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Publications

by alumni of

University of KwaZulu-Natal → College of Law and Management Studies → School of Accounting, Economics and Finance

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

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.

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.

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.

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.

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.

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.

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.

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.

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.

2023

  1. 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.
  2. 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.
  3. 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.
  4. 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.

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.

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.

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.

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.

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.

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.

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.

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.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.