Clement Kweku Kyei : Citation Profile

Are you Clement Kweku Kyei?

Trinity College Dublin (30% share)
Economic and Social Research Institute (ESRI) (70% share)

9

H index

9

i10 index

327

Citations

RESEARCH PRODUCTION:

15

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 27
   Journals where Clement Kweku Kyei has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 8 (2.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pky35
   Updated: 2024-11-04    RAS profile: 2024-07-26    
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Relations with other researchers

Works with:

GUPTA, RANGAN (11)

Bouri, Elie (4)

Balcilar, Mehmet (3)

Shahzad, Syed Jawad Hussain (2)

Demirer, Riza (2)

Clance, Matthew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Clement Kweku Kyei.

Is cited by:

GUPTA, RANGAN (92)

Wohar, Mark (28)

Balcilar, Mehmet (23)

Pierdzioch, Christian (14)

Demirer, Riza (12)

Cepni, Oguzhan (9)

Plakandaras, Vasilios (8)

Ratti, Ronald (8)

Bouri, Elie (7)

Rault, Christophe (6)

Shahbaz, Muhammad (6)

Cites to:

GUPTA, RANGAN (86)

Balcilar, Mehmet (29)

Wohar, Mark (19)

bloom, nicholas (18)

Davis, Steven (16)

Baker, Scott (14)

mumtaz, haroon (12)

Nguyen, Duc Khuong (12)

Ratti, Ronald (9)

Chang, Tsangyao (9)

Bekiros, Stelios (9)

Main data

Where Clement Kweku Kyei has published?

Journals with more than one article published# docs
Applied Economics2
Journal of Developing Areas2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics17

Recent works citing Clement Kweku Kyei (2024 and 2023)

YearTitle of citing document
2024Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2023Assessing 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.

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2024Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Li, Mingchen ; Cheng, Zishu ; Yang, Kun ; Wei, Yunjie ; Wang, Shouyang. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014666.

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2023Numerical approximation and fast implementation to a generalized distributed-order time-fractional option pricing model. (2023). Zheng, Xiangcheng ; Jia, Jinhong ; Zhang, Meihui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002540.

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2023The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets. (2023). Bazan-Palomino, Walter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1080-1095.

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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2023Forecasting 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.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Cooray, Arusha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003083.

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2023Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356.

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2023Euro area uncertainty and Euro exchange rate volatility: Exploring the role of transnational economic policy. (2023). Pastorek, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007237.

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2024Financial shocks, investor sentiment, and heterogeneous firms’ output volatility: Evidence from credit asset securitization markets. (2024). Yang, Jianfei ; Li, Jia. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012321.

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2023Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2023How 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.

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2023Frequency interdependence and portfolio management between gold, oil and sustainability stock markets. (2023). Mensi, Walid ; Ziadat, Salem Adel ; Nekhili, Ramzi. In: International Economics. RePEc:eee:inteco:v:176:y:2023:i:c:s2110701723000732.

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2023Global financial stress index and long-term volatility forecast for international stock markets. (2023). Huynh, Luu Duc Toan ; Luo, Qin ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000938.

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2023Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies. (2023). Demirer, Riza ; Ferrer, Roman ; Bathia, Deven ; Raheem, Ibrahim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001493.

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2023Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility?New evidence. (2021). Yang, MO ; Wei, YU ; Tuo, Siwei ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309739.

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2023Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach. (2023). Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007206.

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

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2023Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model. (2023). Tarchella, Salma ; Kaabia, Olfa ; Dhaoui, Abderrazak ; Abid, Ilyes. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006360.

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2023Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza ; van Eyden, Renee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:295-302.

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2024The impact of economic uncertainty on carbon emission: Evidence from China. (2024). Zhu, Yanjin ; Ma, Dan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123010882.

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2023Investor sentiment and the Chinese new energy stock market: A risk–return perspective. (2023). Guo, Kun ; Sun, Xiaolei ; Liu, Chang ; Shen, Yiran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:395-408.

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2023The role of categorical EPU indices in predicting stock-market returns. (2023). Li, Tao ; Qiu, Xuemei ; Ma, Feng ; Chen, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:365-378.

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2023The predictability of skewness risk premium on stock returns: Evidence from Chinese market. (2023). Wang, Linyu ; Ni, Zhongxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:576-594.

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2023Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100.

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2024Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x.

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2023.

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2023Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Huang, KE ; Shahbaz, Muhammad ; Zhu, Huiming ; Hau, Liya. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316.

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2023Economic policy uncertainty and exchange market pressure in Nigeria: a quantile regression analysis. (2023). Adeyemi, Francis Olayinka ; Adedokun, Adeniyi Jimmy ; Falayi, Olabusuyi Rufus ; Kumeka, Terver Theophilus. In: International Journal of Sustainable Economy. RePEc:ids:ijsuse:v:15:y:2023:i:2:p:135-166.

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2023Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States. (2023). Moodley, Damien ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202335.

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2024Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202418.

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2023A Time-Varying Analysis between Financial Development and Carbon Emissions: Evidence from the MINT countries. (2023). Rjoub, Husam ; Haouas, Ilham ; Akadiri, Seyi Saint ; Adebayo, Tomiwa Sunday. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1207-1227.

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2023How does home and host-country policy uncertainty affect outward FDI? Firm-level evidence from China. (2023). Shao, Changqi ; Wu, Wei-Long. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:40:y:2023:i:2:d:10.1007_s40888-023-00298-8.

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2023Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models. (2023). Bekun, Festus Victor ; Yildirim, Hakan. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00255-8.

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2023Who drives the dance? Further insights from a time?frequency wavelet analysis of the interrelationship between stock markets and uncertainty. (2021). Ben Amar, Amine ; Carlotti, Jeanetienne. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1623-1636.

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2024Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism?listed company stock. (2022). Mo, Bin ; Wu, Yiqi ; Tian, Gengyu ; Jiang, Yonghong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:320-333.

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2023Long?run co?variability between oil prices and economic policy uncertainty. (2023). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Belaid, Fateh ; Sharif, Arshian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1308-1326.

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2023Uncertainties and green bond markets: Evidence from tail dependence. (2023). Lin, Boqiang ; Su, Tong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4458-4475.

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Works by Clement Kweku Kyei:

YearTitleTypeCited
2018The economy-wide implications of a tax policy to reduce water pollution: a case of the Olifants river basin, South Africa In: 2018 Annual Conference, September 25-27, Cape Town, South Africa.
[Full Text][Citation analysis]		paper0
2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article22
2016On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article48
2015On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2021Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2020Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2021Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article6
2020Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article36
2024Sustainable Development Goal 8: Decent work and economic growth In: Chapters.
[Full Text][Citation analysis]		chapter0
2016The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach In: Journal of Developing Areas.
[Full Text][Citation analysis]		article6
2016The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach.(2016) In: Journal of Developing Areas.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2016Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test In: Open Economies Review.
[Full Text][Citation analysis]		article96
2015Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 96		paper
2020Predicting firm-level volatility in the United States: the role of monetary policy uncertainty In: Economics and Business Letters.
[Full Text][Citation analysis]		article2
2020Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach In: Working Papers.
[Citation analysis]		paper9
2015Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests In: Working Papers.
[Citation analysis]		paper1
2015A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers.
[Citation analysis]		paper16
2016A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2015South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers.
[Citation analysis]		paper10
2015Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]		paper2
2015Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test In: Working Papers.
[Citation analysis]		paper15
2016Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test.(2016) In: Applied Economics.
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This paper has nother version. Agregated cites: 15		article
2015The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quant In: Working Papers.
[Citation analysis]		paper5
2016Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach In: Working Papers.
[Citation analysis]		paper17
2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach In: Working Papers.
[Citation analysis]		paper18
2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers.
[Citation analysis]		paper0
2020High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment In: Working Papers.
[Citation analysis]		paper7
2021High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment.(2021) In: Journal of Behavioral Finance.
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2020High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper0
2012The effects of climatic variables and crop area on maize yield and variability in Ghana In: Russian Journal of Agricultural and Socio-Economic Sciences.
[Full Text][Citation analysis]		article3
2021Distributional impacts of taxing water pollution in the Olifants river basin of South Africa In: Development Southern Africa.
[Full Text][Citation analysis]		article0
2021Welfare impacts of introducing water pollution tax in the Olifants river basin in South Africa: A revisited analysis using a top-down micro-accounting approach In: Agrekon.
[Full Text][Citation analysis]		article0

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