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Olusanya E. Olubusoye

Personal Details

First Name:Olusanya
Middle Name:E.
Last Name:Olubusoye
Suffix:
RePEc Short-ID:pol241
[This author has chosen not to make the email address public]
https://www.researchgate.net/profile/Olusanya_Olubusoye

Affiliation

Centre for Econometric and Allied Research
University of Ibadan

Ibadan, Nigeria
http://cear.org.ng/




RePEc:edi:ceuibng (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Olusanya, Olubusoye & Musa, Dasauki, 2018. "Carbon emissions, and economic growth in Africa," MPRA Paper 96159, University Library of Munich, Germany, revised 24 Sep 2019.
  2. 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 201580, University of Pretoria, Department of Economics.
  3. Olusanya E. Olubusoye & Rasheed Oyaromade, "undated". "Modelling the Inflation Process in Nigeria," Working Papers 182, African Economic Research Consortium, Research Department.

Articles

  1. 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, vol. 206(C).
  2. Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E., 2019. "How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
  3. 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, vol. 51(4), pages 29-47, October-D.
  4. Olusanya Elisa Olubusoye & Grace Oluwatoyin Korter & Afees Adebare Salisu, 2016. "Modelling Road Traffic Crashes Using Spatial Autoregressive Model With Additional Endogenous Variable," Statistics in Transition New Series, Polish Statistical Association, vol. 17(4), pages 659-670, December.
  5. 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, vol. 109(C), pages 29-37.
  6. 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, vol. 40(3), pages 235-262, September.
  7. Dorcas Modupe Okewole & Olusanya E. Olubusoye, 2014. "The Bayesian Approach to Multi-equation Econometric Model Estimation," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 3(1), pages 1-6.
  8. 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, vol. 39(C), pages 305-313.
  9. Olusanya .E. Olubusoye & Onyeka C. Okonkwo, 2012. "Choice of Priors and Variable Selection in Bayesian Regression," Journal of Asian Scientific Research, Asian Economic and Social Society, vol. 2(7), pages 354-377, July.
  10. 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, vol. 18(1), pages 116-116, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  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 201580, University of Pretoria, Department of Economics.

    Cited by:

    1. Yaya, OlaOluwa & Ogbonna, Ahamuefula, 2018. "Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models," MPRA Paper 91227, University Library of Munich, Germany.
    2. Huang, Shupei & An, Haizhong & Wen, Shaobo & An, Feng, 2017. "Revisiting driving factors of oil price shocks across time scales," Energy, Elsevier, vol. 139(C), pages 617-629.
    3. Adewuyi, Adeolu O. & Wahab, Bashir A. & Adeboye, Olusegun S., 2020. "Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency," Resources Policy, Elsevier, vol. 65(C).
    4. Nima Nonejad, 2019. "Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1687-1710, April.
    5. Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019. "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers 201954, University of Pretoria, Department of Economics.
    6. Lyócsa, Štefan & Molnár, Peter, 2018. "Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds," Energy, Elsevier, vol. 155(C), pages 462-473.
    7. Mahadeo, Scott M.R. & Heinlein, Reinhold & Legrenzi, Gabriella D., 2019. "Energy contagion analysis: A new perspective with application to a small petroleum economy," Energy Economics, Elsevier, vol. 80(C), pages 890-903.
    8. Nikkinen, Jussi & Rothovius, Timo, 2019. "The EIA WPSR release, OVX and crude oil internet interest," Energy, Elsevier, vol. 166(C), pages 131-141.
    9. Gong, Xu & Lin, Boqiang, 2018. "Time-varying effects of oil supply and demand shocks on China's macro-economy," Energy, Elsevier, vol. 149(C), pages 424-437.
    10. Sy, Charlle L. & Aviso, Kathleen B. & Ubando, Aristotle T. & Tan, Raymond R., 2016. "Target-oriented robust optimization of polygeneration systems under uncertainty," Energy, Elsevier, vol. 116(P2), pages 1334-1347.
    11. Ordóñez, Javier & Monfort, Mercedes & Cuestas, Juan Carlos, 2019. "Oil prices, unemployment and the financial crisis in oil-importing countries: The case of Spain," Energy, Elsevier, vol. 181(C), pages 625-634.
    12. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017. "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers 201728, University of Pretoria, Department of Economics.
    13. Meng, Fanyi & Liu, Li, 2019. "Analyzing the economic sources of oil price volatility: An out-of-sample perspective," Energy, Elsevier, vol. 177(C), pages 476-486.
    14. Nonejad, Nima, 2018. "Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 260-270.
    15. Nima Nonejad, 2020. "Does the price of crude oil help predict the conditional distribution of aggregate equity return?," Empirical Economics, Springer, vol. 58(1), pages 313-349, January.
    16. Lovcha, Yuliya & Pérez Laborda, Àlex, 2018. "Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns," Working Papers 2072/307362, Universitat Rovira i Virgili, Department of Economics.

  2. Olusanya E. Olubusoye & Rasheed Oyaromade, "undated". "Modelling the Inflation Process in Nigeria," Working Papers 182, African Economic Research Consortium, Research Department.

    Cited by:

    1. Temitope Leshoro & Umakrishnan Kollamparambil, 2016. "Inflation Or Output Targeting? Monetary Policy Appropriateness In South Africa," PSL Quarterly Review, Economia civile, vol. 69(276), pages 77-104.
    2. Idoko Ahmed Itodo & Seyi Saint Akadiri & Rotimi Mathew Ekundayo, 2017. "Monetary Policy and Price Stability in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(2), pages 68-75, June.
    3. Ayinde, O. E. & Adewumi, M O. & Nmadu, J. N. & Olatunji, G. B. & Egbugo, K., 2014. "Review of Marketing Board Policy: Comparative Analysis of Cocoa Pricing Eras in Nigeria," Nigerian Journal of Agricultural Economics, Nigerian Journal of Agricultural Economics, vol. 4(1).
    4. Ibrahim Abdulhamid Danlami & Mohamad Helmi Bin Hidthiir & Sallahuddin Hassan, 2019. "Dynamic Analysis of the Effect of Fiscal Deficit on Inflation in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(2), pages 159-165, June.
    5. 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), vol. 18(1), pages 191-229, March.
    6. Durevall, Dick & Loening, Josef L. & Birru, Yohannes A., 2010. "Inflation Dynamics and Food Prices in Ethiopia," Working Papers in Economics 478, University of Gothenburg, Department of Economics, revised 03 Jun 2013.
    7. Bruno Ferreira Frascaroli & Jailson da Conceição Teixeira de Oliveira, 2017. "Sub-Saharan African Countries’ Dependence on the External Inflation: Empirical Evidence Using Copulas," International Business Research, Canadian Center of Science and Education, vol. 10(12), pages 1-21, December.
    8. 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 88773, University Library of Munich, Germany, revised Feb 2018.
    9. Njimanted, Godfrey Forgha & Nkwetta Ajong Aquilas, 2015. "The Impact of Timber Exports on Economic Growth in Cameroon: An Econometric Investigation," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 3(3), pages 46-60, September.
    10. Dick Durevall & Bo Sjö, 2012. "Working Paper 151 - The Dynamics of Inflation in Ethiopia and Kenya," Working Paper Series 400, African Development Bank.

Articles

  1. Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E., 2019. "How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).

    Cited by:

    1. Kristjanpoller, Werner & Bouri, Elie & Takaishi, Tetsuya, 2020. "Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    2. Fan Fang & Carmine Ventre & Michail Basios & Hoiliong Kong & Leslie Kanthan & Lingbo Li & David Martinez-Regoband & Fan Wu, 2020. "Cryptocurrency Trading: A Comprehensive Survey," Papers 2003.11352, arXiv.org, revised Apr 2020.
    3. Yaya, OlaOluwa S & Ogbonna, Ephraim A & Mudida, Robert, 2019. "Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration," MPRA Paper 91450, University Library of Munich, Germany.
    4. Dejian Yu & Libo Sheng, 2020. "Knowledge diffusion paths of blockchain domain: the main path analysis," Scientometrics, Springer;Akadémiai Kiadó, vol. 125(1), pages 471-497, October.

  2. 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, vol. 51(4), pages 29-47, October-D.

    Cited by:

    1. Yaya, OaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula E & Adewuyi, Adeolu O, 2020. "Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR," MPRA Paper 102190, University Library of Munich, Germany, revised 02 Aug 2020.

  3. 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, vol. 109(C), pages 29-37.
    See citations under working paper version above.
  4. 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, vol. 40(3), pages 235-262, September.

    Cited by:

    1. Yaya, OlaOluwa & Ogbonna, Ahamuefula, 2018. "Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models," MPRA Paper 91227, University Library of Munich, Germany.
    2. Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019. "Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers 11-19, Association Française de Cliométrie (AFC).
    3. Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019. "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA 2019-24, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    4. Tafakori, Laleh & Pourkhanali, Armin & Fard, Farzad Alavi, 2018. "Forecasting spikes in electricity return innovations," Energy, Elsevier, vol. 150(C), pages 508-526.
    5. Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019. "Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers of BETA 2019-43, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.

  5. 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, vol. 39(C), pages 305-313.

    Cited by:

    1. Alarudeen Aminu & Joshua Adeyemi Ogunjimi, 2019. "A Small Macroeconometric Model of Nigeria," Economy, Asian Online Journal Publishing Group, vol. 6(2), pages 41-55.
    2. 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, vol. 20(1), pages 97-116.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (2) 2015-11-01 2019-10-07
  2. NEP-AGR: Agricultural Economics (1) 2019-10-07
  3. NEP-ENV: Environmental Economics (1) 2019-10-07
  4. NEP-MON: Monetary Economics (1) 2020-09-21

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