Lateef Olawale Akanni
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna, 2018.
"Forecasting CO2 emissions: Does the choice of estimator matter?,"
Working Papers
045, Centre for Econometric and Allied Research, University of Ibadan.
Cited by:
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018. "Does the choice of estimator matter for forecasting? A revisit," Working Papers 053, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018.
"Predicting the stock prices of G7 countries with Bitcoin prices,"
Working Papers
054, Centre for Econometric and Allied Research, University of Ibadan.
Cited by:
- Mtiraoui, Amine & Boubaker, Heni & BelKacem, Lotfi, 2023. "A hybrid approach for forecasting bitcoin series," Research in International Business and Finance, Elsevier, vol. 66(C).
- Oluwatomisin J. Oyewole & Idowu A. Adubiagbe & Oluwasegun B. Adekoya, 2022. "Economic policy uncertainty and stock returns among OPEC members: evidence from feasible quasi-generalized least squares," Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
- Lateef O. Akanni & Kazeem Isah, 2018.
"Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?,"
Working Papers
046, Centre for Econometric and Allied Research, University of Ibadan.
Cited by:
- Muhammed Benli & Sedat Durmuskaya & Gokberk Bayramoglu, 2019. "Asymmetric exchange rate pass-through and sectoral stock price indices: Evidence from Turkey," International Journal of Business and Management, International Institute of Social and Economic Sciences, vol. 7(1), pages 25-47, May.
- Omer Ahmed Sayed Mohamed & Faiza Omer Mohammed Elmahgop, 2020. "Is the Effect of the Exchange Rate on Stock Prices Symmetric or Asymmetric? Evidence from Sudan," International Journal of Economics and Financial Issues, Econjournals, vol. 10(2), pages 209-215.
- Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez, 2018.
"Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA,"
Working Papers
051, Centre for Econometric and Allied Research, University of Ibadan.
Cited by:
- Isah, Kazeem O. & Raheem, Ibrahim D., 2019. "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
Articles
- Salisu, Afees A. & Akanni, Lateef O. & Vo, Xuan Vinh, 2021.
"Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US,"
International Review of Economics & Finance, Elsevier, vol. 74(C), pages 150-159.
Cited by:
- Choi, Sun-Yong, 2022. "Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Tirimisiyu F. Oloko & Abeeb O. Olaniran & Lukman A. Lasisi, 2021. "Hedging Global and Country-Specific Geopolitical Risks With South Korean Stocks - A Predictability Approach," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-5.
- Corbet, Shaen & Hou, Yang & Hu, Yang & Oxley, Les, 2022. "Did COVID-19 tourism sector supports alleviate investor fear?," Annals of Tourism Research, Elsevier, vol. 95(C).
- Al-Nassar, Nassar S. & Yousaf, Imran & Makram, Beljid, 2023. "Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
- Florin-Teodor Boldeanu & Adriana Veronica Litră & José Antonio Clemente-Almendros & Ileana Tache, 2022. "The link Between Stock Exchange Sectors and Indices: Implications During the COVID-19 Pandemic," SAGE Open, , vol. 12(4), pages 21582440221, December.
- Daniel Badulescu & Ramona Simut & Ciprian Simut & Andrei-Vlad Badulescu, 2022. "Tourism at the Crossroads between Well-Being, Public Health and the Environment: Panel Data Evidence from the European Union," IJERPH, MDPI, vol. 19(19), pages 1-22, September.
- Lang, Chunlin & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023. "Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications," Finance Research Letters, Elsevier, vol. 58(PB).
- Salisu, Afees A. & Ndako, Umar B. & Akanni, Lateef O., 2020.
"New evidence for the inflation hedging potential of US stock returns,"
Finance Research Letters, Elsevier, vol. 37(C).
Cited by:
- Basse, Tobias & Karmani, Majdi & Rjiba, Hatem & Wegener, Christoph, 2023. "Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness," Energy Economics, Elsevier, vol. 123(C).
- Salisu, Afees A. & Vo, Xuan Vinh, 2021. "Firm-specific news and the predictability of Consumer stocks in Vietnam," Finance Research Letters, Elsevier, vol. 41(C).
- Bouri, Elie & Nekhili, Ramzi & Kinateder, Harald & Choudhury, Tonmoy, 2023. "Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods," Finance Research Letters, Elsevier, vol. 55(PA).
- Ali, Syed Riaz Mahmood & Anik, Kaysul Islam & Hasan, Mohammad Nurul & Kamal, Md Rajib, 2023. "Geopolitical threats, equity returns, and optimal hedging," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Olubiyi, Ebenezer A. & Adedeji, Adedayo O., 2023. "The inflation-hedging performance of industrial metals in the world's most industrialized countries," Resources Policy, Elsevier, vol. 81(C).
- Lateef Olawale Akanni, 2020.
"Returns and volatility spillover between food prices and exchange rate in Nigeria,"
Journal of Agribusiness in Developing and Emerging Economies, Emerald Group Publishing Limited, vol. 10(3), pages 307-325, May.
Cited by:
- Kayani, Umar & Hasnaoui, Amir & Khan, Maaz & Zahoor, Nadia & Nawaz, Farrukh, 2024. "Analyzing fossil fuel commodities' return spillovers during the Russia and Ukraine crisis in the energy market," Energy Economics, Elsevier, vol. 135(C).
- Hongcheng Ding & Xuanze Zhao & Zixiao Jiang & Shamsul Nahar Abdullah & Deshinta Arrova Dewi, 2024. "EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods," Papers 2408.13214, arXiv.org.
- Salisu, Afees A. & Akanni, Lateef & Raheem, Ibrahim, 2020.
"The COVID-19 global fear index and the predictability of commodity price returns,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
Cited by:
- Afees A. Salisu & Ibrahim D. Raheem & Godstime O. Eigbiremolen, 2022.
"The behaviour of U.S. stocks to financial and health risks,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4607-4618, October.
- Salissu, Afees & Raheem, Ibrahim & Eigbiremolen, Godstime, 2020. "The behaviour of U.S. stocks to financial and health risks," MPRA Paper 105354, University Library of Munich, Germany.
- Borgards, Oliver & Czudaj, Robert L. & Hoang, Thi Hong Van, 2021. "Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact," Resources Policy, Elsevier, vol. 71(C).
- Joel Ede Owuru, 2021. "Testing the Asymmetric Response of China’s Stock Returns to Oil Price Dynamics - Does Fear of COVID-19 Matter?," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
- Mazumder, Sharif & Saha, Pritam, 2021. "COVID-19: Fear of pandemic and short-term IPO performance," Finance Research Letters, Elsevier, vol. 43(C).
- Cahill, Daniel & Ho, Choy Yeing (Chloe) & Yang, Joey W., 2022. "The COVID-19 pandemic: How important is face-to-face interaction for information dissemination?," Global Finance Journal, Elsevier, vol. 54(C).
- Narayan, Paresh Kumar & Devpura, Neluka & Wang, Hua, 2020. "Japanese currency and stock market—What happened during the COVID-19 pandemic?," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 191-198.
- Sinda Hadhri, 2021. "Fear of the Coronavirus and Cryptocurrencies' returns," Economics Bulletin, AccessEcon, vol. 41(3), pages 2041-2054.
- Lahmiri, Salim & Bekiros, Stelios, 2021. "The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
- Díaz, Fernando & Henríquez, Pablo A. & Winkelried, Diego, 2022. "Stock market volatility and the COVID-19 reproductive number," Research in International Business and Finance, Elsevier, vol. 59(C).
- Karime Chahuán-Jiménez & Rolando Rubilar-Torrealba & Hanns de la Fuente-Mella, 2021. "Market Openness and Its Relationship to Connecting Markets Due to COVID-19," Sustainability, MDPI, vol. 13(19), pages 1-12, October.
- Khalid Khan & Javier Cifuentes-Faura & Muhammad Shahbaz, 2024. "Do earthquakes shake the stock market? Causal inferences from Turkey’s earthquake," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-19, December.
- Tsai, I-Chun & Chen, Han-Bo & Lin, Che-Chun, 2024. "The ability of energy commodities to hedge the dynamic risk of epidemic black swans," Resources Policy, Elsevier, vol. 89(C).
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh, 2022.
"Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses,"
MPRA Paper
114689, University Library of Munich, Germany.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh, 2022. "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," Resources Policy, Elsevier, vol. 79(C).
- Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022. "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, vol. 113(C).
- Akron, Sagi & Taussig, Roi D., 2022. "Income statement leverage and expected stock returns," Finance Research Letters, Elsevier, vol. 47(PB).
- Zhang, Hongwei & Hong, Huojun & Guo, Yaoqi & Yang, Cai, 2022. "Information spillover effects from media coverage to the crude oil, gold, and Bitcoin markets during the COVID-19 pandemic: Evidence from the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 267-285.
- Rubbaniy, Ghulame & Khalid, Ali Awais & Syriopoulos, Konstantinos & Samitas, Aristeidis, 2022. "Safe-haven properties of soft commodities during times of Covid-19," Journal of Commodity Markets, Elsevier, vol. 27(C).
- Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Khyati Kathuria & Nand Kumar, 2022. "Pandemic‐induced fear and government policy response as a measure of uncertainty in the foreign exchange market: Evidence from (a)symmetric wild bootstrap likelihood ratio test," Pacific Economic Review, Wiley Blackwell, vol. 27(4), pages 361-379, October.
- Salisu, Afees A. & Vo, Xuan Vinh & Lawal, Adedoyin, 2021. "Hedging oil price risk with gold during COVID-19 pandemic," Resources Policy, Elsevier, vol. 70(C).
- Abakah, Emmanuel Joel Aikins & Adeabah, David & Tiwari, Aviral Kumar & Abdullah, Mohammad, 2023. "Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Paresh Kumar Narayan & Syed Aun R. Rizvi & Ali Sakti, 2022. "Did green debt instruments aid diversification during the COVID-19 pandemic?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-15, December.
- Xu, Yingying & Lien, Donald, 2024. "Together in bad times? The effect of COVID-19 on inflation spillovers in China," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 316-331.
- Daniel Stefan Armeanu & Stefan Cristian Gherghina & Jean Vasile Andrei & Camelia Catalina Joldes, 2023. "Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets," Energy & Environment, , vol. 34(5), pages 1433-1470, August.
- Bazán-Palomino, Walter & Winkelried, Diego, 2021.
"FX markets’ reactions to COVID-19: Are they different?,"
International Economics, Elsevier, vol. 167(C), pages 50-58.
- Walter Bazán-Palomino & Diego Winkelried, 2021. "FX markets’ reactions to COVID-19: Are they different?," International Economics, CEPII research center, issue 167, pages 50-58.
- Tsai, I-Chun, 2022. "Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
- Pawan Kumar Singh & Anushka Chouhan & Rajiv Kumar Bhatt & Ravi Kiran & Ansari Saleh Ahmar, 2022. "Implementation of the SutteARIMA method to predict short-term cases of stock market and COVID-19 pandemic in USA," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2023-2033, August.
- Atri, Hanen & Kouki, Saoussen & Gallali, Mohamed imen, 2021. "The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach," Resources Policy, Elsevier, vol. 72(C).
- Olubusoye, Olusanya E & Akintande, Olalekan J. & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula & Adenikinju, Adeola F., 2021. "Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm," MPRA Paper 109838, University Library of Munich, Germany.
- Xiangyu Chen & Jittima Tongurai & Pattana Boonchoo, 2024. "Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1035-1063, December.
- Su, Zhi & Liu, Peng & Fang, Tong, 2022. "Pandemic-induced fear and stock market returns: Evidence from China," Global Finance Journal, Elsevier, vol. 54(C).
- Raheem, Ibrahim D., 2021. "COVID-19 pandemic and the safe haven property of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 370-375.
- Steven Buigut & Burcu Kapar, 2021. "COVID-19 Cases, Media Attention and Social Mood," International Journal of Economics and Financial Issues, Econjournals, vol. 11(4), pages 66-72.
- Kumar, Satish & Rao, Sandeep & Goyal, Kirti & Goyal, Nisha, 2022. "Journal of Behavioral and Experimental Finance: A bibliometric overview," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
- Yousaf, Imran, 2021. "Risk transmission from the COVID-19 to metals and energy markets," Resources Policy, Elsevier, vol. 73(C).
- Lin, Boqiang & Wei, Kai, 2024. "Does investor attitude toward carbon neutrality affect stock returns in China?," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Long, Shaobo & Guo, Jiaqi, 2022. "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, vol. 62(C).
- Deng, Jing & Xu, Zihan & Xing, Xiaoyun, 2023. "Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 83(C).
- Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2021. "Economic news and the cross-section of commodity futures returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Jaroslaw Janecki, 2021. "Business Uncertainty during the Covid-19 Pandemic: Assessment Based on the Pandemic Fear Index and Economic Surveys," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 561-570.
- Yang, Cai & Zhang, Hongwei & Weng, Futian, 2024. "Effects of COVID-19 vaccination programs on EU carbon price forecasts: Evidence from explainable machine learning," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Balcilar, Mehmet & Sertoglu, Kamil & Agan, Busra, 2022. "The COVID-19 effects on agricultural commodity markets," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 61(3), July.
- Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2021. "Financial news and CDS spreads," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Raheem, Ibrahim, 2021. "Commentaries on the Global Fiscal Consequences of the COVID-19 Pandemic: The Good, the Bad, the Unknown, and the Way Forward," MPRA Paper 107629, University Library of Munich, Germany.
- Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023. "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, vol. 84(C).
- Sharma, Aarzoo, 2022. "A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach," Resources Policy, Elsevier, vol. 78(C).
- Paresh Kumar Narayan, 2021. "Did Bubble Activity Intensify During COVID-19?," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 1(2), pages 1-5.
- Noureddine Benlagha & Wafa Abdelmalek, 2024. "Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 781-825, September.
- Xu, Yingying & Lien, Donald, 2022. "Assessing the impact of COVID-19 on price Co-movements in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Tong, Yuan & Wan, Ning & Dai, Xingyu & Bi, Xiaoyi & Wang, Qunwei, 2022. "China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?," Energy Economics, Elsevier, vol. 109(C).
- Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2021. "Commodity futures returns and policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 364-383.
- Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022.
"Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty,"
Working Papers
202249, University of Pretoria, Department of Economics.
- Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022. "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," JRFM, MDPI, vol. 15(11), pages 1-15, November.
- Niu, Zibo & Liu, Yuanyuan & Gao, Wang & Zhang, Hongwei, 2021. "The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China," Resources Policy, Elsevier, vol. 73(C).
- Chen, Ying & Zhu, Xuehong & Chen, Jinyu, 2022. "Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain," Energy Economics, Elsevier, vol. 111(C).
- Fox, Sarah Jane, 2021. "The nexus between resources and criminal activities: ‘Recycling crimes’ (Metals)," Resources Policy, Elsevier, vol. 74(C).
- Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2023. "Which COVID-19 information really impacts stock markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
- Ali, Heba, 2022. "Corporate dividend policy in the time of COVID-19: Evidence from the G-12 countries," Finance Research Letters, Elsevier, vol. 46(PB).
- Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022. "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Farid, Saqib & Naeem, Muhammad Abubakr & Paltrinieri, Andrea & Nepal, Rabindra, 2022. "Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities," Energy Economics, Elsevier, vol. 109(C).
- Chen, Ruoyu & Iqbal, Najaf & Irfan, Muhammad & Shahzad, Farrukh & Fareed, Zeeshan, 2022. "Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model," Resources Policy, Elsevier, vol. 77(C).
- Yadav, Miklesh Prasad & Abedin, Mohammad Zoynul & Sinha, Neena & Arya, Vandana, 2024. "Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Bahloul, Slah & Khemakhem, Imen, 2021. "Dynamic return and volatility connectedness between commodities and Islamic stock market indices," Resources Policy, Elsevier, vol. 71(C).
- Adediran, Idris A. & Yinusa, Olalekan D. & Lakhani, Kanwal Hammad, 2021. "Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?," Resources Policy, Elsevier, vol. 70(C).
- Liu, Yunqiang & Liu, Sha & Ye, Deping & Tang, Hong & Wang, Fang, 2022. "Dynamic impact of negative public sentiment on agricultural product prices during COVID-19," Journal of Retailing and Consumer Services, Elsevier, vol. 64(C).
- Będowska-Sójka, Barbara & Kliber, Agata, 2021. "Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Pandey, Dharen Kumar & Kumar, Satish & Kumari, Vineeta & Alahdal, Waleed M., 2024. "Quaking the stock market: Event study evidence on the Turkey-Syria earthquake," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 182-194.
- Mohd Ziaur Rehman & Shabeer Khan & Ghulam Abbas & Mohammed Alhashim, 2023. "Novel COVID-19 Outbreak and Global Uncertainty in the Top-10 Affected Countries: Evidence from Wavelet Coherence Approach," Sustainability, MDPI, vol. 15(6), pages 1-20, March.
- Narayan, Paresh Kumar, 2022. "Understanding exchange rate shocks during COVID-19," Finance Research Letters, Elsevier, vol. 45(C).
- Marwan Mohamed Abdeldayem & Saeed Hameed Al Dulaimi, 2020. "Investors’ herd behavior related to the pandemic-risk reflected on the GCC stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 563-584.
- Juan Antonio Galán-Gutiérrez & Rodrigo Martín-García, 2022. "Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic," Mathematics, MDPI, vol. 10(4), pages 1-23, February.
- Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
- Ahmed, Maruf Yakubu & Sarkodie, Samuel Asumadu, 2021. "COVID-19 pandemic and economic policy uncertainty regimes affect commodity market volatility," Resources Policy, Elsevier, vol. 74(C).
- Federico Cini & Annalisa Ferrari, 2024. "A Darwinian Approach via ML to the Analysis of Cryptocurrencies’ Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-6.
- Tongshuai Qiao & Liyan Han, 2023. "COVID‐19 and tail risk contagion across commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(2), pages 242-272, February.
- Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022. "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Ruano, Fábio & Barros, Victor, 2022. "Commodities and portfolio diversification: Myth or fact?," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 281-295.
- Bao Cong Nguyen To & Tam Van Thien Nguyen & Nham Thi Hong Nguyen & Hoai Thu Ho, 2022. "Responses of the International Bond Markets to COVID-19 Containment Measures," JRFM, MDPI, vol. 15(3), pages 1-11, March.
- Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023. "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, vol. 64(C).
- Dias, Ishanka K. & Fernando, J.M. Ruwani & Fernando, P. Narada D., 2022. "Does investor sentiment predict bitcoin return and volatility? A quantile regression approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2021. "How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Chen, Ying & Zhu, Xuehong & Li, Hailing, 2022. "The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression," Energy, Elsevier, vol. 246(C).
- Chen, Xiangyu & Tongurai, Jittima, 2024. "Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security," Agriculture, MDPI, vol. 12(11), pages 1-27, November.
- Afees A. Salisu & Ibrahim D. Raheem & Godstime O. Eigbiremolen, 2022.
"The behaviour of U.S. stocks to financial and health risks,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4607-4618, October.
- Adeniran, Adedeji & Ishaku, Joseph & Akanni, Lateef Olawale, 2020.
"Is Nigeria experiencing a learning crisis: Evidence from curriculum-matched learning assessment,"
International Journal of Educational Development, Elsevier, vol. 77(C).
Cited by:
- Mireku, Dickson Okoree & Bervell, Brandford & Dzamesi, Prosper Dzifa, 2024. "Examination malpractice behaviours in Higher Education (EMALBiHE) in sub-Saharan Africa: A systematic review," International Journal of Educational Development, Elsevier, vol. 108(C).
- Afees A. Salisu & Lateef O. Akanni, 2020.
"Constructing a Global Fear Index for the COVID-19 Pandemic,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(10), pages 2310-2331, August.
Cited by:
- Salisu, Afees A. & Akanni, Lateef & Raheem, Ibrahim, 2020. "The COVID-19 global fear index and the predictability of commodity price returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
- Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
- Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert & Sergi, Bruno S., 2021. "How do equity markets react to COVID-19? Evidence from emerging and developed countries," Journal of Economics and Business, Elsevier, vol. 115(C).
- Sui, Bo & Chang, Chun-Ping & Jang, Chyi-Lu & Gong, Qiang, 2021. "Analyzing causality between epidemics and oil prices: Role of the stock market," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 148-158.
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"A news-based economic policy uncertainty index for Nigeria,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 4987-5002, October.
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"Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis,"
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"Modelling oil price-inflation nexus: The role of asymmetries,"
Energy, Elsevier, vol. 125(C), pages 97-106.
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- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017. "Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach," Working Papers 025, Centre for Econometric and Allied Research, University of Ibadan.
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- Mustafa Tevfik Kartal & Özer Depren, 2023. "Asymmetric relationship between global and national factors and domestic food prices: evidence from Turkey with novel nonlinear approaches," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-24, December.
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"How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model,"
Energy Policy, Elsevier, vol. 190(C).
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- Tersoo Shimonkabir Shitile & Nuruddeen Usman, 2020. "Disaggregated Inflation and Asymmetric Oil Price Pass-Through in Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 255-264.
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- Yang, Lu, 2019. "Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective," Energy Economics, Elsevier, vol. 80(C), pages 219-233.
- Magdalena Cornejo & Michelle Hallack & Matias David, 2024. "The Transition to Renewables: Dampening the Impact of Fossil Fuel Price Shocks on Local Inflation," Working Papers 345, Red Nacional de Investigadores en Economía (RedNIE).
- Salisu, Afees A. & Isah, Kazeem O., 2018.
"Predicting US inflation: Evidence from a new approach,"
Economic Modelling, Elsevier, vol. 71(C), pages 134-158.
- Afees A. Salisu & Kazeem Isah, 2017. "Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity," Working Papers 026, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Kazeem Isah, 2017. "Predicting US Inflation: Evidence from a New Approach," Working Papers 039, Centre for Econometric and Allied Research, University of Ibadan.
- Salisu, Afees A. & Adediran, Idris A. & Oloko, Tirimisiyu O. & Ohemeng, William, 2020. "The heterogeneous behaviour of the inflation hedging property of cocoa," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
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"Revisiting the forecasting accuracy of Phillips curve: The role of oil price,"
Energy Economics, Elsevier, vol. 70(C), pages 334-356.
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- Tacinur AKCA, 2023. "Causal Relationship Between Transport Inflation with Oil Prices and Exchange Rates," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(1), pages 245-260, January.
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- Salisu, Afees A. & Vo, Xuan Vinh, 2021. "The behavior of exchange rate and stock returns in high and low interest rate environments," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 138-149.
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