5
H index
4
i10 index
86
Citations
Centre for Econometrics and Applied Research | 5 H index 4 i10 index 86 Citations RESEARCH PRODUCTION: 10 Articles 2 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 Abeeb Olatunde Olaniran. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Asian Economics Letters | 2 |
| Resources Policy | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach. (2024). Salisu, Afees ; Vo, Xuan Vinh ; Penzin, Dinci J. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:712-728. Full description at Econpapers || Download paper |
| 2025 | Forecasting 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. Full description at Econpapers || Download paper |
| 2025 | Exchange rate pass-through in Nepal. (2025). Rana, Sona ; Lama, Anil ; Budha, Birendra Bahadur ; Prabhesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007825000211. Full description at Econpapers || Download paper |
| 2025 | Forecasting the European Union allowance price tail risk with the integrated deep belief and mixture density networks. (2025). Wu, Ran. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p2:s0960077925007994. Full description at Econpapers || Download paper |
| 2024 | Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1271-1295. Full description at Econpapers || Download paper |
| 2025 | Reassessing the role of exchange rates in export dynamics: Evidence from a disaggregated industry-level analysis in the case of Nepal. (2025). Rath, Badri ; Byanjankar, Rohan ; Jangam, Bhushan Praveen ; Dahal, Ashmita. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1752-1759. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | Financial 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. Full description at Econpapers || Download paper |
| 2024 | Geopolitical 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. Full description at Econpapers || Download paper |
| 2025 | Twitter-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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper |
| 2024 | Technology 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. Full description at Econpapers || Download paper |
| 2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper |
| 2024 | Do 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. Full description at Econpapers || Download paper |
| 2025 | Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557. Full description at Econpapers || Download paper |
| 2024 | Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777. Full description at Econpapers || Download paper |
| 2024 | Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064. 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 |
| 2024 | Geopolitical 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. Full description at Econpapers || Download paper |
| 2024 | Environmental policies on the systematic risk of critical metals companies. (2024). Seplveda-Velsquez, Jorge ; Tapia-Grien, Pablo ; Pastn-Henrquez, Boris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010821. Full description at Econpapers || Download paper |
| 2025 | Disentangling 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. Full description at Econpapers || Download paper |
| 2025 | Geopolitical 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. Full description at Econpapers || Download paper |
| 2025 | War discourse predicts stock market volatility: A century of evidence. (2025). Wang, Kai ; Zhou, Zhiping. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008268. Full description at Econpapers || Download paper |
| 2024 | Oil shocks and currency behavior: A dual approach to digital and traditional currencies. (2024). ben Zaied, Younes ; Yaqoob, Tanzeela ; Afshan, Sahar ; Mishra, Sibanjan. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000747. Full description at Econpapers || Download paper |
| 2025 | Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933. Full description at Econpapers || Download paper |
| 2025 | Measuring 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. Full description at Econpapers || Download paper |
| 2024 | International 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. Full description at Econpapers || Download paper |
| 2024 | Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266. Full description at Econpapers || Download paper |
| 2024 | Weathering market swings: Does climate risk matter for agricultural commodity price predictability?. (2024). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000424. Full description at Econpapers || Download paper |
| 2024 | Climate policy uncertainty and its relationship with precious metals price volatility: Comparative analysis pre and during COVID-19. (2024). Raza, Syed Ali ; Khan, Komal Akram. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011765. 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 |
| 2024 | Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques. (2024). Zhu, Xuehong ; Zhang, Shishi ; Ding, Qian. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002666. Full description at Econpapers || Download paper |
| 2024 | Geopolitical 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. Full description at Econpapers || Download paper |
| 2024 | Sectoral 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. Full description at Econpapers || Download paper |
| 2025 | Religion 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. Full description at Econpapers || Download paper |
| 2024 | Stock 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. Full description at Econpapers || Download paper |
| 2025 | A study on accelerate the hydrogen energy industry adjustment and regain investment confidence—Based on Econ-ESG insight. (2025). He, Miao ; Zhang, Wenxia ; Du, Xinghua ; Cui, Xiaoshuo ; Huang, Junli ; Chen, Xin ; Gao, Hui. In: Renewable Energy. RePEc:eee:renene:v:245:y:2025:i:c:s0960148125004306. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Context-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. Full description at Econpapers || Download paper |
| 2024 | Volatility 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. Full description at Econpapers || Download paper |
| 2025 | Climate risk and renewable energy market volatility: Machine learning approach. (2025). Jiang, Wei ; Wei, Xiaokun ; Tang, Wanqing ; Li, Jianfeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001278. Full description at Econpapers || Download paper |
| 2024 | INDIA AND THE REST OF THE WORLD: ANALYSES OF INTERNATIONAL MONETARY POLICY SPILLOVERS. (2024). Salisu, Afees. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:3h:p:573-600. Full description at Econpapers || Download paper |
| 2025 | International monetary policy spillovers between Japan and the Rest of the World: A GVAR Framework. (2025). Salisu, Afees ; Hammed, Yinka S. In: MPRA Paper. RePEc:pra:mprapa:123529. Full description at Econpapers || Download paper |
| 2024 | GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202425. Full description at Econpapers || Download paper |
| 2025 | Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk. (2025). GUPTA, RANGAN ; Bouri, Elie ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202519. Full description at Econpapers || Download paper |
| 2025 | Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework. (2025). GUPTA, RANGAN ; Olaniran, Abeeb ; Gabauer, David ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202524. Full description at Econpapers || Download paper |
| 2025 | Climate Shocks and Unemployment Claims. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202536. Full description at Econpapers || Download paper |
| 2025 | Understanding the influence of investors risk perception on investment decision-making in South Africa€™s financial markets. (2025). Ige, Bosede Olatomi ; Onwubu, Stanley Chibuzor. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:14:y:2025:i:6:p:108-120. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic attention and commodity market volatility. (2024). Skintzi, Vasiliki ; Stavroula, Fameliti. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02613-z. Full description at Econpapers || Download paper |
| 2024 | Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1. Full description at Econpapers || Download paper |
| 2025 | Response of tail risks of Euro-dollar exchange rate to monetary policy shocks in the US and the Euro area using penalized local projections. (2025). Yang, Hyejin ; Lee, Jin. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:6:d:10.1007_s43546-025-00836-5. Full description at Econpapers || Download paper |
| 2025 | Climate risks and the REITs market. (2025). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1632-1648. Full description at Econpapers || Download paper |
| 2025 | Role of Economic Policy Uncertainty in Forecasting Gold Futures Volatility: Evidence From India. (2025). Sharma, Anil Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:1006-1022. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies In: Asian Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2021 | Hedging Global and Country-Specific Geopolitical Risks With South Korean Stocks - A Predictability Approach In: Asian Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2022 | Geopolitical 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] | article | 30 |
| 2022 | Oil tail risk and the tail risk of the US Dollar exchange rates In: Energy Economics. [Full Text][Citation analysis] | article | 17 |
| 2025 | Geopolitical risk, climate risk and financial innovation in the energy market In: Energy. [Full Text][Citation analysis] | article | 2 |
| 2023 | Climate risk and gold In: Resources Policy. [Full Text][Citation analysis] | article | 11 |
| 2023 | Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
| 2024 | Migration fears and exchange rate volatility in France, Germany, and the UK: A GARCH-MIDAS framework In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers. [Citation analysis] | paper | 15 |
| 2023 | The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach.(2023) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2022 | The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 2025 | Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach In: SN Business & Economics. [Full Text][Citation analysis] | article | 0 |
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