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Details about Afees Adebare Salisu

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:Faculty of Economic and Management Sciences, University of Pretoria, (more information at EDIRC)
Centre for Econometrics and Applied Research, (more information at EDIRC)

Access statistics for papers by Afees Adebare Salisu.

Last updated 2024-05-08. Update your information in the RePEc Author Service.

Short-id: psa997


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Working Papers

2024

  1. Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics Downloads
  2. Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics Downloads

2023

  1. A news-based economic policy uncertainty index for Nigeria
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. An Index for Climate-Induced Migration Uncertainty
    MPRA Paper, University Library of Munich, Germany Downloads
  3. 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
  4. Energy-Related Uncertainty and International Stock Market Volatility
    Working Papers, University of Pretoria, Department of Economics
  5. 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
  6. Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data
    Working Papers, University of Pretoria, Department of Economics Downloads
  7. Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach
    Working Papers, University of Pretoria, Department of Economics
  8. 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

  1. Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns
    Working Papers, University of Pretoria, Department of Economics
  2. 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) Downloads View citations (1) (2023)
  3. 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) Downloads View citations (4) (2023)
  4. 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) Downloads View citations (2) (2023)

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 (41)
    See also Journal Article Assessing the safe haven property of the gold market during COVID-19 pandemic, International Review of Financial Analysis, Elsevier (2021) Downloads View citations (36) (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
    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) Downloads View citations (4) (2023)
  4. 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)
  5. El Nino and Forecastability of Oil-Price Realized Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (15)
  6. 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) Downloads (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 Financial turbulence, systemic risk and the predictability of stock market volatility, Global Finance Journal, Elsevier (2022) Downloads View citations (7) (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
    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) Downloads (2023)
  9. 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) Downloads View citations (8) (2022)
  10. 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 (2)
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2021) Downloads View citations (2)

    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) Downloads View citations (5) (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
    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) Downloads View citations (4) (2022)
  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 (23)
    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) Downloads View citations (14) (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 (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) Downloads View citations (1) (2022)
  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 Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model, Energy Economics, Elsevier (2022) Downloads View citations (15) (2022)
  16. Gold and the Global Financial Cycle
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  17. 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) Downloads View citations (1) (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 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) Downloads View citations (5) (2022)
  19. 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) Downloads View citations (1) (2022)
  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 (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) Downloads View citations (3) (2023)
  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 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) Downloads View citations (5) (2022)
  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 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 View citations (6)
    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) Downloads View citations (3) (2023)
  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 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 (2)
    See also Journal Article The financial US uncertainty spillover multiplier: Evidence from a GVAR model, International Finance, Wiley Blackwell (2022) Downloads View citations (1) (2022)
  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)
    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) Downloads View citations (2) (2022)

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)
    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) Downloads (2022)
  2. 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) Downloads (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 (5)
  4. 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) Downloads View citations (15) (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 Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty, The Journal of Real Estate Finance and Economics, Springer (2022) Downloads (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 (7)
  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)
    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) Downloads View citations (6) (2022)
  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 View citations (1)
    See also Journal Article Stock markets and exchange rate behavior of the BRICS, Journal of Forecasting, John Wiley & Sons, Ltd. (2021) Downloads View citations (6) (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 (26)
    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) Downloads View citations (21) (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 (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) Downloads View citations (5) (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 How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch, Emerging Markets Finance and Trade, Taylor & Francis Journals (2021) Downloads View citations (1) (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 Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach, Global Finance Journal, Elsevier (2021) Downloads View citations (42) (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 (7)
  5. Does time-variation matter in the stochastic volatility components for G7 stock returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (2)
  6. 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 (5)
  7. Forecasting CO2 emissions: Does the choice of estimator matter?
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (1)
  8. Forecasting GDP of OPEC: The role of oil price
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  9. 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
  10. Modeling the residential electricity demand in the US
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  11. 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
  12. Predicting the stock prices of G7 countries with Bitcoin prices
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads View citations (2)
  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 View citations (7)
    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) Downloads View citations (7) (2018)
  14. Testing for time-varying stochastic volatility in Bitcoin returns
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  15. US shale oil and the behaviour of commodity prices
    Working Papers, Centre for Econometric and Allied Research, University of Ibadan Downloads
  16. 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 United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD, Finance Research Letters, Elsevier (2019) Downloads View citations (2) (2019)
  17. 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 (3)

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 (4)
  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 Another look at the energy-growth nexus: New insights from MIDAS regressions, Energy, Elsevier (2019) Downloads View citations (22) (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 Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2020) Downloads (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 (5)
  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 (27)
  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 Modelling stock price–exchange rate nexus in OECD countries: A new perspective, Economic Modelling, Elsevier (2018) Downloads View citations (17) (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 Predicting US inflation: Evidence from a new approach, Economic Modelling, Elsevier (2018) Downloads View citations (39) (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 Predicting US inflation: Evidence from a new approach, Economic Modelling, Elsevier (2018) Downloads View citations (39) (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 Revisiting the forecasting accuracy of Phillips curve: The role of oil price, Energy Economics, Elsevier (2018) Downloads View citations (33) (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 US stocks in the presence of oil price risk: Large cap vs. Small cap, Economics and Business Letters, Oviedo University Press (2017) Downloads View citations (3) (2017)

Journal Articles

2024

  1. Technology shocks and crude oil market connection: The role of climate change
    Energy Economics, 2024, 130, (C) Downloads

2023

  1. 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 Downloads
  2. COVID-19 pandemic and financial innovations
    Quality & Quantity: International Journal of Methodology, 2023, 57, (4), 3885-3904 Downloads
  3. Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs)
    Sustainability, 2023, 15, (19), 1-22 Downloads
  4. Climate Policy Uncertainty and Crude Oil Market Volatility
    Energy RESEARCH LETTERS, 2023, 4, (1), 1-5 Downloads View citations (2)
  5. Climate Risk Measures - A Review
    Asian Economics Letters, 2023, 4, (1), 1-4 Downloads View citations (1)
  6. Climate change and fossil fuel prices: A GARCH-MIDAS analysis
    Energy Economics, 2023, 124, (C) Downloads View citations (7)
  7. Climate risk and gold
    Resources Policy, 2023, 82, (C) Downloads View citations (2)
  8. 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 Downloads View citations (4)
    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)
  9. 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 Downloads
  10. 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 Downloads
    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)
  11. Forecasting expenditure components in Nigeria
    Journal of Economic Studies, 2023, 51, (4), 783-807 Downloads
  12. Geopolitical risk and global financial cycle: Some forecasting experiments
    Journal of Forecasting, 2023, 42, (1), 3-16 Downloads View citations (2)
  13. Gold and tail risks
    Resources Policy, 2023, 80, (C) Downloads View citations (2)
  14. 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 Downloads View citations (1)
  15. Oil price and the Bitcoin market
    Resources Policy, 2023, 82, (C) Downloads View citations (3)
  16. Oil tail risks and the realized variance of consumer prices in advanced economies
    Resources Policy, 2023, 83, (C) Downloads
  17. Policy uncertainty and stock market volatility revisited: The predictive role of signal quality
    Journal of Forecasting, 2023, 42, (8), 2307-2321 Downloads View citations (1)
    See also Working Paper Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality, Working Papers (2022) View citations (1) (2022)
  18. Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks
    Finance Research Letters, 2023, 54, (C) Downloads View citations (4)
    See also Working Paper Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks, Working Papers (2022) (2022)
  19. Stock returns and interest rate differential in high and low interest rate environments
    International Journal of Finance & Economics, 2023, 28, (2), 1713-1728 Downloads
  20. 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 Downloads View citations (3)
    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)
  21. Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach
    JRFM, 2023, 16, (3), 1-17 Downloads
  22. 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 Downloads 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)
  23. The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach
    Applied Economics Letters, 2023, 30, (3), 269-274 Downloads View citations (3)
    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 (6) (2021)
  24. The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
    Financial Innovation, 2023, 9, (1), 1-22 Downloads View citations (3)
  25. Transition risk, physical risk, and the realized volatility of oil and natural gas prices
    Resources Policy, 2023, 81, (C) Downloads View citations (1)
  26. Youth unemployment in Nigeria: nature, causes and solutions
    Quality & Quantity: International Journal of Methodology, 2023, 57, (2), 1125-1157 Downloads

2022

  1. A NOTE ON PUBLIC DEBT-PRIVATE INVESTMENT NEXUS IN EMERGING ECONOMIES
    Bulletin of Monetary Economics and Banking, 2022, 25, (1), 25-36 Downloads
  2. 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 Downloads
    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)
  3. 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 (3)
  4. 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 View citations (3)
  5. 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 View citations (5)
    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)
  6. 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 Downloads View citations (2)
  7. CENTRAL BANK INDEPENDENCE AND PRICE STABILITY UNDER ALTERNATIVE POLITICAL REGIMES: A GLOBAL EVIDENCE
    Bulletin of Monetary Economics and Banking, 2022, 25, (2), 155-172 Downloads
  8. 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 Downloads View citations (7)
  9. Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa
    JRFM, 2022, 15, (6), 1-13 Downloads View citations (2)
  10. Exchange rate predictability with nine alternative models for BRICS countries
    Journal of Macroeconomics, 2022, 71, (C) Downloads
    See also Working Paper Exchange Rate Predictability with Nine Alternative Models for BRICS Countries, Working Papers (2021) (2021)
  11. Financial turbulence, systemic risk and the predictability of stock market volatility
    Global Finance Journal, 2022, 52, (C) Downloads View citations (7)
    See also Working Paper Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility, Working Papers (2021) (2021)
  12. Forecasting oil prices over 150 years: The role of tail risks
    Resources Policy, 2022, 75, (C) Downloads View citations (8)
    See also Working Paper Forecasting Oil Price over 150 Years: The Role of Tail Risks, Working Papers (2021) View citations (10) (2021)
  13. 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 View citations (5)
    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 (2) (2021)
  14. 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) Downloads View citations (4)
    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)
  15. Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach
    The North American Journal of Economics and Finance, 2022, 62, (C) Downloads View citations (9)
  16. Geopolitical risks and historical exchange rate volatility of the BRICS
    International Review of Economics & Finance, 2022, 77, (C), 179-190 Downloads View citations (15)
    See also Working Paper Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS, Working Papers (2020) (2020)
  17. 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) Downloads 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)
  18. Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model
    Energy Economics, 2022, 108, (C) Downloads View citations (15)
    See also Working Paper Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model, Working Papers (2021) (2021)
  19. Historical geopolitical risk and the behaviour of stock returns in advanced economies
    The European Journal of Finance, 2022, 28, (9), 889-906 Downloads View citations (13)
  20. Islamic Stock indices and COVID-19 pandemic
    International Review of Economics & Finance, 2022, 80, (C), 282-293 Downloads View citations (7)
  21. 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 Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty, Working Papers (2020) View citations (1) (2020)
  22. 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 (12)
  23. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
    Finance Research Letters, 2022, 45, (C) Downloads View citations (1)
    See also Working Paper OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning, Working Papers (2021) View citations (1) (2021)
  24. Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model
    JRFM, 2022, 15, (8), 1-26 Downloads View citations (4)
  25. Oil price uncertainty and real exchange rate in a global VAR framework: a note
    Journal of Economics and Finance, 2022, 46, (4), 704-712 Downloads View citations (1)
  26. Oil tail risk and the tail risk of the US Dollar exchange rates
    Energy Economics, 2022, 109, (C) Downloads View citations (8)
  27. 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 View citations (5)
    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)
  28. Oil-growth nexus in Nigeria: An ADL-MIDAS approach
    Resources Policy, 2022, 77, (C) Downloads View citations (1)
  29. 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) Downloads View citations (6)
    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)
  30. Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices
    Emerging Markets Finance and Trade, 2022, 58, (13), 3739-3750 Downloads View citations (1)
  31. 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 Downloads View citations (1)
    See also Working Paper Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll, Working Papers (2021) (2021)
  32. 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 (5)
  33. Testing for unemployment persistence in Nigeria
    Economic Change and Restructuring, 2022, 55, (4), 2605-2630 Downloads
  34. The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model
    Resources Policy, 2022, 78, (C) Downloads View citations (5)
    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)
  35. 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 Downloads
  36. The behaviour of U.S. stocks to financial and health risks
    International Journal of Finance & Economics, 2022, 27, (4), 4607-4618 Downloads
  37. The financial US uncertainty spillover multiplier: Evidence from a GVAR model
    International Finance, 2022, 25, (3), 313-340 Downloads View citations (1)
    See also Working Paper The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model, Working Papers (2021) View citations (2) (2021)
  38. The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect
    Global Finance Journal, 2022, 54, (C) Downloads View citations (3)
  39. US Stock return predictability with high dimensional models
    Finance Research Letters, 2022, 45, (C) Downloads View citations (3)
  40. Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis
    Journal of Forecasting, 2022, 41, (7), 1525-1556 Downloads 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)
  41. 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 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 View citations (1)
  2. A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic
    Sustainability, 2021, 13, (6), 1-18 Downloads View citations (7)
  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 View citations (1)
  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 (36)
    See also Working Paper Assessing the safe haven property of the gold market during COVID-19 pandemic, MPRA Paper (2021) Downloads View citations (41) (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 (12)
  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 (4)
  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 Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom, Working Papers (2020) View citations (4) (2020)
  9. Firm-specific news and the predictability of Consumer stocks in Vietnam
    Finance Research Letters, 2021, 41, (C) Downloads View citations (1)
  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 View citations (4)
  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 (14)
    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 (23) (2021)
  12. Gold and US sectoral stocks during COVID-19 pandemic
    Research in International Business and Finance, 2021, 57, (C) Downloads View citations (18)
  13. Hedging oil price risk with gold during COVID-19 pandemic
    Resources Policy, 2021, 70, (C) Downloads View citations (57)
  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 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)
  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 (5)
  16. Oil Price and Exchange Rate Behaviour of the BRICS
    Emerging Markets Finance and Trade, 2021, 57, (7), 2042-2051 Downloads View citations (14)
  17. Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach
    Global Finance Journal, 2021, 48, (C) Downloads View citations (42)
    See also Working Paper Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach, Working Papers (2019) (2019)
  18. PALM OIL PRICE–EXCHANGE RATE NEXUS IN INDONESIA AND MALAYSIA
    Bulletin of Monetary Economics and Banking, 2021, 24, (2), 169 - 180 Downloads
  19. Pandemics and the Asia-Pacific Islamic Stocks
    Asian Economics Letters, 2021, 1, (1), 1-5 Downloads View citations (7)
  20. Point and density forecasting of macroeconomic and financial uncertainties of the USA
    Journal of Forecasting, 2021, 40, (4), 700-707 Downloads
  21. Special Issue on Forecasting Asian Markets
    Asian Economics Letters, 2021, 2, (3), 1-2 Downloads
  22. Stock markets and exchange rate behavior of the BRICS
    Journal of Forecasting, 2021, 40, (8), 1581-1595 Downloads View citations (6)
    See also Working Paper Stock Markets and Exchange Rate Behaviour of the BRICS, Working Papers (2020) View citations (1) (2020)
  23. Stock‐induced Google trends and the predictability of sectoral stock returns
    Journal of Forecasting, 2021, 40, (2), 327-345 Downloads View citations (7)
  24. THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS
    Annals of Financial Economics (AFE), 2021, 16, (04), 1-14 Downloads View citations (1)
  25. 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 (6)
  26. Uncertainty Due to Infectious Diseases and Energy Market Volatility
    Energy RESEARCH LETTERS, 2021, 1, (1), 1-4 Downloads View citations (5)
  27. 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 (7)

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 (4)
  2. A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
    Economic Modelling, 2020, 87, (C), 225-237 Downloads View citations (8)
  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 View citations (2)
  4. Constructing a Global Fear Index for the COVID-19 Pandemic
    Emerging Markets Finance and Trade, 2020, 56, (10), 2310-2331 Downloads View citations (43)
  5. FINANCIAL STABILITY AND INCOME GROWTH IN EMERGING MARKETS
    Bulletin of Monetary Economics and Banking, 2020, 23, (2), 201-220 Downloads View citations (1)
  6. Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks
    Resources Policy, 2020, 66, (C) Downloads View citations (35)
  7. Google trends and the predictability of precious metals
    Resources Policy, 2020, 65, (C) Downloads View citations (20)
  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 (7)
  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 View citations (1)
  10. Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence
    International Review of Economics & Finance, 2020, 65, (C), 46-68 Downloads View citations (1)
  11. New evidence for the inflation hedging potential of US stock returns
    Finance Research Letters, 2020, 37, (C) Downloads View citations (5)
  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 (106)
  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 (98)
  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 (75)
  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 (8)
  17. The inflation hedging properties of gold, stocks and real estate: A comparative analysis
    Resources Policy, 2020, 66, (C) Downloads View citations (18)
  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 (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 (26) (2020)
  19. The transmission of monetary policy in emerging economies during tranquil and turbulent periods
    Finance Research Letters, 2020, 35, (C) Downloads View citations (1)

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 (42)
  2. Another look at the energy-growth nexus: New insights from MIDAS regressions
    Energy, 2019, 174, (C), 69-84 Downloads View citations (22)
    See also Working Paper Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models, Working Papers (2017) Downloads View citations (2) (2017)
  3. Assessing the inflation hedging of gold and palladium in OECD countries
    Resources Policy, 2019, 62, (C), 357-377 Downloads View citations (37)
  4. Assessing the inflation hedging potential of coal and iron ore in Australia
    Resources Policy, 2019, 63, (C), - Downloads View citations (16)
  5. Can agricultural commodity prices predict Nigeria's inflation?
    Journal of Commodity Markets, 2019, 16, (C) Downloads View citations (17)
  6. Can urban coffee consumption help predict US inflation?
    Journal of Forecasting, 2019, 38, (7), 649-668 Downloads View citations (5)
  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), 311-350 Downloads
  9. EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES
    Bulletin of Monetary Economics and Banking, 2019, 22, (3), 263-286 Downloads
  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 (4)
  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 (29)
  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 (43)
  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 (32)
  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 (17)
  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 (2)
    See also Working Paper United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD, Working Papers (2018) Downloads View citations (2) (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 (18)
  2. Modelling stock price–exchange rate nexus in OECD countries: A new perspective
    Economic Modelling, 2018, 74, (C), 105-123 Downloads View citations (17)
    See also Working Paper Modelling stock price-exchange rate nexus in OECD countries - A new perspective, Working Papers (2017) Downloads View citations (1) (2017)
  3. Predicting US inflation: Evidence from a new approach
    Economic Modelling, 2018, 71, (C), 134-158 Downloads View citations (39)
    See also Working Paper Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity, Working Papers (2017) Downloads View citations (2) (2017)
    Working Paper Predicting US Inflation: Evidence from a New Approach, Working Papers (2017) Downloads View citations (3) (2017)
  4. Revisiting the forecasting accuracy of Phillips curve: The role of oil price
    Energy Economics, 2018, 70, (C), 334-356 Downloads View citations (33)
    See also Working Paper Revisiting the forecasting accuracy of Phillips curve: the role of oil price, Working Papers (2017) Downloads View citations (4) (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 (7)
    See also Working Paper Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis, Working Papers (2018) Downloads View citations (7) (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 (4)

2017

  1. Modelling oil price-inflation nexus: The role of asymmetries
    Energy, 2017, 125, (C), 97-106 Downloads View citations (99)
  2. Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach
    Economic Modelling, 2017, 66, (C), 258-271 Downloads View citations (144)
  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 (3)
    See also Working Paper US stocks in the presence of oil price risk: Large cap vs. Small cap, Working Papers (2017) Downloads View citations (3) (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 (27)
  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)
    Also in Statistics in Transition New Series, 2016, 17, (4), 659-670 (2016) Downloads
  3. Modeling energy demand: Some emerging issues
    Renewable and Sustainable Energy Reviews, 2016, 54, (C), 1470-1480 Downloads View citations (19)
  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 (2)
  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 (27)

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 (14)
  2. Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach
    Energy Economics, 2015, 50, (C), 1-12 Downloads View citations (94)
  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 (20)

2014

  1. A small macroeconometric model of the Nigerian economy
    Economic Modelling, 2014, 39, (C), 305-313 Downloads View citations (4)
  2. Modelling oil price volatility before, during and after the global financial crisis
    OPEC Energy Review, 2014, 38, (4), 469-495 Downloads View citations (2)
  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 (79)
  2. Modelling oil price volatility with structural breaks
    Energy Policy, 2013, 52, (C), 554-562 Downloads View citations (111)
  3. Modelling the Demand for Money in Sub-Saharan Africa (SSA)
    Economics Bulletin, 2013, 33, (1), 635-647 Downloads View citations (8)

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 Forecasting the return volatility of energy prices: A GARCH MIDAS approach, Centre for Econometric and Allied Research, University of Ibadan (2017) Downloads (2017)

2014

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