20
H index
46
i10 index
1833
Citations
Centre for Econometrics and Applied Research | 20 H index 46 i10 index 1833 Citations RESEARCH PRODUCTION: 170 Articles 97 Papers 2 Chapters RESEARCH ACTIVITY: 14 years (2010 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psa997 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Afees Adebare Salisu. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / University of Pretoria, Department of Economics | 55 |
Working Papers / Centre for Econometric and Allied Research, University of Ibadan | 36 |
MPRA Paper / University Library of Munich, Germany | 5 |
Year | Title of citing document | |
---|---|---|
2023 | Industrialisation, Finance, and Urbanisation in Africa. (2023). Folarin, Oludele ; Adeniyi, Oluwatosin. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/065. Full description at Econpapers || Download paper | |
2023 | Financial Stability and Economic Growth in the Cemac Zone: A Panel Cointegration Approach. (2023). Mungong, Wilfred Kem ; Wabo, Vivien Narcisse. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2023:p:1-8. Full description at Econpapers || Download paper | |
2023 | Cash Crop Output and Foreign Currency Exchange Rate in Nigeria: A Vector Error Correction Model Analysis. (2023). Atarere, Lovy Omote-Ivie ; Eguasa, Eauty Ekiomado ; David, Umoru ; Dabor, Alexander Olawumi ; Eloho, Abusomwa Racheal ; Odu, Victor Chukwudeme. In: Journal of Agriculture and Crops. RePEc:arp:jacarp:2023:p:187-198. Full description at Econpapers || Download paper | |
2023 | Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587. Full description at Econpapers || Download paper | |
2023 | Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096. Full description at Econpapers || Download paper | |
2023 | Modeling Oil shocks-Green Investments Nexus - A Global Evidence Based on Wavelet Coherence Technique. (2023). Alawode, Oluwadamilola ; Bisiriyu, Sodiq ; Badmus, Jamiu. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:79. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801. Full description at Econpapers || Download paper | |
2024 | Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989. Full description at Econpapers || Download paper | |
2024 | The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067. Full description at Econpapers || Download paper | |
2024 | How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model. (2024). Nouira, Ridha ; ben Salem, Leila ; Rault, Christophe ; Saafi, Sami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11107. Full description at Econpapers || Download paper | |
2023 | The effect of exchange rate on the money demand: evidence from ECOWAS countries. (2023). Kone, Balakissa ; Ouattara, Ibrahim N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00042. Full description at Econpapers || Download paper | |
2023 | The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16. Full description at Econpapers || Download paper | |
2023 | Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25. Full description at Econpapers || Download paper | |
2023 | Strategic Decision-Making on Mining Sector Company Stock Prices and Economic Variable (State Space Model Application). (2023). Wisnu, Febryan Kusuma ; Azhar, Rialdi ; Dwi, Fajrin Satria ; Ahadiat, Ayi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-22. Full description at Econpapers || Download paper | |
2023 | The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63. Full description at Econpapers || Download paper | |
2023 | Nexus between FDI, Financial Development, Capital Formation and Renewable Energy Consumption; evidence from Bangladesh. (2023). Qamruzzaman, MD ; Kor, Sylvia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-15. Full description at Econpapers || Download paper | |
2023 | The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45. Full description at Econpapers || Download paper | |
2023 | Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies. (2023). Adam, Anokye M ; Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-70. Full description at Econpapers || Download paper | |
2023 | COVID-19 policy actions and inflation targeting in South Asia. (2023). Pathirage, Kasun ; Aun, Syed. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001324. Full description at Econpapers || Download paper | |
2024 | Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933. Full description at Econpapers || Download paper | |
2023 | Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072. Full description at Econpapers || Download paper | |
2023 | Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain. (2023). Manta, Alina Georgiana ; Lobon, Oana-Ramona ; Umar, Muhammad ; Su, Chi-Wei ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:748-763. Full description at Econpapers || Download paper | |
2023 | Does it hurt or help? Revisiting the effects of ICT on economic growth and energy consumption: A nonlinear panel ARDL approach. (2023). Vo, Xuan Vinh ; Farouk, Sherine ; Nghiem, Xuan-Hoa ; Bakry, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:597-617. Full description at Econpapers || Download paper | |
2023 | Cash holdings and cash flows: Do oil price uncertainty and geopolitical risk matter?. (2023). Indra, Muhammad Yusuf ; Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:134-152. Full description at Econpapers || Download paper | |
2023 | Risk transmission of El Niño-induced climate change to regional Green Economy Index. (2023). Wang, LU ; Yu, Sixin ; Li, Yan ; Zhang, LI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:860-872. Full description at Econpapers || Download paper | |
2023 | Are energy consumption and carbon emission caused by Bitcoin? A novel time-varying technique. (2023). Albu, Lucian ; Umar, Muhammad ; Wu, Tong ; Qin, Meng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:109-120. Full description at Econpapers || Download paper | |
2024 | From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. Full description at Econpapers || Download paper | |
2024 | Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483. Full description at Econpapers || Download paper | |
2023 | Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157. Full description at Econpapers || Download paper | |
2023 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. Full description at Econpapers || Download paper | |
2023 | Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140. Full description at Econpapers || Download paper | |
2024 | The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991. Full description at Econpapers || Download paper | |
2023 | Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108. Full description at Econpapers || Download paper | |
2023 | Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper | |
2024 | Geopolitical tensions and sovereign credit risks. (2024). Semeyutin, Artur ; Kilincarslan, Erhan ; Kaawach, Said ; Demiralay, Sercan. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000922. Full description at Econpapers || Download paper | |
2023 | New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772. Full description at Econpapers || Download paper | |
2023 | Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities. (2023). Adekoya, Oluwasegun ; Sonola, Ridwan ; Fasanya, Ismail O. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522001054. Full description at Econpapers || Download paper | |
2023 | How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353. Full description at Econpapers || Download paper | |
2024 | Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Park, Dojoon ; Kang, Yong Joo. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116. Full description at Econpapers || Download paper | |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper | |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper | |
2023 | Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944. Full description at Econpapers || Download paper | |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper | |
2023 | A threshold effect of COVID-19 risk on oil price returns. (2023). Wang, YU ; Suo, Chenyi ; Li, Delong ; Sun, Yiguo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160. Full description at Econpapers || Download paper | |
2023 | Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251. Full description at Econpapers || Download paper | |
2023 | Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330. Full description at Econpapers || Download paper | |
2023 | Impact of economic policy uncertainty on the volatility of Chinas emission trading scheme pilots. (2023). Xu, Liang ; Xue, Shan ; Wei, Yigang ; Guan, Xinyue ; Liu, Tao. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300124x. Full description at Econpapers || Download paper | |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper | |
2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780. Full description at Econpapers || Download paper | |
2023 | Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness. (2023). Wegener, Christoph ; Rjiba, Hatem ; Karmani, Majdi ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300227x. Full description at Econpapers || Download paper | |
2023 | Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043. Full description at Econpapers || Download paper | |
2023 | The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262. Full description at Econpapers || Download paper | |
2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper | |
2023 | Inflation, oil prices, and economic activity in recent crisis: Evidence from the UK. (2023). Kumpamool, Chamaiporn ; Chen, Xihui Haviour ; Ahmed, Rizwan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004164. Full description at Econpapers || Download paper | |
2023 | Exploring the time-varying asymmetric effects of environmental regulation policies and human capital on sustainable development efficiency: A province level evidence from China. (2023). Chishti, Muhammad Zubair ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004206. Full description at Econpapers || Download paper | |
2023 | Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280. Full description at Econpapers || Download paper | |
2023 | Financial markets, energy shocks, and extreme volatility spillovers. (2023). Boubaker, Sabri ; Karim, Sitara ; Sharma, Gagan Deep ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005297. Full description at Econpapers || Download paper | |
2023 | Asymmetric effects of oil price shocks on income inequality in ASEAN countries. (2023). Uprasen, Utai ; Tan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005315. Full description at Econpapers || Download paper | |
2023 | Spillover of energy commodities and inflation in G7 plus Chinese economies. (2023). Chaudhry, Sajid M ; Saeed, Asif ; Ahmed, Rizwan ; Arif, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005273. Full description at Econpapers || Download paper | |
2023 | The effects of a shock to critical minerals prices on the world oil price and inflation. (2023). Galkin, Phillip ; Considine, Jennifer ; Aldayel, Abdullah ; Hatipoglu, Emre. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323004322. Full description at Econpapers || Download paper | |
2023 | Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China. (2023). Huang, Xinya ; Li, Houjian ; Guo, Lili. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005881. Full description at Econpapers || Download paper | |
2023 | Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972. Full description at Econpapers || Download paper | |
2023 | Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential. (2023). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006084. Full description at Econpapers || Download paper | |
2023 | How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets. (2023). Uddin, Gazi ; Nobanee, Haitham ; Siddique, Md Abubakar ; Park, Donghyun ; Hossain, Md Naiem ; Hasan, Md Bokhtiar. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300693x. Full description at Econpapers || Download paper | |
2024 | Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004. Full description at Econpapers || Download paper | |
2024 | Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Liu, Han ; Guo, Pengwei ; Oxley, Les. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028. Full description at Econpapers || Download paper | |
2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper | |
2024 | Energy price uncertainty, environmental policy, and firm investment: A dynamic modeling approach. (2024). Hao, YU ; Deng, Zhengxing. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000148. Full description at Econpapers || Download paper | |
2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379. Full description at Econpapers || Download paper | |
2024 | Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471. Full description at Econpapers || Download paper | |
2024 | International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Gubareva, Mariya ; Bossman, Ahmed ; Huang, Shoujun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902. Full description at Econpapers || Download paper | |
2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2021 | A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
2019 | Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence In: Review of Development Finance Journal. [Full Text][Citation analysis] | article | 0 |
2021 | Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach In: Asian Economics Letters. [Full Text][Citation analysis] | article | 2 |
2021 | Special Issue on Forecasting Asian Markets In: Asian Economics Letters. [Full Text][Citation analysis] | article | 0 |
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 | 4 |
2021 | Pandemics and the Asia-Pacific Islamic Stocks In: Asian Economics Letters. [Full Text][Citation analysis] | article | 14 |
2023 | Climate Risk Measures - A Review In: Asian Economics Letters. [Full Text][Citation analysis] | article | 0 |
2024 | Climate Policy Uncertainty and Stock Market Volatility In: Asian Economics Letters. [Full Text][Citation analysis] | article | 0 |
2021 | Uncertainty Due to Infectious Diseases and Energy Market Volatility In: Energy RESEARCH LETTERS. [Full Text][Citation analysis] | article | 18 |
2023 | Climate Policy Uncertainty and Crude Oil Market Volatility In: Energy RESEARCH LETTERS. [Full Text][Citation analysis] | article | 2 |
2022 | The financial US uncertainty spillover multiplier: Evidence from a GVAR model In: International Finance. [Full Text][Citation analysis] | article | 4 |
2021 | The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2014 | Modelling oil price volatility before, during and after the global financial crisis In: OPEC Energy Review. [Full Text][Citation analysis] | article | 2 |
2016 | Unit root modeling for trending stock market series In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 7 |
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 |
2018 | Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 8 |
2018 | Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty In: GRU Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2022 | Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty.(2022) In: Resources Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2017 | Modelling oil price-inflation nexus: The role of asymmetries and structural breaks In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2017 | The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Revisiting the forecasting accuracy of Phillips curve: the role of oil price In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2018 | Revisiting the forecasting accuracy of Phillips curve: The role of oil price.(2018) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2017 | Modeling the spillovers between stock market and money market in Nigeria In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 | 1 |
2017 | Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2018 | Predicting US inflation: Evidence from a new approach.(2018) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2017 | Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Forecasting the return volatility of energy prices: A GARCH MIDAS approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach.(2020) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2017 | Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2017 | A new look at the stock price-exchange rate nexus In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | A sectoral analysis of asymmetric nexus between oil and stock In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2019 | Another look at the energy-growth nexus: New insights from MIDAS regressions.(2019) In: Energy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
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 | |
2017 | Modelling stock price-exchange rate nexus in OECD countries - A new perspective In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Modelling stock price–exchange rate nexus in OECD countries: A new perspective.(2018) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2017 | Predicting US Inflation: Evidence from a New Approach In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2018 | Predicting US inflation: Evidence from a new approach.(2018) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2018 | You are what you eat: The role of oil price in Nigeria inflation forecast In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Improving the predictability of commodity prices in US inflation: The role of coffee price In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Modeling the residential electricity demand in the US In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Forecasting GDP of OPEC: The role of oil price In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Forecasting CO2 emissions: Does the choice of estimator matter? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | US shale oil and the behaviour of commodity prices In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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 | United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2018 | Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Does the choice of estimator matter for forecasting? A revisit In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Predicting the stock prices of G7 countries with Bitcoin prices In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | A new procedure for pre-testing the distribution properties of Stock returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Analysing the distribution properties of Bitcoin returns In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Testing for time-varying stochastic volatility in Bitcoin returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Does time-variation matter in the stochastic volatility components for G7 stock returns In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2012 | Trade creation and trade diversion in West African Monetary Zone (WAMZ) In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2012 | Is uemoa trade creating? an empirical investigation In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2013 | Modelling the Demand for Money in Sub-Saharan Africa (SSA) In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
2016 | Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
2017 | Testing for asymmetries in the predictive model for oil price-inflation nexus In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2020 | Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2012 | Comparative Performance of Volatility Models for Oil Price In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 9 |
2019 | Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 3 |
2020 | The COVID-19 global fear index and the predictability of commodity price returns In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 80 |
2014 | Testing for heteroskedasticity and spatial correlation in a two way random effects model In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2023 | Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 0 |
2014 | A small macroeconometric model of the Nigerian economy In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2016 | Further application of Narayan and Liu (2015) unit root model for trending time series In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2017 | Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach In: Economic Modelling. [Full Text][Citation analysis] | article | 104 |
2019 | Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables In: Economic Modelling. [Full Text][Citation analysis] | article | 17 |
2020 | A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2019 | Improving the predictability of stock returns with Bitcoin prices In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 20 |
2020 | A fractional cointegration VAR analysis of Islamic stocks: A global perspective In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
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 | 6 |
2021 | Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4 In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
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 | 14 |
2022 | Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
2021 | Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2022 | Oil tail risk and the tail risk of the US Dollar exchange rates In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
2023 | Climate change and fossil fuel prices: A GARCH-MIDAS analysis In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2024 | Technology shocks and crude oil market connection: The role of climate change In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2013 | Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate In: Energy Economics. [Full Text][Citation analysis] | article | 56 |
2015 | Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach In: Energy Economics. [Full Text][Citation analysis] | article | 72 |
2013 | Modelling oil price volatility with structural breaks In: Energy Policy. [Full Text][Citation analysis] | article | 98 |
2017 | Modelling oil price-inflation nexus: The role of asymmetries In: Energy. [Full Text][Citation analysis] | article | 86 |
2021 | Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data In: Energy. [Full Text][Citation analysis] | article | 22 |
2021 | Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2020 | Predicting stock returns in the presence of COVID-19 pandemic: The role of health news In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 99 |
2021 | Assessing the safe haven property of the gold market during COVID-19 pandemic In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 51 |
2021 | Assessing the safe haven property of the gold market during COVID-19 pandemic.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2022 | Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
2021 | Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2024 | Gold market volatility and REITs returns during tranquil and turbulent episodes In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2020 | The transmission of monetary policy in emerging economies during tranquil and turbulent periods In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2020 | New evidence for the inflation hedging potential of US stock returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2021 | Firm-specific news and the predictability of Consumer stocks in Vietnam In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2022 | OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2021 | OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | US Stock return predictability with high dimensional models In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2022 | Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2021 | Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2022 | Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2021 | Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2022 | Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2024 | Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2024 | Energy 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 | |
2018 | A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus In: Global Finance Journal. [Full Text][Citation analysis] | article | 9 |
2021 | Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach In: Global Finance Journal. [Full Text][Citation analysis] | article | 41 |
2019 | Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2022 | Financial turbulence, systemic risk and the predictability of stock market volatility In: Global Finance Journal. [Full Text][Citation analysis] | article | 6 |
2021 | Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2022 | The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect In: Global Finance Journal. [Full Text][Citation analysis] | article | 5 |
2022 | Exchange rate predictability with nine alternative models for BRICS countries In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
2021 | Exchange Rate Predictability with Nine Alternative Models for BRICS Countries.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Can agricultural commodity prices predict Nigerias inflation? In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 9 |
2019 | Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries In: Resources Policy. [Full Text][Citation analysis] | article | 8 |
2019 | Assessing the inflation hedging of gold and palladium in OECD countries In: Resources Policy. [Full Text][Citation analysis] | article | 30 |
2019 | Assessing the inflation hedging potential of coal and iron ore in Australia In: Resources Policy. [Full Text][Citation analysis] | article | 13 |
2019 | Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach In: Resources Policy. [Full Text][Citation analysis] | article | 12 |
2020 | Google trends and the predictability of precious metals In: Resources Policy. [Full Text][Citation analysis] | article | 16 |
2020 | The inflation hedging properties of gold, stocks and real estate: A comparative analysis In: Resources Policy. [Full Text][Citation analysis] | article | 15 |
2020 | Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks In: Resources Policy. [Full Text][Citation analysis] | article | 33 |
2021 | Hedging oil price risk with gold during COVID-19 pandemic In: Resources Policy. [Full Text][Citation analysis] | article | 63 |
2022 | Forecasting oil prices over 150 years: The role of tail risks In: Resources Policy. [Full Text][Citation analysis] | article | 10 |
2021 | Forecasting Oil Price over 150 Years: The Role of Tail Risks.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2022 | Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data In: Resources Policy. [Full Text][Citation analysis] | article | 12 |
2020 | Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2022 | Oil-growth nexus in Nigeria: An ADL-MIDAS approach In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2022 | The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
2021 | The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2023 | Gold and tail risks In: Resources Policy. [Full Text][Citation analysis] | article | 2 |
2023 | Transition risk, physical risk, and the realized volatility of oil and natural gas prices In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
2023 | Oil price and the Bitcoin market In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
2023 | Climate risk and gold In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2023 | Oil tail risks and the realized variance of consumer prices in advanced economies In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2022 | Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2022 | Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2024 | Energy-related uncertainty and international stock market volatility In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Energy-Related Uncertainty and International Stock Market Volatility.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2016 | Modeling energy demand: Some emerging issues In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 19 |
2019 | A sectoral analysis of asymmetric nexus between oil price and stock returns In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 21 |
2020 | Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 94 |
2021 | The behavior of exchange rate and stock returns in high and low interest rate environments In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2021 | Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2022 | Geopolitical risks and historical exchange rate volatility of the BRICS In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 19 |
2020 | Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2022 | Islamic Stock indices and COVID-19 pandemic In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 9 |
2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 20 |
2020 | The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2021 | Gold and US sectoral stocks during COVID-19 pandemic In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 19 |
2023 | Forecasting expenditure components in Nigeria In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2022 | Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2016 | MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition New Series. [Full Text][Citation analysis] | article | 1 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | ||
2022 | Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa In: JRFM. [Full Text][Citation analysis] | article | 2 |
2022 | Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM. [Full Text][Citation analysis] | article | 4 |
2023 | Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach In: JRFM. [Full Text][Citation analysis] | article | 0 |
2021 | A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability. [Full Text][Citation analysis] | article | 4 |
2023 | Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs) In: Sustainability. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2019 | EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 7 |
2019 | EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2019 | EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 4 |
2019 | EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2020 | FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 1 |
2021 | PALM OIL PRICE–EXCHANGE RATE NEXUS IN INDONESIA AND MALAYSIA In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2022 | A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 1 |
2022 | CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2024 | INDIA AND THE REST OF THE WORLD: ANALYSES OF INTERNATIONAL MONETARY POLICY SPILLOVERS In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2015 | FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA In: Journal of Economic Development. [Full Text][Citation analysis] | article | 14 |
2022 | Testing for unemployment persistence in Nigeria In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 0 |
2024 | Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
2023 | Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Constructing a Global Fear Index for the COVID-19 Pandemic In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 41 |
2021 | Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2021 | How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2019 | How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Oil Price and Exchange Rate Behaviour of the BRICS In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 11 |
2022 | Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2022 | A Note on the COVID-19 Shock and Real GDP in Emerging Economies In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
2022 | Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 6 |
2020 | Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
2010 | Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa In: Pakistan Journal of Applied Economics. [Full Text][Citation analysis] | article | 10 |
2020 | Pandemics and cryptocurrencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2020 | To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2023 | An Index for Climate-Induced Migration Uncertainty In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2023 | A news-based economic policy uncertainty index for Nigeria In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2024 | A news-based economic policy uncertainty index for Nigeria.(2024) In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2019 | A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data In: Working Papers. [Citation analysis] | paper | 8 |
2022 | A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2020 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2020 | A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 2 |
2022 | A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT.(2022) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions In: Working Papers. [Citation analysis] | paper | 3 |
2020 | Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2020 | Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century In: Working Papers. [Citation analysis] | paper | 2 |
2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Stock Markets and Exchange Rate Behaviour of the BRICS In: Working Papers. [Citation analysis] | paper | 7 |
2021 | Stock markets and exchange rate behavior of the BRICS.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2021 | Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers. [Citation analysis] | paper | 3 |
2022 | Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2021 | Forecasting US Output Growth with Large Information Sets In: Working Papers. [Citation analysis] | paper | 0 |
2021 | El Nino and Forecastability of Oil-Price Realized Volatility In: Working Papers. [Citation analysis] | paper | 13 |
2021 | Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data In: Working Papers. [Citation analysis] | paper | 8 |
2023 | Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*.(2023) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2021 | Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Gold and the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 2 |
2021 | The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals In: Working Papers. [Citation analysis] | paper | 1 |
2021 | A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model In: Working Papers. [Citation analysis] | paper | 0 |
2021 | The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach In: Working Papers. [Citation analysis] | paper | 7 |
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: 7 | article | |
2021 | The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality In: Working Papers. [Citation analysis] | paper | 2 |
2023 | Policy uncertainty and stock market volatility revisited: The predictive role of signal quality.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2023 | Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 1 |
2023 | Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2024 | Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 1 |
2018 | The U.S. Shale Oil Revolution and the Behavior of Commodity Prices In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 4 |
2014 | Determinants of a Successful Regional Trade Agreement in West Africa In: Advances in African Economic, Social and Political Development. [Citation analysis] | chapter | 1 |
2021 | COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations In: Financial Innovation. [Full Text][Citation analysis] | article | 13 |
2023 | The predictive power of Bitcoin prices for the realized volatility of US stock sector returns In: Financial Innovation. [Full Text][Citation analysis] | article | 6 |
2022 | Oil price uncertainty and real exchange rate in a global VAR framework: a note In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 4 |
2022 | Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
2022 | The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2023 | Youth unemployment in Nigeria: nature, causes and solutions In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
2023 | COVID-19 pandemic and financial innovations In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2022 | Historical geopolitical risk and the behaviour of stock returns in advanced economies In: The European Journal of Finance. [Full Text][Citation analysis] | article | 19 |
2023 | A test for the contributions of urban and rural inflation to inflation persistence in Nigeria In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 0 |
2015 | Modelling spillovers between stock market and FX market: evidence for Nigeria In: Journal of African Business. [Full Text][Citation analysis] | article | 14 |
2016 | Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa In: Journal of African Business. [Full Text][Citation analysis] | article | 3 |
2021 | Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2022 | A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 3 |
2022 | The behaviour of U.S. stocks to financial and health risks In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
2023 | Stock returns and interest rate differential in high and low interest rate environments In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Can urban coffee consumption help predict US inflation? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2021 | Stock‐induced Google trends and the predictability of sectoral stock returns In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
2021 | Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2023 | Geopolitical risk and global financial cycle: Some forecasting experiments In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2021 | THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 1 |
2024 | A GLOBAL VAR ANALYSIS OF GLOBAL AND REGIONAL SHOCK SPILLOVERS TO WEST AFRICAN COUNTRIES In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
2024 | THE COVID-19 PANDEMIC AND IMPLICATIONS FOR MONETARY POLICY IN NIGERIA: A SIMULATION STUDY In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team