Details about Afees Adebare Salisu

Access statistics for papers by Afees Adebare Salisu.

Last updated 2025-03-01. Update your information in the RePEc Author Service.

Short-id: psa997

Working Papers

2025

1. International monetary policy spillovers between Japan and the Rest of the World: A GVAR Framework
   MPRA Paper, University Library of Munich, Germany
2. Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach
   Working Papers, University of Pretoria, Department of Economics
3. The international spillover effects of US Quality of Political Signals: A Global VAR approach
   MPRA Paper, University Library of Munich, Germany
4. Transition to inflation targeting monetary policy framework in Nigeria
   MPRA Paper, University Library of Munich, Germany

2024

5. Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence
   Working Papers, University of Pretoria, Department of Economics
6. 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
7. Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach, Finance Research Letters, Elsevier (2024) (2024)
8. Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach
   Working Papers, University of Pretoria, Department of Economics
9. Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach
   Working Papers, University of Pretoria, Department of Economics
10. Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics
11. Gold market volatility and REITs' returns during tranquil and turbulent episodes
    ERES, European Real Estate Society (ERES)
    See also Journal Article Gold market volatility and REITs' returns during tranquil and turbulent episodes, International Review of Financial Analysis, Elsevier (2024) (2024)
12. Migration fears and exchange rate volatility in France, Germany, and the UK: A GARCH-MIDAS framework
    MPRA Paper, University Library of Munich, Germany

2023

13. A news-based economic policy uncertainty index for Nigeria
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article A news-based economic policy uncertainty index for Nigeria, Quality & Quantity: International Journal of Methodology, Springer (2024) (2024)
14. An Index for Climate-Induced Migration Uncertainty
    MPRA Paper, University Library of Munich, Germany
15. 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
16. Energy-Related Uncertainty and International Stock Market Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Energy-related uncertainty and international stock market volatility, The Quarterly Review of Economics and Finance, Elsevier (2024) View citations (3) (2024)
17. Financial stress and exchange rate volatility in Sub-Saharan Africa: Evidence from new datasets
    MPRA Paper, University Library of Munich, Germany
18. 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
19. Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data
    Working Papers, University of Pretoria, Department of Economics
20. Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach, Review of Quantitative Finance and Accounting, Springer (2024) View citations (1) (2024)
21. Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2022

22. Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns
    Working Papers, University of Pretoria, Department of Economics
23. Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Policy uncertainty and stock market volatility revisited: The predictive role of signal quality, Journal of Forecasting, John Wiley & Sons, Ltd. (2023) View citations (7) (2023)
24. Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks, Finance Research Letters, Elsevier (2023) View citations (9) (2023)
25. 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
    See also Journal Article 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 (2023) View citations (2) (2023)

2021

26. 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
27. Assessing the safe haven property of the gold market during COVID-19 pandemic
    MPRA Paper, University Library of Munich, Germany View citations (56)
    See also Journal Article Assessing the safe haven property of the gold market during COVID-19 pandemic, International Review of Financial Analysis, Elsevier (2021) View citations (38) (2021)
28. 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
    See also Journal Article 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. (2023) View citations (9) (2023)
29. Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals
    Working Papers, University of Pretoria, Department of Economics View citations (1)
30. El Nino and Forecastability of Oil-Price Realized Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (17)
31. Exchange Rate Predictability with Nine Alternative Models for BRICS Countries
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Exchange rate predictability with nine alternative models for BRICS countries, Journal of Macroeconomics, Elsevier (2022) View citations (2) (2022)
32. Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Financial turbulence, systemic risk and the predictability of stock market volatility, Global Finance Journal, Elsevier (2022) View citations (9) (2022)
33. 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
    See also Journal Article 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 (2023) (2023)
34. Forecasting Oil Price over 150 Years: The Role of Tail Risks
    Working Papers, University of Pretoria, Department of Economics View citations (10)
    See also Journal Article Forecasting oil prices over 150 years: The role of tail risks, Resources Policy, Elsevier (2022) View citations (9) (2022)
35. Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2021) View citations (3)
    See also Journal Article Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty, Resources Policy, Elsevier (2022) View citations (10) (2022)
36. 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
    See also Journal Article 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 (2022) View citations (7) (2022)
37. Forecasting US Output Growth with Large Information Sets
    Working Papers, University of Pretoria, Department of Economics
38. 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 View citations (29)
    See also Journal Article Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data, Energy, Elsevier (2021) View citations (16) (2021)
39. 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 View citations (2)
    See also Journal Article 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 (2022) View citations (1) (2022)
40. Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model, Energy Economics, Elsevier (2022) View citations (17) (2022)
41. Gold and the Global Financial Cycle
    Working Papers, University of Pretoria, Department of Economics View citations (2)
42. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning, Finance Research Letters, Elsevier (2022) View citations (1) (2022)
43. 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 View citations (1)
    See also Journal Article Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data, Finance Research Letters, Elsevier (2022) View citations (7) (2022)
44. Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll, The Quarterly Review of Economics and Finance, Elsevier (2022) View citations (3) (2022)
45. 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
46. Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data
    Working Papers, University of Pretoria, Department of Economics View citations (9)
    See also Journal Article Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*, The European Journal of Finance, Taylor & Francis Journals (2023) View citations (7) (2023)
47. 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 View citations (1)
    See also Journal Article The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model, Resources Policy, Elsevier (2022) View citations (8) (2022)
48. The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)
49. The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach
    Working Papers, University of Pretoria, Department of Economics View citations (7)
    See also Journal Article The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach, Applied Economics Letters, Taylor & Francis Journals (2023) View citations (5) (2023)
50. 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 View citations (1)
51. The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article The financial US uncertainty spillover multiplier: Evidence from a GVAR model, International Finance, Wiley Blackwell (2022) View citations (3) (2022)
52. Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis, Journal of Forecasting, John Wiley & Sons, Ltd. (2022) View citations (2) (2022)

2020

53. 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 View citations (2)
    See also Journal Article 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. (2022) (2022)
54. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom, Applied Economics Letters, Taylor & Francis Journals (2021) (2021)
55. Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
    Working Papers, University of Pretoria, Department of Economics View citations (5)
56. Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Geopolitical risks and historical exchange rate volatility of the BRICS, International Review of Economics & Finance, Elsevier (2022) View citations (25) (2022)
57. Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty, The Journal of Real Estate Finance and Economics, Springer (2022) (2022)
58. Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century
    Working Papers, University of Pretoria, Department of Economics View citations (8)
59. 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 View citations (1)
    See also Journal Article Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data, Resources Policy, Elsevier (2022) View citations (14) (2022)
60. Pandemics and cryptocurrencies
    MPRA Paper, University Library of Munich, Germany View citations (1)
61. Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States
    Working Papers, University of Pretoria, Department of Economics View citations (1)
62. Stock Markets and Exchange Rate Behaviour of the BRICS
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Stock markets and exchange rate behavior of the BRICS, Journal of Forecasting, John Wiley & Sons, Ltd. (2021) View citations (9) (2021)
63. 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 View citations (28)
    See also Journal Article The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach, Research in International Business and Finance, Elsevier (2020) View citations (21) (2020)
64. To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS
    MPRA Paper, University Library of Munich, Germany View citations (1)

2019

65. 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 View citations (5)
    See also Journal Article 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. (2022) View citations (6) (2022)
66. How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch, Emerging Markets Finance and Trade, Taylor & Francis Journals (2021) View citations (1) (2021)
67. Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach, Global Finance Journal, Elsevier (2021) View citations (51) (2021)

2018

68. A new procedure for pre-testing the distribution properties of Stock returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan
69. Analysing the distribution properties of Bitcoin returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (1)
70. 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 View citations (1)
71. Does the choice of estimator matter for forecasting? A revisit
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (7)
72. Does time-variation matter in the stochastic volatility components for G7 stock returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (2)
73. 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 View citations (5)
74. Forecasting CO2 emissions: Does the choice of estimator matter?
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (1)
75. Forecasting GDP of OPEC: The role of oil price
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan
76. 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
77. Modeling the residential electricity demand in the US
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan
78. Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan
79. Predicting the stock prices of G7 countries with Bitcoin prices
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (2)
80. 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 View citations (8)
    See also Journal Article Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis, Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul (2018) View citations (8) (2018)
81. Testing for time-varying stochastic volatility in Bitcoin returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan
82. US shale oil and the behaviour of commodity prices
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan
83. 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 View citations (2)
    See also Journal Article United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD, Finance Research Letters, Elsevier (2019) View citations (2) (2019)
84. 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 View citations (3)

2017

85. 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 View citations (1)
86. 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 View citations (4)
87. A new look at the stock price-exchange rate nexus
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan
88. A sectoral analysis of asymmetric nexus between oil and stock
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (1)
89. 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
90. Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (3)
    See also Journal Article Another look at the energy-growth nexus: New insights from MIDAS regressions, Energy, Elsevier (2019) View citations (24) (2019)
91. 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
92. Forecasting the return volatility of energy prices: A GARCH MIDAS approach
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan
    See also Chapter Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2020) (2020)
93. Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (5)
94. Modeling the spillovers between stock market and money market in Nigeria
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (1)
95. Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (5)
96. Modelling oil price-inflation nexus: The role of asymmetries and structural breaks
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (28)
97. Modelling stock price-exchange rate nexus in OECD countries - A new perspective
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (1)
    See also Journal Article Modelling stock price–exchange rate nexus in OECD countries: A new perspective, Economic Modelling, Elsevier (2018) View citations (19) (2018)
98. 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 View citations (2)
    See also Journal Article Predicting US inflation: Evidence from a new approach, Economic Modelling, Elsevier (2018) View citations (41) (2018)
99. Predicting US Inflation: Evidence from a New Approach
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (3)
    See also Journal Article Predicting US inflation: Evidence from a new approach, Economic Modelling, Elsevier (2018) View citations (41) (2018)
100. Revisiting the forecasting accuracy of Phillips curve: the role of oil price
     Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (4)
     See also Journal Article Revisiting the forecasting accuracy of Phillips curve: The role of oil price, Energy Economics, Elsevier (2018) View citations (37) (2018)
101. Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments
     Working Papers, Centre for Econometric and Allied Research, University of Ibadan
102. 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 View citations (3)
103. 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 View citations (4)
     See also Journal Article US stocks in the presence of oil price risk: Large cap vs. Small cap, Economics and Business Letters, Oviedo University Press (2017) View citations (4) (2017)

Journal Articles

2025

1. Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness
   Risks, 2025, 13, (3), 1-20
2. Geopolitical risk, climate risk and financial innovation in the energy market
   Energy, 2025, 315, (C)
3. Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach
   Journal of Forecasting, 2025, 44, (2), 623-634

2024

4. A GLOBAL VAR ANALYSIS OF GLOBAL AND REGIONAL SHOCK SPILLOVERS TO WEST AFRICAN COUNTRIES
   The Singapore Economic Review (SER), 2024, 69, (02), 543-566
5. A news-based economic policy uncertainty index for Nigeria
   Quality & Quantity: International Journal of Methodology, 2024, 58, (5), 4987-5002
   See also Working Paper A news-based economic policy uncertainty index for Nigeria, MPRA Paper (2023) View citations (1) (2023)
6. Climate Policy Uncertainty and Stock Market Volatility
   Asian Economics Letters, 2024, 5, (2), 1-6
7. Climate change-stock return volatility nexus in advanced economies: the role of technology shocks
   Journal of Economic Studies, 2024, 52, (1), 119-135
8. 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, 2024, 97, (C)
9. Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach
   Finance Research Letters, 2024, 67, (PB)
   See also Working Paper Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach, Working Papers (2024) (2024)
10. Energy-related uncertainty and international stock market volatility
    The Quarterly Review of Economics and Finance, 2024, 95, (C), 280-293 View citations (3)
    See also Working Paper Energy-Related Uncertainty and International Stock Market Volatility, Working Papers (2023) View citations (1) (2023)
11. Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach
    Australian Economic Papers, 2024, 63, (4), 712-728
12. Gold market volatility and REITs' returns during tranquil and turbulent episodes
    International Review of Financial Analysis, 2024, 95, (PA)
    See also Working Paper Gold market volatility and REITs' returns during tranquil and turbulent episodes, ERES (2024) (2024)
13. INDIA AND THE REST OF THE WORLD: ANALYSES OF INTERNATIONAL MONETARY POLICY SPILLOVERS
    Bulletin of Monetary Economics and Banking, 2024, 27, (3), 573-600
14. Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach
    Review of Quantitative Finance and Accounting, 2024, 63, (4), 1473-1510 View citations (1)
    See also Working Paper Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach, Working Papers (2023) (2023)
15. THE COVID-19 PANDEMIC AND IMPLICATIONS FOR MONETARY POLICY IN NIGERIA: A SIMULATION STUDY
    The Singapore Economic Review (SER), 2024, 69, (02), 591-618
16. Technological shocks and stock market volatility over a century
    Journal of Empirical Finance, 2024, 79, (C) View citations (1)
17. Technology shocks and crude oil market connection: The role of climate change
    Energy Economics, 2024, 130, (C) View citations (1)

2023

18. A test for the contributions of urban and rural inflation to inflation persistence in Nigeria
    Macroeconomics and Finance in Emerging Market Economies, 2023, 16, (2), 222-246
19. COVID-19 pandemic and financial innovations
    Quality & Quantity: International Journal of Methodology, 2023, 57, (4), 3885-3904
20. Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs)
    Sustainability, 2023, 15, (19), 1-22 View citations (1)
21. Climate Policy Uncertainty and Crude Oil Market Volatility
    Energy RESEARCH LETTERS, 2023, 4, (1), 1-5 View citations (4)
22. Climate Risk Measures - A Review
    Asian Economics Letters, 2023, 4, (1), 1-4 View citations (1)
23. Climate change and fossil fuel prices: A GARCH-MIDAS analysis
    Energy Economics, 2023, 124, (C) View citations (14)
24. Climate risk and gold
    Resources Policy, 2023, 82, (C) View citations (7)
25. Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data
    International Review of Finance, 2023, 23, (2), 228-244 View citations (9)
    See also Working Paper Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data, Working Papers (2021) (2021)
26. Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach
    Economic Analysis and Policy, 2023, 78, (C), 707-717 View citations (1)
27. 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, 2023, 88, (C), 295-302
    See also Working Paper Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic, Working Papers (2021) (2021)
28. Forecasting expenditure components in Nigeria
    Journal of Economic Studies, 2023, 51, (4), 783-807
29. Geopolitical risk and global financial cycle: Some forecasting experiments
    Journal of Forecasting, 2023, 42, (1), 3-16 View citations (4)
30. Gold and tail risks
    Resources Policy, 2023, 80, (C) View citations (2)
31. Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold
    International Journal of Finance & Economics, 2023, 28, (2), 1872-1882 View citations (1)
32. Oil price and the Bitcoin market
    Resources Policy, 2023, 82, (C) View citations (5)
33. Oil tail risks and the realized variance of consumer prices in advanced economies
    Resources Policy, 2023, 83, (C) View citations (1)
34. Policy uncertainty and stock market volatility revisited: The predictive role of signal quality
    Journal of Forecasting, 2023, 42, (8), 2307-2321 View citations (7)
    See also Working Paper Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality, Working Papers (2022) View citations (1) (2022)
35. Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks
    Finance Research Letters, 2023, 54, (C) View citations (9)
    See also Working Paper Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks, Working Papers (2022) (2022)
36. Stock returns and interest rate differential in high and low interest rate environments
    International Journal of Finance & Economics, 2023, 28, (2), 1713-1728
37. Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data*
    The European Journal of Finance, 2023, 29, (4), 466-481 View citations (7)
    See also Working Paper Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data, Working Papers (2021) View citations (9) (2021)
38. Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach
    JRFM, 2023, 16, (3), 1-17
39. 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, 2023, 88, (C), 303-314 View citations (2)
    See also Working Paper Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach, Working Papers (2022) (2022)
40. The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach
    Applied Economics Letters, 2023, 30, (3), 269-274 View citations (5)
    See also Working Paper The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach, Working Papers (2021) View citations (7) (2021)
41. The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
    Financial Innovation, 2023, 9, (1), 1-22 View citations (9)
42. Transition risk, physical risk, and the realized volatility of oil and natural gas prices
    Resources Policy, 2023, 81, (C) View citations (5)
43. Youth unemployment in Nigeria: nature, causes and solutions
    Quality & Quantity: International Journal of Methodology, 2023, 57, (2), 1125-1157 View citations (1)

2022

44. A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES
    Bulletin of Monetary Economics and Banking, 2022, 25, (1), 25-36 View citations (2)
45. 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), 2022, 17, (02), 1-9
    See also Working Paper A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment, Working Papers (2020) View citations (2) (2020)
46. A Note on the COVID-19 Shock and Real GDP in Emerging Economies
    Emerging Markets Finance and Trade, 2022, 58, (1), 93-101 View citations (3)
47. A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
    International Journal of Finance & Economics, 2022, 27, (1), 1220-1239 View citations (3)
48. 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, 2022, 27, (1), 384-400 View citations (6)
    See also Working Paper 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 (2019) View citations (5) (2019)
49. Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics
    Quality & Quantity: International Journal of Methodology, 2022, 56, (4), 2199-2214 View citations (4)
50. CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE
    Bulletin of Monetary Economics and Banking, 2022, 25, (2), 155-172
51. Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa
    Emerging Markets Finance and Trade, 2022, 58, (9), 2620-2636 View citations (7)
52. Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa
    JRFM, 2022, 15, (6), 1-13 View citations (2)
53. Exchange rate predictability with nine alternative models for BRICS countries
    Journal of Macroeconomics, 2022, 71, (C) View citations (2)
    See also Working Paper Exchange Rate Predictability with Nine Alternative Models for BRICS Countries, Working Papers (2021) (2021)
54. Financial turbulence, systemic risk and the predictability of stock market volatility
    Global Finance Journal, 2022, 52, (C) View citations (9)
    See also Working Paper Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility, Working Papers (2021) (2021)
55. Forecasting oil prices over 150 years: The role of tail risks
    Resources Policy, 2022, 75, (C) View citations (9)
    See also Working Paper Forecasting Oil Price over 150 Years: The Role of Tail Risks, Working Papers (2021) View citations (10) (2021)
56. Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty
    Resources Policy, 2022, 75, (C) View citations (10)
    See also Working Paper Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty, Working Papers (2021) View citations (3) (2021)
57. 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, 2022, 83, (C) View citations (7)
    See also Working Paper 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 (2021) (2021)
58. Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach
    The North American Journal of Economics and Finance, 2022, 62, (C) View citations (22)
59. Geopolitical risks and historical exchange rate volatility of the BRICS
    International Review of Economics & Finance, 2022, 77, (C), 179-190 View citations (25)
    See also Working Paper Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS, Working Papers (2020) (2020)
60. 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, 2022, 47, (PA) View citations (1)
    See also Working Paper 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 (2021) View citations (2) (2021)
61. Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model
    Energy Economics, 2022, 108, (C) View citations (17)
    See also Working Paper Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model, Working Papers (2021) (2021)
62. Historical geopolitical risk and the behaviour of stock returns in advanced economies
    The European Journal of Finance, 2022, 28, (9), 889-906 View citations (25)
63. Islamic Stock indices and COVID-19 pandemic
    International Review of Economics & Finance, 2022, 80, (C), 282-293 View citations (10)
64. Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty
    The Journal of Real Estate Finance and Economics, 2022, 64, (4), 523-545
    See also Working Paper Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty, Working Papers (2020) View citations (1) (2020)
65. Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions
    Journal of Forecasting, 2022, 41, (1), 134-157 View citations (16)
66. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
    Finance Research Letters, 2022, 45, (C) View citations (1)
    See also Working Paper OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning, Working Papers (2021) View citations (1) (2021)
67. Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model
    JRFM, 2022, 15, (8), 1-26 View citations (4)
68. Oil price uncertainty and real exchange rate in a global VAR framework: a note
    Journal of Economics and Finance, 2022, 46, (4), 704-712 View citations (4)
69. Oil tail risk and the tail risk of the US Dollar exchange rates
    Energy Economics, 2022, 109, (C) View citations (13)
70. Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data
    Finance Research Letters, 2022, 46, (PB) View citations (7)
    See also Working Paper Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data, Working Papers (2021) View citations (1) (2021)
71. Oil-growth nexus in Nigeria: An ADL-MIDAS approach
    Resources Policy, 2022, 77, (C) View citations (2)
72. Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data
    Resources Policy, 2022, 77, (C) View citations (14)
    See also Working Paper Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data, Working Papers (2020) View citations (1) (2020)
73. Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices
    Emerging Markets Finance and Trade, 2022, 58, (13), 3739-3750 View citations (1)
74. Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll
    The Quarterly Review of Economics and Finance, 2022, 86, (C), 482-488 View citations (3)
    See also Working Paper Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll, Working Papers (2021) (2021)
75. 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, 2022, 59, (C) View citations (5)
76. Testing for unemployment persistence in Nigeria
    Economic Change and Restructuring, 2022, 55, (4), 2605-2630
77. The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model
    Resources Policy, 2022, 78, (C) View citations (8)
    See also Working Paper The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model, Working Papers (2021) View citations (1) (2021)
78. The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades
    Quality & Quantity: International Journal of Methodology, 2022, 56, (6), 4663-4673
79. The behaviour of U.S. stocks to financial and health risks
    International Journal of Finance & Economics, 2022, 27, (4), 4607-4618
80. The financial US uncertainty spillover multiplier: Evidence from a GVAR model
    International Finance, 2022, 25, (3), 313-340 View citations (3)
    See also Working Paper The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model, Working Papers (2021) View citations (2) (2021)
81. The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect
    Global Finance Journal, 2022, 54, (C) View citations (10)
82. US Stock return predictability with high dimensional models
    Finance Research Letters, 2022, 45, (C) View citations (3)
83. Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis
    Journal of Forecasting, 2022, 41, (7), 1525-1556 View citations (2)
    See also Working Paper Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis, Working Papers (2021) View citations (1) (2021)
84. Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe
    Journal of Risk Finance, 2022, 23, (5), 619-638

2021

85. A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks
    Advances in Decision Sciences, 2021, 25, (4), 89-114 View citations (2)
86. A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic
    Sustainability, 2021, 13, (6), 1-18 View citations (7)
87. 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, 2021, 55, (C) View citations (1)
88. Assessing the safe haven property of the gold market during COVID-19 pandemic
    International Review of Financial Analysis, 2021, 74, (C) View citations (38)
    See also Working Paper Assessing the safe haven property of the gold market during COVID-19 pandemic, MPRA Paper (2021) View citations (56) (2021)
89. Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets
    Emerging Markets Finance and Trade, 2021, 57, (14), 3944-3959
90. COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations
    Financial Innovation, 2021, 7, (1), 1-19 View citations (14)
91. Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies
    Asian Economics Letters, 2021, 2, (3), 1-6 View citations (4)
92. Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
    Applied Economics Letters, 2021, 28, (18), 1594-1599
    See also Working Paper Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom, Working Papers (2020) View citations (4) (2020)
93. Firm-specific news and the predictability of Consumer stocks in Vietnam
    Finance Research Letters, 2021, 41, (C) View citations (1)
94. Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach
    Asian Economics Letters, 2021, 2, (3), 1-5 View citations (4)
95. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data
    Energy, 2021, 235, (C) View citations (16)
    See also Working Paper Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data, Working Papers (2021) View citations (29) (2021)
96. Gold and US sectoral stocks during COVID-19 pandemic
    Research in International Business and Finance, 2021, 57, (C) View citations (22)
97. Hedging oil price risk with gold during COVID-19 pandemic
    Resources Policy, 2021, 70, (C) View citations (66)
98. How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch
    Emerging Markets Finance and Trade, 2021, 57, (15), 4286-4311 View citations (1)
    See also Working Paper How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch, Working Papers (2019) View citations (3) (2019)
99. Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices
    International Journal of Finance & Economics, 2021, 26, (2), 2946-2975 View citations (5)
100. Oil Price and Exchange Rate Behaviour of the BRICS
     Emerging Markets Finance and Trade, 2021, 57, (7), 2042-2051 View citations (19)
101. Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach
     Global Finance Journal, 2021, 48, (C) View citations (51)
     See also Working Paper Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach, Working Papers (2019) (2019)
102. PALM OIL PRICE–EXCHANGE RATE NEXUS IN INDONESIA AND MALAYSIA
     Bulletin of Monetary Economics and Banking, 2021, 24, (2), 169 - 180
103. Pandemics and the Asia-Pacific Islamic Stocks
     Asian Economics Letters, 2021, 1, (1), 1-5 View citations (7)
104. Point and density forecasting of macroeconomic and financial uncertainties of the USA
     Journal of Forecasting, 2021, 40, (4), 700-707
105. Special Issue on Forecasting Asian Markets
     Asian Economics Letters, 2021, 2, (3), 1-2
106. Stock markets and exchange rate behavior of the BRICS
     Journal of Forecasting, 2021, 40, (8), 1581-1595 View citations (9)
     See also Working Paper Stock Markets and Exchange Rate Behaviour of the BRICS, Working Papers (2020) View citations (2) (2020)
107. Stock‐induced Google trends and the predictability of sectoral stock returns
     Journal of Forecasting, 2021, 40, (2), 327-345 View citations (8)
108. THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS
     Annals of Financial Economics (AFE), 2021, 16, (04), 1-14 View citations (1)
109. The behavior of exchange rate and stock returns in high and low interest rate environments
     International Review of Economics & Finance, 2021, 74, (C), 138-149 View citations (7)
110. Uncertainty Due to Infectious Diseases and Energy Market Volatility
     Energy RESEARCH LETTERS, 2021, 1, (1), 1-4 View citations (5)
111. Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US
     International Review of Economics & Finance, 2021, 74, (C), 150-159 View citations (7)

2020

112. A fractional cointegration VAR analysis of Islamic stocks: A global perspective
     The North American Journal of Economics and Finance, 2020, 51, (C) View citations (4)
113. A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
     Economic Modelling, 2020, 87, (C), 225-237 View citations (9)
114. Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries
     Economics Bulletin, 2020, 40, (2), 938-943 View citations (2)
115. Constructing a Global Fear Index for the COVID-19 Pandemic
     Emerging Markets Finance and Trade, 2020, 56, (10), 2310-2331 View citations (48)
116. FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS
     Bulletin of Monetary Economics and Banking, 2020, 23, (2), 201-220 View citations (1)
117. Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks
     Resources Policy, 2020, 66, (C) View citations (36)
118. Google trends and the predictability of precious metals
     Resources Policy, 2020, 65, (C) View citations (22)
119. Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators
     Journal of Quantitative Economics, 2020, 18, (1), 191-229 View citations (8)
120. Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks
     Economics and Business Letters, 2020, 9, (2), 73-83 View citations (1)
121. Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence
     International Review of Economics & Finance, 2020, 65, (C), 46-68 View citations (2)
122. New evidence for the inflation hedging potential of US stock returns
     Finance Research Letters, 2020, 37, (C) View citations (6)
123. Predicting stock returns in the presence of COVID-19 pandemic: The role of health news
     International Review of Financial Analysis, 2020, 71, (C) View citations (116)
124. REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY
     Applied Econometrics and International Development, 2020, 20, (1), 97-116
125. Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results
     International Review of Economics & Finance, 2020, 69, (C), 280-294 View citations (102)
126. The COVID-19 global fear index and the predictability of commodity price returns
     Journal of Behavioral and Experimental Finance, 2020, 27, (C) View citations (87)
127. The heterogeneous behaviour of the inflation hedging property of cocoa
     The North American Journal of Economics and Finance, 2020, 51, (C) View citations (8)
128. The inflation hedging properties of gold, stocks and real estate: A comparative analysis
     Resources Policy, 2020, 66, (C) View citations (21)
129. The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach
     Research in International Business and Finance, 2020, 54, (C) View citations (21)
     See also Working Paper The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach, Working Papers (2020) View citations (28) (2020)
130. The transmission of monetary policy in emerging economies during tranquil and turbulent periods
     Finance Research Letters, 2020, 35, (C) View citations (1)

2019

131. A sectoral analysis of asymmetric nexus between oil price and stock returns
     International Review of Economics & Finance, 2019, 61, (C), 241-259 View citations (43)
132. Another look at the energy-growth nexus: New insights from MIDAS regressions
     Energy, 2019, 174, (C), 69-84 View citations (24)
     See also Working Paper Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models, Working Papers (2017) View citations (3) (2017)
133. Assessing the inflation hedging of gold and palladium in OECD countries
     Resources Policy, 2019, 62, (C), 357-377 View citations (39)
134. Assessing the inflation hedging potential of coal and iron ore in Australia
     Resources Policy, 2019, 63, (C), - View citations (18)
135. Can agricultural commodity prices predict Nigeria's inflation?
     Journal of Commodity Markets, 2019, 16, (C) View citations (20)
136. Can urban coffee consumption help predict US inflation?
     Journal of Forecasting, 2019, 38, (7), 649-668 View citations (6)
137. Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach
     Review of Economic Analysis, 2019, 11, (2), 255-283 View citations (1)
138. EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS
     Bulletin of Monetary Economics and Banking, 2019, 22, (3), 311-350
139. EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES
     Bulletin of Monetary Economics and Banking, 2019, 22, (3), 263-286
140. Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates
     International Journal of Energy Economics and Policy, 2019, 9, (2), 166-173 View citations (4)
141. Improving the predictability of stock returns with Bitcoin prices
     The North American Journal of Economics and Finance, 2019, 48, (C), 857-867 View citations (31)
142. Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables
     Economic Modelling, 2019, 76, (C), 153-171 View citations (43)
143. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries
     Resources Policy, 2019, 62, (C), 33-56 View citations (32)
144. Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence
     Review of Development Finance Journal, 2019, 9, (1), 22-31 View citations (1)
145. Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach
     Resources Policy, 2019, 64, (C) View citations (19)
146. United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD
     Finance Research Letters, 2019, 28, (C), 343-347 View citations (2)
     See also Working Paper United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD, Working Papers (2018) View citations (2) (2018)

2018

147. A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus
     Global Finance Journal, 2018, 37, (C), 199-218 View citations (20)
148. Modelling stock price–exchange rate nexus in OECD countries: A new perspective
     Economic Modelling, 2018, 74, (C), 105-123 View citations (19)
     See also Working Paper Modelling stock price-exchange rate nexus in OECD countries - A new perspective, Working Papers (2017) View citations (1) (2017)
149. Predicting US inflation: Evidence from a new approach
     Economic Modelling, 2018, 71, (C), 134-158 View citations (41)
     See also Working Paper Predicting US Inflation: Evidence from a New Approach, Working Papers (2017) View citations (3) (2017)
     Working Paper Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity, Working Papers (2017) View citations (2) (2017)
150. Revisiting the forecasting accuracy of Phillips curve: The role of oil price
     Energy Economics, 2018, 70, (C), 334-356 View citations (37)
     See also Working Paper Revisiting the forecasting accuracy of Phillips curve: the role of oil price, Working Papers (2017) View citations (4) (2017)
151. Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis
     Borsa Istanbul Review, 2018, 18, (4), 341-348 View citations (8)
     See also Working Paper Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis, Working Papers (2018) View citations (8) (2018)
152. The U.S. Shale Oil Revolution and the Behavior of Commodity Prices
     Econometric Research in Finance, 2018, 3, (1), 27-53 View citations (4)

2017

153. Modelling oil price-inflation nexus: The role of asymmetries
     Energy, 2017, 125, (C), 97-106 View citations (107)
154. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach
     Economic Modelling, 2017, 66, (C), 258-271 View citations (150)
155. Testing for asymmetries in the predictive model for oil price-inflation nexus
     Economics Bulletin, 2017, 37, (3), 1797-1804 View citations (5)
156. US stocks in the presence of oil price risk: Large cap vs. Small cap
     Economics and Business Letters, 2017, 6, (4), 116-124 View citations (4)
     See also Working Paper US stocks in the presence of oil price risk: Large cap vs. Small cap, Working Papers (2017) View citations (4) (2017)

2016

157. Further application of Narayan and Liu (2015) unit root model for trending time series
     Economic Modelling, 2016, 55, (C), 305-314 View citations (27)
158. MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE
     Statistics in Transition New Series, 2016, 17, (4), 659-670 View citations (1)
     Also in Statistics in Transition New Series, 2016, 17, (4), 659-670 (2016)
159. Modeling energy demand: Some emerging issues
     Renewable and Sustainable Energy Reviews, 2016, 54, (C), 1470-1480 View citations (20)
160. Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework
     Economics Bulletin, 2016, 36, (3), 1315-1324 View citations (6)
161. Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets
     Borsa Istanbul Review, 2016, 16, (4), 210-218 View citations (2)
162. Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa
     Journal of African Business, 2016, 17, (3), 342-359 View citations (3)
163. Unit root modeling for trending stock market series
     Borsa Istanbul Review, 2016, 16, (2), 82-91 View citations (27)

2015

164. FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA
     Journal of Economic Development, 2015, 40, (3), 85-103 View citations (14)
165. Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach
     Energy Economics, 2015, 50, (C), 1-12 View citations (96)
166. Modelling spillovers between stock market and FX market: evidence for Nigeria
     Journal of African Business, 2015, 16, (1-2), 84-108 View citations (21)

2014

167. A small macroeconometric model of the Nigerian economy
     Economic Modelling, 2014, 39, (C), 305-313 View citations (4)
168. Modelling oil price volatility before, during and after the global financial crisis
     OPEC Energy Review, 2014, 38, (4), 469-495 View citations (2)
169. Spatial Analysis of Road Traffic Crashes in Oyo State of Nigeria
     Journal of Sustainable Development, 2014, 7, (4), 151
170. Testing for heteroskedasticity and spatial correlation in a two way random effects model
     Computational Statistics & Data Analysis, 2014, 70, (C), 153-171

2013

171. Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate
     Energy Economics, 2013, 39, (C), 169-176 View citations (83)
172. Modelling oil price volatility with structural breaks
     Energy Policy, 2013, 52, (C), 554-562 View citations (115)
173. Modelling the Demand for Money in Sub-Saharan Africa (SSA)
     Economics Bulletin, 2013, 33, (1), 635-647 View citations (8)

2012

174. Comparative Performance of Volatility Models for Oil Price
     International Journal of Energy Economics and Policy, 2012, 2, (3), 167-183 View citations (9)
175. Is uemoa trade creating? an empirical investigation
     Economics Bulletin, 2012, 32, (2), A21
176. Trade creation and trade diversion in West African Monetary Zone (WAMZ)
     Economics Bulletin, 2012, 32, (4), 3071-3081 View citations (2)

2010

177. Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa
     Pakistan Journal of Applied Economics, 2010, 20, 1-12 View citations (10)

Chapters

2020

1. Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach
   Chapter 3 in HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, 2020, pp 47-71
   See also Working Paper Forecasting the return volatility of energy prices: A GARCH MIDAS approach, Centre for Econometric and Allied Research, University of Ibadan (2017) (2017)

2014

2. Determinants of a Successful Regional Trade Agreement in West Africa
   Springer View citations (1)