OLAOLUWA SIMON YAYA : Citation Profile

Centre for Econometrics and Applied Research (94% share)

12

H index

14

i10 index

506

Citations

RESEARCH PRODUCTION:

59

Articles

58

Papers

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 33
   Journals where OLAOLUWA SIMON YAYA has often published
   Relations with other researchers
   Recent citing documents: 111.    Total self citations: 49 (8.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya480
   Updated: 2025-05-10    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Ogbonna, Ahamuefula (20)

Gil-Alana, Luis (17)

Adekoya, Oluwasegun (11)

Furuoka, Fumitaka (8)

coskun, yener (4)

Al-Faryan, Mamdouh Abdulaziz Sa (4)

JACOB, RAY (3)

Caporale, Guglielmo Maria (3)

Kiew Ling, Pui (2)

Mudida, Robert (2)

Islam, M. Nazmul (2)

Olubusoye, Olusanya (2)

abu, nurudeen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with OLAOLUWA SIMON YAYA.

Is cited by:

Gil-Alana, Luis (67)

GUPTA, RANGAN (31)

Caporale, Guglielmo Maria (21)

Ogbonna, Ahamuefula (18)

Salisu, Afees (16)

Wohar, Mark (14)

Mishra, Tapas (14)

Selmi, Refk (13)

DIEBOLT, Claude (12)

Chikhi, Mohamed (12)

solarin, sakiru (11)

Cites to:

Gil-Alana, Luis (155)

Ogbonna, Ahamuefula (48)

GUPTA, RANGAN (45)

Perron, Pierre (43)

Bollerslev, Tim (40)

Engle, Robert (36)

Diebold, Francis (34)

Caporale, Guglielmo Maria (34)

Nielsen, Morten (33)

Salisu, Afees (32)

Lee, Junsoo (32)

Main data

Where OLAOLUWA SIMON YAYA has published?

Journals with more than one article published# docs
Resources Policy9
International Journal of Finance & Economics5
Physica A: Statistical Mechanics and its Applications3
Statistics in Transition New Series3
Statistics in Transition New Series3
Energy Economics2
International Economics2
Applied Economics2
International Economics2
Energy2
Journal of Developing Areas2
Economic Change and Restructuring2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany49
Working Papers / University of Pretoria, Department of Economics3
CESifo Working Paper Series / CESifo2

Recent works citing OLAOLUWA SIMON YAYA (2025 and 2024)

YearTitle of citing document
2024Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

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2024Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches. (2024). Desheng, Wu Dash ; Ahmad, Touqeer ; Ur, Shafique ; Karamoozian, Amirhossein. In: Papers. RePEc:arx:papers:2407.15766.

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2025Long-range dependent mortality modeling with cointegration. (2025). Wong, Hoi Ying ; Wang, Ling ; Chiu, Mei Choi. In: Papers. RePEc:arx:papers:2503.09377.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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2024Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Romero-Rojo, Maria Fatima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11475.

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2024Remittances in Latin America: Trends and Persistence. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Quinatoa, Karen Roxana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11505.

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2025Persistence in Real GDP: Evidence from Europe and the US. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11764.

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2025Earthquakes and Stock Market Performance: Evidence from Japan. (2025). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria ; Muoz, Leyre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11822.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries. (2024). Vuba, Nonelelo ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-28.

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2024Reinvestigating the Oil Dependency of the GCC Countries€™ Stock Market: A Regime-Switching Cointegration Approach. (2024). Razaq, Yousef Abdul ; Ebadi, Esmaeil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-39.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Sakarya, Burhan ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2024Persistence of disaggregate energy RD&D expenditures in top-five economies: Evidence from artificial neural network approach. (2024). Avci, Salih Bortecine ; Datan, Muhammet ; Caglar, Abdullah Emre. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924005993.

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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Chang, Tsangyao ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Vo, Xuan Vinh ; Ghardallou, Wafa ; Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

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2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

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2024Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372.

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2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Spillover effects of energy transition metals in Chile. (2024). Agnese, Pablo ; Rios, Francisco. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002974.

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2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024The impact of oil shocks on green, clean, and socially responsible markets. (2024). Gabauer, David ; Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets. (2024). Huang, Zihuang ; Li, Zhicheng ; Liu, YU ; Dong, Feng. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004699.

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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Chen, Yufeng ; Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

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2024Risk spillover effects of new global energy listed companies from the time-frequency perspective. (2024). Xu, Jiahui ; Liu, Chao. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002731.

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2024A robust time-varying weight combined model for crude oil price forecasting. (2024). Xu, Yan ; Zhou, Suyu ; Jie, Qian ; Du, Pei ; Liu, Longlong ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011253.

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2024Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Patel, Ritesh ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Ibrahim, Masud Usman ; Hassan, Aminu ; Bala, Ahmed Jinjiri. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169.

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2024Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430.

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2024Analyzing the green bond index: A novel quantile-based high-dimensional approach. (2024). Ren, Xiaohang ; Jiang, Wenting ; Tao, Lizhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400591x.

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2024Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970.

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2024Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war. (2024). Ferreruela, Sandra ; Blasco, Natividad ; Casas, Luis. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003957.

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2024A study of the impact of cryptocurrency price volatility on the stock and gold markets. (2024). Wang, Shengyu ; Chen, Zhuming ; Zhang, Xiangyu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011437.

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2024CSR disclosure, political risk and market quality: Evidence from the Russia-Ukraine conflict. (2024). Clancey-Shang, Danjue ; Fu, Chengbo. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000103.

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2024Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets. (2024). Ali, Shoaib ; Al-Nassar, Nassar S ; Naveed, Muhammad. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000279.

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2024International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Economic sanctions sentiment and global stock markets. (2024). Yousaf, Imran ; Abakah, Emmanuel ; Li, Yanshuang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2024The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi ; Duong, Kiet Tuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:91-111.

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2024Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war. (2024). Biswas, Priti ; Jain, Prachi ; Maitra, Debasish. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000060.

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2024Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict. (2024). Xu, Yan ; Liu, Tianli ; Du, Pei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010309.

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2024Crude oil volatility spillover and stock market returns across the COVID-19 pandemic and post-pandemic periods: An empirical study of China, US, and India. (2024). Mao, Zhouheng ; Bibi, Sidra ; Wang, Hui. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010449.

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2024Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets. (2024). Chen, Yunfei ; Jiang, Wei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010875.

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2024Is there a relationship between economic growth and natural resource commodity price volatility? Evidence from China. (2024). Wang, Yong ; Zhao, Wenhao ; Zhang, RU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011029.

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2024Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984.

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2024Analyzing the Co-movement of FinTech market efficiency and oil Resource efficiency: An Input-Output study. (2024). Liu, Jiexian. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000357.

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2024Promoting sustainable economic growth through natural resources management, green innovations, environmental policy deployment, and financial development: Fresh evidence from India. (2024). Murshed, Muntasir ; Altuntas, Sumeyya ; Manigandan, Palanisamy ; Alam, Mohammad Mahtab ; Ozturk, Ilhan. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000485.

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2024How does green investment respond differently to decomposed oil shocks?. (2024). Ren, Xiaohang ; Duan, Kun ; Tan, Jinkui ; Taghizadeh-Hesary, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003647.

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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Enhancing ground source heat pump system design optimization: A stochastic model incorporating transient geological factors and decision variables. (2024). Zhao, Zilong ; Lin, Yu-Feng ; Xu, Yanwen ; Wang, Xinlei ; Lv, Guoquan. In: Renewable Energy. RePEc:eee:renene:v:225:y:2024:i:c:s0960148124003446.

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2024Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets. (2024). Mensi, Walid ; Kang, Sang Hoon ; Adekoya, Oluwasegun B ; Gubareva, Mariya. In: Renewable Energy. RePEc:eee:renene:v:231:y:2024:i:c:s0960148124010115.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications. (2024). Mensi, Walid ; Omidi, Vahid ; Roudari, Soheil ; Al-Yahyaee, Khamis Hamed ; Ahmadian-Yazdi, Farzaneh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004842.

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2024Modelling profitability of private equity: A fractional integration approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Puertolas, Francisco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002131.

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2024Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion. (2024). Arya, Vandana ; Sinha, Neena ; Abedin, Mohammad Zoynul ; Yadav, Miklesh Prasad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002726.

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2024Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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2024Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000527.

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2024Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Abdullah, Mohammad ; Wali, G M ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000667.

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2024Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

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2024Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets. (2024). Mishra, Tapas ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ko, Hee-Un. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000898.

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2024Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001223.

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2024High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models. (2024). Sami Ayad, Mina ; Hamza, Taher ; Mili, Mehdi ; ben Haj, Hayet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001776.

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2025Inclusive finance and sustainability: The dynamic spillover effects of uncertainties on access to credit. (2025). Lau, Chi Keung ; Gözgör, Giray ; Soliman, Alaa M ; Sun, Yunpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004215.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Shahzad, Umer ; Tiwari, Sunil ; Mahendru, Mandeep ; Cheng, Jiyang ; Khaled, Djebbouri. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2024Analyzing the interplay between eco-friendly and Islamic digital currencies and green investments. (2024). ben Zaied, Younes ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005134.

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2024Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold. (2024). Garzon, Natalia ; Molina-Muoz, Jesus ; Alzate-Ortega, Ana. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:378-:d:1317713.

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2024Russia–Ukraine Conflict, Commodities and Stock Market: A Quantile VAR Analysis. (2024). Pace, Roberta ; Leone, Maria ; Manelli, Alberto. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:1:p:29-:d:1317363.

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2024A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3487-:d:1516428.

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2024Hybrid DE-Optimized GPR and NARX/SVR Models for Forecasting Gold Spot Prices: A Case Study of the Global Commodities Market. (2024). Suarez, Sergio Luis ; Fernandez, Pedro Riesgo ; Garcia-Nieto, Paulino Jose ; Valverde, Gregorio Fidalgo ; Lasheras, Fernando Sanchez ; Garcia-Gonzalo, Esperanza. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:1039-:d:1367467.

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2024Liquefied Petroleum Gas Access and Consumption Expenditure: Measuring Energy Poverty through Wellbeing and Gender Equality in India. (2024). Paavola, Jouni ; Singh, Dhilanveer Teja. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:8:p:3413-:d:1378594.

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2024Digital Currencies and Macroeconomic Performance: A Global Perspective. (2024). Oloko, Tirimisiyu ; Ogbonna, Ahamuefula ; Adediran, Idris. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:2g:p:351-394.

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2024Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; de Dios, Jos Javier. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10510-3.

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2024Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09696-9.

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2024Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing. (2024). Lawal, Rodiat ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01214-8.

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2025A háborús szankciós bejelentések hatásai a nyersolajárfolyamokra. (2025). Kelemen, Hunor ; Kkny, Lszl. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2227.

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2024Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202434.

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2024Who in the World can Africa Catch-up to? Evidence from Income Convergence Analysis. (2024). Phiri, Andrew ; Matonana, Ntombiyesibini. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0977.

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2024Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks. (2024). Owusu Junior, Peterson ; Barson, Zynobia ; Ofori, Kwame Simpe ; Boakye, Kwabena G ; Appiagyei, George Oppong. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:3:p:306-335.

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2025Lawful Sequence of Events and Cryptocurrency Anomalies: An Empirical Investigation. (2025). Bhatia, Parul ; Jain, Lipika. In: FIIB Business Review. RePEc:sae:fbbsrw:v:14:y:2025:i:1:p:71-88.

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2024The Moderating Effect of Economic Policy Uncertainty on the Relationship Between Working Capital Management and Profitability: Evidence from UK Non-Financial Firms. (2024). Koroma, Saidu ; Bein, Murad. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241242552.

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2024Stabilność i wyniki finansowe banków w krajach Europy graniczących z konfliktem militarnym w Ukrainie. (2024). Boda, Micha ; Kara, Marta Anita. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2024:i:2:p:64-111.

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2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

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2024Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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2024A discussion on the robust vector autoregressive models: novel evidence from safe haven assets. (2024). Shi, Yanlin ; Chang, LE. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:3:d:10.1007_s10479-022-04919-6.

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2025Early warning system to predict energy prices: the role of artificial intelligence and machine learning. (2025). Alshater, Muneer M ; Kampouris, Ilias ; Marashdeh, Hazem ; Atayah, Osama F ; Banna, Hasanul. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04908-9.

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2025Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models. (2025). Louhichi, Wal ; Ftiti, Zied ; ben Ameur, Hachmi ; Awijen, Haithem. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05400-8.

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2024Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar. (2024). Gil-Alana, Luis ; Monge, Manuel ; Malmierca-Ordoqui, Maria. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02468-w.

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2025Revisiting the drivers of inflation in Sub-Saharan Africa after COVID-19. (2025). Ilori, Ayobami E ; Dery, Cosmas ; Nsafoah, Dennis. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02666-0.

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2024Dynamic spillovers between natural gas and BRICS stock markets during health and political crises. (2024). Jeribi, Ahmed ; Alnafisah, Hind ; Dammak, Wael ; Dhoha, Mellouli. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-023-00254-8.

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2024Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict. (2024). Abdelmalek, Wafa ; Benlagha, Noureddine. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00279-7.

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More than 100 citations found, this list is not complete...

Works by OLAOLUWA SIMON YAYA:

YearTitleTypeCited
2018Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria In: AGRIS on-line Papers in Economics and Informatics.
[Full Text][Citation analysis]		article4
2023Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic In: Asian Economics Letters.
[Full Text][Citation analysis]		article0
2021Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic.(2021) In: MPRA Paper.
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2024Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices In: Energy RESEARCH LETTERS.
[Full Text][Citation analysis]		article0
2022Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2024African stock markets’ connectedness: Quantile VAR approach In: Modern Finance.
[Full Text][Citation analysis]		article1
2021A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article25
2016Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series In: OPEC Energy Review.
[Full Text][Citation analysis]		article5
2024Testing for Persistence in German Green and Brown Stock Market Indices In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2022Modeling persistence and non-linearities in the US treasury 10-year bond yields.(2022) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework In: International Economics.
[Full Text][Citation analysis]		article1
2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework.(2019) In: International Economics.
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This paper has nother version. Agregated cites: 1		article
2020Investigating Asian regional income convergence using Fourier Unit Root test with Break In: International Economics.
[Full Text][Citation analysis]		article6
2020Investigating Asian regional income convergence using Fourier Unit Root test with Break.(2020) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2014The persistence and asymmetric volatility in the Nigerian stock bull and bear markets In: Economic Modelling.
[Full Text][Citation analysis]		article9
2014The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration In: Energy Economics.
[Full Text][Citation analysis]		article22
2014The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration.(2014) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2015Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time In: Energy Economics.
[Full Text][Citation analysis]		article5
2016Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy.
[Full Text][Citation analysis]		article29
2015Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2024Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach In: Energy.
[Full Text][Citation analysis]		article0
2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2014On the persistence and volatility in European, American and Asian stocks bull and bear markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article19
2013On the persistence and volatility in European, American and Asian stocks bull and bear markets.(2013) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2016Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis In: Resources Policy.
[Full Text][Citation analysis]		article54
2017Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach In: Resources Policy.
[Full Text][Citation analysis]		article15
2021Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach In: Resources Policy.
[Full Text][Citation analysis]		article3
2021Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
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2021How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses In: Resources Policy.
[Full Text][Citation analysis]		article6
2021How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses.(2021) In: MPRA Paper.
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2022Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga In: Resources Policy.
[Full Text][Citation analysis]		article85
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses In: Resources Policy.
[Full Text][Citation analysis]		article16
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses.(2022) In: MPRA Paper.
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2022Persistence and volatility spillovers of bitcoin price to gold and silver prices In: Resources Policy.
[Full Text][Citation analysis]		article12
2022Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 12		paper
2022Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses In: Resources Policy.
[Full Text][Citation analysis]		article5
2022Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses.(2022) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management In: Resources Policy.
[Full Text][Citation analysis]		article8
2022Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management.(2022) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014Global temperatures and sunspot numbers. Are they related? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2018Market efficiency of Baltic stock markets: A fractional integration approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2016Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2019How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article25
2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2020How do stocks in BRICS co-move with real estate stocks? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2022Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible? In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article1
2018ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article0
2017Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS.(2018) In: Statistics in Transition New Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2019CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article1
2019CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY.(2019) In: Statistics in Transition New Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2021Life expectancy in West African countries: Evidence of convergence and catching up with the north In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article0
2020Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Life expectancy in West African countries: Evidence of convergence and catching up with the north.(2021) In: Statistics in Transition New Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2017The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas.
[Full Text][Citation analysis]		article0
2019Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent In: Journal of Developing Areas.
[Full Text][Citation analysis]		article0
2021Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article2
2024Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article1
2020Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries In: International Advances in Economic Research.
[Full Text][Citation analysis]		article0
2018Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers.
[Full Text][Citation analysis]		paper0
2015Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data. In: NCID Working Papers.
[Full Text][Citation analysis]		paper10
2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2022Modelling cryptocurrency high–low prices using fractional cointegrating VAR.(2022) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 2		article
2020Household Expenditure In Africa: Evidence Of Mean Reversion In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2020Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries.(2021) In: MPRA Paper.
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2021Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function.(2021) In: Middle East Development Journal.
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2021Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2021An Information-Based Index of Uncertainty and the predictability of Energy Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2023Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2024Rural and Urban price inflation components in Nigeria: Persistence, Connectedness and Spillovers In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2024Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2024Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018How do Stocks in BRICS co-move with REITs? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2014GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2017Investigating Structural break-GARCH-based Unit root test in US exchange rates In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2018Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2017Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016Social Structure and Variation in the Family Formation Process: The Case of Age at First Marriage and Duration between First Marriage and First Birth in selected sub-Saharan African Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions In: MPRA Paper.
[Full Text][Citation analysis]		paper29
2021Testing fractional unit roots with non-linear smooth break approximations using Fourier functions.(2021) In: Journal of Applied Statistics.
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This paper has nother version. Agregated cites: 29		article
2018Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework In: MPRA Paper.
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2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2018Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2019Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration In: MPRA Paper.
[Full Text][Citation analysis]		paper14
2021Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration.(2021) In: International Journal of Finance & Economics.
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2019Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break In: MPRA Paper.
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2019Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test In: MPRA Paper.
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2019Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test.(2019) In: Quality & Quantity: International Journal of Methodology.
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2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper.
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