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Working Papers / Centre for Econometric and Allied Research, University of Ibadan

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
4
Impact Factor
0.23
5 Years IF
0.28
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.46 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.22
2010 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2011 0 0.46 0 0 0 0 0 0 0 0 0 0 0.25
2012 0 0.5 0 0 0 0 0 0 0 0 0 0 0.25
2013 0 0.5 0 0 0 0 0 0 0 0 0 0 0.24
2014 0 0.53 0 0 0 0 0 0 0 0 0 0 0.27
2015 0 0.53 0 0 0 0 0 0 0 0 0 0 0.27
2016 0 0.54 0 0 0 0 0 0 0 0 0 0 0.27
2017 0 0.54 0.9 0 21 21 54 19 19 0 0 13 68.4 19 0.9 0.27
2018 0.52 0.53 0.32 0.52 23 44 21 14 33 21 11 21 11 7 50 2 0.09 0.26
2019 0.41 0.55 0.43 0.41 3 47 0 20 53 44 18 44 18 0 0 0.32
2020 0.23 0.63 0.32 0.28 0 47 0 15 68 26 6 47 13 0 0 0.58
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12017Modelling oil price-inflation nexus: The role of asymmetries and structural breaks. (2017). Salisu, Afees ; Olofin, Sam. In: Working Papers. RePEc:cui:wpaper:0020.

Full description at Econpapers || Download paper

22
22017Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail. In: Working Papers. RePEc:cui:wpaper:0030.

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10
32017Modelling stock price-exchange rate nexus in OECD countries - A new perspective. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0038.

Full description at Econpapers || Download paper

5
42018Does the choice of estimator matter for forecasting? A revisit. (2018). Salisu, Afees ; Ogbonna, Ahamuefula ; Omosebi, Paul Adeoye. In: Working Papers. RePEc:cui:wpaper:0053.

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5
52017Revisiting the forecasting accuracy of Phillips curve: the role of oil price. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Working Papers. RePEc:cui:wpaper:0022.

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4
62017A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0024.

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3
72017Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0039.

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3
82017US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0037.

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3
92017The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0021.

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3
102018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis. (2018). Salisu, Afees ; Ayinde, Taofeek O. In: Working Papers. RePEc:cui:wpaper:0050.

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3
112017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach.. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0025.

Full description at Econpapers || Download paper

3
122018United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD. (2018). Salisu, Afees. In: Working Papers. RePEc:cui:wpaper:0049.

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2
132018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2
142018Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach. (2018). Salisu, Afees ; Oloko, Tirimisiyu ; Olabisi, Nafisat ; Opeloyeru, Olaide ; Okunoye, Ismail. In: Working Papers. RePEc:cui:wpaper:0048.

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2
152018Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?. (2018). Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0046.

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2
162017Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0026.

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2
172018Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach. (2018). Oyinlola, Mutiu ; Oloko, Tirimisiyu. In: Working Papers. RePEc:cui:wpaper:0059.

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2
182017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0035.

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2
192018You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles. In: Working Papers. RePEc:cui:wpaper:0040.

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2
202018Analysing the distribution properties of Bitcoin returns. (2018). Tiwari, Aviral ; Salisu, Afees ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0058.

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1
212017A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0034.

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1
222017A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0033.

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1
232019The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models. (2019). Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0065.

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1
242017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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1
252018Testing the predictability of commodity prices in stock returns: A new perspective. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0061.

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1
262018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0051.

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1
272018Forecasting CO2 emissions: Does the choice of estimator matter?. (2018). Salisu, Afees ; Ogbonna, Ahamuefula ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0045.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017Modelling oil price-inflation nexus: The role of asymmetries and structural breaks. (2017). Salisu, Afees ; Olofin, Sam. In: Working Papers. RePEc:cui:wpaper:0020.

Full description at Econpapers || Download paper

11
22017Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail. In: Working Papers. RePEc:cui:wpaper:0030.

Full description at Econpapers || Download paper

7
32017Modelling stock price-exchange rate nexus in OECD countries - A new perspective. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0038.

Full description at Econpapers || Download paper

5
42018Does the choice of estimator matter for forecasting? A revisit. (2018). Salisu, Afees ; Ogbonna, Ahamuefula ; Omosebi, Paul Adeoye. In: Working Papers. RePEc:cui:wpaper:0053.

Full description at Econpapers || Download paper

5
52018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis. (2018). Salisu, Afees ; Ayinde, Taofeek O. In: Working Papers. RePEc:cui:wpaper:0050.

Full description at Econpapers || Download paper

3
62017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach.. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0025.

Full description at Econpapers || Download paper

2
72017US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0037.

Full description at Econpapers || Download paper

2
82018United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD. (2018). Salisu, Afees. In: Working Papers. RePEc:cui:wpaper:0049.

Full description at Econpapers || Download paper

2
92018Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?. (2018). Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0046.

Full description at Econpapers || Download paper

2
102018Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach. (2018). Salisu, Afees ; Oloko, Tirimisiyu ; Olabisi, Nafisat ; Opeloyeru, Olaide ; Okunoye, Ismail. In: Working Papers. RePEc:cui:wpaper:0048.

Full description at Econpapers || Download paper

2
112018Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach. (2018). Oyinlola, Mutiu ; Oloko, Tirimisiyu. In: Working Papers. RePEc:cui:wpaper:0059.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 6
YearTitle
2020Is the Effect of the Exchange Rate on Stock Prices Symmetric or Asymmetric? Evidence from Sudan. (2020). Sayed, Omer Ahmed ; Mohammed, Faiza Omer. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-23.

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2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

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2020Regional innovation distribution and its dynamic evolution: Policy impact and spillover effect—Based on the perspective of innovation motivation. (2020). Wu, Zhichao ; Yan, Yanyang. In: PLOS ONE. RePEc:plo:pone00:0235828.

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2020Pandemics and cryptocurrencies. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Ogbonna, Ahamuefula. In: MPRA Paper. RePEc:pra:mprapa:109597.

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2020Fear and Volatility in Digital Assets. (2020). Goh, Christopher ; Pervaiz, Faizaan ; Ng, Shaun ; West, James ; Holt, Samuel ; Pennington, Ashley. In: Papers. RePEc:arx:papers:2010.15611.

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2020Disaggregated Inflation and Asymmetric Oil Price Pass-Through in Nigeria. (2020). Usman, Nuruddeen ; Shitile, Tersoo Shimonkabir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-37.

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Recent citations
Recent citations received in 2018
YearCiting document
2018Does the choice of estimator matter for forecasting? A revisit. (2018). Salisu, Afees ; Ogbonna, Ahamuefula ; Omosebi, Paul Adeoye. In: Working Papers. RePEc:cui:wpaper:0053.

Full description at Econpapers || Download paper

2018Oil price volatility spillover effects on food prices in Nigeria. (2018). Azeez, Rasheed Oluwaseyi. In: MPRA Paper. RePEc:pra:mprapa:93188.

Full description at Econpapers || Download paper

Recent citations received in 2017
YearCiting document
2017MACROECONOMIC IMPACTS OF OIL PRICE SHOCKS: AN EMPIRICAL ANALYSIS BASED ON THE SVAR MODELS. (2017). Zerrin, Kilicarslan ; Yasemin, Dumrul. In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:5:p:55-72.

Full description at Econpapers || Download paper

2017Revisiting the forecasting accuracy of Phillips curve: the role of oil price. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Working Papers. RePEc:cui:wpaper:0022.

Full description at Econpapers || Download paper

2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach.. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0025.

Full description at Econpapers || Download paper

2017Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail. In: Working Papers. RePEc:cui:wpaper:0030.

Full description at Econpapers || Download paper

2017A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0031.

Full description at Econpapers || Download paper

2017A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0033.

Full description at Econpapers || Download paper

2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0035.

Full description at Econpapers || Download paper

2017Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0039.

Full description at Econpapers || Download paper

2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2017How Islamic are Islamic banks? A non-linear assessment of Islamic rate – conventional rate relations. (2017). Ibrahim, Mansor ; Sukmana, Raditya . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:443-448.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017US stocks in the presence of oil price risk: Large cap vs. Small cap. (2018). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Economics and Business Letters. RePEc:ove:journl:aid:12376.

Full description at Econpapers || Download paper