Ahamuefula Ephraim Ogbonna
Personal Details
First Name: | Ahamuefula |
Middle Name: | Ephraim |
Last Name: | Ogbonna |
Suffix: | |
RePEc Short-ID: | pog56 |
[This author has chosen not to make the email address public] | |
https://www.researchgate.net/profile/Ahamuefula_Ogbonna | |
Affiliation
Centre for Econometrics and Applied Research
Ibadan, Nigeriahttp://cear.org.ng/
RePEc:edi:ceuibng (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024. "Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence," Working Papers 202434, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024.
"Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach,"
Working Papers
202418, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024. "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 67(PB).
- Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024. "Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective," Working Papers 202444, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2024. "Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers 202429, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2024. "Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach," Working Papers 202431, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023.
"Energy-Related Uncertainty and International Stock Market Volatility,"
Working Papers
202336, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024. "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 280-293.
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh, 2022.
"Oil shocks and volatility of green investments: GARCH-MIDAS analyses,"
MPRA Paper
113707, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022. "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," Resources Policy, Elsevier, vol. 78(C).
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh, 2022.
"Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses,"
MPRA Paper
114689, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh, 2022. "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," Resources Policy, Elsevier, vol. 79(C).
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021.
"Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data,"
Working Papers
202117, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023. "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, vol. 29(4), pages 466-481, March.
- Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021. "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper 113139, University Library of Munich, Germany.
- Ogbonna, Ahamuefula & Olubusoye, Olusanya E, 2021.
"Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific,"
MPRA Paper
109922, University Library of Munich, Germany.
- Ahamuefula E. Ogbonna & Olusanya E. Olubusoye, 2021. "Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
- Olubusoye, Olusanya E & Akintande, Olalekan J. & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula & Adenikinju, Adeola F., 2021. "Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm," MPRA Paper 109838, University Library of Munich, Germany.
- Awolaja, Oladapo G. & Yaya, OlaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula & Joseph, Solomon O., 2021.
"Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function,"
MPRA Paper
109831, University Library of Munich, Germany.
- Oladapo Gbenga Awolaja & OlaOluwa Simon Yaya & Ahamuefula Ephraim Ogbonna & Solomon Onuche Joseph & Xuan Vinh Vo, 2021. "Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function," Middle East Development Journal, Taylor & Francis Journals, vol. 13(2), pages 318-334, July.
- Olubusoye, Olusanya E & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula, 2021. "An Information-Based Index of Uncertainty and the predictability of Energy Prices," MPRA Paper 109839, University Library of Munich, Germany.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021.
"Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis,"
Working Papers
202102, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022. "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1525-1556, November.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020. "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers 202058, University of Pretoria, Department of Economics.
- Yaya, OaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula E & Adewuyi, Adeolu O, 2020.
"Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR,"
MPRA Paper
102190, University Library of Munich, Germany, revised 02 Aug 2020.
- OlaOluwa S. Yaya & Xuan Vinh Vo & Ahamuefula E. Ogbonna & Adeolu O. Adewuyi, 2022. "Modelling cryptocurrency high–low prices using fractional cointegrating VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 489-505, January.
- Yaya, OlaOluwa S & Oyekunrin, Oluwaseun A & Ogbonna, Ahamuefula E, 2020.
"Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North,"
MPRA Paper
102873, University Library of Munich, Germany.
- Yaya OlaOluwa S. & Otekunrin Oluwaseun A. & Ogbonna Ahamuefula E., 2021. "Life expectancy in West African countries: Evidence of convergence and catching up with the north," Statistics in Transition New Series, Statistics Poland, vol. 22(1), pages 75-88, March.
- Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
- Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E, 2020. "To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS," MPRA Paper 109680, University Library of Munich, Germany.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019.
"A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data,"
Working Papers
201978, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022. "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 384-400, January.
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Mudida, Robert, 2019.
"Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test,"
MPRA Paper
93939, University Library of Munich, Germany.
- OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida, 2019. "Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(6), pages 2781-2795, November.
- Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A, 2019. "Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach," MPRA Paper 93941, University Library of Munich, Germany.
- Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A., 2019. "A new unit root analysis for testing hysteresis in unemployment," MPRA Paper 96621, University Library of Munich, Germany.
- Yaya, OlaOluwa S & Ogbonna, Ephraim A, 2019. "Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?," MPRA Paper 91429, University Library of Munich, Germany.
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Atoi, Ngozi V, 2019. "Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break," MPRA Paper 93937, University Library of Munich, Germany.
- Yaya, OlaOluwa S & Ogbonna, Ephraim A & Mudida, Robert, 2019.
"Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration,"
MPRA Paper
91450, University Library of Munich, Germany.
- OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida & Nuruddeen Abu, 2021. "Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1318-1335, January.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018. "Does the choice of estimator matter for forecasting? A revisit," Working Papers 053, Centre for Econometric and Allied Research, University of Ibadan.
- Yaya, OlaOluwa & Ogbonna, Ahamuefula, 2018. "Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models," MPRA Paper 91227, University Library of Munich, Germany.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018. "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers 062, Centre for Econometric and Allied Research, University of Ibadan.
- Yaya, OlaOluwa S & Ogbonna, Ephraim A & Olubusoye, Olusanya E, 2018.
"How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?,"
MPRA Paper
91253, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E., 2019. "How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
- Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna, 2018. "Forecasting CO2 emissions: Does the choice of estimator matter?," Working Papers 045, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017.
"Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models,"
Working Papers
035, Centre for Econometric and Allied Research, University of Ibadan.
- Salisu, Afees A. & Ogbonna, Ahamuefula E., 2019. "Another look at the energy-growth nexus: New insights from MIDAS regressions," Energy, Elsevier, vol. 174(C), pages 69-84.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017. "Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach," Working Papers 025, Centre for Econometric and Allied Research, University of Ibadan.
- Yaya, OlaOluwa S & Akinlana, Damola M & Ogbonna, Ahamuefula E, 2017. "Investigating Structural break-GARCH-based Unit root test in US exchange rates," MPRA Paper 88768, University Library of Munich, Germany.
Articles
- OlaOluwa S. Yaya & Hammed A. Olayinka & Ahamuefula E. Ogbonna & Mamdouh Abdulaziz Saleh Al-Faryan & Xuan Vinh Vo, 2024. "Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-27, April.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024.
"Energy-related uncertainty and international stock market volatility,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 280-293.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023. "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers 202336, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024.
"Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach,"
Finance Research Letters, Elsevier, vol. 67(PB).
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024. "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers 202418, University of Pretoria, Department of Economics.
- Fumitaka Furuoka & Luis A. Gil-Alana & OlaOluwa S. Yaya & Elayaraja Aruchunan & Ahamuefula E. Ogbonna, 2024. "A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis," Empirical Economics, Springer, vol. 66(6), pages 2471-2499, June.
- Ogbonna, Ahamuefula E. & Farag, Markos & Akintande, Olalekan J. & Yaya, OlaOluwa S. & Olubusoye, Olusanya E., 2024. "Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach," Energy, Elsevier, vol. 303(C).
- Tirimisiyu F. Oloko & Ahamuefula E. Ogbonna & Idris A. Adediran, 2024. "Digital Currencies and Macroeconomic Performance: A Global Perspective," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(2), pages 351-394, May.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2023. "Oil tail risks and the realized variance of consumer prices in advanced economies," Resources Policy, Elsevier, vol. 83(C).
- Ayinde, Taofeek O. & Olaniran, Abeeb O. & Abolade, Onomeabure C. & Ogbonna, Ahamuefula Ephraim, 2023. "Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?," Resources Policy, Elsevier, vol. 84(C).
- Idris A. Adediran & Kazeem O. Isah & Ahamuefula E. Ogbonna & Sheriff K. Badmus, 2023. "A Global Analysis of the Macroeconomic Effects of Climate Change," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-6.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023.
"Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data,"
The European Journal of Finance, Taylor & Francis Journals, vol. 29(4), pages 466-481, March.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021. "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers 202117, University of Pretoria, Department of Economics.
- Ahamuefula E. Ogbonna & Idris A. Adediran & Tirimisiyu F. Oloko & Kazeem O. Isah, 2023. "Information and Communication Technology (ICT) and youth unemployment in Africa," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(6), pages 5055-5077, December.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022.
"A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 384-400, January.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019. "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers 201978, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E., 2022. "The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect," Global Finance Journal, Elsevier, vol. 54(C).
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh, 2022.
"Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses,"
Resources Policy, Elsevier, vol. 79(C).
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh, 2022. "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," MPRA Paper 114689, University Library of Munich, Germany.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Lasisi, Lukman & Olaniran, Abeeb, 2022. "Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022.
"Oil shocks and volatility of green investments: GARCH-MIDAS analyses,"
Resources Policy, Elsevier, vol. 78(C).
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh, 2022. "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," MPRA Paper 113707, University Library of Munich, Germany.
- OlaOluwa S. Yaya & Xuan Vinh Vo & Ahamuefula E. Ogbonna & Adeolu O. Adewuyi, 2022.
"Modelling cryptocurrency high–low prices using fractional cointegrating VAR,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 489-505, January.
- Yaya, OaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula E & Adewuyi, Adeolu O, 2020. "Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR," MPRA Paper 102190, University Library of Munich, Germany, revised 02 Aug 2020.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022.
"Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1525-1556, November.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021. "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers 202102, University of Pretoria, Department of Economics.
- OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida & Nuruddeen Abu, 2021.
"Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1318-1335, January.
- Yaya, OlaOluwa S & Ogbonna, Ephraim A & Mudida, Robert, 2019. "Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration," MPRA Paper 91450, University Library of Munich, Germany.
- Yaya OlaOluwa S. & Otekunrin Oluwaseun A. & Ogbonna Ahamuefula E., 2021.
"Life expectancy in West African countries: Evidence of convergence and catching up with the north,"
Statistics in Transition New Series, Statistics Poland, vol. 22(1), pages 75-88, March.
- Yaya, OlaOluwa S & Oyekunrin, Oluwaseun A & Ogbonna, Ahamuefula E, 2020. "Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North," MPRA Paper 102873, University Library of Munich, Germany.
- OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Fumitaka Furuoka & Luis A. Gil‐Alana, 2021. "A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 960-981, August.
- Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021. "Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 259-275.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Idris Adediran, 2021. "Stock‐induced Google trends and the predictability of sectoral stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 327-345, March.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Tirimisiyu F. Oloko & Idris A. Adediran, 2021. "A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic," Sustainability, MDPI, vol. 13(6), pages 1-18, March.
- Oladapo Gbenga Awolaja & OlaOluwa Simon Yaya & Ahamuefula Ephraim Ogbonna & Solomon Onuche Joseph & Xuan Vinh Vo, 2021.
"Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function,"
Middle East Development Journal, Taylor & Francis Journals, vol. 13(2), pages 318-334, July.
- Awolaja, Oladapo G. & Yaya, OlaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula & Joseph, Solomon O., 2021. "Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function," MPRA Paper 109831, University Library of Munich, Germany.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021. "Point and density forecasting of macroeconomic and financial uncertainties of the USA," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 700-707, July.
- Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021. "Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence," Resources Policy, Elsevier, vol. 74(C).
- Ahamuefula E. Ogbonna & Olusanya E. Olubusoye, 2021.
"Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific,"
Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
- Ogbonna, Ahamuefula & Olubusoye, Olusanya E, 2021. "Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific," MPRA Paper 109922, University Library of Munich, Germany.
- Luis A. Gil‐Alana & Robert Mudida & OlaOluwa S. Yaya & Kazeem A. Osuolale & Ahamuefula E. Ogbonna, 2021. "Mapping US presidential terms with S&P500 index: Time series analysis approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1938-1954, April.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Adewuyi, Adeolu, 2020. "Google trends and the predictability of precious metals," Resources Policy, Elsevier, vol. 65(C).
- Salisu, Afees A. & Ogbonna, Ahamuefula E., 2019.
"Another look at the energy-growth nexus: New insights from MIDAS regressions,"
Energy, Elsevier, vol. 174(C), pages 69-84.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017. "Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models," Working Papers 035, Centre for Econometric and Allied Research, University of Ibadan.
- OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida, 2019.
"Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 53(6), pages 2781-2795, November.
- Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Mudida, Robert, 2019. "Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test," MPRA Paper 93939, University Library of Munich, Germany.
- Yaya O. S. & Akintande O. J. & Ogbonna A. E. & Adegoke H. M., 2019. "Cpi Inflation In Africa: Fractional Persistence, Mean Reversion And Nonlinearity," Statistics in Transition New Series, Statistics Poland, vol. 20(3), pages 119-132, September.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E., 2019.
"How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
- Yaya, OlaOluwa S & Ogbonna, Ephraim A & Olubusoye, Olusanya E, 2018. "How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?," MPRA Paper 91253, University Library of Munich, Germany.
RePEc:exl:29stat:v:22:y:2021:i:1:p:75-88 is not listed on IDEAS
RePEc:exl:29stat:v:20:y:2019:i:3:p:119-132 is not listed on IDEAS
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENE: Energy Economics (12) 2017-09-03 2017-12-11 2018-03-12 2019-01-28 2021-10-04 2021-10-04 2022-08-22 2022-10-24 2024-01-01 2024-05-13 2024-07-29 2024-07-29. Author is listed
- NEP-RMG: Risk Management (12) 2019-05-27 2019-12-02 2021-03-08 2021-09-13 2021-10-04 2022-06-27 2022-10-24 2024-01-01 2024-05-13 2024-07-29 2024-07-29 2024-11-04. Author is listed
- NEP-ETS: Econometric Time Series (10) 2018-04-16 2018-08-13 2018-10-08 2019-05-27 2019-05-27 2019-10-28 2019-12-02 2020-08-17 2021-09-27 2022-10-24. Author is listed
- NEP-FOR: Forecasting (9) 2017-09-03 2017-12-11 2018-03-12 2018-04-16 2018-08-13 2019-12-02 2020-07-13 2021-01-11 2021-03-08. Author is listed
- NEP-ORE: Operations Research (9) 2018-04-16 2018-08-13 2019-01-21 2019-10-28 2019-12-02 2020-07-13 2020-10-26 2021-09-27 2021-10-04. Author is listed
- NEP-FMK: Financial Markets (7) 2018-08-13 2019-02-04 2019-12-02 2021-09-13 2021-10-04 2024-01-01 2024-11-04. Author is listed
- NEP-MAC: Macroeconomics (5) 2017-09-03 2018-08-13 2019-05-27 2020-07-13 2021-09-27. Author is listed
- NEP-PAY: Payment Systems and Financial Technology (5) 2019-01-21 2019-01-28 2019-02-04 2021-09-13 2022-06-27. Author is listed
- NEP-MON: Monetary Economics (4) 2019-02-04 2019-05-27 2021-09-13 2021-09-27
- NEP-SEA: South East Asia (4) 2018-08-13 2018-10-08 2019-12-02 2021-10-04
- NEP-AFR: Africa (3) 2019-05-27 2021-09-27 2022-06-27
- NEP-ENV: Environmental Economics (3) 2018-03-12 2022-08-22 2024-09-02
- NEP-ISF: Islamic Finance (3) 2021-09-13 2021-09-27 2021-09-27
- NEP-BIG: Big Data (2) 2019-10-28 2021-10-04
- NEP-CMP: Computational Economics (2) 2019-10-28 2021-10-04
- NEP-CWA: Central and Western Asia (2) 2021-03-08 2021-10-04
- NEP-ARA: MENA - Middle East and North Africa (1) 2021-09-27
- NEP-ECM: Econometrics (1) 2019-10-28
- NEP-EEC: European Economics (1) 2019-10-28
- NEP-FDG: Financial Development and Growth (1) 2024-11-04
- NEP-OPM: Open Economy Macroeconomics (1) 2024-05-13
- NEP-POL: Positive Political Economics (1) 2019-05-27
- NEP-URE: Urban and Real Estate Economics (1) 2021-01-11
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Ahamuefula Ephraim Ogbonna should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.