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Details about Afees Adebare Salisu

E-mail:
Postal address:Centre for Econometrics and Applied Research (CEAR), 5, Oba Akinyele/D.P.C Road, Ojetunji Aboyade's House, Agodi G.R.A, Ibadan.
Workplace:Centre for Econometrics and Applied Research, (more information at EDIRC)

Access statistics for papers by Afees Adebare Salisu.

Last updated 2022-05-19. Update your information in the RePEc Author Service.

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Working Papers

2022

  1. 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 Downloads

2021

  1. 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
  2. Assessing the safe haven property of the gold market during COVID-19 pandemic
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in International Review of Financial Analysis (2021)
  3. 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
  4. Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals
    Working Papers, University of Pretoria, Department of Economics
  5. El Nino and Forecastability of Oil-Price Realized Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  6. Exchange Rate Predictability with Nine Alternative Models for BRICS Countries
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of Macroeconomics (2022)
  7. Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Global Finance Journal (2022)
  8. 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 Downloads
  9. Forecasting Oil Price over 150 Years: The Role of Tail Risks
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Resources Policy (2022)
  10. Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2021) View citations (1)

    See also Journal Article in Resources Policy (2022)
  11. 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
  12. Forecasting US Output Growth with Large Information Sets
    Working Papers, University of Pretoria, Department of Economics
  13. 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 (5)
    See also Journal Article in Energy (2021)
  14. 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 (1)
  15. 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 in Energy Economics (2022)
  16. Gold and the Global Financial Cycle
    Working Papers, University of Pretoria, Department of Economics
  17. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Finance Research Letters (2022)
  18. 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
    See also Journal Article in Finance Research Letters (2022)
  19. Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll
    Working Papers, University of Pretoria, Department of Economics
  20. 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
  21. 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 (6)
  22. 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
  23. The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model
    Working Papers, University of Pretoria, Department of Economics Downloads View citations (1)
  24. The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach
    Working Papers, University of Pretoria, Department of Economics
  25. 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 Downloads View citations (1)
  26. The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  27. 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)

2020

  1. 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)
  2. Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Applied Economics Letters (2021)
  3. Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  4. Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in International Review of Economics & Finance (2022)
  5. 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 in The Journal of Real Estate Finance and Economics (2022)
  6. Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  7. 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)
  8. Pandemics and cryptocurrencies
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  10. Stock Markets and Exchange Rate Behaviour of the BRICS
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of Forecasting (2021)
  11. 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 (6)
    See also Journal Article in Research in International Business and Finance (2020)
  12. To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS
    MPRA Paper, University Library of Munich, Germany Downloads

2019

  1. 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 (4)
    See also Journal Article in International Journal of Finance & Economics (2022)
  2. 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 in Emerging Markets Finance and Trade (2021)
  3. 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 in Global Finance Journal (2021)

2018

  1. A new procedure for pre-testing the distribution properties of Stock returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  2. Analysing the distribution properties of Bitcoin returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (1)
  3. 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 Downloads View citations (1)
  4. Does the choice of estimator matter for forecasting? A revisit
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (5)
  5. 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 Downloads View citations (2)
  6. Forecasting CO2 emissions: Does the choice of estimator matter?
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  7. Forecasting GDP of OPEC: The role of oil price
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  8. 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 Downloads
  9. Modeling the residential electricity demand in the US
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  10. Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  11. Predicting the stock prices of G7 countries with Bitcoin prices
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  12. 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 Downloads View citations (3)
    See also Journal Article in Borsa Istanbul Review (2018)
  13. Testing for time-varying stochastic volatility in Bitcoin returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  14. US shale oil and the behaviour of commodity prices
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  15. 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 Downloads View citations (2)
    See also Journal Article in Finance Research Letters (2019)
  16. 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 Downloads View citations (2)

2017

  1. 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 Downloads View citations (1)
  2. 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 Downloads View citations (3)
  3. A new look at the stock price-exchange rate nexus
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  4. A sectoral analysis of asymmetric nexus between oil and stock
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (1)
  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 Downloads
  6. Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (2)
    See also Journal Article in Energy (2019)
  7. 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 Downloads
  8. Forecasting the return volatility of energy prices: A GARCH MIDAS approach
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
    See also Chapter (2020)
  9. Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (3)
  10. Modeling the spillovers between stock market and money market in Nigeria
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (1)
  11. Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (5)
  12. Modelling oil price-inflation nexus: The role of asymmetries and structural breaks
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (22)
  13. Modelling stock price-exchange rate nexus in OECD countries - A new perspective
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (1)
    See also Journal Article in Economic Modelling (2018)
  14. 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 Downloads View citations (2)
    See also Journal Article in Economic Modelling (2018)
  15. Predicting US Inflation: Evidence from a New Approach
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (3)
    See also Journal Article in Economic Modelling (2018)
  16. Revisiting the forecasting accuracy of Phillips curve: the role of oil price
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (4)
    See also Journal Article in Energy Economics (2018)
  17. Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  18. 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 Downloads View citations (3)
  19. 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 Downloads View citations (3)
    See also Journal Article in Economics and Business Letters (2017)

Journal Articles

2022

  1. A Note on the COVID-19 Shock and Real GDP in Emerging Economies
    Emerging Markets Finance and Trade, 2022, 58, (1), 93-101 Downloads View citations (1)
  2. 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 Downloads
  3. 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 Downloads
    See also Working Paper (2019)
  4. Exchange rate predictability with nine alternative models for BRICS countries
    Journal of Macroeconomics, 2022, 71, (C) Downloads
    See also Working Paper (2021)
  5. Financial turbulence, systemic risk and the predictability of stock market volatility
    Global Finance Journal, 2022, 52, (C) Downloads
    See also Working Paper (2021)
  6. Forecasting oil prices over 150 years: The role of tail risks
    Resources Policy, 2022, 75, (C) Downloads
    See also Working Paper (2021)
  7. 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) Downloads
    See also Working Paper (2021)
  8. Geopolitical risks and historical exchange rate volatility of the BRICS
    International Review of Economics & Finance, 2022, 77, (C), 179-190 Downloads View citations (2)
    See also Working Paper (2020)
  9. Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model
    Energy Economics, 2022, 108, (C) Downloads
    See also Working Paper (2021)
  10. 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 Downloads
    See also Working Paper (2020)
  11. Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions
    Journal of Forecasting, 2022, 41, (1), 134-157 Downloads View citations (1)
  12. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
    Finance Research Letters, 2022, 45, (C) Downloads
    See also Working Paper (2021)
  13. Oil tail risk and the tail risk of the US Dollar exchange rates
    Energy Economics, 2022, 109, (C) Downloads
  14. 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) Downloads
    See also Working Paper (2021)
  15. 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) Downloads View citations (1)
  16. US Stock return predictability with high dimensional models
    Finance Research Letters, 2022, 45, (C) Downloads

2021

  1. A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks
    Advances in Decision Sciences, 2021, 25, (4), 89-114 Downloads
  2. A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic
    Sustainability, 2021, 13, (6), 1-18 Downloads View citations (2)
  3. 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) Downloads
  4. Assessing the safe haven property of the gold market during COVID-19 pandemic
    International Review of Financial Analysis, 2021, 74, (C) Downloads View citations (8)
    See also Working Paper (2021)
  5. 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 Downloads
  6. COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations
    Financial Innovation, 2021, 7, (1), 1-19 Downloads View citations (3)
  7. Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies
    Asian Economics Letters, 2021, 2, (3), 1-6 Downloads View citations (1)
  8. Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
    Applied Economics Letters, 2021, 28, (18), 1594-1599 Downloads
    See also Working Paper (2020)
  9. Firm-specific news and the predictability of Consumer stocks in Vietnam
    Finance Research Letters, 2021, 41, (C) Downloads
  10. 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 Downloads
  11. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data
    Energy, 2021, 235, (C) Downloads View citations (4)
    See also Working Paper (2021)
  12. Gold and US sectoral stocks during COVID-19 pandemic
    Research in International Business and Finance, 2021, 57, (C) Downloads View citations (6)
  13. Hedging oil price risk with gold during COVID-19 pandemic
    Resources Policy, 2021, 70, (C) Downloads View citations (15)
  14. How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch
    Emerging Markets Finance and Trade, 2021, 57, (15), 4286-4311 Downloads
    See also Working Paper (2019)
  15. 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 Downloads View citations (3)
  16. Oil Price and Exchange Rate Behaviour of the BRICS
    Emerging Markets Finance and Trade, 2021, 57, (7), 2042-2051 Downloads View citations (3)
  17. Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach
    Global Finance Journal, 2021, 48, (C) Downloads View citations (8)
    See also Working Paper (2019)
  18. Pandemics and the Asia-Pacific Islamic Stocks
    Asian Economics Letters, 2021, 1, (1), 1-5 Downloads View citations (6)
  19. Point and density forecasting of macroeconomic and financial uncertainties of the USA
    Journal of Forecasting, 2021, 40, (4), 700-707 Downloads
  20. Special Issue on Forecasting Asian Markets
    Asian Economics Letters, 2021, 2, (3), 1-2 Downloads
  21. Stock markets and exchange rate behavior of the BRICS
    Journal of Forecasting, 2021, 40, (8), 1581-1595 Downloads View citations (1)
    See also Working Paper (2020)
  22. Stock‐induced Google trends and the predictability of sectoral stock returns
    Journal of Forecasting, 2021, 40, (2), 327-345 Downloads View citations (2)
  23. THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS
    Annals of Financial Economics (AFE), 2021, 16, (04), 1-14 Downloads
  24. 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 Downloads View citations (1)
  25. Uncertainty Due to Infectious Diseases and Energy Market Volatility
    Energy RESEARCH LETTERS, 2021, 1, (1), 1-4 Downloads View citations (4)
  26. 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 Downloads View citations (1)

2020

  1. A fractional cointegration VAR analysis of Islamic stocks: A global perspective
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads View citations (2)
  2. A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
    Economic Modelling, 2020, 87, (C), 225-237 Downloads View citations (3)
  3. Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries
    Economics Bulletin, 2020, 40, (2), 938-943 Downloads
  4. Constructing a Global Fear Index for the COVID-19 Pandemic
    Emerging Markets Finance and Trade, 2020, 56, (10), 2310-2331 Downloads View citations (5)
  5. FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS
    Bulletin of Monetary Economics and Banking, 2020, 23, (2), 201-220 Downloads
  6. Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks
    Resources Policy, 2020, 66, (C) Downloads View citations (18)
  7. Google trends and the predictability of precious metals
    Resources Policy, 2020, 65, (C) Downloads View citations (12)
  8. Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators
    Journal of Quantitative Economics, 2020, 18, (1), 191-229 Downloads View citations (3)
  9. Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks
    Economics and Business Letters, 2020, 9, (2), 73-83 Downloads
  10. Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence
    International Review of Economics & Finance, 2020, 65, (C), 46-68 Downloads
  11. New evidence for the inflation hedging potential of US stock returns
    Finance Research Letters, 2020, 37, (C) Downloads View citations (1)
  12. Predicting stock returns in the presence of COVID-19 pandemic: The role of health news
    International Review of Financial Analysis, 2020, 71, (C) Downloads View citations (46)
  13. REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY
    Applied Econometrics and International Development, 2020, 20, (1), 97-116 Downloads
  14. Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results
    International Review of Economics & Finance, 2020, 69, (C), 280-294 Downloads View citations (33)
  15. The COVID-19 global fear index and the predictability of commodity price returns
    Journal of Behavioral and Experimental Finance, 2020, 27, (C) Downloads View citations (30)
  16. The heterogeneous behaviour of the inflation hedging property of cocoa
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads View citations (4)
  17. The inflation hedging properties of gold, stocks and real estate: A comparative analysis
    Resources Policy, 2020, 66, (C) Downloads View citations (7)
  18. 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) Downloads View citations (4)
    See also Working Paper (2020)
  19. The transmission of monetary policy in emerging economies during tranquil and turbulent periods
    Finance Research Letters, 2020, 35, (C) Downloads

2019

  1. A sectoral analysis of asymmetric nexus between oil price and stock returns
    International Review of Economics & Finance, 2019, 61, (C), 241-259 Downloads View citations (16)
  2. Another look at the energy-growth nexus: New insights from MIDAS regressions
    Energy, 2019, 174, (C), 69-84 Downloads View citations (16)
    See also Working Paper (2017)
  3. Assessing the inflation hedging of gold and palladium in OECD countries
    Resources Policy, 2019, 62, (C), 357-377 Downloads View citations (18)
  4. Assessing the inflation hedging potential of coal and iron ore in Australia
    Resources Policy, 2019, 63, (C), - Downloads View citations (10)
  5. Can agricultural commodity prices predict Nigeria's inflation?
    Journal of Commodity Markets, 2019, 16, (C) Downloads View citations (9)
  6. Can urban coffee consumption help predict US inflation?
    Journal of Forecasting, 2019, 38, (7), 649-668 Downloads View citations (3)
  7. Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach
    Review of Economic Analysis, 2019, 11, (2), 255-283 Downloads
  8. EVIDENCE ON MONETARY POLICY TRANSMISSION DURING TRANQUIL AND TURBULENT PERIODS
    Bulletin of Monetary Economics and Banking, 2019, 22, (3), 1-40 Downloads View citations (2)
  9. EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES
    Bulletin of Monetary Economics and Banking, 2019, 22, (3), 1-24 Downloads View citations (6)
  10. Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates
    International Journal of Energy Economics and Policy, 2019, 9, (2), 166-173 Downloads View citations (3)
  11. Improving the predictability of stock returns with Bitcoin prices
    The North American Journal of Economics and Finance, 2019, 48, (C), 857-867 Downloads View citations (16)
  12. Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables
    Economic Modelling, 2019, 76, (C), 153-171 Downloads View citations (36)
  13. 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 Downloads View citations (16)
  14. Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence
    Review of Development Finance Journal, 2019, 9, (1), 22-31 Downloads View citations (1)
  15. Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach
    Resources Policy, 2019, 64, (C) Downloads View citations (8)
  16. United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD
    Finance Research Letters, 2019, 28, (C), 343-347 Downloads View citations (1)
    See also Working Paper (2018)

2018

  1. A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus
    Global Finance Journal, 2018, 37, (C), 199-218 Downloads View citations (8)
  2. Modelling stock price–exchange rate nexus in OECD countries: A new perspective
    Economic Modelling, 2018, 74, (C), 105-123 Downloads View citations (7)
    See also Working Paper (2017)
  3. Predicting US inflation: Evidence from a new approach
    Economic Modelling, 2018, 71, (C), 134-158 Downloads View citations (24)
    See also Working Paper (2017)
    Working Paper (2017)
  4. Revisiting the forecasting accuracy of Phillips curve: The role of oil price
    Energy Economics, 2018, 70, (C), 334-356 Downloads View citations (25)
    See also Working Paper (2017)
  5. Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis
    Borsa Istanbul Review, 2018, 18, (4), 341-348 Downloads View citations (3)
    See also Working Paper (2018)
  6. The U.S. Shale Oil Revolution and the Behavior of Commodity Prices
    Econometric Research in Finance, 2018, 3, (1), 27-53 Downloads View citations (1)

2017

  1. Modelling oil price-inflation nexus: The role of asymmetries
    Energy, 2017, 125, (C), 97-106 Downloads View citations (55)
  2. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach
    Economic Modelling, 2017, 66, (C), 258-271 Downloads View citations (96)
  3. Testing for asymmetries in the predictive model for oil price-inflation nexus
    Economics Bulletin, 2017, 37, (3), 1797-1804 Downloads View citations (5)
  4. US stocks in the presence of oil price risk: Large cap vs. Small cap
    Economics and Business Letters, 2017, 6, (4), 116-124 Downloads View citations (1)
    See also Working Paper (2017)

2016

  1. Further application of Narayan and Liu (2015) unit root model for trending time series
    Economic Modelling, 2016, 55, (C), 305-314 Downloads View citations (25)
  2. MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE
    Statistics in Transition New Series, 2016, 17, (4), 659-670 Downloads View citations (1)
  3. Modeling energy demand: Some emerging issues
    Renewable and Sustainable Energy Reviews, 2016, 54, (C), 1470-1480 Downloads View citations (18)
  4. Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework
    Economics Bulletin, 2016, 36, (3), 1315-1324 Downloads View citations (6)
  5. Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets
    Borsa Istanbul Review, 2016, 16, (4), 210-218 Downloads View citations (1)
  6. 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 Downloads View citations (3)
  7. Unit root modeling for trending stock market series
    Borsa Istanbul Review, 2016, 16, (2), 82-91 Downloads View citations (24)

2015

  1. FOREIGN CAPITAL FLOWS, FINANCIAL DEVELOPMENT AND GROWTH IN SUB-SAHARAN AFRICA
    Journal of Economic Development, 2015, 40, (3), 85-103 Downloads View citations (5)
  2. Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach
    Energy Economics, 2015, 50, (C), 1-12 Downloads View citations (86)
  3. Modelling spillovers between stock market and FX market: evidence for Nigeria
    Journal of African Business, 2015, 16, (1-2), 84-108 Downloads View citations (14)

2014

  1. A small macroeconometric model of the Nigerian economy
    Economic Modelling, 2014, 39, (C), 305-313 Downloads View citations (3)
  2. Modelling oil price volatility before, during and after the global financial crisis
    OPEC Energy Review, 2014, 38, (4), 469-495 Downloads View citations (1)
  3. Testing for heteroskedasticity and spatial correlation in a two way random effects model
    Computational Statistics & Data Analysis, 2014, 70, (C), 153-171 Downloads

2013

  1. Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate
    Energy Economics, 2013, 39, (C), 169-176 Downloads View citations (58)
  2. Modelling oil price volatility with structural breaks
    Energy Policy, 2013, 52, (C), 554-562 Downloads View citations (94)
  3. Modelling the Demand for Money in Sub-Saharan Africa (SSA)
    Economics Bulletin, 2013, 33, (1), 635-647 Downloads View citations (6)

2012

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

2010

  1. Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa
    Pakistan Journal of Applied Economics, 2010, 20, 1-12 Downloads 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 Downloads
    See also Working Paper (2017)

2014

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