Peterson Owusu Junior : Citation Profile


Are you Peterson Owusu Junior?

University of Cape Coast

6

H index

2

i10 index

115

Citations

RESEARCH PRODUCTION:

44

Articles

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 16
   Journals where Peterson Owusu Junior has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 8 (6.5 %)

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   Permalink: http://citec.repec.org/pow25
   Updated: 2024-04-18    RAS profile: 2024-02-17    
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Relations with other researchers


Works with:

ALAGIDEDE, IMHOTEP (3)

Tiwari, Aviral (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peterson Owusu Junior.

Is cited by:

Gherghina, Ştefan (4)

Tiwari, Aviral (2)

Vo, Xuan Vinh (2)

Uddin, Gazi (2)

Yousaf, Imran (2)

Elsayed, Ahmed (2)

Abakah, Emmanuel (2)

Adeabah, David (2)

Będowska-Sójka, Barbara (1)

Kliber, Agata (1)

Suleymanov, Elchin (1)

Cites to:

GUPTA, RANGAN (33)

Tiwari, Aviral (25)

ALAGIDEDE, IMHOTEP (17)

Bouri, Elie (15)

Balcilar, Mehmet (14)

Roubaud, David (13)

Vo, Xuan Vinh (11)

Antonakakis, Nikolaos (11)

Degiannakis, Stavros (11)

Nguyen, Duc Khuong (11)

Baur, Dirk (10)

Main data


Where Peterson Owusu Junior has published?


Journals with more than one article published# docs
Cogent Economics & Finance10
Complexity5
Resources Policy5
Mathematical Problems in Engineering3
Research in International Business and Finance3
Annals of Financial Economics (AFE)2
Journal of African Business2
Discrete Dynamics in Nature and Society2

Recent works citing Peterson Owusu Junior (2024 and 2023)


YearTitle of citing document
2023Estimation of VaR with jump process: application in corn and soybean markets. (2023). Sengupta, Indranil ; Lin, Minglian ; Wilson, William. In: Papers. RePEc:arx:papers:2311.00832.

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2023.

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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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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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2023Do 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.

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2023Improving spatial resolution in soil and drainage data to combine natural and anthropogenic water functions at catchment scale in agricultural landscapes. (2023). Barron, Jennie ; Malmquist, Louise. In: Agricultural Water Management. RePEc:eee:agiwat:v:283:y:2023:i:c:s0378377423001695.

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2023A novel adaptive multi-scale Rényi transfer entropy based on kernel density estimation. (2023). Zhou, Xinye ; Ma, Tao ; Huang, Wei ; Wu, Tao ; Cao, Jinde ; Zhang, Jinren. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:175:y:2023:i:p1:s0960077923008731.

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2023Disentangled 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.

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2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

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2023Effects 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.

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2023How 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.

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2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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2023Asymmetric effects of market uncertainties on agricultural commodities. (2023). Gubareva, Mariya ; Bossman, Ahmed ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005789.

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2023Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212.

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2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

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2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. (2023). Vo, Xuan Vinh ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657.

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2023Time–frequency dependence and connectedness between financial technology and green assets. (2023). Urom, Christian. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:139-157.

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2023Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525.

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2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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2023Investigating the nexus between green economy, sustainability, bitcoin and oil prices: Contextual evidence from the United States. (2023). Shahbaz, Muhammad ; Chopra, Ritika ; Singh, Sanjeet ; Sharma, Gagan Deep ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006110.

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2023Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006420.

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2023The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach. (2023). Vasa, Laszlo ; Roy, Jewel Kumar ; Kolte, Ashutosh. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006596.

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2023EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions. (2023). Gubareva, Mariya ; Bossman, Ahmed ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002234.

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2023Investigating price fluctuations in copper futures: Based on EEMD and Markov-switching VAR model. (2023). Zhou, NA ; Su, Hui ; Wang, Yuli ; Bi, Zhiwei ; Wu, Qiaosheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300226x.

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2023Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development. (2023). Suleymanov, Elchin ; Hasanov, Fakhri J ; Taskin, Dilvin ; Aliyev, Ruslan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002313.

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2023Quantile connectedness between oil price shocks and exchange rates. (2023). Bossman, Ahmed ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003690.

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2023The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

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2023Volatility spillovers and frequency dependence between oil price shocks and green stock markets. (2023). Mensi, Walid ; Alomari, Mohammed ; Rodina, Victoria ; Teplova, Tamara ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005718.

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2023Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173.

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2023Nonlinearity in forecasting energy commodity prices: Evidence from a focused time-delayed neural network. (2023). Abedin, Mohammad Zoynul ; Fisher, Ben ; Hajek, Petr ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002495.

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2023.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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2023Higher moment connectedness of cryptocurrencies: a time-frequency approach. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09627-w.

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Works by Peterson Owusu Junior:


YearTitleTypeCited
2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions In: Advances in Decision Sciences.
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article1
2022Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach In: International Journal of Energy Economics and Policy.
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article0
2020Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India In: Resources Policy.
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article7
2021Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic In: Resources Policy.
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article7
2022GAS and GARCH based value-at-risk modeling of precious metals In: Resources Policy.
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article5
2022Time-varying risk analysis for commodity futures In: Resources Policy.
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article1
2024Dynamic interdependence structure of industrial metals and the African stock market In: Resources Policy.
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article0
2020Risks in emerging markets equities: Time-varying versus spatial risk analysis In: Physica A: Statistical Mechanics and its Applications.
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article0
2022A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty In: Research in Economics.
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article3
2020Are there asymmetric linkages between African stocks and exchange rates? In: Research in International Business and Finance.
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article2
2020Modelling the asymmetric linkages between spot gold prices and African stocks In: Research in International Business and Finance.
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article7
2021Crude oil shocks and African stock markets In: Research in International Business and Finance.
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article14
2022Interdependence of economic policy uncertainty and business cycles in selected emerging market economies In: Journal of Financial Economic Policy.
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article0
2023Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic In: Journal of Risk Finance.
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article0
2022Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy In: Complexity.
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article3
2021Information Flow between Global Equities and Cryptocurrencies: A VMD-Based Entropy Evaluating Shocks from COVID-19 Pandemic In: Complexity.
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article4
2022Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic In: Complexity.
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article3
2022Connectedness between Gold and Cryptocurrencies in COVID-19 Pandemic: A Frequency-Dependent Asymmetric and Causality Analysis In: Complexity.
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article2
2022A CEEMDAN-Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS In: Complexity.
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article0
2022Dynamic Connectedness, Spillovers, and Delayed Contagion between Islamic and Conventional Bond Markets: Time- and Frequency-Domain Approach in COVID-19 Era In: Discrete Dynamics in Nature and Society.
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article4
2022Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis In: Discrete Dynamics in Nature and Society.
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article6
2022Quantifying Information Flows among Developed and Emerging Equity Markets In: Mathematical Problems in Engineering.
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article0
2021COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach In: Mathematical Problems in Engineering.
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article5
2022A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC In: Mathematical Problems in Engineering.
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article2
2023Asymmetric stock-bond interrelationships in Islamic markets: EEMD-based frequency-dependent and causality analyses In: Global Business and Economics Review.
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article0
2020Shape-shift contagion in emerging markets equities: evidence from frequency- and time-domain analysis In: Economics and Business Letters.
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article0
2023Time-frequency connectedness between energy commodities and the influence of uncertainty measures In: International Journal of Management and Sustainability.
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article0
2021Financial sector and economic growth amid external uncertainty shocks: Insights into emerging economies In: PLOS ONE.
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article2
2018Behaviour of Johannesburg Stock Exchange All Share Index Returns - An Asymmetric GARCH and News Impact Effects Approach In: SPOUDAI Journal of Economics and Business.
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article0
2018Co-movement of stock exchange indices and exchange rates in Ghana: A wavelet coherence analysis In: Cogent Business & Management.
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article6
2022Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets In: Cogent Economics & Finance.
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article11
2022On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns In: Cogent Economics & Finance.
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article0
2022Safe haven, hedge and diversification for African stocks: cryptocurrencies versus gold in time-frequency perspective In: Cogent Economics & Finance.
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article1
2023Nexus between commodities and banking sector financial soundness: The role of general macroeconomic setting in Ghana In: Cogent Economics & Finance.
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article1
2023Asymmetric relationships among financial sector development, corruption, foreign direct investment, and economic growth in sub-Saharan Africa In: Cogent Economics & Finance.
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article0
2023Time-varying connectedness and contagion between commodity prices and exchange rate in Sub-Saharan Africa In: Cogent Economics & Finance.
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article0
2023Nexus between cryptocurrencies and global uncertainty: A quantile regression approach In: Cogent Economics & Finance.
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article0
2017Co-movement of real exchange rates in the West African Monetary Zone In: Cogent Economics & Finance.
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article3
2019On the global integration of REITs market returns: A multiresolution analysis In: Cogent Economics & Finance.
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article1
2020Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions In: Cogent Economics & Finance.
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article5
2019Interdependence of Major Exchange Rates in Ghana: A Wavelet Coherence Analysis In: Journal of African Business.
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article8
2022On Exchange Rate Predictability and Adaptive Market Hypothesis in South Africa In: Journal of African Business.
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article0
2022ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA In: Annals of Financial Economics (AFE).
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article1
2023Nonlinear Causal Relationship Between Economic Policy Uncertainty and Macroeconomic Variables in Selected Emerging Market Economies In: Annals of Financial Economics (AFE).
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article0

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