7
H index
7
i10 index
292
Citations
Centre for Econometrics and Applied Research | 7 H index 7 i10 index 292 Citations RESEARCH PRODUCTION: 20 Articles 6 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tirimisiyu F. Oloko. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Borsa Istanbul Review | 2 |
| Asian Economics Letters | 2 |
| Resources Policy | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Centre for Econometric and Allied Research, University of Ibadan | 5 |
| Year | Title of citing document |
|---|---|
| 2024 | Forecasting 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. Full description at Econpapers || Download paper |
| 2025 | Mapping 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. Full description at Econpapers || Download paper |
| 2024 | Oil Price Fluctuation and their Impact on the Macroeconomic Variables: The Case of Kuwait. (2024). Alawadhi, Salah A ; Longe, Adedayo E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-38. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2025 | Is 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. Full description at Econpapers || Download paper |
| 2024 | Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232. Full description at Econpapers || Download paper |
| 2024 | Managing 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. Full description at Econpapers || Download paper |
| 2024 | Macro-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. Full description at Econpapers || Download paper |
| 2025 | Modelling 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. Full description at Econpapers || Download paper |
| 2025 | Forecasting climate-sensitive industries volatility: A regime-switching GARCH-MIDAS approach with multiple climate risk indicators. (2025). Qin, Quande ; Ghani, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004995. Full description at Econpapers || Download paper |
| 2024 | Vulnerability 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. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2024 | Natural disaster and corporate green innovation: Evidence from earthquakes. (2024). Jiao, Anqi ; An, Jie ; Sun, Ran ; Hao, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005428. Full description at Econpapers || Download paper |
| 2025 | Impact 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. Full description at Econpapers || Download paper |
| 2024 | Connectedness 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. Full description at Econpapers || Download paper |
| 2024 | Effect of geopolitical risk on resources prices in the global and Russian-Ukrainian context: A novel Bayesian structural model. (2024). Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan ; Rauf, Abdur. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012473. Full description at Econpapers || Download paper |
| 2025 | Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408. Full description at Econpapers || Download paper |
| 2024 | Dynamic hedging responses of gold and silver to inflation: A Markov regime-switching VAR analysis∗. (2024). O'Mahony, Barry ; Valadkhani, Abbas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007330. Full description at Econpapers || Download paper |
| 2024 | Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Yousaf, Imran ; Arfaoui, Nadia ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306. Full description at Econpapers || Download paper |
| 2025 | Shock and Volatility Transmissions Across Global Commodity and Stock Markets Spillovers: Empirical Evidence from Africa. (2025). Terzi, Chokri ; el Ammari, Anis ; Samet, Kaies ; ben Flah, Ichraf. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:6:p:332-:d:1681378. Full description at Econpapers || Download paper |
| 2025 | INDEPENDENCE OF CENTRAL BANKS IN NONDEMOCRATIC REGIMES: IMPLICATIONS FOR PRICE STABILITY. (2025). Ndako, Umar B ; Olaniran, Abeeb O. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:3a:p:333-348. Full description at Econpapers || Download paper |
| 2025 | TESTING FRACTIONAL INFLATION PERSISTENCE IN THE WEST AFRICAN MONETARY ZONE. (2025). Ebuh, Godday Uwawunkonye ; Usman, Nuruddeen ; Salisu, Afees A. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:3c:p:367-388. Full description at Econpapers || Download paper |
| 2025 | The Indirect Diversification Benefits of Investing in Japanese Firms: An Alternative Perspective. (2025). Berrill, Jenny ; Chadha, Pearlean. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09448-9. Full description at Econpapers || Download paper |
| 2024 | Is 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. Full description at Econpapers || Download paper |
| 2024 | After the Split: Market Efficiency of Bitcoin Cash. (2024). Park, Taeyoung ; Ahn, Kwangwon ; Jeon, Jooyoung ; Kim, Hyeonoh ; Yi, Eojin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10427-x. Full description at Econpapers || Download paper |
| 2025 | Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z. Full description at Econpapers || Download paper |
| 2025 | Exchange Rate Variability in Nigeria: Drivers and Remedial Monetary Policy. (2025). Salisu, Afees ; Sikiru, Abdulsalam Adeyemi. In: MPRA Paper. RePEc:pra:mprapa:123526. Full description at Econpapers || Download paper |
| 2024 | Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Shiba, Sisa. In: Working Papers. RePEc:pre:wpaper:202431. Full description at Econpapers || Download paper |
| 2024 | Fractional 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. Full description at Econpapers || Download paper |
| 2024 | Dynamic 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. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Hedging Global and Country-Specific Geopolitical Risks With South Korean Stocks - A Predictability Approach In: Asian Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2023 | Climate Risk Measures - A Review In: Asian Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2016 | Unit root modeling for trending stock market series In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 24 |
| 2016 | Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 2 |
| 2017 | A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | US stocks in the presence of oil price risk: Large cap vs. Small cap In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | US stocks in the presence of oil price risk: Large cap vs. Small cap.(2017) In: Economics and Business Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2018 | Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 19 |
| 2019 | Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables In: Economic Modelling. [Full Text][Citation analysis] | article | 44 |
| 2020 | The heterogeneous behaviour of the inflation hedging property of cocoa In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2015 | Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach In: Energy Economics. [Full Text][Citation analysis] | article | 92 |
| 2025 | Inflation and policy coordination in high-inflation environments In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 1 |
| 2019 | Assessing the inflation hedging of gold and palladium in OECD countries In: Resources Policy. [Full Text][Citation analysis] | article | 36 |
| 2021 | Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence In: Resources Policy. [Full Text][Citation analysis] | article | 2 |
| 2018 | Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 15 |
| 2021 | A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability. [Full Text][Citation analysis] | article | 7 |
| 2024 | Digital Currencies and Macroeconomic Performance: A Global Perspective In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
| 2021 | Ratchet Effect in Import Prices – Inflation Rate Nexus In: Economic Alternatives. [Full Text][Citation analysis] | article | 0 |
| 2021 | Econometric Analysis of Dutch Disease Implication of China-Africa Trade In: Quarterly Journal of Econometrics Research. [Full Text][Citation analysis] | article | 0 |
| 2020 | Pandemics and cryptocurrencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2024 | EXCHANGE RATE, EXTERNAL RESERVES AND CURRENT ACCOUNT BALANCE NEXUS IN OIL-DEPENDENT COUNTRIES: A TODA-YAMOMOTOBASED PANEL VECTOR AUTOREGRESSIVE (PVAR) APPROACH In: Ilorin Journal of Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2023 | Information and Communication Technology (ICT) and youth unemployment in Africa In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
| 2015 | Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business. [Full Text][Citation analysis] | article | 20 |
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