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Publications

by members of

Centre for Econometrics and Applied Research

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
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Working papers

2026

  1. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2026, "Price Conflict and US Stock Return Volatility Forecasting: Insights from over 150 Years with a Mixed-Frequency Framework," Working Papers, University of Pretoria, Department of Economics, number 202620, Aug.

2025

  1. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Luis A. Gil-Alana, 2025, "Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202502, Feb.
  2. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025, "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202516, Apr.
  3. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Yunhan Zhang, 2025, "Climate Policy Uncertainty and the Forecastability of Inflation," Working Papers, University of Pretoria, Department of Economics, number 202525, Aug.
  4. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2025, "Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202541, Nov.
  5. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2025, "Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202542, Nov.
  6. Sikiru, AbdulSalam Adeyemi & Salisu, Afees A., 2025, "Exchange Rate Variability in Nigeria: Drivers and Remedial Monetary Policy," MPRA Paper, University Library of Munich, Germany, number 123526, Jan.
  7. Sikiru, Adeyemi Abidemi & Salisu, Afees A., 2025, "Transition to inflation targeting monetary policy framework in Nigeria," MPRA Paper, University Library of Munich, Germany, number 123528, Jan.
  8. Salisu, Afees & Hammed, Yinka S., 2025, "International monetary policy spillovers between Japan and the Rest of the World: A GVAR Framework," MPRA Paper, University Library of Munich, Germany, number 123529, Jan.
  9. Hammed, Yinka S & Salisu, Afees & Akume, Michael, 2025, "The international spillover effects of US Quality of Political Signals: A Global VAR approach," MPRA Paper, University Library of Munich, Germany, number 123530, Jan.

2024

  1. Oluwaseun Ajayi & Kazeem O. Isah, 2024, "Revisiting the Role of Technology in the US Equity REITs-Climate Change Nexus: The GARCH-MIDAS Approach," AfRES, African Real Estate Society (AfRES), number 2024-026, Jan.
  2. Oluwaseun D. Ajayi & Kazeem O. Isah, 2024, "Volatility of International REITs in Response to Investor Sentiment and Economic Policy Uncertainty: A Predictive-Based GARCH-MIDAS Approach," AfRES, African Real Estate Society (AfRES), number 2024-027, Jan.
  3. Oluwaseun Ajayi & Kazeem O. Isah, 2024, "Asymmetric Volatility Spillover Effects and Global Economic Conditions in REITs and non-REITs Assets: A VARMA-GARCH Approach," AfRES, African Real Estate Society (AfRES), number 2024-029, Jan.
  4. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024, "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202418, Apr.
  5. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2024, "Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202429, Jun.
  6. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2024, "Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202431, Jul.
  7. Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024, "Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence," Working Papers, University of Pretoria, Department of Economics, number 202434, Aug.
  8. 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, University of Pretoria, Department of Economics, number 202444, Oct.
  9. Olaniran, Abeeb & Akanni, Lateef & Salisu, Afees, 2024, "Migration fears and exchange rate volatility in France, Germany, and the UK: A GARCH-MIDAS framework," MPRA Paper, University Library of Munich, Germany, number 123196, Nov.
  10. Kola Akinsomi & Afees Salisu & Ametefe Frank & Hammed Yinka, 2024, "Gold market volatility and REITs' returns during tranquil and turbulent episodes," ERES, European Real Estate Society (ERES), number eres2024-222, Jan.
  11. Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024, "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202409, Mar.
  12. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024, "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series, CESifo, number 11207.
  13. Yaya, OlaOluwa S. & Olayinka, Hammed Abiola & Adebiyi, Aliu A & Atoi, Ngozi Victor & Olugu, Mercy U. & Akinkunmi, Wasiu B., 2024, "Rural and Urban price inflation components in Nigeria: Persistence, Connectedness and Spillovers," MPRA Paper, University Library of Munich, Germany, number 121106, Sep.
  14. Furuoka, Fumitaka & Gil-Alana, Luis A. & Yaya, OlaOluwa S & Vo, Xuan Vinh, 2024, "Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break," MPRA Paper, University Library of Munich, Germany, number 122476, Oct.
  15. Gil-Alana, Luis A. & Yaya, OlaOluwa S & Adesina, Oluwaseun A. & Vo, Xuan Vinh, 2024, "Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," MPRA Paper, University Library of Munich, Germany, number 123108, Dec.

2023

  1. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023, "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202336, Dec.
  2. Salisu, Sulaiman & Salisu, Afees, 2023, "An Index for Climate-Induced Migration Uncertainty," MPRA Paper, University Library of Munich, Germany, number 119524, Dec.
  3. Salisu, Afees & Salisu, Sulaiman & Salisu, Subair, 2023, "A news-based economic policy uncertainty index for Nigeria," MPRA Paper, University Library of Munich, Germany, number 119539, Apr, revised 13 Aug 2023.
  4. Rufai, Aliyu & Udaah, Isaiah & Salisu, Afees, 2023, "Financial stress and exchange rate volatility in Sub-Saharan Africa: Evidence from new datasets," MPRA Paper, University Library of Munich, Germany, number 123573, Dec.
  5. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202308, Apr.
  6. Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202323, Aug.
  7. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023, "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202327, Sep.
  8. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023, "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202330, Sep.
  9. Afees A. Salisu & Rangan Gupta, 2023, "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202339, Dec.
  10. Yener, Coskun & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2023, "Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence," MPRA Paper, University Library of Munich, Germany, number 117002, Apr.
  11. Furuoka, Fumitaka & Yaya, OlaOluwa S & Ling, Piu Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul, 2023, "Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management," MPRA Paper, University Library of Munich, Germany, number 117003, Feb, revised 04 Dec 2022.

2022

  1. Abdulkader C. Mahomedy & Elias Udeaja & Kazeem Isah & Ojo Adelakun & Yusuf Yakubua, 2022, "Revisiting the accuracy of inflation forecasts in Nigeria: The oil price-exchange rate-asymmetry perspectives," ERSA Working Paper Series, Economic Research Southern Africa, number 875, Feb.
  2. Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh, 2022, "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," MPRA Paper, University Library of Munich, Germany, number 113707, Feb.
  3. 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, University Library of Munich, Germany, number 114689, Sep.
  4. Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022, "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202211, Feb.
  5. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2022, "Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 202224, May.
  6. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
  7. Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022, "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202237, Aug.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2022, "Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields," CESifo Working Paper Series, CESifo, number 9554.
  9. Yaya, OlaOluwa A & Lukman, Adewale F. & Vo, Xuan Vinh, 2022, "Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices," MPRA Paper, University Library of Munich, Germany, number 114521, Sep.

2021

  1. 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, University Library of Munich, Germany, number 109831, Mar.
  2. 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, University Library of Munich, Germany, number 109838, Sep.
  3. Olubusoye, Olusanya E & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula, 2021, "An Information-Based Index of Uncertainty and the predictability of Energy Prices," MPRA Paper, University Library of Munich, Germany, number 109839, Feb.
  4. Ogbonna, Ahamuefula & Olubusoye, Olusanya E, 2021, "Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific," MPRA Paper, University Library of Munich, Germany, number 109922, Apr.
  5. 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, University Library of Munich, Germany, number 113139, Jan.
  6. 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, University of Pretoria, Department of Economics, number 202102, Jan.
  7. 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, University of Pretoria, Department of Economics, number 202117, Feb.
  8. Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021, "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202153, Jul.
  9. Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_017, May.
  10. Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," MPRA Paper, University Library of Munich, Germany, number 105353, Jan.
  11. Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers, University of Pretoria, Department of Economics, number 202101, Jan.
  12. Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021, "Forecasting US Output Growth with Large Information Sets," Working Papers, University of Pretoria, Department of Economics, number 202103, Jan.
  13. Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2021, "El Nino and Forecastability of Oil-Price Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202105, Jan.
  14. Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021, "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers, University of Pretoria, Department of Economics, number 202116, Feb.
  15. Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
  16. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
  17. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
  18. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021, "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202127, Apr.
  19. Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021, "Gold and the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202129, Apr.
  20. Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202132, Apr.
  21. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202136, May.
  22. Afees A. Salisu & Elie Bouri & Rangan Gupta, 2021, "Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll," Working Papers, University of Pretoria, Department of Economics, number 202143, Jun.
  23. Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.
  24. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202145, Jun.
  25. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202146, Jun.
  26. Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2021, "A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 202149, Jul.
  27. Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021, "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202154, Aug.
  28. Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
  29. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202160, Aug.
  30. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021, "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202161, Sep.
  31. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
  32. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021, "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202165, Sep.
  33. Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Babatunde, Oluwagbenga T., 2021, "Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries," MPRA Paper, University Library of Munich, Germany, number 109368.
  34. Yaya, OlaOluwa S & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021, "Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach," MPRA Paper, University Library of Munich, Germany, number 109372.
  35. Alaba, Oluwayemisi O. & Ojo, Oluwadare O. & Yaya, OlaOluwa S & Abu, Nurudeen & Ajobo, Saheed A., 2021, "Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods," MPRA Paper, University Library of Munich, Germany, number 109825, Sep.
  36. Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S., 2021, "Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours," MPRA Paper, University Library of Munich, Germany, number 109827, Sep.
  37. Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021, "Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test," MPRA Paper, University Library of Munich, Germany, number 109828, Sep.
  38. Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses," MPRA Paper, University Library of Munich, Germany, number 109829, Jun.
  39. Yaya, OlaOluwa S & Vo, Xuan Vinh & Olayinka, Hammed Abiola, 2021, "Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach," MPRA Paper, University Library of Munich, Germany, number 109830, May.
  40. Yaya, OlaOluwa S. & Vo, Xuan Vinh, 2021, "Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices," MPRA Paper, University Library of Munich, Germany, number 112652, Dec, revised 03 Apr 2022.
  41. Yaya, OlaOluwa S & Akano, Rafiu O & Adekoya, Oluwasegun B., 2021, "Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic," MPRA Paper, University Library of Munich, Germany, number 113706, Dec.

2020

  1. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202064, Jul.
  2. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 202086, Sep.
  3. Yaya, OaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula E & Adewuyi, Adeolu O, 2020, "Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR," MPRA Paper, University Library of Munich, Germany, number 102190, Mar, revised 02 Aug 2020.
  4. 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, University Library of Munich, Germany, number 102873, Aug.
  5. Yaya, OlaOluwa S & Ajose, Toyin S & Ogbonna, Ahamuefua E, 2020, "Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends," MPRA Paper, University Library of Munich, Germany, number 104445, Nov.
  6. Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020, "Pandemics and cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 109597, Jul.
  7. Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E, 2020, "To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS," MPRA Paper, University Library of Munich, Germany, number 109680, May.
  8. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020, "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers, University of Pretoria, Department of Economics, number 202058, Jun.
  9. Okunoye, Ismaila & Hammed, Sabuur, 2020, "Oil Price Shock and Fiscal-Monetary Policy Variables in Nigeria: A Structural VAR Approach," MPRA Paper, University Library of Munich, Germany, number 104145, Jul, revised 15 Sep 2020.
  10. Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020, "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 2020105, Nov.
  11. Afees A. Salisu & Rangan Gupta, 2020, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202041, May.
  12. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020, "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202043, May.
  13. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020, "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202050, May.
  14. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020, "Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions," Working Papers, University of Pretoria, Department of Economics, number 202051, May.
  15. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
  16. Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020, "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202095, Oct.
  17. Yaya, OlaOluwa S & Olalude, Gbenga A & Olayinka, Hameed A & Jimoh, Toheeb A & Adebiyi, Aliu A, 2020, "Household Expenditure In Africa: Evidence Of Mean Reversion," MPRA Paper, University Library of Munich, Germany, number 102876, Sep.
  18. Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Adesiyan, Femi, 2020, "The Persistence of Stock Market Returns during the Presidential elections in Nigeria," MPRA Paper, University Library of Munich, Germany, number 99390, Mar.

2019

  1. Ibrahim D. Raheem & Kazeem Isah, 2019, "The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 063, Mar.
  2. Elias A. Udeaja & Kazeem Isah, 2019, "Revisiting the accuracy of inflation forecasts in Nigeria: the oil price –exchange rate perspectives," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 065, Apr.
  3. Yaya, OlaOluwa S & Ogbonna, Ephraim A, 2019, "Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?," MPRA Paper, University Library of Munich, Germany, number 91429, Jan.
  4. 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, University Library of Munich, Germany, number 91450, Jan.
  5. 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, University Library of Munich, Germany, number 93937, Feb.
  6. Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Mudida, Robert, 2019, "Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test," MPRA Paper, University Library of Munich, Germany, number 93939, Feb.
  7. 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, University Library of Munich, Germany, number 93941, Mar.
  8. 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, University Library of Munich, Germany, number 96621, Oct.
  9. 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, University of Pretoria, Department of Economics, number 201978, Nov.
  10. Afees A. Salisu & Rangan Gupta, 2019, "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers, University of Pretoria, Department of Economics, number 201946, Jun.
  11. Afees A. Salisu & Rangan Gupta, 2019, "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 201976, Oct.
  12. Furuoka, Fumitaka & Pui, Kiew Ling & Ezeoke, Chinyere Mary Rose & Jacob, Ray Ikechukwu & Yaya, OlaOluwa S, 2019, "Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework," MPRA Paper, University Library of Munich, Germany, number 98672, Dec.

2018

  1. Lateef O. Akanni & Kazeem Isah, 2018, "Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 046, Feb.
  2. Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018, "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 054, Apr.
  3. Kazeem Isah & Ibrahim D. Raheem, 2018, "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 056, May.
  4. Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna, 2018, "Forecasting CO2 emissions: Does the choice of estimator matter?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 045, Feb.
  5. Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018, "Does the choice of estimator matter for forecasting? A revisit," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 053, Apr.
  6. Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018, "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 062, Jul.
  7. Yaya, OlaOluwa & Ogbonna, Ahamuefula, 2018, "Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models," MPRA Paper, University Library of Munich, Germany, number 91227, Dec.
  8. 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, University Library of Munich, Germany, number 91253, Dec.
  9. Afees A. Salisu & Tirimisyu F. Oloko & Ismail Okunoye & Olaide Opeloyeru & Nafisat Olabisi, 2018, "Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 048, Feb.
  10. Mutiu A. Oyinlola & Tirimisyu F. Oloko, 2018, "Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 059, Jun.
  11. Olusanya, Olubusoye & Musa, Dasauki, 2018, "Carbon emissions, and economic growth in Africa," MPRA Paper, University Library of Munich, Germany, number 96159, Feb, revised 24 Sep 2019.
  12. Moses Tule & Afees A. Salisu & Charles Chimeke, 2018, "You are what you eat: The role of oil price in Nigeria inflation forecast," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 040, Jan.
  13. Afees A. Salisu & Raymond Swaray & Idris Adediran, 2018, "Improving the predictability of commodity prices in US inflation: The role of coffee price," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 041, Jan.
  14. Afees A. Salisu & Oluwatomisinn Oyewole & Lateef O. Akanni, 2018, "Modeling the residential electricity demand in the US," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 042, Jan.
  15. Afees A. Salisu & Umar B. Ndako & Idris Adediran, 2018, "Forecasting GDP of OPEC: The role of oil price," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 044, Feb.
  16. Afees A. Salisu & Idris Adediran, 2018, "US shale oil and the behaviour of commodity prices," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 047, Feb.
  17. Afees A. Salisu, 2018, "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 049, Mar.
  18. Afees A. Salisu & Taofeek O. Ayinde, 2018, "Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 050, Mar.
  19. Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez, 2018, "Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 051, Mar.
  20. Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018, "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 055, Apr.
  21. Afees A. Salisu & Ibrahim D. Raheem, 2018, "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 057, Jun.
  22. Afees A. Salisu & Aviral Kumar Tiwari & Ibrahim D. Raheem, 2018, "Analysing the distribution properties of Bitcoin returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 058, Jun.
  23. Afees A. Salisu & Idris Adediran, 2018, "Testing for time-varying stochastic volatility in Bitcoin returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 060, Jul.
  24. O. Akinsomi & Y. Coskun & L. A. Gil-Alana & O. S. Yaya, 2018, "Is there Convergence between the Brics and International Securitized Property Markets?," AfRES, African Real Estate Society (AfRES), number afres2018_113, Sep.
  25. Yaya, OlaOluwa A & Gil-Alana, Luis A., 2018, "Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries," MPRA Paper, University Library of Munich, Germany, number 88752, Apr.
  26. Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "How do Stocks in BRICS co-move with REITs?," MPRA Paper, University Library of Munich, Germany, number 88753, Mar.
  27. Akinsomi, Omokolade & Coskun, Yener & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Is there convergence between the BRICS and International REIT Markets?," MPRA Paper, University Library of Munich, Germany, number 88756.
  28. Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper, University Library of Munich, Germany, number 90516, Nov.
  29. Yaya, OlaOluwa S & Ling, Pui Kiew & Furuoka, Fumitaka & Ezeoke, Chinyere Mary Rose & Jacob, Ray Ikechukwu, 2018, "Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework," MPRA Paper, University Library of Munich, Germany, number 90517, Dec.
  30. Yaya, OlaOluwa S & Gil-Alana, Luis A., 2018, "High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 90518, Dec.

2017

  1. Kazeem Isah, 2017, "Econometric Analyses of Return and Shock Spillovers: The case of Nigerian Financial Markets," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 0019, Aug.
  2. Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah, 2017, "Revisiting the forecasting accuracy of Phillips curve: the role of oil price," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 022, Aug.
  3. Afees A. Salisu & Kazeem Isah, 2017, "Modeling the spillovers between stock market and money market in Nigeria," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 023, Aug.
  4. Afees A. Salisu & Kazeem Isah, 2017, "Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 026, Aug.
  5. Afees A. Salisu & Kazeem Isah, 2017, "A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 034, Nov.
  6. Afees A. Salisu & Kazeem Isah, 2017, "Predicting US Inflation: Evidence from a New Approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 039, Dec.
  7. Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017, "Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 025, Aug.
  8. Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017, "Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 035, Nov.
  9. Yaya, OlaOluwa S & Akinlana, Damola M & Ogbonna, Ahamuefula E, 2017, "Investigating Structural break-GARCH-based Unit root test in US exchange rates," MPRA Paper, University Library of Munich, Germany, number 88768.
  10. Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017, "A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 024, Aug.
  11. Afees A. Salisu & Tirimisyu F. Oloko, 2017, "Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 036, Nov.
  12. Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017, "US stocks in the presence of oil price risk: Large cap vs. Small cap," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 037, Sep.
  13. Sam Olofin & Afees A. Salisu, 2017, "Modelling oil price-inflation nexus: The role of asymmetries and structural breaks," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 020, Aug.
  14. Raymond Swaray & Afees A. Salisu, 2017, "The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 021, Aug.
  15. Afees A. Salisu & Ibrahim D. Raheem, 2017, "Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 027, Aug.
  16. Afees A. Salisu & Umar B. Ndako, 2017, "Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 028, Sep.
  17. Afees A. Salisu & Raymond Swaray, 2017, "Forecasting the return volatility of energy prices: A GARCH MIDAS approach," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 029, Sep.
  18. Afees A. Salisu & Oluwatomisinn Oyewole & Ismail O. Fasanya, 2017, "Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 030, Sep.
  19. Afees A. Salisu & Umar B. Ndako, 2017, "A new look at the stock price-exchange rate nexus," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 031, Oct.
  20. Afees A. Salisu & Ibrahim D. Raheem & Umar B. Ndako, 2017, "A sectoral analysis of asymmetric nexus between oil and stock," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 033, Oct.
  21. Afees A. Salisu & Umar B. Ndako, 2017, "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 038, Dec.
  22. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017, "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper, University Library of Munich, Germany, number 88754, Dec, revised Feb 2018.
  23. Yaya, OlaOluwa S, 2017, "Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests," MPRA Paper, University Library of Munich, Germany, number 88769.
  24. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017, "Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques," MPRA Paper, University Library of Munich, Germany, number 88773, revised Feb 2018.
  25. Yaya, OlaOluwa S & Osanyintupin, Olawale D, 2017, "Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria," MPRA Paper, University Library of Munich, Germany, number 88824.

2016

  1. Obinwata, Bede & OWURU, Joel & FARAYIBI, Adesoji, 2016, "Exchange Rate Trends and Export Performance in Nigeria: A Descriptive Approach," MPRA Paper, University Library of Munich, Germany, number 75526, Jun, revised 12 Dec 2016.
  2. Owuru, Joel & FARAYIBI, Adesoji, 2016, "Examining the Fiscal Policy-Poverty Reduction Nexus in Nigeria," MPRA Paper, University Library of Munich, Germany, number 74184, Jun.
  3. FARAYIBI, Adesoji & OWURU, Joel, 2016, "Linkage between Fiscal Policy and Poverty Reduction in Nigeria," MPRA Paper, University Library of Munich, Germany, number 74678, Oct.
  4. Yaya, OlaOluwa S & Amoateng, Acheampong Y, 2016, "Social 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," MPRA Paper, University Library of Munich, Germany, number 88825.
  5. Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016, "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers, University of Pretoria, Department of Economics, number 201617, Mar.

2015

  1. Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015, "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers, University of Pretoria, Department of Economics, number 201580, Oct.
  2. Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015, "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 07/2015, Apr.

2014

  1. Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2014, "The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2014, Jul.
  2. Gil-Alana, Luis A. & Yaya, OlaOluwa S & Shittu, Olanrewaju I, 2014, "GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features," MPRA Paper, University Library of Munich, Germany, number 88758.

2013

  1. Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2013, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2013, Dec.
  2. Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2013, "Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201382, Dec.

2011

  1. Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2011, "Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 04/2011, May.

2010

  1. Yaya, OlaOluwa S & Shittu, Olanrewaju I, 2010, "On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment," MPRA Paper, University Library of Munich, Germany, number 88759.

Journal articles

2026

  1. Jianjie Huang & Kazeem O. Isah & Oladotun D. Olaniran & Mohammed N. Ibrahim, 2026, "Revisiting the Framework for Modelling Carbon Allowances: The Role of Speculation in Some Forecasting Experiment?," Australian Economic Papers, Wiley Blackwell, volume 65, issue 1, pages 59-71, March, DOI: 10.1111/1467-8454.70011.
  2. Kazeem Ovanero Isah, 2026, "Assessing climate risk and resilience across stocks, ESG portfolios, and REITs: evidence from predictive modelling," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-19, May, DOI: 10.1057/s41283-026-00216-9.
  3. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Oguzhan Cepni, 2026, "The Role of Energy Market Uncertainties in Forecasting US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-40, December, DOI: 10.1186/s40854-026-00959-0.
  4. Markos Farag & Dasauki C. Musa & Hammed A. Olayinka & Ahamuefula E. Ogbonna & OlaOluwa S. Yaya & Olusanya E. Olubusoye, 2026, "Forecasting Market Fear: the roles of policy uncertainty and geopolitical Risk," Applied Economics, Taylor & Francis Journals, volume 58, issue 26, pages 5172-5187, June, DOI: 10.1080/00036846.2025.2504192.
  5. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2026, "Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 46, issue 7, pages 1275-1297, July, DOI: 10.1002/fut.70108.
  6. Salisu, Afees A. & Gupta, Rangan & Cepni, Oguzhan, 2026, "Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102087.
  7. Raymond L. Aor & Afees A. Salisu, 2026, "Disaggregated Economic Complexity and Inflation in OECD Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 29, issue 1, pages 53-76, February, DOI: https://doi.org/10.59091/2460-9196..
  8. Afees A. Salisu & Abeeb O. Olaniran, 2026, "Energy market uncertainty and economic conditions at the global and U.S. State levels," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-51, December, DOI: 10.1007/s12197-025-09739-5.
  9. Dinci J. Penzin & Afees A. Salisu, 2026, "Financial stress and exchange rate volatility in Nigeria: a predictability approach," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 1, pages 3223-3236, February, DOI: 10.1007/s11135-025-02389-z.
  10. Micheal Akume & Afees A. Salisu & Yinka S. Hammed, 2026, "A global stocktaking of central banks’ responses to the Russia-Ukraine war," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 5991-6009, April, DOI: 10.1007/s11135-025-02518-8.
  11. Yinka S. Hammed & Afees A. Salisu & Michael Akume, 2026, "The international spill-over effects of US political signal quality: A GVAR approach," Economic and Political Studies, Taylor & Francis Journals, volume 14, issue 2, pages 133-154, April, DOI: 10.1080/20954816.2026.2668748.
  12. Khan Naveed & Siddiqui Ozair & Yaya OlaOluwa S. & Vo Xuan Vinh, 2026, "Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 37-62, DOI: 10.1515/snde-2024-0116.
  13. Fumitaka Furuoka & Luis Gil-Alana & OlaOluwa S. Yaya & Xuan Vinh Vo, 2026, "Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break," Applied Economics, Taylor & Francis Journals, volume 58, issue 1, pages 19-37, January, DOI: 10.1080/00036846.2024.2448610.

2025

  1. Salisu, Afees A. & Isah, Kazeem & Vinh Vo, Xuan, 2025, "The “effect modifier” of US interest rate in the economic policy uncertainties and economic conditions of fifty (50) US states: A semi-parametric smooth varying-coefficient approach," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102279.
  2. Raheem, Mufutau I. & Isah, Kazeem O. & Dike, Chukwudi H. & Raheem, Ibrahim D., 2025, "Modelling the volatility dynamics of ESG stocks amid uncertainties: The role of asymmetry in a GARCH-MIDAS approach," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108127.
  3. Damilola Aboluwodi & Kazeem O. Isah & Peter B.D. Moores-Pitt & Paul F. Muzindutsi, 2025, "Forecasting Real Estate Performance during the COVID-19 Pandemic Crisis: A Comparison of Statistical and Machine Learning Models," International Real Estate Review, Global Social Science Institute, volume 28, issue 4, pages 475-504, DOI: 10.53383/100411.
  4. Thiasha Naidoo & Peter Moores-Pitt & Paul-Francois Muzindutsi & Kazeem O Isah, 2025, "Analysing investor sentiment and stock market volatility of the JSE size-based indices: a GARCH-MIDAS approach," Risk Management, Palgrave Macmillan, volume 27, issue 3, pages 1-23, September, DOI: 10.1057/s41283-025-00165-9.
  5. Afees Salisu & Kazeem O. Isah & Ahamuefula Ephraim Ogbonna, 2025, "Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 2, pages 623-634, March, DOI: 10.1002/for.3207.
  6. Xu Xiangxin & Kazeem O. Isah & Yusuf Yakub & Damilola Aboluwodi, 2025, "Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 7, pages 2193-2204, November, DOI: 10.1002/for.70000.
  7. Lukman A. Lasisi & Franklin N. Ngwu & Mohammed K. Taliat & Abeeb O. Olaniran & Kelechi C. Nnamdi, 2025, "Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach," SN Business & Economics, Springer, volume 5, issue 3, pages 1-21, March, DOI: 10.1007/s43546-025-00792-0.
  8. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2025, "Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach," Australian Economic Papers, Wiley Blackwell, volume 64, issue 3, pages 320-329, September, DOI: 10.1111/1467-8454.12396.
  9. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2025, "Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103133.
  10. Afees A. Salisu & Ahamuefula E. Ogbonna & Xuan Vinh Vo, 2025, "Climate risks and the REITs market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 2, pages 1632-1648, April, DOI: 10.1002/ijfe.2983.
  11. Adediran, Idris A. & Oyadeyi, Olajide O. & Oloko, Tirimisiyu F., 2025, "Inflation and policy coordination in high-inflation environments," Journal of Policy Modeling, Elsevier, volume 47, issue 5, pages 889-902, DOI: 10.1016/j.jpolmod.2025.05.002.
  12. Salisu, Afees A. & Olaniran, Abeeb O. & Vo, Xuan Vinh, 2025, "Geopolitical risk, climate risk and financial innovation in the energy market," Energy, Elsevier, volume 315, issue C, DOI: 10.1016/j.energy.2025.134365.
  13. Afees A. Salisu & Rangan Gupta, 2025, "Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness," Risks, MDPI, volume 13, issue 3, pages 1-20, March.
  14. Afees A. Salisu & Dinci J. Penzin & Yinka S. Hammed, 2025, "Health Crisis and Currency Risk: Fresh Evidence from New Data Sets," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 1, pages 1-14, April, DOI: https://doi.org/10.59091/2460-9196..
  15. Khan, Naveed & Yaya, OlaOluwa S. & Vo, Xuan Vinh & Zada, Hassan, 2025, "Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105527.
  16. Luis A. Gil-Alana & OlaOluwa S. Yaya & Oluwaseun A. Adesina & Xuan Vinh Vo, 2025, "Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 2, pages 1807-1832, April, DOI: 10.1007/s11135-024-02038-x.
  17. OlaOluwa S. Yaya & Derick D. Quintino & Cristiane M. Ogino & Olanrewaju I. Shittu & Dora M. F. Almeida & Paulo J. S. Ferreira, 2025, "Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data," SN Business & Economics, Springer, volume 5, issue 1, pages 1-30, January, DOI: 10.1007/s43546-024-00770-y.

2024

  1. Elias A. Udeaja & Kazeem Isah, 2024, "Revisiting Food Price Volatility in Nigeria - Climate Change or Terrorism?," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-5, DOI: 2024/07/10.
  2. Salisu, Afees A. & Isah, Kazeem & Oloko, Tirimisiyu O., 2024, "Technology shocks and crude oil market connection: The role of climate change," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107325.
  3. Salisu, Afees A. & Isah, Kazeem O. & Cepni, Oguzhan, 2024, "Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101890.
  4. Dinci J. Penzin & Kazeem O. Isah & Afees A. Salisu, 2024, "Climate change-stock return volatility nexus in advanced economies: the role of technology shocks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 1, pages 119-135, May, DOI: 10.1108/JES-08-2023-0419.
  5. Kazeem O. Isah & Johnson O. Adelakun & Elias A. Udeaja, 2024, "Experimenting with the Forecasting Power of Speculation in the Predictability of Carbon Prices," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 60, issue 12, pages 2691-2702, September, DOI: 10.1080/1540496X.2024.2324194.
  6. Muhammad ALI & Emmanuel O. AWE & Salam S. MOHAMMED & Kazeem O. ISAH, 2024, "Industrialization, FDI Inflow and Climate Change in Africa: A Scenario Analysis," Chinese Journal of Urban and Environmental Studies (CJUES), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 1-20, March, DOI: 10.1142/S2345748124500039.
  7. Kazeem O. ISAH & Joy E. A. EBEH & Damilola ABOLUWODI & Monday ALIU & Salam S. MOHAMMED & Yusuf YAKUBU & Muhammad ALI, 2024, "Does Speculation Matter in the Carbon Pricing Framework? Insights from the EU Emissions Trading System," Chinese Journal of Urban and Environmental Studies (CJUES), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-26, September, DOI: 10.1142/S2345748124500180.
  8. Lukman Lasisi & Philip C. Omoke & Afees A. Salisu, 2024, "Climate Policy Uncertainty and Stock Market Volatility," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-6, DOI: 2024/06/29.
  9. 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, volume 303, issue C, DOI: 10.1016/j.energy.2024.131862.
  10. 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, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105847.
  11. 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, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
  12. 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, volume 27, issue 2, pages 351-394, May, DOI: https://doi.org/10.59091/2460-9196..
  13. 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, volume 57, issue 2, pages 1-27, April, DOI: 10.1007/s10644-024-09658-1.
  14. 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, volume 66, issue 6, pages 2471-2499, June, DOI: 10.1007/s00181-023-02540-5.
  15. Emeka Akpa & Ismaila Okunoye & Maxwell Jimmy & Sheriff Badmus, 2024, "Persistence of Green Asset Returns, Fossil Fuel Returns, and Climate Policy Uncertainty," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-5, DOI: 2024/07/09.
  16. Isiaka Akande Raifu & Ismaila Adeleye Okunoye & Alarudeen Aminu, 2024, "The effect of ICT on financial sector development in Africa: does regulatory quality matter?," Information Technology for Development, Taylor & Francis Journals, volume 30, issue 3, pages 424-451, July, DOI: 10.1080/02681102.2023.2233458.
  17. Tirimisiyu F. Oloko & Muritala O. Ogunsiji, 2024, "Exchange Rate, External Reserves And Current Account Balance Nexus In Oil-Dependent Countries: A Toda-Yamomotobased Panel Vector Autoregressive (Pvar) Approach," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, volume 11, issue 1, pages 1-17.
  18. Afees A. Salisu & Dinci J. Penzin & Xuan Vinh Vo, 2024, "Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach," Australian Economic Papers, Wiley Blackwell, volume 63, issue 4, pages 712-728, December, DOI: 10.1111/1467-8454.12369.
  19. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2024, "Technological shocks and stock market volatility over a century," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101561.
  20. Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024, "Gold market volatility and REITs' returns during tranquil and turbulent episodes," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103348.
  21. Afees Adebare Salisu & Aliyu Akorede Rufai & Modestus Chidi Nsonwu, 2024, "Exchange rate and housing affordability in OECD countries," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 18, issue 3, pages 668-693, January, DOI: 10.1108/IJHMA-10-2023-0137.
  22. Afees Adebare Salisu, 2024, "India and the Rest of the World: Analyses of International Monetary Policy Spillovers," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue 3, pages 573-600, July, DOI: https://doi.org/10.59091/2460-9196..
  23. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024, "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1473-1510, November, DOI: 10.1007/s11156-024-01295-z.
  24. Afees Salisu & Sulaiman Salisu & Subair Salisu, 2024, "A news-based economic policy uncertainty index for Nigeria," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 5, pages 4987-5002, October, DOI: 10.1007/s11135-024-01886-x.
  25. Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2024, "A Global Var Analysis Of Global And Regional Shock Spillovers To West African Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 02, pages 543-566, March, DOI: 10.1142/S0217590821410034.
  26. Samuel O. Olofin & Adebayo M. Adebiyi & Afees A. Salisu & Olusanya E. Olubusoye & Adeniyi O. Adenuga, 2024, "The Covid-19 Pandemic And Implications For Monetary Policy In Nigeria: A Simulation Study," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 02, pages 591-618, March, DOI: 10.1142/S0217590821410046.
  27. OlaOluwa Yaya, 2024, "Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-7, DOI: 2024/07/10.
  28. OlaOluwa Yaya & Olayinka Adenikinju & Hammed A. Olayinka, 2024, "African stock markets’ connectedness: Quantile VAR approach," Modern Finance, Modern Finance Institute, volume 2, issue 1, pages 51-68.
  29. Dettoni, Robinson & Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2024, "Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103319.
  30. OlaOluwa S. Yaya & Oluwasegun B. Adekoya & Xuan Vinh Vo & Mamdouh Abdulaziz Saleh Al‐Faryan, 2024, "Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH‐based unit root test," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 91-101, January, DOI: 10.1002/ijfe.2676.
  31. Fumitaka Furuoka & Kiew Ling Pui & Chinyere Ezeoke & Ray I. Jacob & Olaoluwa S. Yaya, 2024, "Growth Slowdowns And Middle-Income Trap: Evidence From New Unit Root Framework," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 01, pages 461-477, March, DOI: 10.1142/S0217590820500083.

2023

  1. Afees Salisu & Philip Omoke & Olalekan Fadiya, 2023, "Climate Policy Uncertainty and Crude Oil Market Volatility," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-5, DOI: 2023/03/14.
  2. 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, volume 4, issue 1, pages 1-6, DOI: 2023/03/09.
  3. Kazeem Isah & Adedapo Odebode & Oluwafemi Ogunjemilua, 2023, "Does Climate Risk Amplify Oil Market Volatility?," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 2, pages 1-5, DOI: 2023/06/13.
  4. Elias A. Udeaja & Kazeem O. Isah & Ganiyu K. Sanni, 2023, "The Interdependence of Financial Markets in Turbulent Periods: A Comparative Analysis of the China–US Cases," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 4, pages 335-349, October-D.
  5. 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, volume 57, issue 6, pages 5055-5077, December, DOI: 10.1007/s11135-022-01600-9.
  6. Salisu, Afees A. & Olaniran, Abeeb & Lasisi, Lukman, 2023, "Climate risk and gold," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103494.
  7. 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, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103755.
  8. 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, volume 84, issue C, DOI: 10.1016/j.resourpol.2023.103771.
  9. 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, volume 29, issue 4, pages 466-481, March, DOI: 10.1080/1351847X.2022.2097883.
  10. Ismaila Adeleye Okunoye & Emeka O. Akpa & Bamidele Boluwatife & Maxwell Jimmy, 2023, "Does Global Economic Uncertainty Affect Foreign Direct Investment? Evidence From Asian Emerging Markets," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 2, pages 1-4, DOI: 2023/06/12.
  11. Afees Salisu & Tirimisiyu Oloko, 2023, "Climate Risk Measures - A Review," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-4, DOI: 2023/03/09.
  12. Olusanya E. Olubusoye & Afees A. Salisu & Sam O. Olofin, 2023, "Youth unemployment in Nigeria: nature, causes and solutions," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 2, pages 1125-1157, April, DOI: 10.1007/s11135-022-01388-8.
  13. Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2023, "The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 3, pages 269-274, February, DOI: 10.1080/13504851.2021.1983134.
  14. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023, "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 228-244, June, DOI: 10.1111/irfi.12397.
  15. Tumala, Mohammed M. & Salisu, Afees A. & Gambo, Ali I., 2023, "Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 707-717, DOI: 10.1016/j.eap.2023.04.009.
  16. Tumala, Mohammed M. & Salisu, Afees & Nmadu, Yaaba B., 2023, "Climate change and fossil fuel prices: A GARCH-MIDAS analysis," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106792.
  17. Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023, "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103795.
  18. Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023, "Gold and tail risks," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103154.
  19. Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023, "Transition risk, physical risk, and the realized volatility of oil and natural gas prices," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103383.
  20. Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023, "Oil price and the Bitcoin market," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103437.
  21. Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023, "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 295-302, DOI: 10.1016/j.qref.2023.02.002.
  22. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023, "Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 303-314, DOI: 10.1016/j.qref.2023.02.004.
  23. Afees Salisu & Douglason Godwin Omotor, 2023, "Forecasting expenditure components in Nigeria," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 4, pages 783-807, September, DOI: 10.1108/JES-02-2023-0087.
  24. Yinka S. Hammed & Afees A. Salisu, 2023, "Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach," JRFM, MDPI, volume 16, issue 3, pages 1-17, February.
  25. Afees A. Salisu & Yinka S. Hammed & Ibrahim Ngananga Ouattara, 2023, "Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs)," Sustainability, MDPI, volume 15, issue 19, pages 1-22, October.
  26. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2023, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 15, issue 2, pages 139-159, June, DOI: https://doi.org/10.15353/rea.v15i2..
  27. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2023, "The predictive power of Bitcoin prices for the realized volatility of US stock sector returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-22, December, DOI: 10.1186/s40854-023-00464-8.
  28. Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke, 2023, "COVID-19 pandemic and financial innovations," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 4, pages 3885-3904, August, DOI: 10.1007/s11135-022-01540-4.
  29. Godday Uwawunkonye Ebuh & Afees Salisu & Victor Oboh & Nuruddeen Usman, 2023, "A test for the contributions of urban and rural inflation to inflation persistence in Nigeria," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 16, issue 2, pages 222-246, May, DOI: 10.1080/17520843.2021.1974507.
  30. Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2023, "Stock returns and interest rate differential in high and low interest rate environments," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 1713-1728, April, DOI: 10.1002/ijfe.2502.
  31. Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2023, "Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 1872-1882, April, DOI: 10.1002/ijfe.2513.
  32. Afees A. Salisu & Philip C. Omoke & Abdulsalam Abidemi Sikiru, 2023, "Geopolitical risk and global financial cycle: Some forecasting experiments," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 1, pages 3-16, January, DOI: 10.1002/for.2904.
  33. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2307-2321, December, DOI: 10.1002/for.3016.
  34. OlaOluwa Yaya & Rafiu Akano & Oluwasegun Adekoya, 2023, "Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-6, DOI: 2023/03/09.
  35. Furuoka, Fumitaka & Yaya, OlaOluwa Simon & Ling, Pui Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul, 2023, "Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103339.
  36. Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & OlaOluwa Simon Yaya & Kingsley Opoku Appiah, 2023, "Tail risk dependence, co-movement and predictability between green bond and green stocks," Applied Economics, Taylor & Francis Journals, volume 55, issue 2, pages 201-222, January, DOI: 10.1080/00036846.2022.2085869.

2022

  1. Kazeem O. Isah & Abdulkader C. Mahomedy & Elias A. Udeaja & Ojo J. Adelakun & Yusuf Yakubu & Danmecca Musa, 2022, "Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives," South African Journal of Economics, Economic Society of South Africa, volume 90, issue 3, pages 329-348, September, DOI: 10.1111/saje.12313.
  2. Afees A. Salisu & Kazeem Isah & Nnenna Ogbonnaya‐Orji, 2022, "A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 1220-1239, January, DOI: 10.1002/ijfe.2210.
  3. 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, volume 62, issue C, DOI: 10.1016/j.najef.2022.101755.
  4. Afees A. Salisu & Lukman Lasisi & Jean Paul Tchankam, 2022, "Historical geopolitical risk and the behaviour of stock returns in advanced economies," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 9, pages 889-906, June, DOI: 10.1080/1351847X.2021.1968467.
  5. 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, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100641.
  6. Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022, "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102789.
  7. 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, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103036.
  8. 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., volume 27, issue 1, pages 384-400, January, DOI: 10.1002/ijfe.2158.
  9. 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., volume 27, issue 1, pages 489-505, January, DOI: 10.1002/ijfe.2164.
  10. 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., volume 41, issue 7, pages 1525-1556, November, DOI: 10.1002/for.2878.
  11. Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022, "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105960.
  12. Afees A. Salisu & Abeeb Olaniran, 2022, "The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 6, pages 4663-4673, December, DOI: 10.1007/s11135-022-01342-8.
  13. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, volume 25, issue 3, pages 313-340, December, DOI: 10.1111/infi.12414.
  14. Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022, "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101620.
  15. Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
  16. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022, "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102300.
  17. Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102125.
  18. Salisu, Afees A. & Tchankam, Jean Paul, 2022, "US Stock return predictability with high dimensional models," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102194.
  19. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022, "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102378.
  20. Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 2022, "Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102519.
  21. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022, "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100699.
  22. Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022, "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103374.
  23. Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102508.
  24. Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022, "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102527.
  25. Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
  26. Tumala, Mohammed M. & Salisu, Afees A. & Atoi, Ngozi V., 2022, "Oil-growth nexus in Nigeria: An ADL-MIDAS approach," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102754.
  27. Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022, "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102897.
  28. Salisu, Afees A. & Bouri, Elie & Gupta, Rangan, 2022, "Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 482-488, DOI: 10.1016/j.qref.2022.05.004.
  29. Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022, "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 179-190, DOI: 10.1016/j.iref.2021.09.017.
  30. Salisu, Afees A. & Shaik, Muneer, 2022, "Islamic Stock indices and COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 282-293, DOI: 10.1016/j.iref.2022.02.073.
  31. Afees Salisu & Jean Paul Tchankam, 2022, "Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 5, pages 619-638, July, DOI: 10.1108/JRF-01-2022-0008.
  32. Adedoyin Isola Lawal & Afees Adebare Salisu & Abiola John Asaleye & Ezeikel Oseni & Bukola Bose Lawal-Adedoyin & Samuel Olatunde Dahunsi & Emmanuel Oluwasola Omoju & Abigail Oyeronke DickTonye & Eliza, 2022, "Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa," JRFM, MDPI, volume 15, issue 6, pages 1-13, May.
  33. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model," JRFM, MDPI, volume 15, issue 8, pages 1-26, August.
  34. Dinci J. Penzin & Afees Salisu & Benedict N.Akanegbu, 2022, "A Note on Public Debt-Private Investment Nexus in Emerging Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 1, pages 25-36, June, DOI: https://doi.org/10.21098/bemp.v25i1.
  35. Afees A. Salisu & Elias A. Udeaja & Silva Opuala-Charles, 2022, "Central Bank Independence and Price Stability Under Alternative Political Regimes: A Global Evidence," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 2, pages 155-172, August, DOI: https://doi.org/10.21098/bemp.v25i2.
  36. Ebuh U. Godday & Nuruddeen Usman & Afees A. Salisu, 2022, "Testing for unemployment persistence in Nigeria," Economic Change and Restructuring, Springer, volume 55, issue 4, pages 2605-2630, November, DOI: 10.1007/s10644-022-09395-3.
  37. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 523-545, May, DOI: 10.1007/s11146-020-09813-1.
  38. Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2022, "A Note on the COVID-19 Shock and Real GDP in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 1, pages 93-101, January, DOI: 10.1080/1540496X.2021.1981854.
  39. Afees A. Salisu & Jean Paul Tchankam & Idris A. Adediran, 2022, "Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 13, pages 3739-3750, October, DOI: 10.1080/1540496X.2022.2072203.
  40. Afees A. Salisu & Rangan Gupta, 2022, "Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 9, pages 2620-2636, July, DOI: 10.1080/1540496X.2021.2007878.
  41. Abdullahi Musa & Afees A. Salisu & Saleh Abulbashar & Chinecherem D. Okoronkwo, 2022, "Oil price uncertainty and real exchange rate in a global VAR framework: a note," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 704-712, October, DOI: 10.1007/s12197-022-09592-w.
  42. Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2022, "Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 4, pages 2199-2214, August, DOI: 10.1007/s11135-021-01214-7.
  43. Afees A. Salisu & Ibrahim D. Raheem & Godstime O. Eigbiremolen, 2022, "The behaviour of U.S. stocks to financial and health risks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 4607-4618, October, DOI: 10.1002/ijfe.2390.
  44. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022, "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 1, pages 134-157, January, DOI: 10.1002/for.2800.
  45. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-9, June, DOI: 10.1142/S2010495222500099.
  46. Guglielmo Maria Caporale & Luis A Gil-Alana & Olaoluwa Simon Yaya, 2022, "Modeling persistence and non-linearities in the US treasury 10-year bond yields," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1221-1229.
  47. Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022, "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102728.
  48. Yaya, OlaOluwa S. & Lukman, Adewale F. & Vo, Xuan Vinh, 2022, "Persistence and volatility spillovers of bitcoin price to gold and silver prices," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103011.
  49. Adekoya, Oluwasegun B. & Yaya, OlaOluwa S. & Oliyide, Johnson A. & Posu, Sunday M.A., 2022, "Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible?," Structural Change and Economic Dynamics, Elsevier, volume 61, issue C, pages 265-277, DOI: 10.1016/j.strueco.2022.02.020.

2021

  1. Afees A. Salisu & Kazeem O. Isah, 2021, "Capital Flight-Growth Nexus In Subsaharan Africa - The Role Of Macroeconomic Uncertainty," Journal of Developing Areas, Tennessee State University, College of Business, volume 55, issue 1, pages 167-184, January-M.
  2. Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Oil Price and Exchange Rate Behaviour of the BRICS," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 7, pages 2042-2051, May, DOI: 10.1080/1540496X.2020.1850440.
  3. Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1581-1595, December, DOI: 10.1002/for.2795.
  4. Afees A. Salisu & Lukman Lasisi & Abeeb Olaniran, 2021, "Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 2, issue 3, pages 1-6, DOI: 2021/10/06.
  5. Tirimisiyu F. Oloko & Abeeb O. Olaniran & Lukman A. Lasisi, 2021, "Hedging Global and Country-Specific Geopolitical Risks With South Korean Stocks - A Predictability Approach," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 2, issue 3, pages 1-5, DOI: 2021/10/06.
  6. 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, volume 2, issue 3, pages 1-6, DOI: 2021/10/06.
  7. 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, volume 83, issue 4, pages 960-981, August, DOI: 10.1111/obes.12422.
  8. 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, volume 70, issue C, pages 259-275, DOI: 10.1016/j.eap.2021.02.014.
  9. 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, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102369.
  10. 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, volume 13, issue 6, pages 1-18, March.
  11. 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, volume 13, issue 2, pages 318-334, July, DOI: 10.1080/17938120.2021.1958587.
  12. 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, volume 22, issue 1, pages 75-88, March, DOI: 10.21307/stattrans-2021-004.
  13. 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., volume 26, issue 1, pages 1318-1335, January, DOI: 10.1002/ijfe.1851.
  14. 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., volume 26, issue 2, pages 1938-1954, April, DOI: 10.1002/ijfe.1887.
  15. 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., volume 40, issue 2, pages 327-345, March, DOI: 10.1002/for.2722.
  16. 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., volume 40, issue 4, pages 700-707, July, DOI: 10.1002/for.2740.
  17. Mutiu A. Oyinlola & Tirimisiyu F. Oloko & Samuel Orekoya, 2021, "Ratchet Effect in Import Prices – Inflation Rate Nexus," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 335-354, September.
  18. Tirimisiyu F Oloko & Muritala O Ogunsiji & Musefiu A Adeleke, 2021, "Econometric Analysis of Dutch Disease Implication of China-Africa Trade," Quarterly Journal of Econometrics Research, Conscientia Beam, volume 7, issue 1, pages 13-30.
  19. Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021, "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 4, pages 89-114, December.
  20. Umar B. Ndako & Afees A. Salisu & Muritala O. Ogunsiji, 2021, "Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 2, issue 3, pages 1-5, DOI: 2021/10/06.
  21. Afees A. Salisu, 2021, "Special Issue on Forecasting Asian Markets," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 2, issue 3, pages 1-2, DOI: 2021/10/06.
  22. Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021, "Pandemics and the Asia-Pacific Islamic Stocks," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 1, issue 1, pages 1-5, DOI: 2021/06/27.
  23. Afees Salisu & Idris Adediran, 2021, "Uncertainty Due to Infectious Diseases and Energy Market Volatility," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 1, issue 1, pages 1-4, DOI: 2021/06/16.
  24. Musa, Abdullahi & Salisu, Afees A. & Aliyu, Victoria O. & Mevweroso, Chioma R., 2021, "Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101320.
  25. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
  26. Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101666.
  27. Salisu, Afees A. & Vo, Xuan Vinh, 2021, "Firm-specific news and the predictability of Consumer stocks in Vietnam," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101801.
  28. Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
  29. Salisu, Afees A. & Vo, Xuan Vinh & Lawal, Adedoyin, 2021, "Hedging oil price risk with gold during COVID-19 pandemic," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101897.
  30. Salisu, Afees A. & Vo, Xuan Vinh, 2021, "The behavior of exchange rate and stock returns in high and low interest rate environments," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 138-149, DOI: 10.1016/j.iref.2021.02.008.
  31. Salisu, Afees A. & Akanni, Lateef O. & Vo, Xuan Vinh, 2021, "Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 150-159, DOI: 10.1016/j.iref.2021.02.005.
  32. Salisu, Afees A. & Vo, Xuan Vinh & Lucey, Brian, 2021, "Gold and US sectoral stocks during COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101424.
  33. Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021, "Palm Oil Price–Exchange Rate Nexus in Indonesia and Malaysia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 2, pages 169-180, June, DOI: https://doi.org/10.21098/bemp.v24i2.
  34. Afees A. Salisu & Ibrahim Adeleke & Lateef O. Akanni, 2021, "Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 14, pages 3944-3959, November, DOI: 10.1080/1540496X.2020.1766444.
  35. Afees A. Salisu & Rangan Gupta, 2021, "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4286-4311, December, DOI: 10.1080/1540496X.2020.1807322.
  36. Afees A. Salisu & Kingsley Obiora, 2021, "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-19, December, DOI: 10.1186/s40854-021-00253-1.
  37. Afees A. Salisu & Rangan Gupta, 2021, "Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 18, pages 1594-1599, October, DOI: 10.1080/13504851.2020.1834498.
  38. Afees A. Salisu & Raymond Swaray & Hadiza Sa'id, 2021, "Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 2946-2975, April, DOI: 10.1002/ijfe.1944.
  39. Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021, "The Effects Of U.S. Monetary Policy Uncertainty Shock On International Equity Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 04, pages 1-14, December, DOI: 10.1142/S2010495221500184.
  40. Yaya, OlaOluwa S. & Vo, Xuan Vinh & Olayinka, Hammed A., 2021, "Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102045.
  41. Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102273.
  42. OlaOluwa S. Yaya & Nurudeen Abu & Tayo P. Ogundunmade, 2021, "Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration," Economic Change and Restructuring, Springer, volume 54, issue 2, pages 541-556, May, DOI: 10.1007/s10644-020-09288-3.
  43. Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Testing fractional unit roots with non-linear smooth break approximations using Fourier functions," Journal of Applied Statistics, Taylor & Francis Journals, volume 48, issue 13-15, pages 2542-2559, November, DOI: 10.1080/02664763.2020.1757047.
  44. Omokolade Akinsomi & Yener Coskun & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Is There Convergence Between BRICS Listed Property Stocks and International REITs?," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 27, issue 1, pages 29-42, January, DOI: 10.1080/10835547.2021.1967675.

2020

  1. Yakubu, Jibrin & Salisu, Afees A. & Musa, Abdullahi & Omosola, Adebola & Belonwu, Maximillian & Isah, Kazeem, 2020, "The transmission of monetary policy in emerging economies during tranquil and turbulent periods," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.010.
  2. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Adewuyi, Adeolu, 2020, "Google trends and the predictability of precious metals," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2019.101542.
  3. Salisu, Afees A. & Adediran, Idris A. & Oloko, Tirimisiyu O. & Ohemeng, William, 2020, "The heterogeneous behaviour of the inflation hedging property of cocoa," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101093.
  4. Ismail O. Fasanya & Ismail A. Olayemi, 2020, "Modelling financial openness growth-nexus in Nigeria: evidence from bounds testing to cointegration approach," Future Business Journal, Springer, volume 6, issue 1, pages 1-11, December, DOI: 10.1186/s43093-019-0008-2.
  5. Akintande, Olalekan J. & Olubusoye, Olusanya E. & Adenikinju, Adeola F. & Olanrewaju, Busayo T., 2020, "Modeling the determinants of renewable energy consumption: Evidence from the five most populous nations in Africa," Energy, Elsevier, volume 206, issue C, DOI: 10.1016/j.energy.2020.117992.
  6. Olusanya Elisa Olubusoye & Dasauki Musa & Salvatore Ercolano, 2020, "Carbon Emissions And Economic Growth In Africa: Are They Related?," Cogent Economics & Finance, Taylor & Francis Journals, volume 8, issue 1, pages 1850400-185, January, DOI: 10.1080/23322039.2020.1850400.
  7. Olofin, S.O. & Salisu, A.A & Tule, M.K, 2020, "Revised Small Macro-Econometric Model Of The Nigerian Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 20, issue 1, pages 97-116.
  8. Dinci J. Penzin & Afees A. Salisu, 2020, "Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries," Economics Bulletin, AccessEcon, volume 40, issue 2, pages 938-943.
  9. Salisu, Afees A. & Akanni, Lateef & Raheem, Ibrahim, 2020, "The COVID-19 global fear index and the predictability of commodity price returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100383.
  10. Tule, Moses K. & Salisu, Afees A. & Ebuh, Godday U., 2020, "A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques," Economic Modelling, Elsevier, volume 87, issue C, pages 225-237, DOI: 10.1016/j.econmod.2019.07.024.
  11. Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020, "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101056.
  12. Salisu, Afees A. & Vo, Xuan Vinh, 2020, "Predicting stock returns in the presence of COVID-19 pandemic: The role of health news," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101546.
  13. Salisu, Afees A. & Ndako, Umar B. & Akanni, Lateef O., 2020, "New evidence for the inflation hedging potential of US stock returns," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101384.
  14. Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B., 2020, "The inflation hedging properties of gold, stocks and real estate: A comparative analysis," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101605.
  15. Salisu, Afees A. & Adediran, Idris, 2020, "Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101606.
  16. Holland, Quynh Chau Pham & Liu, Benjamin & Roca, Eduardo & Salisu, Afees A., 2020, "Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 46-68, DOI: 10.1016/j.iref.2019.09.009.
  17. Salisu, Afees A. & Ebuh, Godday U. & Usman, Nuruddeen, 2020, "Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 280-294, DOI: 10.1016/j.iref.2020.06.023.
  18. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020, "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101308.
  19. Bashir T. Mande & Afees A. Salisu & Adeola N. Jimoh & Fola Dosumu & Girei H. Adamu, 2020, "Financial Stability and Income Growth in Emerging Markets," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 23, issue 2, pages 201-220, July, DOI: https://doi.org/10.21098/bemp.v23i2.
  20. Afees A. Salisu & Lateef O. Akanni, 2020, "Constructing a Global Fear Index for the COVID-19 Pandemic," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 56, issue 10, pages 2310-2331, August, DOI: 10.1080/1540496X.2020.1785424.
  21. Zainab Sani & Afees Adebare Salisu & Eucharia Onyia & Onyebuchi Anih & Lawrence Kanu, 2020, "Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks," Economics and Business Letters, Oviedo University Press, volume 9, issue 2, pages 73-83.
  22. Moses Tule & Afees Salisu & Charles Chiemeke, 2020, "Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 191-229, March, DOI: 10.1007/s40953-019-00178-8.
  23. OlaOluwa S. Yaya & Fumitaka Furuoka & Kiew Ling Pui & Ray Ikechukwu Jacob & Chinyere M. Ezeoke, 2020, "Investigating Asian regional income convergence using Fourier Unit Root test with Break," International Economics, CEPII research center, issue 161, pages 120-129.
  24. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Akinsomi, Omokolade & Coskun, Yener, 2020, "How do stocks in BRICS co-move with real estate stocks?," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 93-101, DOI: 10.1016/j.iref.2020.04.014.
  25. OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana, 2020, "Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 26, issue 3, pages 303-315, August, DOI: 10.1007/s11294-020-09796-y.

2019

  1. Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O., 2019, "Improving the predictability of stock returns with Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 857-867, DOI: 10.1016/j.najef.2018.08.010.
  2. Salisu, Afees A. & Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101520.
  3. Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.268.
  4. Afees A. Salisu & Kazeem O. Isah & Alberto Assandri, 2019, "Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 11, issue 2, pages 255-283, September.
  5. Salisu, Afees A. & Ogbonna, Ahamuefula E., 2019, "Another look at the energy-growth nexus: New insights from MIDAS regressions," Energy, Elsevier, volume 174, issue C, pages 69-84, DOI: 10.1016/j.energy.2019.02.138.
  6. 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, volume 531, issue C, DOI: 10.1016/j.physa.2019.121732.
  7. 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, volume 53, issue 6, pages 2781-2795, November, DOI: 10.1007/s11135-019-00894-6.
  8. 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, volume 20, issue 3, pages 119-132, September, DOI: 10.21307/stattrans-2019-027.
      Unknown
  9. Salisu, Afees A. & Swaray, Raymond & Oloko, Tirimisiyu F., 2019, "Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables," Economic Modelling, Elsevier, volume 76, issue C, pages 153-171, DOI: 10.1016/j.econmod.2018.07.029.
  10. Salisu, Afees A. & Ndako, Umar B. & Oloko, Tirimisiyu F., 2019, "Assessing the inflation hedging of gold and palladium in OECD countries," Resources Policy, Elsevier, volume 62, issue C, pages 357-377, DOI: 10.1016/j.resourpol.2019.05.001.
  11. Afees A. Salisu & Samuel F. Onipede & Wasiu Adekunle, 2019, "Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 9, issue 1, pages 22-31.
  12. Adedoyin Isola Lawal & Adeniyi Olayanju & Afeez Adebare Salisu & Abiola John Asaleye & Olatunde Dahunsi & Oluwasogo Dada & Oluwasola Emmanel Omoju & Olabisi Rasheedat Popoola, 2019, "Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 2, pages 166-173.
  13. Salisu, Afees A., 2019, "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Finance Research Letters, Elsevier, volume 28, issue C, pages 343-347, DOI: 10.1016/j.frl.2018.06.003.
  14. Tule, Moses K. & Salisu, Afees A. & Chiemeke, Charles C., 2019, "Can agricultural commodity prices predict Nigeria's inflation?," Journal of Commodity Markets, Elsevier, volume 16, issue C, DOI: 10.1016/j.jcomm.2019.02.002.
  15. Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019, "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, volume 62, issue C, pages 33-56, DOI: 10.1016/j.resourpol.2019.03.006.
  16. Salisu, Afees A. & Adediran, Idris A., 2019, "Assessing the inflation hedging potential of coal and iron ore in Australia," Resources Policy, Elsevier, volume 63, issue C, pages 1-1, DOI: 10.1016/j.resourpol.2019.101410.
  17. Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B., 2019, "A sectoral analysis of asymmetric nexus between oil price and stock returns," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 241-259, DOI: 10.1016/j.iref.2019.02.005.
  18. Peter Golit & Afees Salisu & Akinwunmi Akintola & Faustina Nsonwu & Itoro Umoren, 2019, "Exchange Rate and Interest Rate Differential in G7 Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 22, issue 3, pages 263-286, October, DOI: https://doi.org/10.21098/bemp.v22i3.
  19. Chioma Peace Nwosu & Afees A. Salisu & Margaret Johnson Hilili & Izuchukwu Ifeanyi Okafor & Izuchukwu Oji-Okoro & Idis Adediran, 2019, "Evidence on Monetary Policy Transmission During Tranquil and Turbulent Periods," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 22, issue 3, pages 311-350, October, DOI: https://doi.org/10.21098/bemp.v22i3.
  20. Afees A. Salisu & Raymond Swaray & Idris A. Adediran, 2019, "Can urban coffee consumption help predict US inflation?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 7, pages 649-668, November, DOI: 10.1002/for.2589.
  21. OlaOluwa S.Yaya & Pui Kiew Ling & Fumitaka Furuoka & Chinyere Mary Rose Ezeoke & Ray Ikechukwu Jacob, 2019, "Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework," International Economics, CEPII research center, issue 158, pages 51-63.
  22. OlaOluwa S. Yaya & Lukman Saka & Olawale B. Akanbi, 2019, "Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 1, pages 127-145, January-M.
  23. OlaOluwa S. Yaya & Luis A. Gil-Alana & Acheampong Y. Amoateng, 2019, "Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends," European Journal of Population, Springer;European Association for Population Studies, volume 35, issue 4, pages 675-694, October, DOI: 10.1007/s10680-018-9499-8.

2018

  1. Salisu, Afees A. & Isah, Kazeem O., 2018, "Predicting US inflation: Evidence from a new approach," Economic Modelling, Elsevier, volume 71, issue C, pages 134-158, DOI: 10.1016/j.econmod.2017.12.008.
  2. Salisu, Afees A. & Ademuyiwa, Idris & Isah, Kazeem O., 2018, "Revisiting the forecasting accuracy of Phillips curve: The role of oil price," Energy Economics, Elsevier, volume 70, issue C, pages 334-356, DOI: 10.1016/j.eneco.2018.01.018.
  3. Ibrahim D. Raheem & Kazeem O. Isah & Abdulfatai A. Adedeji, 2018, "Inclusive growth, human capital development and natural resource rent in SSA," Economic Change and Restructuring, Springer, volume 51, issue 1, pages 29-48, February, DOI: 10.1007/s10644-016-9193-y.
  4. Oloko, Tirimisiyu F., 2018, "Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 219-232, DOI: 10.1016/j.ribaf.2017.07.153.
  5. Afees A. Salisu & Taofeek O. Ayinde, 2018, "Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 341-348, December.
  6. Salisu, Afees A. & Ndako, Umar B., 2018, "Modelling stock price–exchange rate nexus in OECD countries: A new perspective," Economic Modelling, Elsevier, volume 74, issue C, pages 105-123, DOI: 10.1016/j.econmod.2018.05.010.
  7. Swaray, Raymond & Salisu, Afees A., 2018, "A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus," Global Finance Journal, Elsevier, volume 37, issue C, pages 199-218, DOI: 10.1016/j.gfj.2018.05.007.
  8. Afees Adebare Salisu & Idris A. Adediran, 2018, "The U.S. Shale Oil Revolution and the Behavior of Commodity Prices," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 3, issue 1, pages 27-53, September, DOI: 10.33119/ERFIN.2018.3.1.2.
  9. Awe, O. O. & Akinlana, D. M. & Yaya, O. S. & Aromolaran, O., 2018, "Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, volume 10, issue 2, DOI: 10.22004/ag.econ.276109.
  10. Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018, "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 511, issue C, pages 251-262, DOI: 10.1016/j.physa.2018.07.029.
  11. Yaya OlaOluwa S., 2018, "Another Look At The Stationarity Of Inflation Rates In Oecd Countries: Application Of Structural Break-Garch-Based Unit Root Tests," Statistics in Transition New Series, Statistics Poland, volume 19, issue 3, pages 477-493, September, DOI: 10.21307/stattrans-2018-026.

2017

  1. Afees A. Salisu & Kazeem O. Isah & Idris Ademuyiwa, 2017, "Testing for asymmetries in the predictive model for oil price-inflation nexus," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1797-1804.
  2. Salisu, Afees A. & Isah, Kazeem O., 2017, "Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach," Economic Modelling, Elsevier, volume 66, issue C, pages 258-271, DOI: 10.1016/j.econmod.2017.07.010.
  3. Salisu, Afees A. & Isah, Kazeem O. & Oyewole, Oluwatomisin J. & Akanni, Lateef O., 2017, "Modelling oil price-inflation nexus: The role of asymmetries," Energy, Elsevier, volume 125, issue C, pages 97-106, DOI: 10.1016/j.energy.2017.02.128.
  4. Afees Adebare Salisu & Raymond Swaray & Tirimisiyu Oloko, 2017, "US stocks in the presence of oil price risk: Large cap vs. Small cap," Economics and Business Letters, Oviedo University Press, volume 6, issue 4, pages 116-124.
  5. Ismail Adigun Olayemi & Lateef Olawale Adedeji & Bashir Ayomide Adenekan & Omolola Raliat Owonikoko, 2017, "Is Nigerian Growth Trade-Led?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 10, issue 3, pages 80-89, September.
  6. OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana & Olusanya Elisa Olubusoye, 2017, "The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 29-47, October-D.
  7. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Awe, Olushina O., 2017, "Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach," Resources Policy, Elsevier, volume 53, issue C, pages 117-124, DOI: 10.1016/j.resourpol.2017.06.006.

2016

  1. Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni, 2016, "Unit root modeling for trending stock market series," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 2, pages 82-91, June.
  2. Afees A. Salisu & Tirimisiyu F. Oloko & Oluwatomisin J. Oyewole, 2016, "Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 210-218, December.
  3. Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2016, "Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 40, issue 3, pages 235-262, September.
  4. Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016, "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, volume 109, issue C, pages 29-37, DOI: 10.1016/j.energy.2016.04.082.
  5. Afees A. Salisu, 2016, "Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1315-1324.
  6. Salisu, Afees A. & Adeleke, Adegoke I., 2016, "Further application of Narayan and Liu (2015) unit root model for trending time series," Economic Modelling, Elsevier, volume 55, issue C, pages 305-314, DOI: 10.1016/j.econmod.2016.02.026.
  7. Salisu, Afees A. & Ayinde, Taofeek O., 2016, "Modeling energy demand: Some emerging issues," Renewable and Sustainable Energy Reviews, Elsevier, volume 54, issue C, pages 1470-1480, DOI: 10.1016/j.rser.2015.10.121.
  8. Afees A. Salisu & Taofeek O. Ayinde, 2016, "Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa," Journal of African Business, Taylor & Francis Journals, volume 17, issue 3, pages 342-359, September, DOI: 10.1080/15228916.2016.1183274.
  9. Olubusoye Olusanya Elisa & Korter Grace Oluwatoyin & Salisu Afees Adebare, 2016, "Modelling Road Traffic Crashes Using Spatial Autoregressive Model With Additional Endogenous Variable," Statistics in Transition New Series, Statistics Poland, volume 17, issue 4, pages 659-670, December, DOI: 10.21307/stattrans-2016-045.
      Unknown
  10. Yaya, OlaOluwa S. & Tumala, Mohammed M. & Udomboso, Christopher G., 2016, "Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis," Resources Policy, Elsevier, volume 49, issue C, pages 273-281, DOI: 10.1016/j.resourpol.2016.06.008.
  11. Luis A. Gil‐Alana & OlaOluwa S. Yaya & Enitan A. Solademi, 2016, "Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 32, issue 5, pages 711-724, September, DOI: 10.1002/asmb.2189.

2015

  1. Raheem Ibrahim Dolapo & Kazeem O. Isah, 2015, "Modelling the nonlinear relationship between co2 emissions and energy consumption: new evidence on the role of economic growth," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2015, issue 1, pages 59-70.
  2. Salisu, Afees A. & Oloko, Tirimisiyu F., 2015, "Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach," Energy Economics, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.eneco.2015.03.031.
  3. Afees A. Salisu & Tirimisiyu F. Oloko, 2015, "Modelling spillovers between stock market and FX market: evidence for Nigeria," Journal of African Business, Taylor & Francis Journals, volume 16, issue 1-2, pages 84-108, January, DOI: 10.1080/15228916.2015.1061285.
  4. Oluwatosin Adeniyi & Bello Ajide & Afees Salisu, 2015, "Foreign Capital Flows, Financial Development And Growth In Sub-Saharan Africa," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 40, issue 3, pages 85-103, September.
  5. Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector, 2015, "Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time," Energy Economics, Elsevier, volume 52, issue PA, pages 240-245, DOI: 10.1016/j.eneco.2015.10.011.
  6. Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015, "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 798-808, February, DOI: 10.1080/00036846.2014.980575.
  7. Ola Oluwa S. Yaya & Luis A. Gil‐Alana & Olanrewaju I. Shittu, 2015, "Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 3, pages 276-290, July.

2014

  1. Olofin, S.O. & Olubusoye, O.E. & Mordi, C.N.O. & Salisu, A.A. & Adeleke, A.I. & Orekoya, S.O. & Olowookere, A.E. & Adebiyi, M.A., 2014, "A small macroeconometric model of the Nigerian economy," Economic Modelling, Elsevier, volume 39, issue C, pages 305-313, DOI: 10.1016/j.econmod.2014.03.003.
  2. Dorcas Modupe Okewole & Olusanya E. Olubusoye, 2014, "The Bayesian Approach to Multi-equation Econometric Model Estimation," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 3, issue 1, pages 1-6.
  3. Afees A. Salisu, 2014, "Modelling oil price volatility before, during and after the global financial crisis," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 38, issue 4, pages 469-495, December.
  4. Kouassi, Eugene & Mougoué, Mbodja & Sango, Joel & Bosson Brou, J.M. & Amba, Claude M.O. & Salisu, Afeez Adebare, 2014, "Testing for heteroskedasticity and spatial correlation in a two way random effects model," Computational Statistics & Data Analysis, Elsevier, volume 70, issue C, pages 153-171, DOI: 10.1016/j.csda.2013.09.003.
  5. Grace O. Korter & Olusanya E. Olubusoye & Afees A. Salisu, 2014, "Spatial Analysis of Road Traffic Crashes in Oyo State of Nigeria," Journal of Sustainable Development, Canadian Center of Science and Education, volume 7, issue 4, pages 151-151, July.
  6. Yaya, OlaOluwa S. & Gil-Alana, Luis A., 2014, "The persistence and asymmetric volatility in the Nigerian stock bull and bear markets," Economic Modelling, Elsevier, volume 38, issue C, pages 463-469, DOI: 10.1016/j.econmod.2014.01.004.
  7. Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2014, "The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration," Energy Economics, Elsevier, volume 46, issue C, pages 328-333, DOI: 10.1016/j.eneco.2014.10.001.
  8. Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 149-162, DOI: 10.1016/j.jimonfin.2012.12.002.
  9. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Shittu, Olanrewaju I., 2014, "Global temperatures and sunspot numbers. Are they related?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 396, issue C, pages 42-50, DOI: 10.1016/j.physa.2013.10.043.

2013

  1. Afees Salisu & Idris Ademuyiwa & Basiru Fatai, 2013, "Modelling the Demand for Money in Sub-Saharan Africa (SSA)," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 635-647.
  2. Salisu, Afees A. & Mobolaji, Hakeem, 2013, "Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate," Energy Economics, Elsevier, volume 39, issue C, pages 169-176, DOI: 10.1016/j.eneco.2013.05.003.
  3. Salisu, Afees A. & Fasanya, Ismail O., 2013, "Modelling oil price volatility with structural breaks," Energy Policy, Elsevier, volume 52, issue C, pages 554-562, DOI: 10.1016/j.enpol.2012.10.003.

2012

  1. Olubusoye, Olusanya E & Okonkwo, Onyeka C, 2012, "Choice of Priors and Variable Selection in Bayesian Regression," Journal of Asian Scientific Research, Asian Economic and Social Society, volume 2, issue 7, pages 354-377.
  2. Afees Salisu & Idris Ademuyiwa, 2012, "Trade creation and trade diversion in West African Monetary Zone (WAMZ)," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3071-3081.
  3. Afees Salisu & Idris Ademuyiwa, 2012, "Is uemoa trade creating? an empirical investigation," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1-21.
  4. Afees A. Salisu & Ismail O. Fasanya, 2012, "Comparative Performance of Volatility Models for Oil Price," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 2, issue 3, pages 167-183.

2010

  1. Afees Adebare SALISU* & Fidelis O.OGWUMIKE**, 2010, "Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa," Pakistan Journal of Applied Economics, Applied Economics Research Centre, volume 20, pages 1-12.

2009

  1. Atsedeweyn, A. Asrat & Olubusoye, Olusanya E., 2009, "A Comparison of Alternative Estimators of Macro-Economic Model of Ethiopia," Ethiopian Journal of Economics, Ethiopian Economics Association, volume 18, issue 01, pages 116-116, December, DOI: 10.22004/ag.econ.249685.

Undated

  1. Kazeem Isah & AbdulKader Mahomedy & Elias Udeaja & Ojo Adelakun & Yusuf Yakubu, undated, "Revisiting the accuracy of inflation forecasts in Nigeria: The oil price-exchange rate-asymmetry perspectives," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2022:i::id:39.

Chapters

2020

  1. Afees A. Salisu & Raymond Swaray, 2020, "Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".

2014

  1. Sam Olofin & Afees Salisu & Idris Ademuyiwa & Joel Owuru, 2014, "Determinants of a Successful Regional Trade Agreement in West Africa," Advances in African Economic, Social and Political Development, Springer, in: Diery Seck, "Regional Economic Integration in West Africa", DOI: 10.1007/978-3-319-01282-7_8.

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