Details about Tirimisiyu F. Oloko

Access statistics for papers by Tirimisiyu F. Oloko.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pol230

Working Papers

2020

1. Pandemics and cryptocurrencies
   MPRA Paper, University Library of Munich, Germany View citations (1)

2018

2. 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)
3. Exchange rate dynamics and stock market performance in Nigeria: Evidence from a Nonlinear ARDL Approach
   Working Papers, Centre for Econometric and Allied Research, University of Ibadan View citations (3)

2017

4. 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)
5. 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
6. 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

2024

1. Digital Currencies and Macroeconomic Performance: A Global Perspective
   Bulletin of Monetary Economics and Banking, 2024, 27, (2), 351-394

2023

2. Climate Risk Measures - A Review
   Asian Economics Letters, 2023, 4, (1), 1-4 View citations (1)
3. Information and Communication Technology (ICT) and youth unemployment in Africa
   Quality & Quantity: International Journal of Methodology, 2023, 57, (6), 5055-5077

2021

4. A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic
   Sustainability, 2021, 13, (6), 1-18 View citations (7)
5. Econometric Analysis of Dutch Disease Implication of China-Africa Trade
   Quarterly Journal of Econometrics Research, 2021, 7, (1), 13-30
6. Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence
   Resources Policy, 2021, 74, (C)
7. Hedging Global and Country-Specific Geopolitical Risks With South Korean Stocks - A Predictability Approach
   Asian Economics Letters, 2021, 2, (3), 1-5 View citations (5)
8. Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach
   Economic Analysis and Policy, 2021, 70, (C), 259-275 View citations (20)
9. Ratchet Effect in Import Prices – Inflation Rate Nexus
   Economic Alternatives, 2021, (3), 335-354

2020

10. The heterogeneous behaviour of the inflation hedging property of cocoa
    The North American Journal of Economics and Finance, 2020, 51, (C) View citations (8)

2019

11. Assessing the inflation hedging of gold and palladium in OECD countries
    Resources Policy, 2019, 62, (C), 357-377 View citations (39)
12. Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables
    Economic Modelling, 2019, 76, (C), 153-171 View citations (43)

2018

13. Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria
    Research in International Business and Finance, 2018, 45, (C), 219-232 View citations (13)

2017

14. 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

15. 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)
16. Unit root modeling for trending stock market series
    Borsa Istanbul Review, 2016, 16, (2), 82-91 View citations (27)

2015

17. Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach
    Energy Economics, 2015, 50, (C), 1-12 View citations (96)
18. Modelling spillovers between stock market and FX market: evidence for Nigeria
    Journal of African Business, 2015, 16, (1-2), 84-108 View citations (21)