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Details about Afees Adebare Salisu

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Postal address:Centre for Econometric & Allied Research, University of Ibadan, Ibadan, Nigeria
Workplace:Centre for Econometric and Allied Research, University of Ibadan, (more information at EDIRC)

Access statistics for papers by Afees Adebare Salisu.

Last updated 2019-10-16. Update your information in the RePEc Author Service.

Short-id: psa997


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Working Papers

2019

  1. How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch
    Working Papers, University of Pretoria, Department of Economics

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
  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
  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 (1)
  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
  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. Shale oil revolution: Implications for oil dependent countries
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  13. 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
    See also Journal Article in Borsa Istanbul Review (2018)
  14. Testing for time-varying stochastic volatility in Bitcoin returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  15. Testing the predictability of commodity prices in stock returns: A new perspective
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (1)
  16. US shale oil and the behaviour of commodity prices
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  17. 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 (1)
    See also Journal Article in Finance Research Letters (2019)
  18. 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 (2)
  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)
  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
  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 (2)
  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 (2)
  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 (12)
  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
    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. Revision of the small macro-econometric model of the Nigerian economy
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  17. 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 (3)
    See also Journal Article in Energy Economics (2018)
  18. Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  19. 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)
  20. 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 (2)
    See also Journal Article in Economics and Business Letters (2018)

Journal Articles

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
  2. Another look at the energy-growth nexus: New insights from MIDAS regressions
    Energy, 2019, 174, (C), 69-84 Downloads View citations (1)
  3. Assessing the inflation hedging of gold and palladium in OECD countries
    Resources Policy, 2019, 62, (C), 357-377 Downloads
  4. Assessing the inflation hedging potential of coal and iron ore in Australia
    Resources Policy, 2019, 63, (C), - Downloads
  5. Can urban coffee consumption help predict US inflation?
    Journal of Forecasting, 2019, 38, (7), 649-668 Downloads
  6. Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates
    International Journal of Energy Economics and Policy, 2019, 9, (2), 166-173 Downloads
  7. 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 (1)
  8. Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables
    Economic Modelling, 2019, 76, (C), 153-171 Downloads View citations (3)
  9. 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
  10. Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence
    Review of Development Finance Journal, 2019, 9, (1), 22-31 Downloads
  11. United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD
    Finance Research Letters, 2019, 28, (C), 343-347 Downloads
    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 (1)
  2. Modelling stock price–exchange rate nexus in OECD countries: A new perspective
    Economic Modelling, 2018, 74, (C), 105-123 Downloads
    See also Working Paper (2017)
  3. Predicting US inflation: Evidence from a new approach
    Economic Modelling, 2018, 71, (C), 134-158 Downloads View citations (5)
    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 (7)
    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
    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
  7. US stocks in the presence of oil price risk: Large cap vs. Small cap
    Economics and Business Letters, 2018, 6, (4), 116-124 Downloads
    See also Working Paper (2017)

2017

  1. Modelling oil price-inflation nexus: The role of asymmetries
    Energy, 2017, 125, (C), 97-106 Downloads View citations (16)
  2. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach
    Economic Modelling, 2017, 66, (C), 258-271 Downloads View citations (29)
  3. Testing for asymmetries in the predictive model for oil price-inflation nexus
    Economics Bulletin, 2017, 37, (3), 1797-1804 Downloads View citations (4)

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 (11)
  2. MODELLING ROAD TRAFFIC CRASHES USING SPATIAL AUTOREGRESSIVE MODEL WITH ADDITIONAL ENDOGENOUS VARIABLE
    Statistics in Transition New Series, 2016, 17, (4), 659-670 Downloads
  3. Modeling energy demand: Some emerging issues
    Renewable and Sustainable Energy Reviews, 2016, 54, (C), 1470-1480 Downloads View citations (11)
  4. Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework
    Economics Bulletin, 2016, 36, (3), 1315-1324 Downloads View citations (4)
  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 (2)
  7. Unit root modeling for trending stock market series
    Borsa Istanbul Review, 2016, 16, (2), 82-91 Downloads View citations (12)

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 (2)
  2. Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach
    Energy Economics, 2015, 50, (C), 1-12 Downloads View citations (49)
  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 (9)

2014

  1. A small macroeconometric model of the Nigerian economy
    Economic Modelling, 2014, 39, (C), 305-313 Downloads View citations (1)
  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 (38)
  2. Modelling oil price volatility with structural breaks
    Energy Policy, 2013, 52, (C), 554-562 Downloads View citations (58)
  3. Modelling the Demand for Money in Sub-Saharan Africa (SSA)
    Economics Bulletin, 2013, 33, (1), 635-647 Downloads View citations (5)

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 (8)
  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 (1)

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 (8)
 
Page updated 2019-10-17