OLAOLUWA SIMON YAYA : Citation Profile

Centre for Econometrics and Applied Research

14

H index

17

i10 index

650

Citations

RESEARCH PRODUCTION:

64

Articles

58

Papers

RESEARCH ACTIVITY:

   16 years (2010 - 2026). See details.
   Cites by year: 40
   Journals where OLAOLUWA SIMON YAYA has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 51 (7.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya480
   Updated: 2026-08-08    RAS profile: 2026-07-18    
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Relations with other researchers

Works with:

Ogbonna, Ahamuefula (18)

Gil-Alana, Luis (17)

Adekoya, Oluwasegun (11)

Furuoka, Fumitaka (7)

Al-Faryan, Mamdouh Abdulaziz Sa (4)

coskun, yener (3)

Caporale, Guglielmo Maria (3)

Mudida, Robert (2)

Olubusoye, Olusanya (2)

Islam, M. Nazmul (2)

abu, nurudeen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with OLAOLUWA SIMON YAYA.

Is cited by:

Gil-Alana, Luis (87)

Caporale, Guglielmo Maria (34)

GUPTA, RANGAN (31)

Ogbonna, Ahamuefula (18)

Salisu, Afees (16)

solarin, sakiru (15)

Chikhi, Mohammed (14)

Wohar, Mark (14)

Mishra, Tapas (14)

Selmi, Refk (13)

DIEBOLT, Claude (12)

Cites to:

Gil-Alana, Luis (157)

GUPTA, RANGAN (50)

Ogbonna, Ahamuefula (49)

Perron, Pierre (43)

Bollerslev, Tim (40)

Diebold, Francis (36)

Engle, Robert (36)

Caporale, Guglielmo Maria (34)

Nielsen, Morten (33)

Lee, Junsoo (32)

Narayan, Paresh (32)

Main data

Where OLAOLUWA SIMON YAYA has published?

Journals with more than one article published# docs
Resources Policy10
International Journal of Finance & Economics5
Applied Economics4
Statistics in Transition New Series3
Physica A: Statistical Mechanics and its Applications3
Statistics in Transition New Series3
International Economics2
International Economics2
Quality & Quantity: International Journal of Methodology2
Journal of Developing Areas2
Energy2
Economic Change and Restructuring2
Energy Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany49
Working Papers / University of Pretoria, Department of Economics3
CESifo Working Paper Series / CESifo2

Recent works citing OLAOLUWA SIMON YAYA (2026 and 2025)

YearTitle of citing document
2025Resolving the Dilemma of Unemployment Rate Hysteresis Versus the Natural Rate Hypothesis in India. (2025). Singh, Deepti. In: Asian Journal of Applied Economics. RePEc:ags:thkase:401159.

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2025Long-range dependent mortality modeling with cointegration. (2025). Wong, Hoi Ying ; Wang, Ling ; Chiu, Mei Choi. In: Papers. RePEc:arx:papers:2503.09377.

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2026Bayesian Structural Credit Risk Model with Microstructure Noise in Nigeria. (2026). Akande, Arisekola Akeem ; Akanbi, Olawale Basheer. In: International Journal of Research and Innovation in Applied Science. RePEc:bjf:journl:v:11:y:2026:i:2:p:884-895.

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2025Geopolitical Risk, Market Indices, and ESG Performance During Crises. (2025). Saini, Mohit ; Yadav, Mahender ; Aduameyaw, Emmanuel ; Danso, Albert ; Agoba, Abel Mawuko. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:7:p:9421-9440.

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2025Persistence in Real GDP: Evidence from Europe and the US. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11764.

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2025Earthquakes and Stock Market Performance: Evidence from Japan. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Muoz, Leyre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11822.

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

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2026Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields. (2026). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko ; Cafferata, Juan Diego. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12649.

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2026Persistence in Real GDP Growth Rates: Univariate and Multivariate Evidence for the US, UK and Japan. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tellechea, Guillermo Perez. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12781.

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2025A wavelet coherence approach to analyze contagion between equity markets during three major crises. (2025). Belhassine, Olfa ; Nivoix, Sophie ; Riahi, Montassar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00469.

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2025Persistence in real GDP: Evidence from Europe and the US. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00151.

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2024Persistence of disaggregate energy RD&D expenditures in top-five economies: Evidence from artificial neural network approach. (2024). Avci, Salih Bortecine ; Datan, Muhammet ; Caglar, Abdullah Emre. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924005993.

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2025Analyzing dynamics of crude oil price amid sudden events and intervention measures: Insights from a Prophet-QR model. (2025). Zhuo, Xingxuan ; Ye, Jianjiang ; Liu, Han ; Lin, Feng. In: Applied Energy. RePEc:eee:appene:v:401:y:2025:i:pb:s030626192501445x.

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2025Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

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2025How does geopolitical risk affect tail risk contagion in global stock markets༟. (2025). Cheng, Zhengtao ; Zhong, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:1770-1788.

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2025Impact of COVID-19 on Taiwanese stock market. (2025). Chang, Hao-Wen ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002055.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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

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2025Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19. (2025). Han, Seungoh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000208.

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2025Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993.

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2025Understanding the connectedness between US traditional assets and green cryptocurrencies during crises. (2025). Corbet, Shaen ; Kyriazis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001147.

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2025Oil price shocks and green investments: Upside risks, hedging, and safe-haven properties. (2025). Al-Fayoumi, Nedal ; Arfaoui, Nadia ; Bouri, Elie ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001421.

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2025Dynamic spillover analysis between FX and cryptocurrency markets across different market conditions: A quantile VAR approach. (2025). Kim, Young-Sung ; Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001433.

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2026Determinants and effects of green bond issuance: Environmental awareness, ecological budget, biodiversity, oil and lithium. (2026). Dabbous, Amal ; Horn, Matthias ; Gbel, Florian ; Oehler, Andreas. In: Ecological Economics. RePEc:eee:ecolec:v:239:y:2026:i:c:s0921800925002368.

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2024Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372.

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2024Stock market connectedness during an energy crisis: Evidence from South Africa. (2024). French, Joseph ; Obalade, Adefemi A ; Lawrence, Babatunde ; Tita, Anthanasius F. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400089x.

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2026Energy security, climate policy uncertainty, and climate transition risk: A mixed-frequency multi-dimensional spillover analysis. (2026). Ge, Xinfei ; Zhu, Qingyuan ; Wu, Liangpeng ; Zhou, Dequn. In: Energy Policy. RePEc:eee:enepol:v:211:y:2026:i:c:s030142152600025x.

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

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2025Development of crude oil in Pakistan: The role of oil production, macroeconomic factors and environment. (2025). Lin, Boqiang ; Raza, Muhammad Yousaf. In: Energy. RePEc:eee:energy:v:329:y:2025:i:c:s0360544225024351.

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2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

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2026Energy commodity spillovers and herding behavior: Evidence from EU ETS-listed firms. (2026). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008865.

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2026Gaining ground or losing foothold: Game-theoretic lens to unveil strategic bargaining between oil exporters and importers. (2026). Sensoy, Ahmet ; Klein, Tony ; Mishra, Neetu ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008890.

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2025Does continuous good news still mean good news for market volatility?. (2025). Wang, Hongju ; Ding, Shaobin ; Sun, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016696.

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2025Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369.

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2025Do geopolitical risks impede the global supply chain?. (2025). Dong, Rongrong ; Qin, Meng ; Su, Chi Wei. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325010694.

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2025Analyzing rational speculative bubbles in S&P 500 index sectors through fractional integration and generalized link-based additive survival models. (2025). Gil-Alana, Luis ; Dettoni, Robinson ; Bahamondes, Cliff. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s1544612325010177.

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2025Stock market reaction to green bond announcements: The role of firm sustainability. (2025). Berdiev, Urol. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015491.

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2025Risk spillovers across energy markets: Insights from the Russia–Ukraine conflict. (2025). Qian, Zhiyong ; Cai, Yanli ; Yu, Jin ; Chen, Chuzhe. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pd:s1544612325018835.

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2025Sailing through uncertainty: Shippings role in financial shock transmission and hedging strategies. (2025). Syriopoulos, Theodore ; Kenourgios, Dimitris ; Koutsokostas, Drosos ; Papathanasiou, Spyros. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000869.

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2026Extreme frequency connectedness between clean energy, fossil fuel, and G7 stock markets: Portfolio management implications. (2026). Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Belghouthi, Houssem Eddine. In: Innovation and Green Development. RePEc:eee:ingrde:v:5:y:2026:i:1:s2949753126000019.

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2026Bitcoin bans & regulatory segmentation in digitally native asset markets. (2026). Sifat, Imtiaz ; Seikku, Henrik. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001519.

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2025Intraday volatility connectedness on the forex market: the role of uncertainty. (2025). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001330.

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

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2024Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984.

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

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2025Hawks and Doves: Financial market perception of Western support for Ukraine. (2025). Neuenkirch, Matthias ; Repko, Maria ; Weber, Enzo. In: European Journal of Political Economy. RePEc:eee:poleco:v:89:y:2025:i:c:s0176268025001041.

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

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

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2026Unravelling determinants and interconnectedness among global risks and financial stress in South and Southeast Asia. (2026). Hoque, Mohammad ; Bilgili, Faik ; Tariq, Samiha Binte ; Uddin, Md Akther. In: International Review of Economics & Finance. RePEc:eee:reveco:v:106:y:2026:i:c:s1059056026001267.

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2025Cryptocurrency research: Bibliometric review and content analysis. (2025). Tripathy, Naliniprava ; Atree, Manish Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001030.

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2024Modelling profitability of private equity: A fractional integration approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Puertolas, Francisco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002131.

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2025Inclusive finance and sustainability: The dynamic spillover effects of uncertainties on access to credit. (2025). Lau, Chi Keung ; Gözgör, Giray ; Soliman, Alaa M ; Sun, Yunpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004215.

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2025Green bond market stability and Russia Ukraine conflict: The role of green inclusive finance. (2025). Wang, Anqi ; Cui, Tianxiang ; Ding, Shusheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924005270.

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2025How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach. (2025). Shroff, Sumita ; Agrawal, Nidhi ; Paliwal, Udai Lal ; Yadav, Miklesh Prasad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005051.

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2025Tariff exposure and sectoral vulnerability: Evidence from equity market responses to the 2025 U.S. trade shock. (2025). Demir, Ender ; Zaremba, Adam ; Rouatbi, Wael ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001813.

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2025Time-frequency quantile co-movement between agricultural commodities and sovereign CDS: Evidence from Latin America countries. (2025). Zeng, Qingyao ; Hau, Liya ; Zhu, Huiming ; Yang, Dingyi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925004131.

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2026Dynamic nexus of clean energy metals, energy commodities and traditional assets: Multidimensional techniques and portfolio analysis. (2026). Kumar, Sanjeev ; Malhotra, Priya ; Gubareva, Mariya ; Mendes, Jos Zorro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004386.

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2026The impact of artificial intelligence on urban energy consumption. (2026). Zhang, Zhiyuan ; Song, Yang ; Guesmi, Khaled ; Zhao, Jialin ; Sahut, Jean-Michel. In: Technovation. RePEc:eee:techno:v:150:y:2026:i:c:s0166497225002652.

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

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2025Unveiling the Co-Movements and Spillovers in Financial, Cryptocurrency and Commodity Markets: Insights from Googling Investors Sentiment. (2025). Soltani, Hayet ; Abbes, Mouna Boujelbene. In: International Journal of Finance, Insurance and Risk Management. RePEc:ers:ijfirm:v:15:y:2025:i:1:p:112-138.

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2025Bayesian Analysis of Bitcoin Volatility Using Minute-by-Minute Data and Flexible Stochastic Volatility Models. (2025). Nakatsuma, Teruo ; Nakakita, Makoto ; Toyabe, Tomoki. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:16:p:2691-:d:1729283.

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2025The Impact of World Uncertainty, Environmental Policy Stringency, and Technological Innovation on Environmental Sustainability: Evidence from High-Income Countries. (2025). Samour, Ahmed ; Bein, Murad Abdurahman ; Alatrash, Motazbellah Abdalmuiz. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1134-:d:1580497.

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2025A wavelet coherence approach to analyze contagion between equity markets during three major crises. (2025). Riahi, Montassar ; Nivoix, Sophie ; Belhassine, Olfa. In: Post-Print. RePEc:hal:journl:hal-05050180.

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2025FINANCIAL POLICY FOR A GREEN ECONOMY IN A RESOURCE-RICH EMERGING ECONOMY. (2025). Triandini, Noer Aida ; Fathoni, Salman ; Fransiska, Riris Shanti ; Azwar, Prayudhi ; Abubakar, Arlyana. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:2d:p:229-260.

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2024Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; de Dios, Jos Javier. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10510-3.

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2025Examination of Bitcoin Hedging, Diversification and Safe-Haven Ability During Financial Crisis: Evidence from Equity, Bonds, Precious Metals and Exchange Rate Markets. (2025). Ullah, Mirzat ; Sohag, Kazi ; Doroshenko, Svetlana ; Mariev, Oleg. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10710-5.

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2025The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model. (2025). Chikhi, Mohammed ; Benhmad, Franois. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10745-8.

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2025The Impacts of the Conflicts Between Israel and Hamas, as well as Between Russia and Ukraine, on Financial Assets and Crypto-Currencies. (2025). Moussa, Wajdi ; Mgadmi, Nidhal ; Abidi, Ameni ; Hachicha, Njib. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10776-1.

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2025The Volatility Spillover Between Global Crude Oil and Gold Market: Evidence from Wavelet Coherence and Cross-power Spectrum Models. (2025). Santhosh, P K ; Sahadudheen, I. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:4:d:10.1007_s10614-024-10819-7.

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2025Long-Run Trends and Cycles in US House Prices. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10882-8.

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2026Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness. (2026). Yu, Jinming ; Jin, Xiu ; Liu, Yueli. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:2:d:10.1007_s10614-025-10877-5.

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

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2025Time-varying return correlations and spillovers between bitcoin and traditional assets: the impact of COVID-19 and US monetary policy. (2025). Zhang, Licheng ; Luo, Shengtao. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09876-1.

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2025A háborús szankciós bejelentések hatásai a nyersolajárfolyamokra. (2025). Kelemen, Hunor ; Kkny, Lszl. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2227.

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2026Higher-order moment spillovers and interpretable prediction in commodity markets using ARCD, TVP-VAR-EJC, and graph neural networks. (2026). Umar, Zaghum ; Chen, Tianhe ; Cui, Jinxin. In: Risk Management. RePEc:pal:risman:v:28:y:2026:i:2:d:10.1057_s41283-026-00218-7.

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2025The Russo-Ukrainian War and Its Influence on Coal Markets: Event Study and Interconnectedness Analysis. (2025). Agosto, Arianna ; Cerchiello, Paola ; Kostiuk, Yana. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0229.

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2025Analysis of financial convergence between the BRICS and OECD countries. (2025). Iranmanesh, Nasim. In: PLOS ONE. RePEc:plo:pone00:0310950.

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2025Green finance, fossil energy, and institutional factors in the context of sustainable development. (2025). Nammouri, Hela ; Roudari, Soheil ; Sadeghi, Abdorasoul. In: MPRA Paper. RePEc:pra:mprapa:126836.

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2025DYNAMICS AND DETERMINANTS OF STOCK LIQUIDITY IN EUROPEAN EQUITY MARKETS. (2025). Szeles, Monica Rileanu ; Enescu, Adrian-Gabriel. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:4:p:127-141.

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2025Asymmetry in the Purchasing Power Parity in the Context of South Africa. (2025). Nzimande, Ntokozo ; Nyati, Malibongwe Cyprian ; Muzindutsi, Paul-Francois ; Msomi, Simiso ; Kisten, Reuben Jerome. In: Management and Economics Review. RePEc:rom:merase:v:10:y:2025:i:1:p:103-118.

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2025The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19. (2025). Papathanasiou, Spyros ; Koutsokostas, Drosos ; Vasiliou, Dimitrios ; Magoutas, Anastasios. In: Australian Journal of Management. RePEc:sae:ausman:v:50:y:2025:i:1:p:200-219.

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2026Structural Dependencies and Economic Convergence in Africa: Analysis of Income Per Capita and Value-added Sectoral Contributions. (2026). Mulugeta, Wondaferahu ; Mk, Jayamohan ; Haile, Minyahil Alemu. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:18:y:2026:i:2:p:249-274.

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2026Oil price, climate policy uncertainty, sustainable development, US dollar in an era of global conflict: Based on dynamic time-frequency spillover analysis. (2026). Li, Zheng-Zheng ; Liu, Hong-Wen ; Wang, Kai-Hua. In: Energy & Environment. RePEc:sae:engenv:v:37:y:2026:i:4:p:2207-2232.

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2025Lawful Sequence of Events and Cryptocurrency Anomalies: An Empirical Investigation. (2025). Bhatia, Parul ; Jain, Lipika. In: FIIB Business Review. RePEc:sae:fbbsrw:v:14:y:2025:i:1:p:71-88.

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2026Do shocks to tourism receipts have a transitory or persistent nature? A comparison of traditional and artificial intelligence-based analytical procedures. (2026). koçak, emrah ; Bakir, Selim ; Bulut, Umit. In: Tourism Economics. RePEc:sae:toueco:v:32:y:2026:i:4:p:770-781.

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2025Early warning system to predict energy prices: the role of artificial intelligence and machine learning. (2025). Alshater, Muneer M ; Kampouris, Ilias ; Marashdeh, Hazem ; Atayah, Osama F ; Banna, Hasanul. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04908-9.

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2025Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models. (2025). Louhichi, Wal ; Ftiti, Zied ; ben Ameur, Hachmi ; Awijen, Haithem. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05400-8.

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2025Correlation and price spillover effects among green assets. (2025). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Kumar, Satish. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-024-06154-7.

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2025Robustness and spurious long memory: evidence from the generalized autoregressive score models. (2025). Shi, Yanlin ; Gao, Guangyuan. In: Annals of Operations Research. RePEc:spr:annopr:v:352:y:2025:i:3:d:10.1007_s10479-023-05484-2.

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2026Comparative performance of cryptocurrencies through the Aumann–Serrano economic index of riskiness. (2026). Hodoshima, Jiro ; Serrano, Roberto ; Sheely, Joseph ; Yamawake, Toshiyuki. In: Annals of Operations Research. RePEc:spr:annopr:v:357:y:2026:i:1:d:10.1007_s10479-024-06333-6.

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2025Wisdom of the crowd signals: Predictive power of social media trading signals for cryptocurrencies. (2025). Haase, Frederic ; Celig, Tom ; Rath, Oliver ; Schoder, Detlef. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00815-6.

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2025Revisiting the drivers of inflation in Sub-Saharan Africa after COVID-19. (2025). Ilori, Ayobami E ; Dery, Cosmas ; Nsafoah, Dennis. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02666-0.

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2025Quantile network connectedness between oil, clean energy markets, and green equity with portfolio implications. (2025). Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:27:y:2025:i:4:d:10.1007_s10018-024-00393-5.

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2025Analysing the financial innovation-based characteristics of stock market efficiency using fuzzy decision-making technique. (2025). Mikhaylov, Alexey ; Yksel, Serhat ; Diner, Hasan ; Firli, Anisah ; Rahadian, Dadan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00716-1.

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2026Volatility spillovers and portfolio diversification strategies after the 2023 Israel–Hamas conflict. (2026). Han, Seungoh. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00850-4.

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2026Crude oil and soft commodities volatility spillover patterns and portfolio diversification strategies in times of oil crises. (2026). Kumar, Pawan ; Singh, Vipul Kumar. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00851-3.

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2025The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis. (2025). Tsuji, Chikashi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00551-5.

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2025Climate, energy, and geopolitical risks in African stock markets: a comparative TVP-VAR and QVAR approach. (2025). Korsah, David. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00616-5.

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2025Immune or vulnerable? African stock markets’ response to U.S.–China trade wars and geopolitical tensions. (2025). Danso, Seth Kwadwo ; Korsah, David. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00688-3.

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2026Quantile time–frequency connectedness and spillover between artificial intelligence, clean energy, and traditional asset classes: insights and portfolio implications. (2026). Javed, Hassan ; Ali, Syed Zulfiqar ; Tariq, Anam ; Khan, Naveed. In: Future Business Journal. RePEc:spr:futbus:v:12:y:2026:i:1:d:10.1186_s43093-026-00786-w.

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2025Is there Hysteresis in Youth Unemployment in Africa? Implications for the Output–Unemployment Relationship. (2025). Mugoda, Salmon ; Nnyanzi, John Bosco ; Mukisa, Ibrahim. In: The Indian Journal of Labour Economics. RePEc:spr:ijlaec:v:68:y:2025:i:3:d:10.1007_s41027-025-00574-0.

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

Works by OLAOLUWA SIMON YAYA:

YearTitleTypeCited
2018Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria In: AGRIS on-line Papers in Economics and Informatics.
[Full Text][Citation analysis]		article4
2023Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic In: Asian Economics Letters.
[Full Text][Citation analysis]		article1
2021Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic.(2021) In: MPRA Paper.
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2024Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices In: Energy RESEARCH LETTERS.
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2022Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices.(2022) In: MPRA Paper.
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2024African stock markets’ connectedness: Quantile VAR approach In: Modern Finance.
[Full Text][Citation analysis]		article5
2021A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article34
2016Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series In: OPEC Energy Review.
[Full Text][Citation analysis]		article6
2026Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2024Testing for Persistence in German Green and Brown Stock Market Indices In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2022Modeling persistence and non-linearities in the US treasury 10-year bond yields.(2022) In: Economics Bulletin.
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This paper has nother version. Agregated cites: 7		article
2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework In: International Economics.
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2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework.(2019) In: International Economics.
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This paper has nother version. Agregated cites: 2		article
2020Investigating Asian regional income convergence using Fourier Unit Root test with Break In: International Economics.
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2020Investigating Asian regional income convergence using Fourier Unit Root test with Break.(2020) In: International Economics.
[Full Text][Citation analysis]
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2014The persistence and asymmetric volatility in the Nigerian stock bull and bear markets In: Economic Modelling.
[Full Text][Citation analysis]		article11
2014The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration In: Energy Economics.
[Full Text][Citation analysis]		article22
2014The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration.(2014) In: NCID Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2015Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time In: Energy Economics.
[Full Text][Citation analysis]		article5
2016Time series analysis of persistence in crude oil price volatility across bull and bear regimes In: Energy.
[Full Text][Citation analysis]		article30
2015Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 30		paper
2024Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach In: Energy.
[Full Text][Citation analysis]		article0
2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2014On the persistence and volatility in European, American and Asian stocks bull and bear markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2013On the persistence and volatility in European, American and Asian stocks bull and bear markets.(2013) In: NCID Working Papers.
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This paper has nother version. Agregated cites: 21		paper
2025Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities In: Resources Policy.
[Full Text][Citation analysis]		article3
2016Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis In: Resources Policy.
[Full Text][Citation analysis]		article62
2017Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach In: Resources Policy.
[Full Text][Citation analysis]		article17
2021Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach In: Resources Policy.
[Full Text][Citation analysis]		article3
2021Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach.(2021) In: MPRA Paper.
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2021How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses In: Resources Policy.
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2021How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses.(2021) In: MPRA Paper.
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2022Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga In: Resources Policy.
[Full Text][Citation analysis]		article126
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses In: Resources Policy.
[Full Text][Citation analysis]		article24
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses.(2022) In: MPRA Paper.
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2022Persistence and volatility spillovers of bitcoin price to gold and silver prices In: Resources Policy.
[Full Text][Citation analysis]		article17
2022Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 17		paper
2022Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses In: Resources Policy.
[Full Text][Citation analysis]		article5
2022Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5		paper
2023Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management In: Resources Policy.
[Full Text][Citation analysis]		article15
2022Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 15		paper
2014Global temperatures and sunspot numbers. Are they related? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2018Market efficiency of Baltic stock markets: A fractional integration approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2016Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2019How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? In: Physica A: Statistical Mechanics and its Applications.
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2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?.(2018) In: MPRA Paper.
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This paper has nother version. Agregated cites: 26		paper
2020How do stocks in BRICS co-move with real estate stocks? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2022Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible? In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article1
2018ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article0
2017Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests.(2017) In: MPRA Paper.
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2018ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS.(2018) In: Statistics in Transition New Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2019CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY In: Statistics in Transition New Series.
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2019CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY.(2019) In: Statistics in Transition New Series.
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This paper has nother version. Agregated cites: 2		article
2021Life expectancy in West African countries: Evidence of convergence and catching up with the north In: Statistics in Transition New Series.
[Full Text][Citation analysis]		article0
2020Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
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2021Life expectancy in West African countries: Evidence of convergence and catching up with the north.(2021) In: Statistics in Transition New Series.
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2017The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets In: Journal of Developing Areas.
[Full Text][Citation analysis]		article0
2019Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent In: Journal of Developing Areas.
[Full Text][Citation analysis]		article1
2021Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article3
2024Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article4
2020Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries In: International Advances in Economic Research.
[Full Text][Citation analysis]		article0
2018Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.(2018) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2011Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria. In: NCID Working Papers.
[Full Text][Citation analysis]		paper0
2015Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data. In: NCID Working Papers.
[Full Text][Citation analysis]		paper11
2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2022Modelling cryptocurrency high–low prices using fractional cointegrating VAR.(2022) In: International Journal of Finance & Economics.
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2020Household Expenditure In Africa: Evidence Of Mean Reversion In: MPRA Paper.
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2020Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries.(2021) In: MPRA Paper.
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2021Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods In: MPRA Paper.
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2021Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test In: MPRA Paper.
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2021Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2021Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function.(2021) In: Middle East Development Journal.
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2021Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2021An Information-Based Index of Uncertainty and the predictability of Energy Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2023Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2024Rural and Urban price inflation components in Nigeria: Persistence, Connectedness and Spillovers In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2024Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break In: MPRA Paper.
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2026Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break.(2026) In: Applied Economics.
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This paper has nother version. Agregated cites: 0		article
2024Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations In: MPRA Paper.
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2025Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations.(2025) In: Quality & Quantity: International Journal of Methodology.
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2018How do Stocks in BRICS co-move with REITs? In: MPRA Paper.
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2018Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks In: MPRA Paper.
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2018Is there convergence between the BRICS and International REIT Markets? In: MPRA Paper.
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2014GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features In: MPRA Paper.
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2010On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2017Investigating Structural break-GARCH-based Unit root test in US exchange rates In: MPRA Paper.
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2018Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques In: MPRA Paper.
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2017Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria In: MPRA Paper.
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2016Social Structure and Variation in the Family Formation Process: The Case of Age at First Marriage and Duration between First Marriage and First Birth in selected sub-Saharan African Countries In: MPRA Paper.
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2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions In: MPRA Paper.
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2021Testing fractional unit roots with non-linear smooth break approximations using Fourier functions.(2021) In: Journal of Applied Statistics.
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2018Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework In: MPRA Paper.
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2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach In: MPRA Paper.
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2018Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models In: MPRA Paper.
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2019Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? In: MPRA Paper.
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2019Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration In: MPRA Paper.
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2021Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration.(2021) In: International Journal of Finance & Economics.
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2019Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2019Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2019Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test.(2019) In: Quality & Quantity: International Journal of Methodology.
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2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach In: MPRA Paper.
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2019A new unit root analysis for testing hysteresis in unemployment In: MPRA Paper.
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2019Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework In: MPRA Paper.
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2024GROWTH SLOWDOWNS AND MIDDLE-INCOME TRAP: EVIDENCE FROM NEW UNIT ROOT FRAMEWORK.(2024) In: The Singapore Economic Review (SER).
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2020The Persistence of Stock Market Returns during the Presidential elections in Nigeria In: MPRA Paper.
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2013Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test In: Working Papers.
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2015Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test.(2015) In: Applied Economics.
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2024A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis In: Empirical Economics.
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2019Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends In: European Journal of Population.
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2025Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data In: SN Business & Economics.
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2023Tail risk dependence, co-movement and predictability between green bond and green stocks In: Applied Economics.
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2026Forecasting Market Fear: the roles of policy uncertainty and geopolitical Risk In: Applied Economics.
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2021Is There Convergence Between BRICS Listed Property Stocks and International REITs? In: Journal of Real Estate Portfolio Management.
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2016Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques In: Applied Stochastic Models in Business and Industry.
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2015Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data In: International Journal of Finance & Economics.
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2021Mapping US presidential terms with S&P500 index: Time series analysis approach In: International Journal of Finance & Economics.
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2024Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlunds GARCH‐based unit root test In: International Journal of Finance & Economics.
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