Ahamuefula Ephraim Ogbonna : Citation Profile

Centre for Econometrics and Applied Research

12

H index

12

i10 index

318

Citations

RESEARCH PRODUCTION:

38

Articles

38

Papers

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 39
   Journals where Ahamuefula Ephraim Ogbonna has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 37 (10.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pog56
   Updated: 2025-12-20    RAS profile: 2025-05-13    
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Relations with other researchers

Works with:

Salisu, Afees (27)

YAYA, OLAOLUWA (20)

GUPTA, RANGAN (17)

Oloko, Tirimisiyu (6)

Adediran, Idris (6)

Olubusoye, Olusanya (4)

Gil-Alana, Luis (4)

Isah, Kazeem (3)

Adedeji, Abdulfatai (2)

Mudida, Robert (2)

Olaniran, Abeeb (2)

Furuoka, Fumitaka (2)

Wohar, Mark (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ahamuefula Ephraim Ogbonna.

Is cited by:

GUPTA, RANGAN (48)

Salisu, Afees (47)

Gil-Alana, Luis (36)

YAYA, OLAOLUWA (17)

Demirer, Riza (13)

Caporale, Guglielmo Maria (11)

Pierdzioch, Christian (10)

Cepni, Oguzhan (8)

Bouri, Elie (7)

Adediran, Idris (6)

Plakandaras, Vasilios (5)

Cites to:

GUPTA, RANGAN (132)

Salisu, Afees (131)

Narayan, Paresh (96)

Gil-Alana, Luis (72)

YAYA, OLAOLUWA (64)

Westerlund, Joakim (38)

Sharma, Susan (33)

Engle, Robert (31)

Phan, Dinh (27)

Oloko, Tirimisiyu (26)

Isah, Kazeem (25)

Main data

Where Ahamuefula Ephraim Ogbonna has published?

Journals with more than one article published# docs
Resources Policy6
International Journal of Finance & Economics5
Journal of Forecasting4
Asian Economics Letters2
Energy2
Statistics in Transition New Series2
Quality & Quantity: International Journal of Methodology2
Statistics in Transition New Series2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany21
Working Papers / University of Pretoria, Department of Economics12
Working Papers / Centre for Econometric and Allied Research, University of Ibadan5

Recent works citing Ahamuefula Ephraim Ogbonna (2025 and 2024)

YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2024Forecasting gold price and inflation for India and US: An analysis of ARIMA and Holt Winters models. (2024). Kumar, Vijay ; Khetan, Mukti ; Shaikh, Mohd Aziz ; Arshad, Mohd ; Pradhan, Kalandi Charan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:255-268.

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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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2025Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks. (2025). Firouzjaee, Javad T ; Golestani, Amirhossein N ; Khalilian, Pouriya ; Eslamifar, Mohammad. In: Papers. RePEc:arx:papers:2507.09554.

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2024Testing for Persistence in German Green and Brown Stock Market Indices. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Solarin, Sakiru A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11207.

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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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2025Persistence and Nonlinearities in the US Federal Funds Rate. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11913.

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2025Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Riso, Luigi ; Zoia, Maria Grazia ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043.

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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 Oil Price Shocks and the Monetary Stability in Saudi Arabia. (2024). Alzyadat, Jumah Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-4.

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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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2025Is central bank resilience vulnerable to climate risks? The role of exchange rate stability and green policies. (2025). Yahya, Farzan ; Lee, Chien-Chiang ; Chen, Pei-Fen. In: Journal of Asian Economics. RePEc:eee:asieco:v:99:y:2025:i:c:s1049007825000880.

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2025Towards energy security: Could renewable energy endure uncertainties in the energy market?. (2025). Li, Kun ; Dou, Junyi ; Albu, Lucian Liviu ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:461-474.

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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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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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2024A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141.

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2024Financial stability policy and downside risk in stock returns. (2024). Yang, Jianlei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001219.

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2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025The temporal variability in the returns of socially responsible funds to structural oil shocks. (2025). Vo, Xuan Vinh ; Ur, Mobeen ; Nautiyal, Neeraj ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000063.

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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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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2024Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951.

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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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2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Managing inflation expectations and the efficiency of monetary policy responses to energy crises. (2024). Shahzad, Umer ; Sharma, Gagan Deep ; Orsi, Bianca. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001828.

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2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

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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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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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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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2024Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty. (2024). Hsu, Yuan-Teng ; Vigne, Samuel A ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005553.

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2024Time-varying effects of structural oil price shocks on financial market uncertainty. (2024). Geng, Jiang-Bo ; Yang, Junqi ; Liang, Ziwei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006182.

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2024Energy firms in China towards resilience: A dynamic quantile connectedness approach. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Karadimitropoulou, Aikaterini ; Karkalakos, Sotiris ; Koulmas, Pavlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006297.

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2025Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector. (2025). di Tommaso, Caterina ; Pacelli, Vincenzo ; Povia, Maria Melania ; Foglia, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007916.

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2025Geopolitical risk, energy market volatility, and corporate energy dependence: The role of green Total factor productivity and decentralized top management team network. (2025). Tian, Zhihong ; Li, Songsong ; Gao, Daquan. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500369x.

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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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2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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2025Geopolitical risk, climate risk and financial innovation in the energy market. (2025). Salisu, Afees ; Olaniran, Abeeb ; Vo, Xuan Vinh. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544225000076.

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2025A new frontier in understanding the dynamics of environmental sustainability in the context of finance and low carbon energy investment: Evidence from artificial intelligence and Fourier approach. (2025). Uche, Emmanuel ; Ahmed, Zahoor ; Erdas, Mehmet Levent ; Caglar, Abdullah Emre. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544225000611.

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2025Climate change and Chinas food security. (2025). Lin, Boqiang ; Wang, You. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004943.

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2025Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308.

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2025The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

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2025Preserving energy security: Can renewable energy withstand the energy-related uncertainty risk?. (2025). Wu, Ying ; Su, Chi-Wei ; Qin, Meng. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009910.

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2025Modelling and classification of barriers in the construction of smart villages in developing countries. (2025). Amjad, Mohammad Hamza ; Tariq, Minahill ; Ali, Yousaf. In: Evaluation and Program Planning. RePEc:eee:epplan:v:111:y:2025:i:c:s0149718925000321.

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2025Asymmetric impacts of energy market-related uncertainty on clean energy stock volatility: The role of extreme shocks. (2025). Chen, Gengxuan ; Li, Sitong ; Yi, Siyu ; Liu, Yanchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002935.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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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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2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

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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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2025Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks. (2025). Zeng, Hongjun ; Abedin, Mohammad Zoynul ; Ma, Shenglin ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s105752192400797x.

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2024Geopolitical risk exposure and stock returns: Evidence from China. (2024). Zhang, Yaojie ; Ren, Xinrui ; Jin, Meichen. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005099.

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2024Can municipal bonds hedge US state-level climate risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009450.

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2025Disentangling geopolitical risks: A quantile approach to geopolitical risk indices’ impacts on stock markets. (2025). Bulut, Emre ; Marangoz, Cumali ; Gerekan, Bekir ; Yilmaz, Erdal. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003769.

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2025Geopolitical risk and real estate stock crash. (2025). Abdullah, Mohammad ; Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Akinsomi, Omokolade. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325005963.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2025Balancing the books: The role of energy-related uncertainty in corporate leverage. (2025). Yang, Lukai ; Huang, Xinhui. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000043.

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2025Measuring the contemporal and lead connectedness level between investor sentiment and exchange rate dynamics in Vietnam: Novel findings from TVP-VAR-SV technique. (2025). Ha, Le Thanh. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701725000010.

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2025Exploring the impact of economic, climate, and energy policy uncertainty on the Environmental Kuznets Curve: International evidence. (2025). Barra, Cristian ; Falcone, Pasquale Marcello ; Giganti, Patrizio. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000150.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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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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2024Evaluating the impact of multiple uncertainty shocks on Chinas airline stocks volatility: A novel joint quantile perspective. (2024). Su, Chi Wei ; Li, Xin. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:121:y:2024:i:c:s0969699724001534.

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2025Impact of supply chain pressure on traditional energy and metal markets: A Wavelet-based Quantile-on-Quantile perspective. (2025). Gözgör, Giray ; Elsayed, Ahmed ; Khalfaoui, Rabeh ; Gozgor, Giray ; Tarchella, Salma. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000169.

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2024Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL. (2024). Gil-Alana, Luis ; Agbi-Kaiser, Henry Ofoe ; Gyamerah, Samuel Asante. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000288.

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2025Exploring global financial interdependencies among ASEAN-5, major developed and developing markets. (2025). Kumar, Pankaj ; Yadav, Mahender ; Saini, Mohit ; Dhingra, Barkha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000471.

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2025Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities. (2025). YAYA, OLAOLUWA ; Khan, Naveed ; Vo, Xuan Vinh ; Zada, Hassan. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000698.

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2024Connectedness analysis of oil price shocks, inflation, and exchange rate for the MENA region countries. (2024). Bigerna, Simona. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010553.

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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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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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2024Geopolitical risk and foreign subsidiary performance of emerging market multinationals. (2024). Tong, Yan ; Li, Xin ; Zhao, Wenyi ; Zhong, Kai ; Xu, Guoquan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2400001x.

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2024Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

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2025Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets. (2025). Hassan, M. Kabir ; Shaik, Muneer ; Halim, Zairihan Abdul ; Billah, Syed Mabruk ; Rabbani, Mustafa Raza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000204.

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2024Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science. (2024). Zhou, Fan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004643.

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2025Comprehensive analysis of the crypto-assets market through multivariate analysis, clustering, and wavelet decomposition. (2025). Sosa, Andrs ; Moreno, Leonardo ; Brida, Juan Gabriel ; Lvarez, Emiliano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437124008409.

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2024Stock market spillovers of global risks and hedging opportunities. (2024). Kouretas, Georgios ; Vlamis, Prodromos ; Laopodis, Nikiforos T ; Salachas, Evangelos. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000351.

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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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2025Modelling the volatility dynamics of Chinas regional carbon markets: The heterogeneous effects of the fossil and clean energy electricity generation. (2025). Mo, Jianlei ; Wang, Huiyou ; Lu, Xunfa. In: Renewable Energy. RePEc:eee:renene:v:240:y:2025:i:c:s0960148124023206.

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2025Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration. (2025). Gil-Alana, Luis ; Martn-Valmayor, Miguel A ; Goenechea, Maria ; Solarin, Sakiru. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:212:y:2025:i:c:s1364032124010530.

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2025Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk. (2025). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie ; Foglia, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003466.

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2024Real estate uncertainty and financial conditions over the business cycle. (2024). Noh, Sanha ; Liu, Jia ; Baek, Ingul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:656-675.

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2024The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). He, Zhifang ; Sun, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:942-957.

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2024Stock market and inequality distributions – Evidence from the BRICS and G7 countries. (2024). Wu, Weiou ; Korkos, Ioannis ; Dang, Dong Quang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1172-1190.

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2024Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study. (2024). Eissa, Mohamed Abdelaziz ; al Refai, Hisham. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003940.

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2024Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007329.

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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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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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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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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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2025Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604.

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2025The effect of climate policy uncertainty and induced risks on US aggregate and sectoral stock returns. (2025). Chiang, Thomas C. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000534.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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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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2025Bitcoin trade volume in decentralized markets: International evidence. (2025). Giménez Roche, Gabriel ; Gimnez, Gabriel A ; Nol, Antoine ; Sauce, Loc. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s004016252500085x.

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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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2024Climate Risk and Its Impact on the Cost of Capital—A Systematic Literature Review. (2024). Muoz, Jefferson ; Rojas, Albano ; van Klyton, Aaron ; Meneses, Luis Ngel. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10727-:d:1538420.

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2024Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis. (2024). Khan, Khalid ; Meng, Kai. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10402-6.

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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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2025Climate anxiety, economic policy uncertainty, and green growth. (2025). Lee, Chien-Chiang ; Yahya, Farzan ; Hania, Alishba. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-025-09854-7.

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2025The tale of two tails and stock returns for two major emerging markets. (2025). Sehgal, Sanjay ; Deisting, Florent ; Agrawal, Tarunika Jain. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01301-4.

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

Works by Ahamuefula Ephraim Ogbonna:

YearTitleTypeCited
2021Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific In: Asian Economics Letters.
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2021Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific.(2021) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2		paper
2023A Global Analysis of the Macroeconomic Effects of Climate Change In: Asian Economics Letters.
[Full Text][Citation analysis]		article8
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]		article30
2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach. In: Working Papers.
[Full Text][Citation analysis]		paper4
2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models In: Working Papers.
[Full Text][Citation analysis]		paper21
2019Another look at the energy-growth nexus: New insights from MIDAS regressions.(2019) In: Energy.
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This paper has nother version. Agregated cites: 21		article
2018Forecasting CO2 emissions: Does the choice of estimator matter? In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Does the choice of estimator matter for forecasting? A revisit In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Does time-variation matter in the stochastic volatility components for G7 stock returns In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article20
2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article31
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
2024Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach.(2024) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect In: Global Finance Journal.
[Full Text][Citation analysis]		article13
2020Google trends and the predictability of precious metals In: Resources Policy.
[Full Text][Citation analysis]		article14
2021Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence In: Resources Policy.
[Full Text][Citation analysis]		article2
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses In: Resources Policy.
[Full Text][Citation analysis]		article22
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses.(2022) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		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
2023Oil tail risks and the realized variance of consumer prices in advanced economies In: Resources Policy.
[Full Text][Citation analysis]		article1
2023Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? In: Resources Policy.
[Full Text][Citation analysis]		article1
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]		article27
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: 27		paper
2024Energy-related uncertainty and international stock market volatility In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article12
2023Energy-Related Uncertainty and International Stock Market Volatility.(2023) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
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.
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This paper has nother version. Agregated cites: 0		article
2021A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability.
[Full Text][Citation analysis]		article6
2024Digital Currencies and Macroeconomic Performance: A Global Perspective In: Bulletin of Monetary Economics and Banking.
[Full Text][Citation analysis]		article0
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]		article4
2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2022Modelling cryptocurrency high–low prices using fractional cointegrating VAR.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
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
2020Pandemics and cryptocurrencies In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2020To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS In: MPRA Paper.
[Full Text][Citation analysis]		paper1
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]		paper1
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
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]		paper5
2021Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Investigating Structural break-GARCH-based Unit root test in US exchange rates 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]		paper3
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]		paper18
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2019Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2019Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2019Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test.(2019) In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2019A new unit root analysis for testing hysteresis in unemployment In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data In: Working Papers.
[Citation analysis]		paper14
2022A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2020Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers.
[Citation analysis]		paper1
2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers.
[Citation analysis]		paper4
2022Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 4		article
2021Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data In: Working Papers.
[Citation analysis]		paper17
2023Tail 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 nother version. Agregated cites: 17		article
2024Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2024Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2024Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach In: Working Papers.
[Citation analysis]		paper0
2025Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty In: Working Papers.
[Citation analysis]		paper0
2024A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis In: Empirical Economics.
[Full Text][Citation analysis]		article1
2023Information and Communication Technology (ICT) and youth unemployment in Africa In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article1
2021Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1
2025Climate risks and the REITs market In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2021Stock‐induced Google trends and the predictability of sectoral stock returns In: Journal of Forecasting.
[Full Text][Citation analysis]		article6
2021Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2025Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team