18
H index
36
i10 index
1485
Citations
University of Pretoria (1% share) | 18 H index 36 i10 index 1485 Citations RESEARCH PRODUCTION: 158 Articles 91 Papers 2 Chapters RESEARCH ACTIVITY: 13 years (2010 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psa997 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Afees Adebare Salisu. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 49 |
Working Papers / Centre for Econometric and Allied Research, University of Ibadan | 36 |
MPRA Paper / University Library of Munich, Germany | 5 |
Year | Title of citing document | |
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2023 | Industrialisation, Finance, and Urbanisation in Africa. (2023). Folarin, Oludele ; Adeniyi, Oluwatosin. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/065. Full description at Econpapers || Download paper | |
2023 | Financial Stability and Economic Growth in the Cemac Zone: A Panel Cointegration Approach. (2023). Mungong, Wilfred Kem ; Wabo, Vivien Narcisse. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2023:p:1-8. Full description at Econpapers || Download paper | |
2023 | Cash Crop Output and Foreign Currency Exchange Rate in Nigeria: A Vector Error Correction Model Analysis. (2023). Atarere, Lovy Omote-Ivie ; Eguasa, Eauty Ekiomado ; David, Umoru ; Dabor, Alexander Olawumi ; Eloho, Abusomwa Racheal ; Odu, Victor Chukwudeme. In: Journal of Agriculture and Crops. RePEc:arp:jacarp:2023:p:187-198. Full description at Econpapers || Download paper | |
2023 | Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587. Full description at Econpapers || Download paper | |
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 | Modeling Oil shocks-Green Investments Nexus - A Global Evidence Based on Wavelet Coherence Technique. (2023). Alawode, Oluwadamilola ; Bisiriyu, Sodiq ; Badmus, Jamiu. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:79. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801. Full description at Econpapers || Download paper | |
2023 | The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16. Full description at Econpapers || Download paper | |
2023 | Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25. Full description at Econpapers || Download paper | |
2023 | Strategic Decision-Making on Mining Sector Company Stock Prices and Economic Variable (State Space Model Application). (2023). Wisnu, Febryan Kusuma ; Azhar, Rialdi ; Dwi, Fajrin Satria ; Ahadiat, Ayi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-22. Full description at Econpapers || Download paper | |
2023 | The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63. Full description at Econpapers || Download paper | |
2023 | Nexus between FDI, Financial Development, Capital Formation and Renewable Energy Consumption; evidence from Bangladesh. (2023). Qamruzzaman, MD ; Kor, Sylvia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-15. Full description at Econpapers || Download paper | |
2023 | The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45. Full description at Econpapers || Download paper | |
2023 | Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies. (2023). Adam, Anokye M ; Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-70. 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 | Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072. Full description at Econpapers || Download paper | |
2023 | Are 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. Full description at Econpapers || Download paper | |
2023 | Does it hurt or help? Revisiting the effects of ICT on economic growth and energy consumption: A nonlinear panel ARDL approach. (2023). Vo, Xuan Vinh ; Farouk, Sherine ; Nghiem, Xuan-Hoa ; Bakry, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:597-617. 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 | Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872. 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 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. Full description at Econpapers || Download paper | |
2023 | Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108. Full description at Econpapers || Download paper | |
2023 | Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2023 | New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772. Full description at Econpapers || Download paper | |
2023 | Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities. (2023). Adekoya, Oluwasegun ; Sonola, Ridwan ; Fasanya, Ismail O. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522001054. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. 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 | Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944. Full description at Econpapers || Download paper | |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper | |
2023 | A threshold effect of COVID-19 risk on oil price returns. (2023). Wang, YU ; Suo, Chenyi ; Li, Delong ; Sun, Yiguo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160. Full description at Econpapers || Download paper | |
2023 | Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251. Full description at Econpapers || Download paper | |
2023 | Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330. Full description at Econpapers || Download paper | |
2023 | Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x. Full description at Econpapers || Download paper | |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper | |
2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780. Full description at Econpapers || Download paper | |
2023 | Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness. (2023). Wegener, Christoph ; Rjiba, Hatem ; Karmani, Majdi ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300227x. Full description at Econpapers || Download paper | |
2023 | Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043. Full description at Econpapers || Download paper | |
2023 | The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262. Full description at Econpapers || Download paper | |
2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper | |
2023 | Post-pandemic lessons for EU energy and climate policy after the Russian invasion of Ukraine: Introduction to a special issue on EU green recovery in the post-Covid-19 period. (2023). Nosko, Andrej ; Miik, Matu. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001313. 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 | Asymmetric behaviour and the 9-ending pricing of retail gasoline. (2023). Holmes, Mark ; Otero, Jesus. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026524. Full description at Econpapers || Download paper | |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper | |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper | |
2023 | Energy demand estimation using a pre-processing macro-economic modelling tool for 21st century transition analyses. (2023). Breyer, Christian ; Gulagi, Ashish ; Keiner, Dominik. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005935. Full description at Econpapers || Download paper | |
2023 | The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816. Full description at Econpapers || Download paper | |
2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper | |
2023 | Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?. (2023). Wang, Peng ; Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001199. Full description at Econpapers || Download paper | |
2023 | Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369. Full description at Econpapers || Download paper | |
2023 | Oil supply expectations and corporate social responsibility. (2023). Miao, Xiao ; Zhang, Yun ; Wen, Fenghua ; Chen, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001540. Full description at Econpapers || Download paper | |
2023 | Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers || Download paper | |
2023 | Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363. Full description at Econpapers || Download paper | |
2023 | Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745. Full description at Econpapers || Download paper | |
2023 | Robust forecasting with scaled independent component analysis. (2023). Chen, YU ; Lu, Feiyang ; Shu, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005761. Full description at Econpapers || Download paper | |
2023 | Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions. (2023). Teplova, Tamara ; Gubareva, Mariya ; Bossman, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006171. Full description at Econpapers || Download paper | |
2023 | Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426. Full description at Econpapers || Download paper | |
2023 | Risk linkages between Chinas stock market and APEC stock markets under Chinas market liberalization. (2023). Lu, Tongyu ; Li, Jianfeng ; Yao, Xiaoyang ; Sun, Guanglin. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007620. 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 | Can 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. Full description at Econpapers || Download paper | |
2023 | What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence. (2023). Goodell, John W ; Riaz, Yasir ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000351. Full description at Econpapers || Download paper | |
2023 | Safe haven for crude oil: Gold or currencies?. (2023). Dong, Minyi ; Yang, Shenggang ; Tian, Xinyi ; Ming, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001666. Full description at Econpapers || Download paper | |
2023 | The impact of the SVB collapse on global financial markets: Substantial but narrow. (2023). Yousaf, Imran ; Goodell, John W ; Riaz, Yasir. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003203. 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 | Managerial ability and stock price synchronicity. (2023). Hu, Pei ; Gan, Xiaojun. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004968. Full description at Econpapers || Download paper | |
2023 | Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384. Full description at Econpapers || Download paper | |
2023 | Inflation hedging effectiveness of farmland and timberland assets in the United States. (2023). Mei, Bin ; Baral, Srijana. In: Forest Policy and Economics. RePEc:eee:forpol:v:151:y:2023:i:c:s1389934123000643. Full description at Econpapers || Download paper | |
2023 | Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis. (2023). Kim, Won Joong ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:212-232. 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 | Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749. Full description at Econpapers || Download paper | |
2023 | Learning financial survival from disasters. (2023). Muradoglu, Gulnur ; Eshraghi, Arman ; Tosun, Onur Kemal. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300046x. Full description at Econpapers || Download paper | |
2023 | Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128. Full description at Econpapers || Download paper | |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper | |
2023 | Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x. 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 | Do 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. Full description at Econpapers || Download paper | |
2023 | Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043. Full description at Econpapers || Download paper | |
2023 | Forecasting long-term world annual natural gas production by machine learning. (2023). Murat, K M ; Ersoy, Melisa Z ; Hamurcuoglu, Irem K ; Sen, Doruk ; Gunay, Erdem M. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006675. Full description at Econpapers || Download paper | |
2023 | What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning. (2023). Chavriya, Shubham ; Parihar, Jaya Singh ; Rao, Amar ; Srivastava, Mrinalini ; Singh, Surendar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006924. 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 | Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak. (2023). Hunjra, Ahmed ; Tiwari, Aviral Kumar ; Younes, Ben Zaied ; Duppati, Geeta. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000259. Full description at Econpapers || Download paper | |
2023 | Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636. Full description at Econpapers || Download paper | |
2023 | The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Zhang, Hongwei ; Shi, Fengyuan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x. 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 | The role of stock markets in the US, Europe, and China on oil prices before and after the COVID-19 announcement. (2023). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000946. Full description at Econpapers || Download paper | |
2023 | Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model. (2023). GUPTA, RANGAN ; Karmakar, Sayar ; Rognone, Lavinia ; Cepni, Oguzhan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001460. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854. Full description at Econpapers || Download paper | |
2023 | Asymmetric 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. Full description at Econpapers || Download paper | |
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2023 | Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2022 | Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | Modeling energy demand: Some emerging issues In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 18 |
2019 | A sectoral analysis of asymmetric nexus between oil price and stock returns In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 19 |
2020 | Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 84 |
2021 | The behavior of exchange rate and stock returns in high and low interest rate environments In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2022 | Geopolitical risks and historical exchange rate volatility of the BRICS In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
2020 | Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | Islamic Stock indices and COVID-19 pandemic In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 16 |
2020 | The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2021 | Gold and US sectoral stocks during COVID-19 pandemic In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 14 |
2022 | Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2016 | MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition New Series. [Full Text][Citation analysis] | article | 1 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | ||
2022 | Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa In: JRFM. [Full Text][Citation analysis] | article | 2 |
2022 | Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM. [Full Text][Citation analysis] | article | 4 |
2023 | Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach In: JRFM. [Full Text][Citation analysis] | article | 0 |
2021 | A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability. [Full Text][Citation analysis] | article | 4 |
2023 | Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs) In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2019 | EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 7 |
2019 | EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 4 |
2020 | FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 1 |
2022 | A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2022 | CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2015 | FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA In: Journal of Economic Development. [Full Text][Citation analysis] | article | 13 |
2022 | Testing for unemployment persistence in Nigeria In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 0 |
2020 | Constructing a Global Fear Index for the COVID-19 Pandemic In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 33 |
2021 | Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2021 | How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2019 | How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Oil Price and Exchange Rate Behaviour of the BRICS In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 8 |
2022 | Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2022 | A Note on the COVID-19 Shock and Real GDP in Emerging Economies In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
2022 | Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 5 |
2020 | Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
2010 | Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa In: Pakistan Journal of Applied Economics. [Full Text][Citation analysis] | article | 10 |
2020 | Pandemics and cryptocurrencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2023 | An Index for Climate-Induced Migration Uncertainty In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2023 | A news-based economic policy uncertainty index for Nigeria In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data In: Working Papers. [Citation analysis] | paper | 5 |
2022 | A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2020 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2020 | A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 2 |
2022 | A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT.(2022) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers. [Citation analysis] | paper | 3 |
2020 | Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2020 | Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century In: Working Papers. [Citation analysis] | paper | 2 |
2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Stock Markets and Exchange Rate Behaviour of the BRICS In: Working Papers. [Citation analysis] | paper | 5 |
2021 | Stock markets and exchange rate behavior of the BRICS.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2021 | Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers. [Citation analysis] | paper | 2 |
2022 | Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2021 | Forecasting US Output Growth with Large Information Sets In: Working Papers. [Citation analysis] | paper | 0 |
2021 | El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers. [Citation analysis] | paper | 8 |
2021 | Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data In: Working Papers. [Citation analysis] | paper | 4 |
2023 | Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*.(2023) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2021 | Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Gold and the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 2 |
2021 | The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals In: Working Papers. [Citation analysis] | paper | 1 |
2021 | A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model In: Working Papers. [Citation analysis] | paper | 0 |
2021 | The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers. [Citation analysis] | paper | 5 |
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: 5 | article | |
2021 | The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers. [Citation analysis] | paper | 1 |
2022 | Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Policy uncertainty and stock market volatility revisited: The predictive role of signal quality.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2023 | Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Energy-Related Uncertainty and International Stock Market Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 0 |
2018 | The U.S. Shale Oil Revolution and the Behavior of Commodity Prices In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 4 |
2014 | Determinants of a Successful Regional Trade Agreement in West Africa In: Advances in African Economic, Social and Political Development. [Citation analysis] | chapter | 1 |
2021 | COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations In: Financial Innovation. [Full Text][Citation analysis] | article | 8 |
2023 | The predictive power of Bitcoin prices for the realized volatility of US stock sector returns In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2022 | Oil price uncertainty and real exchange rate in a global VAR framework: a note In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 3 |
2022 | Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
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 |
2023 | Youth unemployment in Nigeria: nature, causes and solutions In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2023 | COVID-19 pandemic and financial innovations In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2022 | Historical geopolitical risk and the behaviour of stock returns in advanced economies In: The European Journal of Finance. [Full Text][Citation analysis] | article | 8 |
2023 | A test for the contributions of urban and rural inflation to inflation persistence in Nigeria In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 0 |
2015 | Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business. [Full Text][Citation analysis] | article | 13 |
2016 | Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa In: Journal of African Business. [Full Text][Citation analysis] | article | 3 |
2021 | Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2022 | A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2022 | The behaviour of U.S. stocks to financial and health risks In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Stock returns and interest rate differential in high and low interest rate environments In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Can urban coffee consumption help predict US inflation? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2021 | Stock?induced Google trends and the predictability of sectoral stock returns In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2021 | Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2022 | Mixed?frequency forecasting of crude oil volatility based on the information content of global economic conditions In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2023 | Geopolitical risk and global financial cycle: Some forecasting experiments In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 1 |
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