Afees Adebare Salisu : Citation Profile

Are you Afees Adebare Salisu?

University of Pretoria (1% share)
Centre for Econometrics and Applied Research (99% share)

18

H index

34

i10 index

1421

Citations

RESEARCH PRODUCTION:

156

Articles

87

Papers

2

Chapters

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 109
   Journals where Afees Adebare Salisu has often published
   Relations with other researchers
   Recent citing documents: 465.    Total self citations: 154 (9.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa997
   Updated: 2023-11-04    RAS profile: 2023-11-06    
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Relations with other researchers

Works with:

GUPTA, RANGAN (84)

Ogbonna, Ahamuefula (20)

Adediran, Idris (19)

Demirer, Riza (15)

Isah, Kazeem (13)

Pierdzioch, Christian (11)

Ndako, Umar (9)

Akanni, Lateef (9)

Raheem, Ibrahim (8)

Bouri, Elie (8)

Olaniran, Abeeb (7)

Oloko, Tirimisiyu (6)

tule, moses (5)

Vo, Xuan Vinh (5)

Ji, Qiang (4)

AYINDE, Taofeek (4)

Wohar, Mark (3)

Ebuh, Godday (3)

Adekunle, Wasiu (3)

Musa, Abdullahi (3)

van Eyden, Renee (2)

Aor, Raymond (2)

Usman, Nuruddeen (2)

Emmanuel, Zachariah (2)

Cuñado, Juncal (2)

Lasisi, Lukman (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Afees Adebare Salisu.

Is cited by:

GUPTA, RANGAN (79)

Ogbonna, Ahamuefula (51)

YAYA, OLAOLUWA (42)

Raheem, Ibrahim (29)

Balcilar, Mehmet (22)

Adekoya, Oluwasegun (21)

Oloko, Tirimisiyu (21)

Olubusoye, Olusanya (17)

Pierdzioch, Christian (15)

Caporale, Guglielmo Maria (15)

Tiwari, Aviral (15)

Cites to:

GUPTA, RANGAN (487)

Narayan, Paresh (445)

Westerlund, Joakim (161)

Sharma, Susan (157)

Isah, Kazeem (109)

Campbell, John (108)

Phan, Dinh (105)

Bannigidadmath, Deepa (104)

Pesaran, Mohammad (93)

Oloko, Tirimisiyu (92)

Kilian, Lutz (86)

Main data

Where Afees Adebare Salisu has published?

Journals with more than one article published# docs
Resources Policy18
Finance Research Letters9
Economic Modelling8
Emerging Markets Finance and Trade7
Journal of Forecasting7
International Review of Economics & Finance7
International Journal of Finance & Economics6
Energy Economics6
Economics Bulletin6
The North American Journal of Economics and Finance5
Bulletin of Monetary Economics and Banking5
Asian Economics Letters5
Quality & Quantity: International Journal of Methodology4
Global Finance Journal4
Borsa Istanbul Review3
Energy3
JRFM3
International Review of Financial Analysis3
The Quarterly Review of Economics and Finance3
Journal of African Business2
Applied Economics Letters2
Annals of Financial Economics (AFE)2
Research in International Business and Finance2
Economics and Business Letters2
International Journal of Energy Economics and Policy2
Energy RESEARCH LETTERS2
Financial Innovation2
Sustainability2
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics47
Working Papers / Centre for Econometric and Allied Research, University of Ibadan36
MPRA Paper / University Library of Munich, Germany3

Recent works citing Afees Adebare Salisu (2023 and 2022)

YearTitle of citing document
2022Threshold Effects of Oil Price and Oil Export on Trade Balance in Africa. (2022). Mustafa, Ghulam ; Chin, Lee ; Bala, Umar. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:14-27.

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2022Effects of Agricultural Commodity Prices on Agricultural Output in Nigeria. (2022). Toriola, Anu K. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:3:p:170-176.

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2022Volatility and asymmetric analysis of Indian indices during Covid-19 pandemic period. (2022). Shibu, N S ; Banu, Shameem S. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:215-222.

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2023Financial 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.

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2023Cash 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.

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2023Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587.

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2023Modeling 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.

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2022.

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2022Forecasting Unemployment in Russia Using Machine Learning Methods. (2022). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:73-87.

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2022Oil price dynamics and firms stock returns in the Nigeria stock market. (2022). Akachukwu, Stanley Uche. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:4:p:472-486.

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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2023Co?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.

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2023Forecasting 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.

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2023.

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2022Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives. (2022). Isah, Kazeem ; Adelakun, Ojo ; Musa, Danmecca ; Yakubu, Yusuf ; Udeaja, Elias A ; Mahomedy, Abdulkader C. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:329-348.

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2022Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis. (2022). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9624.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2022Reactive or Immune: Stock Market Behaviour During Subsequent Waves of the COVID-19 Pandemic. (2022). Daruwala, Zaheda. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-11.

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2022Relationship Between Geopolitical Risk In Major Oil Producing Countries and Oil Price. (2022). Thomas, Wai Kee ; Alpha, Tin Hei. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-14.

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2022Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-3.

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2023The 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.

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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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2023Strategic 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.

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2023The 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.

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2022Did COVID-19 tourism sector supports alleviate investor fear?. (2022). Oxley, Les ; Hu, Yang ; Hou, Yang ; Corbet, Shaen. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000858.

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2022The pricing of China stock index options based on monetary policy uncertainty. (2022). Wang, Haijie ; Chang, Chun-Ping ; Ma, Chao ; Niu, Jing. In: Journal of Asian Economics. RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000616.

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2023COVID-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.

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2022Journal of Behavioral and Experimental Finance: A bibliometric overview. (2022). Goyal, Nisha ; Rao, Sandeep ; Kumar, Satish. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000181.

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2022Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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2023Are 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.

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2022Empirical study and model simulation of global stock market dynamics during COVID-19. (2022). Li, Jiangcheng ; Jiang, Xiongfei ; Xiong, Long ; Zhang, Jiu ; Ma, Jiahao ; Zheng, BO ; Jin, Lifu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003484.

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2022Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139.

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2022Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344.

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2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). Lopez, Raquel ; Esparcia, Carlos ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60.

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2022The impact of COVID-19 induced panic on stock market returns: A two-year experience. (2022). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio ; Cervantes, Paula. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:1075-1097.

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2022A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203.

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2022Has COVID-19 intensified the oil price–exchange rate nexus?. (2022). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:280-298.

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2023Are 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.

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2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

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2022Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420.

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2022Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. (2022). Ye, Wuyi ; Jiang, Kunliang. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002838.

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2023Portfolio 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.

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2023Carbon 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.

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2022Network analysis on Bitcoin arbitrage opportunities. (2022). Šapkauskienė, Alfreda ; Bruzg, Rasa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001704.

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2022Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728.

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2022The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”. (2022). GENG, Xueqing ; Guo, Kun ; Wang, Yijing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001911.

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2022Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

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2022The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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2022The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857.

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2022Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973.

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2022Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic. (2022). Kang, Sang Hoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001188.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2022Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds. (2022). Ling, Boya ; Huang, Xinrui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001577.

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2022Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares. (2022). Oyewole, Oluwatomisin ; Adegboyega, Soliu ; Adekoya, Oluwasegun ; Fasanya, Ismail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001656.

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2023Spillover 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.

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2023The 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.

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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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2023Volatility 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.

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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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2022The banking instability and climate change: Evidence from China. (2022). Lu, Li Ping ; Zhang, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006253.

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2022Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Kang, Sanghoon ; McIver, Ron ; Vo, Xuan Vinh ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603.

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2022Different strokes for different folks: The case of oil shocks and emerging equity markets. (2022). Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000780.

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2022Oil shocks and BRIC markets: Evidence from extreme quantile approach. (2022). Karim, Sitara ; Senthilkumar, Arunachalam ; Pham, Linh ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001104.

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2022Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116.

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2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

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2022Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

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2022Does the source of oil price shocks matter for the systemic risk?. (2022). Yao, Ting ; Huang, Su-Su ; Liu, Meng-Tian ; Ouyang, Zi-Sheng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001347.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2022Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487.

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2022Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments. (2022). Kassouri, Yacouba. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001785.

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2022Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain. (2022). Chen, Jinyu ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002365.

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2022Tail risk, systemic risk and spillover risk of crude oil and precious metals. (2022). Benjasak, Chonlakan ; Kumpamool, Chamaiporn ; Chaudhry, Sajid M ; Ahmed, Rizwan. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002298.

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2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730.

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2022Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778.

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2022Oil beta uncertainty and global stock returns. (2022). Demirer, Riza ; Chen, Chun-Da. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x.

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2022How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

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2022Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies. (2022). Yan, Cheng ; Huang, Yuxuan ; Jin, Sisi ; Zhu, QI. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003474.

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2022Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Pienaar, Daniel ; Epni, Ouzhan. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723.

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2022Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach. (2022). Tang, Guoqiang ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003929.

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2022Oil price shocks and cost of capital: Does market liquidity play a role?. (2022). Demirer, Riza ; Prodromou, Tina. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004698.

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2022Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005138.

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2022Forecasting the real prices of crude oil: A robust weighted least squares approach. (2022). Hao, Xianfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345.

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2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

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2023Scrutinizing 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.

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2023Extreme 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.

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2023Higher-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.

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2023Forecasting 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.

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2023A 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.

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2023Oil 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.

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2023Uncovering 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.

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2023Economic 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.

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2023Impact 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.

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2023Structural 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.

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2023Effect 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.

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2023Post-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.

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2022Forecasting oil prices: New approaches. (2022). de Albuquerquemello, Vinicius Phillipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022167.

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Works by Afees Adebare Salisu:

YearTitleTypeCited
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2020Google trends and the predictability of precious metals In: Resources Policy.
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2020The inflation hedging properties of gold, stocks and real estate: A comparative analysis In: Resources Policy.
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2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks In: Resources Policy.
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2021Hedging oil price risk with gold during COVID-19 pandemic In: Resources Policy.
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2022Forecasting oil prices over 150 years: The role of tail risks In: Resources Policy.
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2021Forecasting Oil Price over 150 Years: The Role of Tail Risks.(2021) In: Working Papers.
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2022Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data In: Resources Policy.
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2020Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data.(2020) In: Working Papers.
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2022Oil-growth nexus in Nigeria: An ADL-MIDAS approach In: Resources Policy.
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2022The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model In: Resources Policy.
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2021The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model.(2021) In: Working Papers.
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2023Gold and tail risks In: Resources Policy.
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2023Transition risk, physical risk, and the realized volatility of oil and natural gas prices In: Resources Policy.
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2023Oil price and the Bitcoin market In: Resources Policy.
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2023Climate risk and gold In: Resources Policy.
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2023Oil tail risks and the realized variance of consumer prices in advanced economies In: Resources Policy.
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2022Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll In: The Quarterly Review of Economics and Finance.
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2021Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll.(2021) In: Working Papers.
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2023Firm-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.
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2021Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic.(2021) In: Working Papers.
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2023Testing 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.
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2022Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach.(2022) In: Working Papers.
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2016Modeling energy demand: Some emerging issues In: Renewable and Sustainable Energy Reviews.
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2019A sectoral analysis of asymmetric nexus between oil price and stock returns In: International Review of Economics & Finance.
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2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance.
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2020Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results In: International Review of Economics & Finance.
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2021The behavior of exchange rate and stock returns in high and low interest rate environments In: International Review of Economics & Finance.
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2021Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US In: International Review of Economics & Finance.
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2022Geopolitical risks and historical exchange rate volatility of the BRICS In: International Review of Economics & Finance.
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2020Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS.(2020) In: Working Papers.
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2022Islamic Stock indices and COVID-19 pandemic In: International Review of Economics & Finance.
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2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach In: Research in International Business and Finance.
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2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach.(2020) In: Working Papers.
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2021Gold and US sectoral stocks during COVID-19 pandemic In: Research in International Business and Finance.
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2022Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe In: Journal of Risk Finance.
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2016MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition New Series.
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2022Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa In: JRFM.
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2022Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM.
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2023Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach In: JRFM.
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2021A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability.
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2023Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs) In: Sustainability.
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2019EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES In: Bulletin of Monetary Economics and Banking.
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2019EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS In: Bulletin of Monetary Economics and Banking.
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2020FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS In: Bulletin of Monetary Economics and Banking.
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2022A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES In: Bulletin of Monetary Economics and Banking.
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2022CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE In: Bulletin of Monetary Economics and Banking.
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2015FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA In: Journal of Economic Development.
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2022Testing for unemployment persistence in Nigeria In: Economic Change and Restructuring.
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2020Constructing a Global Fear Index for the COVID-19 Pandemic In: Emerging Markets Finance and Trade.
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2021Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets In: Emerging Markets Finance and Trade.
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2021How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch In: Emerging Markets Finance and Trade.
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2019How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch.(2019) In: Working Papers.
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2021Oil Price and Exchange Rate Behaviour of the BRICS In: Emerging Markets Finance and Trade.
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2022Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices In: Emerging Markets Finance and Trade.
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2022A Note on the COVID-19 Shock and Real GDP in Emerging Economies In: Emerging Markets Finance and Trade.
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2022Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa In: Emerging Markets Finance and Trade.
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2020Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks In: Economics and Business Letters.
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2010Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa In: Pakistan Journal of Applied Economics.
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2020Pandemics and cryptocurrencies In: MPRA Paper.
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2020To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS In: MPRA Paper.
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2019A 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.
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2022A 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.
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2020Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom In: Working Papers.
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2021Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom.(2021) In: Applied Economics Letters.
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2020A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers.
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2022A 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).
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2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers.
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2020Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers.
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2020Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century In: Working Papers.
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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: Working Papers.
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2020Stock Markets and Exchange Rate Behaviour of the BRICS In: Working Papers.
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2021Stock markets and exchange rate behavior of the BRICS.(2021) In: Journal of Forecasting.
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2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers.
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2022Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting.
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2021Forecasting US Output Growth with Large Information Sets In: Working Papers.
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2021El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers.
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2021Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data In: Working Papers.
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2023Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*.(2023) In: The European Journal of Finance.
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2021Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks In: Working Papers.
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2021Gold and the Global Financial Cycle In: Working Papers.
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2021The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle In: Working Papers.
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2021Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals In: Working Papers.
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2021A 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.
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2021The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers.
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2023The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach.(2023) In: Applied Economics Letters.
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2021The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers.
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2022Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns In: Working Papers.
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2022Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality In: Working Papers.
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2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach In: Working Papers.
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2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers.
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2023Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach In: Working Papers.
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2023Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach In: Working Papers.
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2019Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach In: Review of Economic Analysis.
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2018The U.S. Shale Oil Revolution and the Behavior of Commodity Prices In: Econometric Research in Finance.
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2014Determinants of a Successful Regional Trade Agreement in West Africa In: Advances in African Economic, Social and Political Development.
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2021COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations In: Financial Innovation.
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2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns In: Financial Innovation.
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2022Oil price uncertainty and real exchange rate in a global VAR framework: a note In: Journal of Economics and Finance.
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2020Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators In: Journal of Quantitative Economics.
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2022Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics In: Quality & Quantity: International Journal of Methodology.
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2022The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades In: Quality & Quantity: International Journal of Methodology.
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2023Youth unemployment in Nigeria: nature, causes and solutions In: Quality & Quantity: International Journal of Methodology.
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2023COVID-19 pandemic and financial innovations In: Quality & Quantity: International Journal of Methodology.
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2022Historical geopolitical risk and the behaviour of stock returns in advanced economies In: The European Journal of Finance.
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2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria In: Macroeconomics and Finance in Emerging Market Economies.
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2015Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business.
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2016Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa In: Journal of African Business.
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2021Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices In: International Journal of Finance & Economics.
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2022A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements In: International Journal of Finance & Economics.
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2022The behaviour of U.S. stocks to financial and health risks In: International Journal of Finance & Economics.
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2023Stock returns and interest rate differential in high and low interest rate environments In: International Journal of Finance & Economics.
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2023Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold In: International Journal of Finance & Economics.
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2019Can urban coffee consumption help predict US inflation? In: Journal of Forecasting.
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2021Stock?induced Google trends and the predictability of sectoral stock returns In: Journal of Forecasting.
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2021Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting.
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2022Mixed?frequency forecasting of crude oil volatility based on the information content of global economic conditions In: Journal of Forecasting.
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2023Geopolitical risk and global financial cycle: Some forecasting experiments In: Journal of Forecasting.
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2021THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS In: Annals of Financial Economics (AFE).
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