18
H index
34
i10 index
1421
Citations
University of Pretoria (1% share) | 18 H index 34 i10 index 1421 Citations RESEARCH PRODUCTION: 156 Articles 87 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Afees Adebare Salisu. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 47 |
Working Papers / Centre for Econometric and Allied Research, University of Ibadan | 36 |
MPRA Paper / University Library of Munich, Germany | 3 |
Year | Title of citing document | |
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2022 | Threshold 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. Full description at Econpapers || Download paper | |
2022 | Effects 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. Full description at Econpapers || Download paper | |
2022 | Volatility 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. Full description at Econpapers || Download paper | |
2023 | Financial Stability and Economic Growth in the Cemac Zone: A Panel Cointegration Approach. (2023). Mungong, Wilfred Kem ; Wabo, Vivien Narcisse. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2023:p:1-8. Full description at Econpapers || Download paper | |
2023 | Cash Crop Output and Foreign Currency Exchange Rate in Nigeria: A Vector Error Correction Model Analysis. (2023). Atarere, Lovy Omote-Ivie ; Eguasa, Eauty Ekiomado ; David, Umoru ; Dabor, Alexander Olawumi ; Eloho, Abusomwa Racheal ; Odu, Victor Chukwudeme. In: Journal of Agriculture and Crops. RePEc:arp:jacarp:2023:p:187-198. Full description at Econpapers || Download paper | |
2023 | Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587. Full description at Econpapers || Download paper | |
2023 | Modeling Oil shocks-Green Investments Nexus - A Global Evidence Based on Wavelet Coherence Technique. (2023). Alawode, Oluwadamilola ; Bisiriyu, Sodiq ; Badmus, Jamiu. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:79. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Revisiting 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. Full description at Econpapers || Download paper | |
2022 | Cryptocurrencies, 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Reactive 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. Full description at Econpapers || Download paper | |
2022 | Relationship 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. Full description at Econpapers || Download paper | |
2022 | Iraqi 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. Full description at Econpapers || Download paper | |
2023 | The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16. Full description at Econpapers || Download paper | |
2023 | Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25. Full description at Econpapers || Download paper | |
2023 | Strategic Decision-Making on Mining Sector Company Stock Prices and Economic Variable (State Space Model Application). (2023). Wisnu, Febryan Kusuma ; Azhar, Rialdi ; Dwi, Fajrin Satria ; Ahadiat, Ayi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-22. Full description at Econpapers || Download paper | |
2023 | The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63. Full description at Econpapers || Download paper | |
2022 | Did 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | COVID-19 policy actions and inflation targeting in South Asia. (2023). Pathirage, Kasun ; Aun, Syed. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001324. Full description at Econpapers || Download paper | |
2022 | Journal 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. Full description at Econpapers || Download paper | |
2022 | Changes 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. Full description at Econpapers || Download paper | |
2023 | Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072. Full description at Econpapers || Download paper | |
2022 | Empirical 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | COVID-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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Has 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. Full description at Econpapers || Download paper | |
2023 | Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain. (2023). Manta, Alina Georgiana ; Lobon, Oana-Ramona ; Umar, Muhammad ; Su, Chi-Wei ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:748-763. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2022 | Firm-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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2023 | Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157. Full description at Econpapers || Download paper | |
2023 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. Full description at Econpapers || Download paper | |
2022 | Network 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. Full description at Econpapers || Download paper | |
2022 | Time 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Connectedness 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. Full description at Econpapers || Download paper | |
2022 | Revisiting 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Understanding 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. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Fund 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. Full description at Econpapers || Download paper | |
2022 | Investor 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. Full description at Econpapers || Download paper | |
2023 | Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108. Full description at Econpapers || Download paper | |
2023 | Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2023 | How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Sensitivity 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. Full description at Econpapers || Download paper | |
2022 | Different 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Breaks, 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Chinas 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2022 | Impact 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. Full description at Econpapers || Download paper | |
2022 | Economic 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. Full description at Econpapers || Download paper | |
2022 | Boom-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. Full description at Econpapers || Download paper | |
2022 | Spillovers 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. Full description at Econpapers || Download paper | |
2022 | Tail 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Natural 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. Full description at Econpapers || Download paper | |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper | |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper | |
2023 | Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944. Full description at Econpapers || Download paper | |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper | |
2023 | A threshold effect of COVID-19 risk on oil price returns. (2023). Wang, YU ; Suo, Chenyi ; Li, Delong ; Sun, Yiguo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160. Full description at Econpapers || Download paper | |
2023 | Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251. Full description at Econpapers || Download paper | |
2023 | Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330. Full description at Econpapers || Download paper | |
2023 | Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x. Full description at Econpapers || Download paper | |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper | |
2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780. Full description at Econpapers || Download paper | |
2023 | Post-pandemic lessons for EU energy and climate policy after the Russian invasion of Ukraine: Introduction to a special issue on EU green recovery in the post-Covid-19 period. (2023). Nosko, Andrej ; Miik, Matu. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001313. Full description at Econpapers || Download paper | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
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2021 | Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic.(2021) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2023 | Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach.(2022) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Modeling energy demand: Some emerging issues In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 18 |
2019 | A sectoral analysis of asymmetric nexus between oil price and stock returns In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 19 |
2020 | Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 81 |
2021 | The behavior of exchange rate and stock returns in high and low interest rate environments In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2022 | Geopolitical risks and historical exchange rate volatility of the BRICS In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
2020 | Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2022 | Islamic Stock indices and COVID-19 pandemic In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 13 |
2020 | The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2021 | Gold and US sectoral stocks during COVID-19 pandemic In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 13 |
2022 | Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2016 | MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition New Series. [Full Text][Citation analysis] | article | 1 |
.() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | ||
2022 | Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa In: JRFM. [Full Text][Citation analysis] | article | 2 |
2022 | Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM. [Full Text][Citation analysis] | article | 4 |
2023 | Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach In: JRFM. [Full Text][Citation analysis] | article | 0 |
2021 | A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability. [Full Text][Citation analysis] | article | 4 |
2023 | Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs) In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2019 | EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 7 |
2019 | EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 4 |
2020 | FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 1 |
2022 | A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2022 | CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2015 | FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA In: Journal of Economic Development. [Full Text][Citation analysis] | article | 10 |
2022 | Testing for unemployment persistence in Nigeria In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 0 |
2020 | Constructing a Global Fear Index for the COVID-19 Pandemic In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 33 |
2021 | Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2021 | How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2019 | How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2021 | Oil Price and Exchange Rate Behaviour of the BRICS In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 7 |
2022 | Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2022 | A Note on the COVID-19 Shock and Real GDP in Emerging Economies In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2022 | Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
2020 | Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
2010 | Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa In: Pakistan Journal of Applied Economics. [Full Text][Citation analysis] | article | 10 |
2020 | Pandemics and cryptocurrencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data In: Working Papers. [Citation analysis] | paper | 5 |
2022 | A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2020 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2020 | A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 2 |
2022 | A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT.(2022) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2020 | Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers. [Citation analysis] | paper | 3 |
2020 | Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2020 | Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century In: Working Papers. [Citation analysis] | paper | 2 |
2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Stock Markets and Exchange Rate Behaviour of the BRICS In: Working Papers. [Citation analysis] | paper | 4 |
2021 | Stock markets and exchange rate behavior of the BRICS.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2021 | Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers. [Citation analysis] | paper | 2 |
2022 | Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2021 | Forecasting US Output Growth with Large Information Sets In: Working Papers. [Citation analysis] | paper | 0 |
2021 | El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers. [Citation analysis] | paper | 7 |
2021 | Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data In: Working Papers. [Citation analysis] | paper | 3 |
2023 | Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*.(2023) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2021 | Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Gold and the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 1 |
2021 | The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals In: Working Papers. [Citation analysis] | paper | 1 |
2021 | A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model In: Working Papers. [Citation analysis] | paper | 0 |
2021 | The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers. [Citation analysis] | paper | 5 |
2023 | The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach.(2023) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2021 | The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers. [Citation analysis] | paper | 1 |
2022 | Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2019 | Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 0 |
2018 | The U.S. Shale Oil Revolution and the Behavior of Commodity Prices In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 4 |
2014 | Determinants of a Successful Regional Trade Agreement in West Africa In: Advances in African Economic, Social and Political Development. [Citation analysis] | chapter | 1 |
2021 | COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations In: Financial Innovation. [Full Text][Citation analysis] | article | 8 |
2023 | The predictive power of Bitcoin prices for the realized volatility of US stock sector returns In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
2022 | Oil price uncertainty and real exchange rate in a global VAR framework: a note In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 3 |
2022 | Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2022 | The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2023 | Youth unemployment in Nigeria: nature, causes and solutions In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2023 | COVID-19 pandemic and financial innovations In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2022 | Historical geopolitical risk and the behaviour of stock returns in advanced economies In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
2023 | A test for the contributions of urban and rural inflation to inflation persistence in Nigeria In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 0 |
2015 | Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business. [Full Text][Citation analysis] | article | 13 |
2016 | Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa In: Journal of African Business. [Full Text][Citation analysis] | article | 3 |
2021 | Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2022 | A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2022 | The behaviour of U.S. stocks to financial and health risks In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Stock returns and interest rate differential in high and low interest rate environments In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Can urban coffee consumption help predict US inflation? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2021 | Stock?induced Google trends and the predictability of sectoral stock returns In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2021 | Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2022 | Mixed?frequency forecasting of crude oil volatility based on the information content of global economic conditions In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2023 | Geopolitical risk and global financial cycle: Some forecasting experiments In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
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