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Ahamuefula Ephraim Ogbonna : Citation Profile

Are you Ahamuefula Ephraim Ogbonna?

Centre for Econometrics and Applied Research

9

H index

9

i10 index

217

Citations

RESEARCH PRODUCTION:

33

Articles

35

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 31
   Journals where Ahamuefula Ephraim Ogbonna has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 34 (13.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pog56
   Updated: 2024-12-03    RAS profile: 2024-11-07    
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Relations with other researchers

Works with:

Salisu, Afees (25)

YAYA, OLAOLUWA (25)

GUPTA, RANGAN (16)

Mudida, Robert (5)

Oloko, Tirimisiyu (5)

Adediran, Idris (5)

Olubusoye, Olusanya (5)

Gil-Alana, Luis (4)

Olaniran, Abeeb (2)

Adedeji, Abdulfatai (2)

Furuoka, Fumitaka (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ahamuefula Ephraim Ogbonna.

Is cited by:

Salisu, Afees (44)

GUPTA, RANGAN (40)

Gil-Alana, Luis (26)

Demirer, Riza (12)

Pierdzioch, Christian (9)

YAYA, OLAOLUWA (9)

Caporale, Guglielmo Maria (8)

Bouri, Elie (7)

Adediran, Idris (6)

Raza, Syed (5)

Cepni, Oguzhan (5)

Cites to:

Salisu, Afees (122)

GUPTA, RANGAN (115)

Narayan, Paresh (88)

Gil-Alana, Luis (64)

YAYA, OLAOLUWA (56)

Westerlund, Joakim (35)

Sharma, Susan (32)

Engle, Robert (27)

Phan, Dinh (26)

Isah, Kazeem (25)

Oloko, Tirimisiyu (25)

Main data

Where Ahamuefula Ephraim Ogbonna has published?

Journals with more than one article published# docs
Resources Policy6
International Journal of Finance & Economics3
Journal of Forecasting3
Statistics in Transition New Series2
Statistics in Transition New Series2
Asian Economics Letters2
Energy2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany20
Working Papers / University of Pretoria, Department of Economics10
Working Papers / Centre for Econometric and Allied Research, University of Ibadan5

Recent works citing Ahamuefula Ephraim Ogbonna (2024 and 2023)

YearTitle of citing document
2023Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

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2023Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751.

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2023The spillover effects of rising energy prices following 2022 Russian invasion of Ukraine. (2023). Yagi, Michiyuki ; Managi, Shunsuke. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:680-695.

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2023US biofuel market persistence and mean reversion properties. (2023). Gil-Alana, Luis ; Martin, Asis Pardo ; Martin-Valmayor, Miguel A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:648-660.

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2023Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach. (2023). Salisu, Afees ; Gambo, Ali I ; Tumala, Mohammed M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717.

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2023Cash holdings and cash flows: Do oil price uncertainty and geopolitical risk matter?. (2023). Indra, Muhammad Yusuf ; Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:134-152.

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2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470.

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2023Asymmetric effects of oil price shocks on income inequality in ASEAN countries. (2023). Uprasen, Utai ; Tan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005315.

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2023Unveiling the relationship between oil and green bonds: Spillover dynamics and implications. (2023). Abbas, Syed Kumail ; Su, Yun Hsuan ; Chang, Hsuling ; Umar, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005418.

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2023Oil price shocks in the age of surging inflation. (2023). Mattoussi, Wided ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006266.

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2023Energy price shocks, exchange rates and inflation nexus. (2023). Bigerna, Simona. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006540.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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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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2024Managing inflation expectations and the efficiency of monetary policy responses to energy crises. (2024). Sharma, Gagan Deep ; Orsi, Bianca ; Shahzad, Umer. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001828.

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2023The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

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2024Risk spillover effects of new global energy listed companies from the time-frequency perspective. (2024). Xu, Jiahui ; Liu, Chao. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002731.

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2023Fiscal or monetary? Efficacy of regulatory regimes and energy trilemma of the inflation reduction act (IRA). (2023). Abbas, Syed Kumail ; Naqvi, Bushra ; Mirza, Nawazish ; Umar, Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300337x.

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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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2023Geopolitical risk and stock market volatility: A global perspective. (2023). Li, Shaofang ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007966.

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2023A Real-Time GARCH-MIDAS model. (2023). Cheng, Tengfei ; Zhao, AN ; Wu, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004750.

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2023Cryptocurrency return dependency and economic policy uncertainty. (2023). Chang, Li-Han ; Nie, Wei-Ying ; Yen, Kuang-Chieh. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005548.

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2023How do composite and categorical economic policy uncertainties affect the long-term correlation between Chinas stock and conventional/green bond markets?. (2023). Deng, Yiwen ; Guo, Yaoqi ; Zhang, Hongwei. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005202.

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2023Global geopolitical risk and volatility connectedness among Chinas sectoral stock markets. (2023). Wang, Weiqiang ; Zhang, Weiqi ; Pan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008590.

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2023Testing the hypothesis of duration dependence in the U.S. housing market. (2023). Gil-Alana, Luis ; Dettoni, Robinson. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010140.

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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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2023Climate risks and state-level stock market realized volatility. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000526.

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2023The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2023Geopolitical risk and stock market development. (2023). Shahedur, MD ; Boudreau, James W ; Khraiche, Maroula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001154.

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2024International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2023The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach. (2023). Vasa, Laszlo ; Roy, Jewel Kumar ; Kolte, Ashutosh. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006596.

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2023Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach. (2023). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Maiza-Larrarte, Andoni. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001411.

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2023Climate risk and gold. (2023). Salisu, Afees ; Olaniran, Abeeb ; Lasisi, Lukman. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002027.

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2023Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x.

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2024Connectedness analysis of oil price shocks, inflation, and exchange rate for the MENA region countries. (2024). Bigerna, Simona. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010553.

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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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2024Geopolitical risk and foreign subsidiary performance of emerging market multinationals. (2024). Zhao, Wenyi ; Xu, Guoquan ; Zhong, Kai ; Tong, Yan ; Li, Xin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2400001x.

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2023The relationship between cash flow uncertainty and extreme risk: International evidence. (2023). Wu, Lin-Tan ; Lee, Chien-Chiang ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002220.

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2023Measuring dependence structure and extreme risk spillovers in stock markets: An APARCH-EVT-DMC approach. (2023). Zhou, Qili ; He, Qingxia ; Wei, Zhengyuan ; Wang, GE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s0378437123009123.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2024Enhancing ground source heat pump system design optimization: A stochastic model incorporating transient geological factors and decision variables. (2024). Xu, Yanwen ; Lv, Guoquan ; Zhao, Zilong ; Wang, Xinlei ; Lin, Yu-Feng. In: Renewable Energy. RePEc:eee:renene:v:225:y:2024:i:c:s0960148124003446.

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2023Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Huang, Haizhen ; Li, Zepei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45.

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2024Real estate uncertainty and financial conditions over the business cycle. (2024). Noh, Sanha ; Liu, Jia ; Baek, Ingul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:656-675.

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2024The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). Sun, Hao ; He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:942-957.

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2024Stock market and inequality distributions – Evidence from the BRICS and G7 countries. (2024). Korkos, Ioannis ; Wu, Weiou ; Dang, Dong Quang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1172-1190.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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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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2024Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2023Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891.

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2023Evaluating Urban Flood Resilience within the Social-Economic-Natural Complex Ecosystem: A Case Study of Cities in the Yangtze River Delta. (2023). Shao, Qiuhu ; Feng, Haibo ; Zhu, Shiyao. In: Land. RePEc:gam:jlands:v:12:y:2023:i:6:p:1200-:d:1167365.

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2023Estimation of the Extent of the Vulnerability of Agriculture to Climate Change Using Analytical and Deep-Learning Methods: A Case Study in Jammu, Kashmir, and Ladakh. (2023). Soomro, Arjumand Bano ; Mir, Mohammad Shuaib ; Baba, Sajad Hassan ; Gulzar, Yonis ; Ahmed, Muneeb ; Malik, Irtiqa ; Elwasila, Osman ; Sultan, Abid. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11465-:d:1201388.

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2023How Oil Price Changes Affect Inflation in an Oil-Exporting Country: Evidence from Azerbaijan. (2023). Gadim-Oglu, Natig Hajiyev ; Humbatova, Sugra ; Aliyev, Khatai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5846-:d:1109258.

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2023Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach. (2023). Moussa, Wajdi ; Bejaoui, Azza ; Mgadmi, Nidhal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09384-6.

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2023Effects of global energy and price fluctuations on Turkeys inflation: new evidence. (2023). Ozahin, Erife ; Ozmen, Brahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09530-8.

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2023Housing price uncertainty and housing prices in the UK in a time-varying environment. (2023). Balcilar, Mehmet ; Wohar, Mark E ; Bekun, Festus Victor ; Uzuner, Gizem. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09567-y.

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2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308.

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2023Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337.

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2024Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202414.

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2024Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Ji, Qiang ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202415.

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2024Can Municipal Bonds Hedge US State-Level Climate Risks?. (2024). GUPTA, RANGAN ; Ji, Qiang ; Cepni, Oguzhan ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202419.

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2023Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x.

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2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

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2023Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x.

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2023Profitability of private equity: mean reversion and transitory shocks. (2023). Puertolas-Montanes, Francisco ; Gil-Alana, Luis Alberiko. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09606-7.

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2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00516-2.

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2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

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Works by Ahamuefula Ephraim Ogbonna:

YearTitleTypeCited
2021Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific In: Asian Economics Letters.
[Full Text][Citation analysis]		article1
2021Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific.(2021) In: MPRA Paper.
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2023A Global Analysis of the Macroeconomic Effects of Climate Change In: Asian Economics Letters.
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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]		article24
2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach. In: Working Papers.
[Full Text][Citation analysis]		paper4
2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models In: Working Papers.
[Full Text][Citation analysis]		paper19
2019Another look at the energy-growth nexus: New insights from MIDAS regressions.(2019) In: Energy.
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This paper has nother version. Agregated cites: 19		article
2018Forecasting CO2 emissions: Does the choice of estimator matter? In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Does the choice of estimator matter for forecasting? A revisit In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Does time-variation matter in the stochastic volatility components for G7 stock returns In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article17
2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article17
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
2024Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach.(2024) In: Working Papers.
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2022The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect In: Global Finance Journal.
[Full Text][Citation analysis]		article5
2020Google trends and the predictability of precious metals In: Resources Policy.
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2021Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence In: Resources Policy.
[Full Text][Citation analysis]		article0
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses In: Resources Policy.
[Full Text][Citation analysis]		article14
2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses.(2022) In: MPRA Paper.
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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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2023Oil tail risks and the realized variance of consumer prices in advanced economies In: Resources Policy.
[Full Text][Citation analysis]		article1
2023Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? In: Resources Policy.
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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.
[Full Text][Citation analysis]		article25
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: 25		paper
2024Energy-related uncertainty and international stock market volatility In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2023Energy-Related Uncertainty and International Stock Market Volatility.(2023) In: Working Papers.
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2019CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY In: Statistics in Transition New Series.
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2021Life expectancy in West African countries: Evidence of convergence and catching up with the north In: Statistics in Transition New Series.
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2020Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North.(2020) In: MPRA Paper.
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2021A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic In: Sustainability.
[Full Text][Citation analysis]		article6
2024Digital Currencies and Macroeconomic Performance: A Global Perspective In: Bulletin of Monetary Economics and Banking.
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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]		article0
2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2022Modelling cryptocurrency high–low prices using fractional cointegrating VAR.(2022) In: International Journal of Finance & Economics.
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2020Pandemics and cryptocurrencies In: MPRA Paper.
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2020To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 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.
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2021An Information-Based Index of Uncertainty and the predictability of Energy Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2021Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries In: MPRA Paper.
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2017Investigating Structural break-GARCH-based Unit root test in US exchange rates 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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2019Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break In: MPRA Paper.
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2019Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test In: MPRA Paper.
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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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2019A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data In: Working Papers.
[Citation analysis]		paper10
2022A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data.(2022) In: International Journal of Finance & Economics.
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2020Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States In: Working Papers.
[Citation analysis]		paper1
2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis In: Working Papers.
[Citation analysis]		paper3
2022Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis.(2022) In: Journal of Forecasting.
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2021Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data In: Working Papers.
[Citation analysis]		paper13
2023Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*.(2023) In: The European Journal of Finance.
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2024Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach In: Working Papers.
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2024Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach In: Working Papers.
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2024Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence In: Working Papers.
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2024Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective In: Working Papers.
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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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2021Stock‐induced Google trends and the predictability of sectoral stock returns In: Journal of Forecasting.
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2021Point and density forecasting of macroeconomic and financial uncertainties of the USA In: Journal of Forecasting.
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