Afees Adebare Salisu : Citation Profile

Centre for Econometrics and Applied Research

21

H index

51

i10 index

1955

Citations

RESEARCH PRODUCTION:

180

Articles

103

Papers

2

Chapters

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 130
   Journals where Afees Adebare Salisu has often published
   Relations with other researchers
   Recent citing documents: 293.    Total self citations: 179 (8.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa997
   Updated: 2025-03-22    RAS profile: 2025-03-01    
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Relations with other researchers

Works with:

GUPTA, RANGAN (97)

Ogbonna, Ahamuefula (25)

Demirer, Riza (17)

Pierdzioch, Christian (15)

Adediran, Idris (12)

Abdulsalam, Sikiru (8)

Bouri, Elie (8)

Isah, Kazeem (7)

Olaniran, Abeeb (7)

Cepni, Oguzhan (6)

Vo, Xuan Vinh (5)

Ndako, Umar (5)

Akanni, Lateef (5)

Raheem, Ibrahim (5)

van Eyden, Renee (4)

Ji, Qiang (4)

Oloko, Tirimisiyu (4)

Musa, Abdullahi (3)

Usman, Nuruddeen (3)

tule, moses (3)

Ebuh, Godday (3)

Wohar, Mark (3)

HAMMED, YINKA (2)

Lasisi, Lukman (2)

AYINDE, Taofeek (2)

Aor, Raymond (2)

Gabauer, David (2)

Caraiani, Petre (2)

Cuñado, Juncal (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Afees Adebare Salisu.

Is cited by:

GUPTA, RANGAN (138)

Pierdzioch, Christian (72)

Ogbonna, Ahamuefula (60)

YAYA, OLAOLUWA (47)

Adekoya, Oluwasegun (34)

Raheem, Ibrahim (30)

Cepni, Oguzhan (28)

Tiwari, Aviral (23)

Balcilar, Mehmet (22)

Oloko, Tirimisiyu (21)

Olubusoye, Olusanya (17)

Cites to:

GUPTA, RANGAN (551)

Narayan, Paresh (496)

Westerlund, Joakim (183)

Sharma, Susan (166)

Isah, Kazeem (125)

Campbell, John (119)

Bannigidadmath, Deepa (110)

Phan, Dinh (110)

Pesaran, Mohammad (103)

Kilian, Lutz (98)

Pierdzioch, Christian (97)

Main data

Production by document typechapterarticlepaper20102011201220132014201520162017201820192020202120222023202420250255075Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20102011201220132014201520162017201820192020202120222023202420250100200300Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 21Most cited documents1234567891011121314151617181920212223050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Afees Adebare Salisu has published?

Journals with more than one article published# docs
Resources Policy18
Finance Research Letters10
Bulletin of Monetary Economics and Banking9
Journal of Forecasting9
Economic Modelling8
Emerging Markets Finance and Trade7
Energy Economics7
International Review of Economics & Finance7
International Journal of Finance & Economics6
The North American Journal of Economics and Finance6
Economics Bulletin6
Asian Economics Letters6
The Quarterly Review of Economics and Finance5
Quality & Quantity: International Journal of Methodology5
Global Finance Journal4
International Review of Financial Analysis4
Energy4
JRFM3
Borsa Istanbul Review3
Journal of African Business2
Sustainability2
The European Journal of Finance2
Annals of Financial Economics (AFE)2
Economics and Business Letters2
Research in International Business and Finance2
International Journal of Energy Economics and Policy2
Energy RESEARCH LETTERS2
Applied Economics Letters2
The Singapore Economic Review (SER)2
Financial Innovation2
Journal of Economic Studies2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics56
Working Papers / Centre for Econometric and Allied Research, University of Ibadan36
MPRA Paper / University Library of Munich, Germany10

Recent works citing Afees Adebare Salisu (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The Transition to Renewables: Dampening the Impact of Fossil Fuel Price Shocks on Local Inflation.. (2024). Cornejo, Magdalena ; Hallack, Michelle ; David, Matias. In: Working Papers. RePEc:aoz:wpaper:345.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641.

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2024.

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2024Volatility 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.

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2024The 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.

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2024How 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.

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

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2024Evapotranspiration, water use efficiency, and yield for film mulched maize under different nitrogen-fertilization rates and climate conditions. (2024). Li, Yuannong ; Du, Yadan ; Gu, Xiaobo ; Chen, Pengpeng ; Hu, Hongxiang ; Fang, Heng. In: Agricultural Water Management. RePEc:eee:agiwat:v:301:y:2024:i:c:s0378377424002701.

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2024Research 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.

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

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2024Understanding 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.

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2024The 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.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Dependence 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.

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2024Crypto 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.

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2024A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis. (2024). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001190.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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

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

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2024Geopolitical 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.

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2024COVID-19 literature in Elsevier finance journal ecosystem. (2024). Pandey, Dharen ; Hunjra, Ahmed ; Lal, Madan ; Bruna, Maria Giuseppina ; Rai, Varun Kumar. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003896.

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2024Global 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.

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2024Geopolitical risk and the cost of capital in emerging economies. (2024). el Ghoul, Sadok ; Carney, Richard W ; Guedhami, Omrane ; Wang, HE. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400044x.

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2024Can 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.

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2024Volatility 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.

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2024Exploring 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.

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2024Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Bouri, Elie ; Chen, Yan ; Zhang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x.

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2024Tail 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.

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2024Energy 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.

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2024Evaluating 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.

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2024Time-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.

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2024International 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.

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2024Stock 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.

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2024Forecasting the VaR of the crude oil market: A combination of mixed data sampling and extreme value theory. (2024). Yang, MO ; Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Chang, Jianing. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002081.

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2024Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices. (2024). Alsagr, Naif ; Hussain, Syed Jawad ; Bouri, Elie ; Iqbal, Najaf. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002263.

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2024African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876.

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2024Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x.

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2024The impact of renewable energy on inflation in G7 economies: Evidence from artificial neural networks and machine learning methods. (2024). Singh, Sanjay Kumar ; Gupta, Monika ; Zhang, Long ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004262.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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

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

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2024How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model. (2024). Rault, Christophe ; Saafi, Sami ; Nouira, Ridha ; ben Salem, Leila. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001824.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2024Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Ming, Kai ; Cheng, Weijin. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696.

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

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2024Capacity model and optimal scheduling strategy of multi-microgrid based on shared energy storage. (2024). Tan, Zhukui ; Wang, Honglei ; Li, Chengjiang ; Dai, Bin. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022461.

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2024Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400.

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2024Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Zhikai ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177.

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

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

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2024Effects of COVID-19 vaccination programs on EU carbon price forecasts: Evidence from explainable machine learning. (2024). Weng, Futian ; Zhang, Hongwei ; Yang, Cai. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004696.

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2024Geopolitical risk and stock price crash risk: The mitigating role of ESG performance. (2024). Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo ; Verdoliva, Vincenzo. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300474x.

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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

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2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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

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2024Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170.

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2024Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Umar, Muhammad ; Naqvi, Bushra ; Abbas, Syed Kumail. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704.

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2024Seeking 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.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2024Asset redeployability and firm value amidst the COVID-19 pandemic: A real options perspective. (2024). Liu, Hao ; Yi, Xingjian ; Chen, Jia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002308.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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2024Oil 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.

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2024Natural 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.

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2024Nonlinear impact of climate risks on renewable energy stocks in China: A moderating effects study. (2024). Liu, Shuhao ; Chen, Haixin ; Rong, Xueyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005453.

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

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2024Forecasting US Stock Market Volatility: Evidence from ESG and CPU indices. (2024). Qin, Quande ; Zhu, BO ; Ghani, Usman. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011832.

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2024Analyst attention and corporate green innovation. (2024). Cao, LI ; Wang, Lina. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012965.

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2024Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?. (2024). Cao, Xiangye ; Zhang, Junchao ; Li, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400299x.

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

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2024Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x.

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

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2024Estimating the precise form of uncovered interest parity under the Stock–Watson dynamic OLS approach. (2024). Wu, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400953x.

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2024Environmental 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.

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2024The time-varying impact of geopolitical risks on financial stress in China: A TVP-VAR analysis. (2024). Zhang, DU ; Wang, Fanyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011632.

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

Works by Afees Adebare Salisu:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks In: Advances in Decision Sciences.
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2019Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence In: Review of Development Finance Journal.
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2021Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach In: Asian Economics Letters.
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2021Special Issue on Forecasting Asian Markets In: Asian Economics Letters.
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2021Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies In: Asian Economics Letters.
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2021Pandemics and the Asia-Pacific Islamic Stocks In: Asian Economics Letters.
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2023Climate Risk Measures - A Review In: Asian Economics Letters.
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2024Climate Policy Uncertainty and Stock Market Volatility In: Asian Economics Letters.
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2021Uncertainty Due to Infectious Diseases and Energy Market Volatility In: Energy RESEARCH LETTERS.
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2023Climate Policy Uncertainty and Crude Oil Market Volatility In: Energy RESEARCH LETTERS.
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2024Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach In: Australian Economic Papers.
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2022The financial US uncertainty spillover multiplier: Evidence from a GVAR model In: International Finance.
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2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers.
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2021Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data.(2021) In: Working Papers.
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2014Modelling oil price volatility before, during and after the global financial crisis In: OPEC Energy Review.
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2016Unit root modeling for trending stock market series In: Borsa Istanbul Review.
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2016Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets In: Borsa Istanbul Review.
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2018Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis In: Borsa Istanbul Review.
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2018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis.(2018) In: Working Papers.
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2021Forecasting 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.
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2022Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty.(2022) In: Resources Policy.
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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty.(2021) In: Working Papers.
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2017The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored? In: Working Papers.
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2017Revisiting the forecasting accuracy of Phillips curve: the role of oil price In: Working Papers.
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2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price.(2018) In: Energy Economics.
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2017US stocks in the presence of oil price risk: Large cap vs. Small cap.(2017) In: Economics and Business Letters.
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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective.(2018) In: Economic Modelling.
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2018United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD In: Working Papers.
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2018A new procedure for pre-testing the distribution properties of Stock returns In: Working Papers.
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2018Analysing the distribution properties of Bitcoin returns In: Working Papers.
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2018Testing for time-varying stochastic volatility in Bitcoin returns In: Working Papers.
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2018Does time-variation matter in the stochastic volatility components for G7 stock returns In: Working Papers.
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2020REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY In: Applied Econometrics and International Development.
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2012Trade creation and trade diversion in West African Monetary Zone (WAMZ) In: Economics Bulletin.
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2012Is uemoa trade creating? an empirical investigation In: Economics Bulletin.
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2013Modelling the Demand for Money in Sub-Saharan Africa (SSA) In: Economics Bulletin.
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2016Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework In: Economics Bulletin.
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2017Testing for asymmetries in the predictive model for oil price-inflation nexus In: Economics Bulletin.
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2020Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries In: Economics Bulletin.
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2012Comparative Performance of Volatility Models for Oil Price In: International Journal of Energy Economics and Policy.
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2019Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates In: International Journal of Energy Economics and Policy.
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2020The COVID-19 global fear index and the predictability of commodity price returns In: Journal of Behavioral and Experimental Finance.
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2014Testing for heteroskedasticity and spatial correlation in a two way random effects model In: Computational Statistics & Data Analysis.
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2023Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach In: Economic Analysis and Policy.
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2014A small macroeconometric model of the Nigerian economy In: Economic Modelling.
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2016Further application of Narayan and Liu (2015) unit root model for trending time series In: Economic Modelling.
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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach In: Economic Modelling.
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2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables In: Economic Modelling.
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2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques In: Economic Modelling.
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2019Improving the predictability of stock returns with Bitcoin prices In: The North American Journal of Economics and Finance.
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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective In: The North American Journal of Economics and Finance.
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2020The heterogeneous behaviour of the inflation hedging property of cocoa In: The North American Journal of Economics and Finance.
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2021Analysis 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.
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2022Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ In: The North American Journal of Economics and Finance.
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2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach In: The North American Journal of Economics and Finance.
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2024Technological shocks and stock market volatility over a century In: Journal of Empirical Finance.
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2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model In: Energy Economics.
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2021Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model.(2021) In: Working Papers.
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2022Oil tail risk and the tail risk of the US Dollar exchange rates In: Energy Economics.
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2023Climate change and fossil fuel prices: A GARCH-MIDAS analysis In: Energy Economics.
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2024Technology shocks and crude oil market connection: The role of climate change In: Energy Economics.
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2013Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate In: Energy Economics.
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2015Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach In: Energy Economics.
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2013Modelling oil price volatility with structural breaks In: Energy Policy.
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2017Modelling oil price-inflation nexus: The role of asymmetries In: Energy.
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2021Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data In: Energy.
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2021Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data.(2021) In: Working Papers.
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2025Geopolitical risk, climate risk and financial innovation in the energy market In: Energy.
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2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news In: International Review of Financial Analysis.
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2021Assessing the safe haven property of the gold market during COVID-19 pandemic In: International Review of Financial Analysis.
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2021Assessing the safe haven property of the gold market during COVID-19 pandemic.(2021) In: MPRA Paper.
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2022Forecasting 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.
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2020The transmission of monetary policy in emerging economies during tranquil and turbulent periods In: Finance Research Letters.
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2019Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries In: Resources Policy.
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2020The inflation hedging properties of gold, stocks and real estate: A comparative analysis In: Resources Policy.
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2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks In: Resources Policy.
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2019A sectoral analysis of asymmetric nexus between oil price and stock returns In: International Review of Economics & Finance.
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2016MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE In: Statistics in Transition New Series.
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2018The U.S. Shale Oil Revolution and the Behavior of Commodity Prices In: Econometric Research in Finance.
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2014Determinants of a Successful Regional Trade Agreement in West Africa In: Advances in African Economic, Social and Political Development.
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