Details about Olaoluwa Simon Yaya

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Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pya480

Working Papers

2024

1. Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break
   MPRA Paper, University Library of Munich, Germany
2. Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations
   MPRA Paper, University Library of Munich, Germany
3. Rural and Urban price inflation components in Nigeria: Persistence, Connectedness and Spillovers
   MPRA Paper, University Library of Munich, Germany
4. Testing for Persistence in German Green and Brown Stock Market Indices
   CESifo Working Paper Series, CESifo

2023

5. Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence
   MPRA Paper, University Library of Munich, Germany View citations (3)

2022

6. Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields
   CESifo Working Paper Series, CESifo View citations (2)
   See also Journal Article Modeling persistence and non-linearities in the US treasury 10-year bond yields, Economics Bulletin, AccessEcon (2022) View citations (2) (2022)
7. Oil shocks and volatility of green investments: GARCH-MIDAS analyses
   MPRA Paper, University Library of Munich, Germany View citations (17)
   See also Journal Article Oil shocks and volatility of green investments: GARCH-MIDAS analyses, Resources Policy, Elsevier (2022) View citations (4) (2022)
8. Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices
   MPRA Paper, University Library of Munich, Germany View citations (11)
   See also Journal Article Persistence and volatility spillovers of bitcoin price to gold and silver prices, Resources Policy, Elsevier (2022) View citations (1) (2022)
9. Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices, Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association (2024) (2024)
10. Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses, Resources Policy, Elsevier (2022) View citations (2) (2022)
11. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management, Resources Policy, Elsevier (2023) View citations (7) (2023)

2021

12. An Information-Based Index of Uncertainty and the predictability of Energy Prices
    MPRA Paper, University Library of Munich, Germany View citations (6)
13. Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods
    MPRA Paper, University Library of Munich, Germany
14. Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach
    MPRA Paper, University Library of Munich, Germany
15. Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm
    MPRA Paper, University Library of Munich, Germany View citations (5)
16. Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach
    MPRA Paper, University Library of Munich, Germany View citations (7)
    See also Journal Article Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach, Resources Policy, Elsevier (2021) View citations (6) (2021)
17. How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses
    MPRA Paper, University Library of Munich, Germany View citations (10)
    See also Journal Article How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses, Resources Policy, Elsevier (2021) View citations (10) (2021)
18. Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test
    MPRA Paper, University Library of Munich, Germany
19. Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic, Asian Economics Letters, Asia-Pacific Applied Economics Association (2023) View citations (1) (2023)
20. Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours
    MPRA Paper, University Library of Munich, Germany
21. Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries
    MPRA Paper, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (2021)
22. Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function, Middle East Development Journal, Taylor & Francis Journals (2021) View citations (1) (2021)

2020

23. Household Expenditure In Africa: Evidence Of Mean Reversion
    MPRA Paper, University Library of Munich, Germany View citations (1)
24. Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Life expectancy in West African countries: Evidence of convergence and catching up with the north, Statistics in Transition New Series, Polish Statistical Association (2021) (2021)
25. Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends
    MPRA Paper, University Library of Munich, Germany
26. Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Modelling cryptocurrency high–low prices using fractional cointegrating VAR, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2022) View citations (2) (2022)
27. The Persistence of Stock Market Returns during the Presidential elections in Nigeria
    MPRA Paper, University Library of Munich, Germany

2019

28. A new unit root analysis for testing hysteresis in unemployment
    MPRA Paper, University Library of Munich, Germany
29. Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break
    MPRA Paper, University Library of Munich, Germany View citations (7)
30. Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?
    MPRA Paper, University Library of Munich, Germany View citations (9)
31. Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article GROWTH SLOWDOWNS AND MIDDLE-INCOME TRAP: EVIDENCE FROM NEW UNIT ROOT FRAMEWORK, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2024) (2024)
32. Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test
    MPRA Paper, University Library of Munich, Germany View citations (8)
    See also Journal Article Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test, Quality & Quantity: International Journal of Methodology, Springer (2019) View citations (8) (2019)
33. Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
34. Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2021) View citations (14) (2021)

2018

35. Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework
    MPRA Paper, University Library of Munich, Germany
36. Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks
    MPRA Paper, University Library of Munich, Germany
37. High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach
    MPRA Paper, University Library of Munich, Germany View citations (3)
38. How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?, Physica A: Statistical Mechanics and its Applications, Elsevier (2019) View citations (30) (2019)
39. How do Stocks in BRICS co-move with REITs?
    MPRA Paper, University Library of Munich, Germany
40. Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques
    MPRA Paper, University Library of Munich, Germany
41. Is there Convergence between the Brics and International Securitized Property Markets?
    AfRES, African Real Estate Society (AfRES)
42. Is there convergence between the BRICS and International REIT Markets?
    MPRA Paper, University Library of Munich, Germany View citations (1)
43. Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries, International Advances in Economic Research, Springer (2020) View citations (2) (2020)
44. Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models
    MPRA Paper, University Library of Munich, Germany
45. Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Testing fractional unit roots with non-linear smooth break approximations using Fourier functions, Journal of Applied Statistics, Taylor & Francis Journals (2021) View citations (31) (2021)

2017

46. Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS, Statistics in Transition New Series, Statistics Poland (2018) (2018)
47. Determinants of Desired and Actual Number of Children and the Risk of having more than Two Children in Ghana and Nigeria
    MPRA Paper, University Library of Munich, Germany
48. Investigating Structural break-GARCH-based Unit root test in US exchange rates
    MPRA Paper, University Library of Munich, Germany View citations (2)

2016

49. Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Market efficiency of Baltic stock markets: A fractional integration approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (13) (2018)
50. Social Structure and Variation in the Family Formation Process: The Case of Age at First Marriage and Duration between First Marriage and First Birth in selected sub-Saharan African Countries
    MPRA Paper, University Library of Munich, Germany

2015

51. Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data
    NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (13)
52. Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Time series analysis of persistence in crude oil price volatility across bull and bear regimes, Energy, Elsevier (2016) View citations (34) (2016)

2014

53. GDP Per Capita in Africa before the Global Financial Crisis: Persistence, Mean Reversion and Long Memory Features
    MPRA Paper, University Library of Munich, Germany
54. The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration
    NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (24)
    See also Journal Article The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration, Energy Economics, Elsevier (2014) View citations (22) (2014)

2013

55. Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test, Applied Economics, Taylor & Francis Journals (2015) View citations (8) (2015)
56. On the persistence and volatility in European, American and Asian stocks bull and bear markets
    NCID Working Papers, Navarra Center for International Development, University of Navarra
    See also Journal Article On the persistence and volatility in European, American and Asian stocks bull and bear markets, Journal of International Money and Finance, Elsevier (2014) View citations (22) (2014)

2011

57. Long memory, strcutural breaks and mean shifts in the inflation rates in Nigeria
    NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (3)

2010

58. On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re-Assessment
    MPRA Paper, University Library of Munich, Germany View citations (6)

Journal Articles

2025

1. Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data
   SN Business & Economics, 2025, 5, (1), 1-30

2024

2. A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
   Empirical Economics, 2024, 66, (6), 2471-2499
3. African stock markets’ connectedness: Quantile VAR approach
   Modern Finance, 2024, 2, (1), 51-68 View citations (1)
4. Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries
   Economic Change and Restructuring, 2024, 57, (2), 1-27
5. GROWTH SLOWDOWNS AND MIDDLE-INCOME TRAP: EVIDENCE FROM NEW UNIT ROOT FRAMEWORK
   The Singapore Economic Review (SER), 2024, 69, (01), 461-477
   See also Working Paper Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework, MPRA Paper (2019) (2019)
6. Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach
   Energy, 2024, 303, (C)
7. Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH‐based unit root test
   International Journal of Finance & Economics, 2024, 29, (1), 91-101
8. Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?
   International Review of Financial Analysis, 2024, 94, (C)
9. Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices
   Energy RESEARCH LETTERS, 2024, 5, (1), 1-7
   See also Working Paper Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices, MPRA Paper (2022) (2022)

2023

10. Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic
    Asian Economics Letters, 2023, 4, (1), 1-6 View citations (1)
    See also Working Paper Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic, MPRA Paper (2021) (2021)
11. Tail risk dependence, co-movement and predictability between green bond and green stocks
    Applied Economics, 2023, 55, (2), 201-222 View citations (7)
12. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management
    Resources Policy, 2023, 81, (C) View citations (7)
    See also Working Paper Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management, MPRA Paper (2022) (2022)

2022

13. Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga
    Resources Policy, 2022, 77, (C) View citations (81)
14. Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible?
    Structural Change and Economic Dynamics, 2022, 61, (C), 265-277 View citations (1)
15. Modeling persistence and non-linearities in the US treasury 10-year bond yields
    Economics Bulletin, 2022, 42, (3), 1221 - 1229 View citations (2)
    See also Working Paper Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields, CESifo Working Paper Series (2022) View citations (2) (2022)
16. Modelling cryptocurrency high–low prices using fractional cointegrating VAR
    International Journal of Finance & Economics, 2022, 27, (1), 489-505 View citations (2)
    See also Working Paper Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR, MPRA Paper (2020) View citations (2) (2020)
17. Oil shocks and volatility of green investments: GARCH-MIDAS analyses
    Resources Policy, 2022, 78, (C) View citations (4)
    See also Working Paper Oil shocks and volatility of green investments: GARCH-MIDAS analyses, MPRA Paper (2022) View citations (17) (2022)
18. Persistence and volatility spillovers of bitcoin price to gold and silver prices
    Resources Policy, 2022, 79, (C) View citations (1)
    See also Working Paper Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices, MPRA Paper (2022) View citations (11) (2022)
19. Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses
    Resources Policy, 2022, 79, (C) View citations (2)
    See also Working Paper Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses, MPRA Paper (2022) View citations (5) (2022)

2021

20. A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*
    Oxford Bulletin of Economics and Statistics, 2021, 83, (4), 960-981 View citations (25)
21. Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration
    Economic Change and Restructuring, 2021, 54, (2), 541-556 View citations (3)
22. Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach
    Resources Policy, 2021, 72, (C) View citations (6)
    See also Working Paper Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach, MPRA Paper (2021) View citations (7) (2021)
23. How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses
    Resources Policy, 2021, 74, (C) View citations (10)
    See also Working Paper How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses, MPRA Paper (2021) View citations (10) (2021)
24. Is There Convergence Between BRICS Listed Property Stocks and International REITs?
    Journal of Real Estate Portfolio Management, 2021, 27, (1), 29-42
25. Life expectancy in West African countries: Evidence of convergence and catching up with the north
    Statistics in Transition New Series, 2021, 22, (1), 75-88
    Also in Statistics in Transition New Series, 2021, 22, (1), 75-88 (2021)
    See also Working Paper Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North, MPRA Paper (2020) (2020)
26. Mapping US presidential terms with S&P500 index: Time series analysis approach
    International Journal of Finance & Economics, 2021, 26, (2), 1938-1954 View citations (1)
27. Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration
    International Journal of Finance & Economics, 2021, 26, (1), 1318-1335 View citations (14)
    See also Working Paper Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration, MPRA Paper (2019) View citations (3) (2019)
28. Testing fractional unit roots with non-linear smooth break approximations using Fourier functions
    Journal of Applied Statistics, 2021, 48, (13-15), 2542-2559 View citations (31)
    See also Working Paper Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions, MPRA Paper (2018) View citations (4) (2018)
29. Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function
    Middle East Development Journal, 2021, 13, (2), 318-334 View citations (1)
    See also Working Paper Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function, MPRA Paper (2021) View citations (1) (2021)

2020

30. How do stocks in BRICS co-move with real estate stocks?
    International Review of Economics & Finance, 2020, 69, (C), 93-101 View citations (1)
31. Investigating Asian regional income convergence using Fourier Unit Root test with Break
    International Economics, 2020, (161), 120-129 View citations (6)
    Also in International Economics, 2020, 161, (C), 120-129 (2020) View citations (5)
32. Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries
    International Advances in Economic Research, 2020, 26, (3), 303-315 View citations (2)
    See also Working Paper Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries, MPRA Paper (2018) (2018)

2019

33. Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent
    Journal of Developing Areas, 2019, 53, (1), 127-145
34. CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY
    Statistics in Transition New Series, 2019, 20, (3), 119-132 View citations (2)
    Also in Statistics in Transition New Series, 2019, 20, (3), 119-132 (2019) View citations (2)
35. Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework
    International Economics, 2019, (158), 51-63 View citations (2)
    Also in International Economics, 2019, 158, (C), 51-63 (2019) View citations (2)
36. How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?
    Physica A: Statistical Mechanics and its Applications, 2019, 531, (C) View citations (30)
    See also Working Paper How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?, MPRA Paper (2018) View citations (4) (2018)
37. Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test
    Quality & Quantity: International Journal of Methodology, 2019, 53, (6), 2781-2795 View citations (8)
    See also Working Paper Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test, MPRA Paper (2019) View citations (8) (2019)
38. Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends
    European Journal of Population, 2019, 35, (4), 675-694 View citations (4)

2018

39. ANOTHER LOOK AT THE STATIONARITY OF INFLATION RATES IN OECD COUNTRIES: APPLICATION OF STRUCTURAL BREAK-GARCH-BASED UNIT ROOT TESTS
    Statistics in Transition New Series, 2018, 19, (3), 477-493
    Also in Statistics in Transition New Series, 2018, 19, (3), 477-493 (2018) View citations (1)
    See also Working Paper Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests, MPRA Paper (2017) (2017)
40. Market efficiency of Baltic stock markets: A fractional integration approach
    Physica A: Statistical Mechanics and its Applications, 2018, 511, (C), 251-262 View citations (13)
    See also Working Paper Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach, Working Papers (2016) View citations (1) (2016)
41. Time Series Analysis of the Behaviour of Import and Export of Agricultural and Non-Agricultural Goods in West Africa: A Case Study of Nigeria
    AGRIS on-line Papers in Economics and Informatics, 2018, 10, (2) View citations (5)

2017

42. The global financial crisis: Testing For Fractional Cointegration Between The Us And Nigerian Stock Markets
    Journal of Developing Areas, 2017, 51, (4), 29-47 View citations (2)
43. Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach
    Resources Policy, 2017, 53, (C), 117-124 View citations (22)

2016

44. Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques
    Applied Stochastic Models in Business and Industry, 2016, 32, (5), 711-724 View citations (4)
45. Time series analysis of persistence in crude oil price volatility across bull and bear regimes
    Energy, 2016, 109, (C), 29-37 View citations (34)
    See also Working Paper Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes, Working Papers (2015) View citations (1) (2015)
46. Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series
    OPEC Energy Review, 2016, 40, (3), 235-262 View citations (7)
47. Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis
    Resources Policy, 2016, 49, (C), 273-281 View citations (58)

2015

48. Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test
    Applied Economics, 2015, 47, (8), 798-808 View citations (8)
    See also Working Paper Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test, Working Papers (2013) (2013)
49. Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data
    International Journal of Finance & Economics, 2015, 20, (3), 276-290 View citations (10)
50. Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time
    Energy Economics, 2015, 52, (PA), 240-245 View citations (6)

2014

51. Global temperatures and sunspot numbers. Are they related?
    Physica A: Statistical Mechanics and its Applications, 2014, 396, (C), 42-50 View citations (5)
52. On the persistence and volatility in European, American and Asian stocks bull and bear markets
    Journal of International Money and Finance, 2014, 40, (C), 149-162 View citations (22)
    See also Working Paper On the persistence and volatility in European, American and Asian stocks bull and bear markets, NCID Working Papers (2013) (2013)
53. The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
    Economic Modelling, 2014, 38, (C), 463-469 View citations (10)
54. The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration
    Energy Economics, 2014, 46, (C), 328-333 View citations (22)
    See also Working Paper The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration, NCID Working Papers (2014) View citations (24) (2014)