian structural model. (2024). Rauf, Abdur ; Khan, Khalid ; Khurshid, Adnan ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012473. Full description at Econpapers || Download paper |
2024 | Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques. (2024). Ding, Qian ; Zhang, Shishi ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002666. Full description at Econpapers || Download paper |
2024 | Geopolitical risk and foreign subsidiary performance of emerging market multinationals. (2024). Zhao, Wenyi ; Xu, Guoquan ; Zhong, Kai ; Tong, Yan ; Li, Xin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2400001x. Full description at Econpapers || Download paper |
2024 | The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). Sun, Hao ; He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:942-957. Full description at Econpapers || Download paper |
2023 | The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States. (2023). Ji, Qiang ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202302. Full description at Econpapers || Download paper |
2023 | Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). GUPTA, RANGAN ; Pierdzioch, Christian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies In: Asian Economics Letters. [Full Text][Citation analysis] | article | 4 |
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 |
2022 | Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 12 |
2022 | Oil tail risk and the tail risk of the US Dollar exchange rates In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
2023 | Climate risk and gold In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
2023 | Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
2021 | The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers. [Citation analysis] | paper | 11 |
2023 | The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach.(2023) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2022 | The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
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