Afees Adebare Salisu
Personal Details
First Name: | Afees |
Middle Name: | Adebare |
Last Name: | Salisu |
Suffix: | |
RePEc Short-ID: | psa997 |
[This author has chosen not to make the email address public] | |
Centre for Econometrics and Applied Research (CEAR), 5, Oba Akinyele/D.P.C Road, Ojetunji Aboyade's House, Agodi G.R.A, Ibadan. | |
Affiliation
Centre for Econometrics and Applied Research
Ibadan, Nigeriahttp://cear.org.ng/
RePEc:edi:ceuibng (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024. "Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence," Working Papers 202434, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024.
"Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach,"
Working Papers
202418, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024. "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 67(PB).
- Kola Akinsomi & Afees Salisu & Ametefe Frank & Hammed Yinka, 2024.
"Gold market volatility and REITs' returns during tranquil and turbulent episodes,"
ERES
eres2024-222, European Real Estate Society (ERES).
- Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024. "Gold market volatility and REITs' returns during tranquil and turbulent episodes," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2024. "Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach," Working Papers 202431, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024. "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers 202409, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024. "Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective," Working Papers 202444, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2024. "Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers 202429, University of Pretoria, Department of Economics.
- Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023. "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers 202323, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023.
"Energy-Related Uncertainty and International Stock Market Volatility,"
Working Papers
202336, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024. "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 280-293.
- Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023.
"Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach,"
Working Papers
202327, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024. "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1473-1510, November.
- Salisu, Afees & Salisu, Sulaiman & Salisu, Subair, 2023.
"A news-based economic policy uncertainty index for Nigeria,"
MPRA Paper
119539, University Library of Munich, Germany, revised 13 Aug 2023.
- Afees Salisu & Sulaiman Salisu & Subair Salisu, 2024. "A news-based economic policy uncertainty index for Nigeria," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 4987-5002, October.
- Afees A. Salisu & Rangan Gupta, 2023. "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers 202339, University of Pretoria, Department of Economics.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers 202308, University of Pretoria, Department of Economics.
- Salisu, Sulaiman & Salisu, Afees, 2023. "An Index for Climate-Induced Migration Uncertainty," MPRA Paper 119524, University Library of Munich, Germany.
- Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023. "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers 202330, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022.
"Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach,"
Working Papers
202211, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023. "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, vol. 88(C), pages 303-314.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022.
"Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality,"
Working Papers
202232, University of Pretoria, Department of Economics.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2307-2321, December.
- Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022.
"Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks,"
Working Papers
202237, University of Pretoria, Department of Economics.
- Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023. "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, vol. 54(C).
- Elie Bouri & Afees A. Salisu & Rangan Gupta, 2022. "Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns," Working Papers 202224, University of Pretoria, Department of Economics.
- Afees A. Salisu & Elie Bouri & Rangan Gupta, 2021.
"Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll,"
Working Papers
202143, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Bouri, Elie & Gupta, Rangan, 2022. "Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 482-488.
- Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2021. "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 202149, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021.
"Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data,"
Working Papers
202117, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023. "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, vol. 29(4), pages 466-481, March.
- Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021.
"Assessing the safe haven property of the gold market during COVID-19 pandemic,"
MPRA Paper
105353, University Library of Munich, Germany.
- Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021. "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021.
"The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model,"
Working Papers
202145, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, vol. 25(3), pages 313-340, December.
- Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021. "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers 202127, University of Pretoria, Department of Economics.
- Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2021. "El Nino and Forecastability of Oil-Price Realized Volatility," Working Papers 202105, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021.
"Forecasting Oil Price over 150 Years: The Role of Tail Risks,"
Working Papers
202120, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, vol. 75(C).
- Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021.
"OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning,"
Working Papers
202101, University of Pretoria, Department of Economics.
- Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, vol. 45(C).
- Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021.
"The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach,"
Working Papers
202153, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2023. "The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach," Applied Economics Letters, Taylor & Francis Journals, vol. 30(3), pages 269-274, February.
- Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021. "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers 202136, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021.
"Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty,"
GRU Working Paper Series
GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022. "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, vol. 75(C).
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers 202133, University of Pretoria, Department of Economics.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021.
"Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility,"
Working Papers
202162, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022. "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, vol. 52(C).
- Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021. "Forecasting US Output Growth with Large Information Sets," Working Papers 202103, University of Pretoria, Department of Economics.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021.
"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
202161, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022. "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, vol. 83(C).
- Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021.
"Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic,"
Working Papers
202157, University of Pretoria, Department of Economics.
- Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023. "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, vol. 88(C), pages 295-302.
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model," Working Papers 202160, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta, 2021. "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers 202144, University of Pretoria, Department of Economics.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021.
"Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data,"
Working Papers
202165, University of Pretoria, Department of Economics.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023. "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., vol. 23(2), pages 228-244, June.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021.
"Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis,"
Working Papers
202102, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022. "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1525-1556, November.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021.
"Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data,"
Working Papers
202122, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021. "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, vol. 235(C).
- Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021.
"The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model,"
Working Papers
202132, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022. "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, vol. 78(C).
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021.
"Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model,"
Working Papers
202121, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022. "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, vol. 108(C).
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021.
"Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data,"
Working Papers
202146, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022. "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, vol. 46(PB).
- Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021.
"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
202154, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 2022. "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, vol. 47(PA).
- Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021.
"Exchange Rate Predictability with Nine Alternative Models for BRICS Countries,"
Working Papers
202116, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022. "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, vol. 71(C).
- Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021. "Gold and the Global Financial Cycle," Working Papers 202129, University of Pretoria, Department of Economics.
- Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020.
"Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS,"
Working Papers
2020105, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022. "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 179-190.
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020.
"A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment,"
Working Papers
202050, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "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., vol. 17(02), pages 1-9, June.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020. "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers 202058, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta, 2020.
"Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom,"
Working Papers
202041, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta, 2021. "Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom," Applied Economics Letters, Taylor & Francis Journals, vol. 28(18), pages 1594-1599, October.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020.
"Stock Markets and Exchange Rate Behaviour of the BRICS,"
Working Papers
202086, University of Pretoria, Department of Economics.
- Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021. "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers 202064, University of Pretoria, Department of Economics.
- Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020.
"Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty,"
Working Papers
202077, University of Pretoria, Department of Economics.
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, vol. 64(4), pages 523-545, May.
- Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020.
"Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data,"
Working Papers
202095, University of Pretoria, Department of Economics.
- Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022. "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, vol. 77(C).
- Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020.
"The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach,"
Working Papers
202043, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020. "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, vol. 54(C).
- Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions," Working Papers 202051, University of Pretoria, Department of Economics.
- Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E, 2020. "To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS," MPRA Paper 109680, University Library of Munich, Germany.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019.
"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
201978, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022. "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., vol. 27(1), pages 384-400, January.
- Afees A. Salisu & Rangan Gupta, 2019.
"How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch,"
Working Papers
201946, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta, 2021. "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(15), pages 4286-4311, December.
- Afees A. Salisu & Rangan Gupta, 2019.
"Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach,"
Working Papers
201976, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan, 2021. "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, vol. 48(C).
- 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 & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Idris Adediran, 2018. "US shale oil and the behaviour of commodity prices," Working Papers 047, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Raymond Swaray & Idris Adediran, 2018. "Improving the predictability of commodity prices in US inflation: The role of coffee price," Working Papers 041, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Taofeek O. Ayinde, 2018.
"Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis,"
Working Papers
050, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Taofeek O. Ayinde, 2018. "Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(4), pages 341-348, December.
- Afees A. Salisu & Umar B. Ndako & Idris Adediran, 2018. "Forecasting GDP of OPEC: The role of oil price," Working Papers 044, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu, 2018.
"United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD,"
Working Papers
049, Centre for Econometric and Allied Research, University of Ibadan.
- Salisu, Afees A., 2019. "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Finance Research Letters, Elsevier, vol. 28(C), pages 343-347.
- 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.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018. "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers 062, Centre for Econometric and Allied Research, University of Ibadan.
- Moses Tule & Afees A. Salisu & Charles Chimeke, 2018. "You are what you eat: The role of oil price in Nigeria inflation forecast," Working Papers 040, 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.
- Afees A. Salisu & Ibrahim D. Raheem, 2018. "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers 057, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Oluwatomisinn Oyewole & Lateef O. Akanni, 2018. "Modeling the residential electricity demand in the US," Working Papers 042, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Idris Adediran, 2018. "Testing for time-varying stochastic volatility in Bitcoin returns," Working Papers 060, Centre for Econometric and Allied Research, University of Ibadan.
- 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.
- Afees A. Salisu & Tirimisyu F. Oloko & Ismail Okunoye & Olaide Opeloyeru & Nafisat Olabisi, 2018. "Energy consumption and economic growth in oil importing and oil exporting countries: A Panel ARDL approach," Working Papers 048, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Aviral Kumar Tiwari & Ibrahim D. Raheem, 2018. "Analysing the distribution properties of Bitcoin returns," Working Papers 058, Centre for Econometric and Allied Research, University of Ibadan.
- 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.
- 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 & Ahamuefula Ephraim Ogbonna, 2017.
"Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models,"
Working Papers
035, Centre for Econometric and Allied Research, University of Ibadan.
- Salisu, Afees A. & Ogbonna, Ahamuefula E., 2019. "Another look at the energy-growth nexus: New insights from MIDAS regressions," Energy, Elsevier, vol. 174(C), pages 69-84.
- Afees A. Salisu & Ibrahim D. Raheem, 2017. "Statistical Modelling of Second Round Qualification at FIFA World Cup Tournaments," Working Papers 027, Centre for Econometric and Allied Research, University of Ibadan.
- Raymond Swaray & Afees A. Salisu, 2017. "The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?," Working Papers 021, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Kazeem Isah, 2017. "A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty," Working Papers 034, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Oluwatomisinn Oyewole & Ismail O. Fasanya, 2017. "Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets," Working Papers 030, 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. & 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. "Modeling the spillovers between stock market and money market in Nigeria," Working Papers 023, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017.
"US stocks in the presence of oil price risk: Large cap vs. Small cap,"
Working Papers
037, Centre for Econometric and Allied Research, University of Ibadan.
- Afees Adebare Salisu & Raymond Swaray & Tirimisiyu Oloko, 2017. "US stocks in the presence of oil price risk: Large cap vs. Small cap," Economics and Business Letters, Oviedo University Press, vol. 6(4), pages 116-124.
- 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.
- Afees A. Salisu & Umar B. Ndako, 2017. "Forecasting the return volatility of European equity markets under different market conditions:A GARCH-MIDAS approach," Working Papers 028, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Raymond Swaray, 2017.
"Forecasting the return volatility of energy prices: A GARCH MIDAS approach,"
Working Papers
029, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Raymond Swaray, 2020. "Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach," World Scientific Book Chapters, in: Stéphane Goutte & Duc Khuong Nguyen (ed.), HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, chapter 3, pages 47-71, World Scientific Publishing Co. Pte. Ltd..
- Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017. "A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects," Working Papers 024, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah, 2017.
"Revisiting the forecasting accuracy of Phillips curve: the role of oil price,"
Working Papers
022, Centre for Econometric and Allied Research, University of Ibadan.
- Salisu, Afees A. & Ademuyiwa, Idris & Isah, Kazeem O., 2018. "Revisiting the forecasting accuracy of Phillips curve: The role of oil price," Energy Economics, Elsevier, vol. 70(C), pages 334-356.
- Afees A. Salisu & Tirimisyu F. Oloko, 2017. "Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests," Working Papers 036, Centre for Econometric and Allied Research, University of Ibadan.
- Sam Olofin & Afees A. Salisu, 2017. "Modelling oil price-inflation nexus: The role of asymmetries and structural breaks," Working Papers 020, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Umar B. Ndako, 2017.
"Modelling stock price-exchange rate nexus in OECD countries - A new perspective,"
Working Papers
038, Centre for Econometric and Allied Research, University of Ibadan.
- Salisu, Afees A. & Ndako, Umar B., 2018. "Modelling stock price–exchange rate nexus in OECD countries: A new perspective," Economic Modelling, Elsevier, vol. 74(C), pages 105-123.
- Afees A. Salisu & Ibrahim D. Raheem & Umar B. Ndako, 2017. "A sectoral analysis of asymmetric nexus between oil and stock," Working Papers 033, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Umar B. Ndako, 2017. "A new look at the stock price-exchange rate nexus," Working Papers 031, Centre for Econometric and Allied Research, University of Ibadan.
Articles
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024.
"Energy-related uncertainty and international stock market volatility,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 280-293.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023. "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers 202336, University of Pretoria, Department of Economics.
- Samuel O. Olofin & Adebayo M. Adebiyi & Afees A. Salisu & Olusanya E. Olubusoye & Adeniyi O. Adenuga, 2024. "The Covid-19 Pandemic And Implications For Monetary Policy In Nigeria: A Simulation Study," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(02), pages 591-618, March.
- Afees Salisu & Sulaiman Salisu & Subair Salisu, 2024.
"A news-based economic policy uncertainty index for Nigeria,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 4987-5002, October.
- Salisu, Afees & Salisu, Sulaiman & Salisu, Subair, 2023. "A news-based economic policy uncertainty index for Nigeria," MPRA Paper 119539, University Library of Munich, Germany, revised 13 Aug 2023.
- Afees Adebare Salisu, 2024. "India And The Rest Of The World: Analyses Of International Monetary Policy Spillovers," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(3), pages 573-600, July.
- Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024.
"Gold market volatility and REITs' returns during tranquil and turbulent episodes,"
International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Kola Akinsomi & Afees Salisu & Ametefe Frank & Hammed Yinka, 2024. "Gold market volatility and REITs' returns during tranquil and turbulent episodes," ERES eres2024-222, European Real Estate Society (ERES).
- Salisu, Afees A. & Isah, Kazeem O. & Cepni, Oguzhan, 2024. "Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels," The Quarterly Review of Economics and Finance, Elsevier, vol. 97(C).
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024.
"Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach,"
Finance Research Letters, Elsevier, vol. 67(PB).
- Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024. "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers 202418, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Isah, Kazeem & Oloko, Tirimisiyu O., 2024. "Technology shocks and crude oil market connection: The role of climate change," Energy Economics, Elsevier, vol. 130(C).
- Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024.
"Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach,"
Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1473-1510, November.
- Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023. "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers 202327, University of Pretoria, Department of Economics.
- Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2024. "A Global Var Analysis Of Global And Regional Shock Spillovers To West African Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(02), pages 543-566, March.
- Lukman Lasisi & Philip C. Omoke & Afees A. Salisu, 2024. "Climate Policy Uncertainty and Stock Market Volatility," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-6.
- Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2023.
"The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach,"
Applied Economics Letters, Taylor & Francis Journals, vol. 30(3), pages 269-274, February.
- Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021. "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers 202153, University of Pretoria, Department of Economics.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023.
"Policy uncertainty and stock market volatility revisited: The predictive role of signal quality,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2307-2321, December.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022. "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers 202232, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023.
"Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data,"
The European Journal of Finance, Taylor & Francis Journals, vol. 29(4), pages 466-481, March.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021. "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers 202117, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2023. "Oil tail risks and the realized variance of consumer prices in advanced economies," Resources Policy, Elsevier, vol. 83(C).
- Afees A. Salisu & Philip C. Omoke & Abdulsalam Abidemi Sikiru, 2023. "Geopolitical risk and global financial cycle: Some forecasting experiments," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 3-16, January.
- Afees Salisu & Philip Omoke & Olalekan Fadiya, 2023. "Climate Policy Uncertainty and Crude Oil Market Volatility," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-5.
- Godday Uwawunkonye Ebuh & Afees Salisu & Victor Oboh & Nuruddeen Usman, 2023. "A test for the contributions of urban and rural inflation to inflation persistence in Nigeria," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 16(2), pages 222-246, May.
- Salisu, Afees A. & Olaniran, Abeeb & Lasisi, Lukman, 2023. "Climate risk and gold," Resources Policy, Elsevier, vol. 82(C).
- Afees Salisu & Tirimisiyu Oloko, 2023. "Climate Risk Measures - A Review," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 4(1), pages 1-4.
- Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023.
"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, vol. 88(C), pages 295-302.
- Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021. "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers 202157, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
- Tumala, Mohammed M. & Salisu, Afees A. & Gambo, Ali I., 2023. "Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 707-717.
- Olusanya E. Olubusoye & Afees A. Salisu & Sam O. Olofin, 2023. "Youth unemployment in Nigeria: nature, causes and solutions," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1125-1157, April.
- Tumala, Mohammed M. & Salisu, Afees & Nmadu, Yaaba B., 2023. "Climate change and fossil fuel prices: A GARCH-MIDAS analysis," Energy Economics, Elsevier, vol. 124(C).
- Afees A. Salisu & Abdulsalam Abidemi Sikiru & Philip C. Omoke, 2023. "COVID-19 pandemic and financial innovations," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3885-3904, August.
- Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023. "Oil price and the Bitcoin market," Resources Policy, Elsevier, vol. 82(C).
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023.
"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., vol. 23(2), pages 228-244, June.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021. "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers 202165, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023.
"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, vol. 88(C), pages 303-314.
- Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022. "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers 202211, University of Pretoria, Department of Economics.
- Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023.
"Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks,"
Finance Research Letters, Elsevier, vol. 54(C).
- Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022. "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers 202237, University of Pretoria, Department of Economics.
- Elie Bouri & Afees A. Salisu & Rangan Gupta, 2023. "The predictive power of Bitcoin prices for the realized volatility of US stock sector returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
- Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2023. "Stock returns and interest rate differential in high and low interest rate environments," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1713-1728, April.
- Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2023. "Hedging against risks associated with travel and tourism stocks during COVID‐19 pandemic: The role of gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1872-1882, April.
- Afees A. Salisu & Yinka S. Hammed & Ibrahim Ngananga Ouattara, 2023. "Climate Change, Technology Shocks and the US Equity Real Estate Investment Trusts (REITs)," Sustainability, MDPI, vol. 15(19), pages 1-22, October.
- Yinka S. Hammed & Afees A. Salisu, 2023. "Technology Shocks and the Efficiency of Equity Markets in the Developed and Emerging Economies: A Global VAR Approach," JRFM, MDPI, vol. 16(3), pages 1-17, February.
- Afees Salisu & Douglason Godwin Omotor, 2023. "Forecasting expenditure components in Nigeria," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(4), pages 783-807, September.
- Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023. "Transition risk, physical risk, and the realized volatility of oil and natural gas prices," Resources Policy, Elsevier, vol. 81(C).
- Salisu, Afees A. & Olaniran, Abeeb & Tchankam, Jean Paul, 2022. "Oil tail risk and the tail risk of the US Dollar exchange rates," Energy Economics, Elsevier, vol. 109(C).
- Afees A. Salisu & Lukman Lasisi & Jean Paul Tchankam, 2022. "Historical geopolitical risk and the behaviour of stock returns in advanced economies," The European Journal of Finance, Taylor & Francis Journals, vol. 28(9), pages 889-906, June.
- Salisu, Afees A. & Tchankam, Jean Paul, 2022. "US Stock return predictability with high dimensional models," Finance Research Letters, Elsevier, vol. 45(C).
- Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022. "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 134-157, January.
- Salisu, Afees A. & Shaik, Muneer, 2022. "Islamic Stock indices and COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 282-293.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022.
"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., vol. 27(1), pages 384-400, January.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019. "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 201978, University of Pretoria, Department of Economics.
- Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022.
"Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data,"
Resources Policy, Elsevier, vol. 77(C).
- Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020. "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers 202095, University of Pretoria, Department of Economics.
- Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2022. "Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2199-2214, August.
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022.
"The financial US uncertainty spillover multiplier: Evidence from a GVAR model,"
International Finance, Wiley Blackwell, vol. 25(3), pages 313-340, December.
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers 202145, University of Pretoria, Department of Economics.
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022.
"Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty,"
The Journal of Real Estate Finance and Economics, Springer, vol. 64(4), pages 523-545, May.
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers 202077, University of Pretoria, Department of Economics.
- Ebuh U. Godday & Nuruddeen Usman & Afees A. Salisu, 2022. "Testing for unemployment persistence in Nigeria," Economic Change and Restructuring, Springer, vol. 55(4), pages 2605-2630, November.
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022.
"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., vol. 17(02), pages 1-9, June.
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020. "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers 202050, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 2022.
"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, vol. 47(PA).
- Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021. "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 202154, University of Pretoria, Department of Economics.
- Dinci J. Penzin & Afees Salisu & Benedict N.Akanegbu, 2022. "A Note On Public Debt-Private Investment Nexus In Emerging Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(1), pages 25-36, June.
- Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022.
"Financial turbulence, systemic risk and the predictability of stock market volatility,"
Global Finance Journal, Elsevier, vol. 52(C).
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021. "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers 202162, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022.
"Geopolitical risks and historical exchange rate volatility of the BRICS,"
International Review of Economics & Finance, Elsevier, vol. 77(C), pages 179-190.
- Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020. "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers 2020105, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E., 2022. "The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect," Global Finance Journal, Elsevier, vol. 54(C).
- Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2022. "A Note on the COVID-19 Shock and Real GDP in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(1), pages 93-101, January.
- Afees Salisu & Jean Paul Tchankam, 2022. "Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(5), pages 619-638, July.
- Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022.
"OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning,"
Finance Research Letters, Elsevier, vol. 45(C).
- Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers 202101, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Lasisi, Lukman & Olaniran, Abeeb, 2022. "Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Abdullahi Musa & Afees A. Salisu & Saleh Abulbashar & Chinecherem D. Okoronkwo, 2022. "Oil price uncertainty and real exchange rate in a global VAR framework: a note," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 704-712, October.
- Adedoyin Isola Lawal & Afees Adebare Salisu & Abiola John Asaleye & Ezeikel Oseni & Bukola Bose Lawal-Adedoyin & Samuel Olatunde Dahunsi & Emmanuel Oluwasola Omoju & Abigail Oyeronke DickTonye & Eliza, 2022. "Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa," JRFM, MDPI, vol. 15(6), pages 1-13, May.
- Afees A. Salisu & Elias A. Udeaja & Silva Opuala-Charles, 2022. "Central Bank Independence And Price Stability Under Alternative Political Regimes: A Global Evidence," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(2), pages 155-172, August.
- Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022.
"Exchange rate predictability with nine alternative models for BRICS countries,"
Journal of Macroeconomics, Elsevier, vol. 71(C).
- Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021. "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers 202116, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022.
"Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1525-1556, November.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021. "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers 202102, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Bouri, Elie & Gupta, Rangan, 2022.
"Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 482-488.
- Afees A. Salisu & Elie Bouri & Rangan Gupta, 2021. "Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll," Working Papers 202143, University of Pretoria, Department of Economics.
- Tumala, Mohammed M. & Salisu, Afees A. & Atoi, Ngozi V., 2022. "Oil-growth nexus in Nigeria: An ADL-MIDAS approach," Resources Policy, Elsevier, vol. 77(C).
- Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022.
"Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty,"
Resources Policy, Elsevier, vol. 75(C).
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers 202133, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022.
"Forecasting oil prices over 150 years: The role of tail risks,"
Resources Policy, Elsevier, vol. 75(C).
- Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers 202120, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model," JRFM, MDPI, vol. 15(8), pages 1-26, August.
- Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022.
"Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data,"
Finance Research Letters, Elsevier, vol. 46(PB).
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers 202146, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta, 2022. "Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(9), pages 2620-2636, July.
- Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022.
"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, vol. 83(C).
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021. "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 202161, University of Pretoria, Department of Economics.
- Afees A. Salisu & Jean Paul Tchankam & Idris A. Adediran, 2022. "Out-of- Sample Stock Return Predictability of Alternative COVID-19 Indices," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(13), pages 3739-3750, October.
- Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022. "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, Elsevier, vol. 59(C).
- 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.
- Afees A. Salisu & Abeeb Olaniran, 2022. "The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4663-4673, December.
- Afees A. Salisu & Kazeem Isah & Nnenna Ogbonnaya‐Orji, 2022. "A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1220-1239, January.
- Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022.
"The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model,"
Resources Policy, Elsevier, vol. 78(C).
- Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021. "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers 202132, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022.
"Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model,"
Energy Economics, Elsevier, vol. 108(C).
- Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers 202121, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan, 2021.
"Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach,"
Global Finance Journal, Elsevier, vol. 48(C).
- Afees A. Salisu & Rangan Gupta, 2019. "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers 201976, University of Pretoria, Department of Economics.
- Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021. "Pandemics and the Asia-Pacific Islamic Stocks," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-5.
- Afees A. Salisu & Raymond Swaray & Hadiza Sa'id, 2021. "Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2946-2975, April.
- 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).
- Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021.
"Stock markets and exchange rate behavior of the BRICS,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021. "Point and density forecasting of macroeconomic and financial uncertainties of the USA," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 700-707, July.
- Musa, Abdullahi & Salisu, Afees A. & Aliyu, Victoria O. & Mevweroso, Chioma R., 2021. "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, Elsevier, vol. 55(C).
- 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.
- Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021. "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 89-114, December.
- Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021. "Oil Price and Exchange Rate Behaviour of the BRICS," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(7), pages 2042-2051, May.
- Afees A. Salisu & Ibrahim Adeleke & Lateef O. Akanni, 2021. "Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(14), pages 3944-3959, November.
- Afees A. Salisu & Rangan Gupta, 2021.
"How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(15), pages 4286-4311, December.
- Afees A. Salisu & Rangan Gupta, 2019. "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers 201946, University of Pretoria, Department of Economics.
- 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.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Idris Adediran, 2021. "Stock‐induced Google trends and the predictability of sectoral stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 327-345, March.
- Salisu, Afees A. & Vo, Xuan Vinh & Lucey, Brian, 2021. "Gold and US sectoral stocks during COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 57(C).
- Afees A. Salisu & Rangan Gupta, 2021.
"Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(18), pages 1594-1599, October.
- Afees A. Salisu & Rangan Gupta, 2020. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers 202041, University of Pretoria, Department of Economics.
- Afees A. Salisu & Ahamuefula E. Ogbonna & Tirimisiyu F. Oloko & Idris A. Adediran, 2021. "A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic," Sustainability, MDPI, vol. 13(6), pages 1-18, March.
- Umar B. Ndako & Afees A. Salisu & Muritala O. Ogunsiji, 2021. "Geopolitical Risk and the Return Volatility of Islamic Stocks in Indonesia and Malaysia - A GARCH-MIDAS Approach," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-5.
- Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021. "The Effects Of U.S. Monetary Policy Uncertainty Shock On International Equity Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-14, December.
- Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021.
"Assessing the safe haven property of the gold market during COVID-19 pandemic,"
International Review of Financial Analysis, Elsevier, vol. 74(C).
- Salisu, Afees & Raheem, Ibrahim & Vo, Xuan, 2021. "Assessing the safe haven property of the gold market during COVID-19 pandemic," MPRA Paper 105353, University Library of Munich, Germany.
- Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021.
"Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data,"
Energy, Elsevier, vol. 235(C).
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers 202122, University of Pretoria, Department of Economics.
- Afees A. Salisu & Lukman Lasisi & Abeeb Olaniran, 2021. "Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
- Afees A. Salisu, 2021. "Special Issue on Forecasting Asian Markets," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-2.
- 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).
- Afees A. Salisu & Kingsley Obiora, 2021. "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-19, December.
- Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021. "Palm Oil Price–Exchange Rate Nexus In Indonesia And Malaysia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 24(2), pages 169-180, June.
- Afees Salisu & Idris Adediran, 2021. "Uncertainty Due to Infectious Diseases and Energy Market Volatility," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-4.
- Salisu, Afees A. & Vo, Xuan Vinh, 2020. "Predicting stock returns in the presence of COVID-19 pandemic: The role of health news," International Review of Financial Analysis, Elsevier, vol. 71(C).
- 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).
- Salisu, Afees A. & Ogbonna, Ahamuefula E. & Adewuyi, Adeolu, 2020. "Google trends and the predictability of precious metals," Resources Policy, Elsevier, vol. 65(C).
- Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020.
"The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach,"
Research in International Business and Finance, Elsevier, vol. 54(C).
- Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020. "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers 202043, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B., 2020. "The inflation hedging properties of gold, stocks and real estate: A comparative analysis," Resources Policy, Elsevier, vol. 66(C).
- Yakubu, Jibrin & Salisu, Afees A. & Musa, Abdullahi & Omosola, Adebola & Belonwu, Maximillian & Isah, Kazeem, 2020. "The transmission of monetary policy in emerging economies during tranquil and turbulent periods," Finance Research Letters, Elsevier, vol. 35(C).
- 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).
- Dinci J. Penzin & Afees A. Salisu, 2020. "Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries," Economics Bulletin, AccessEcon, vol. 40(2), pages 938-943.
- 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).
- Salisu, Afees A. & Ebuh, Godday U. & Usman, Nuruddeen, 2020. "Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 280-294.
- Olofin, S.O. & Salisu, A.A & Tule, M.K, 2020. "Revised Small Macro-Econometric Model Of The Nigerian Economy," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 20(1), pages 97-116.
- Zainab Sani & Afees Adebare Salisu & Eucharia Onyia & Onyebuchi Anih & Lawrence Kanu, 2020. "Modeling Exchange rate -interest rate differential nexus in BRICS: The role asymmetry and structural breaks," Economics and Business Letters, Oviedo University Press, vol. 9(2), pages 73-83.
- Holland, Quynh Chau Pham & Liu, Benjamin & Roca, Eduardo & Salisu, Afees A., 2020. "Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 46-68.
- Salisu, Afees A. & Adediran, Idris, 2020. "Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks," Resources Policy, Elsevier, vol. 66(C).
- Bashir T. Mande & Afees A. Salisu & Adeola N. Jimoh & Fola Dosumu & Girei H. Adamu, 2020. "Financial Stability And Income Growth In Emerging Markets," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(2), pages 201-220, July.
- Moses Tule & Afees Salisu & Charles Chiemeke, 2020. "Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 191-229, March.
- Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020. "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, vol. 51(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.
- Tule, Moses K. & Salisu, Afees A. & Ebuh, Godday U., 2020. "A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques," Economic Modelling, Elsevier, vol. 87(C), pages 225-237.
- Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O., 2019. "Improving the predictability of stock returns with Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 857-867.
- Chioma Peace Nwosu & Afees A. Salisu & Margaret Johnson Hilili & Izuchukwu Ifeanyi Okafor & Izuchukwu Oji-Okoro & Idis Adediran, 2019. "Evidence On Monetary Policy Transmission During Tranquil And Turbulent Periods," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(3), pages 311-350, October.
- Afees A. Salisu & Raymond Swaray & Idris A. Adediran, 2019. "Can urban coffee consumption help predict US inflation?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(7), pages 649-668, November.
- Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019. "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, vol. 62(C), pages 33-56.
- Peter Golit & Afees Salisu & Akinwunmi Akintola & Faustina Nsonwu & Itoro Umoren, 2019. "Exchange Rate And Interest Rate Differential In G7 Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(3), pages 263-286, October.
- Salisu, Afees A. & Ogbonna, Ahamuefula E., 2019.
"Another look at the energy-growth nexus: New insights from MIDAS regressions,"
Energy, Elsevier, vol. 174(C), pages 69-84.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2017. "Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models," Working Papers 035, Centre for Econometric and Allied Research, University of Ibadan.
- Salisu, Afees A. & Ndako, Umar B. & Oloko, Tirimisiyu F., 2019. "Assessing the inflation hedging of gold and palladium in OECD countries," Resources Policy, Elsevier, vol. 62(C), pages 357-377.
- Salisu, Afees A., 2019.
"United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD,"
Finance Research Letters, Elsevier, vol. 28(C), pages 343-347.
- Afees A. Salisu, 2018. "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Working Papers 049, Centre for Econometric and Allied Research, University of Ibadan.
- Afees A. Salisu & Samuel F. Onipede & Wasiu Adekunle, 2019. "Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 9(1), pages 22-31.
- Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B., 2019. "A sectoral analysis of asymmetric nexus between oil price and stock returns," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 241-259.
- Salisu, Afees A. & Isah, Kazeem O. & Raheem, Ibrahim D., 2019. "Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach," Resources Policy, Elsevier, vol. 64(C).
- Afees A. Salisu & Kazeem O. Isah & Alberto Assandri, 2019. "Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 11(2), pages 255-283, September.
- Adedoyin Isola Lawal & Adeniyi Olayanju & Afeez Adebare Salisu & Abiola John Asaleye & Olatunde Dahunsi & Oluwasogo Dada & Oluwasola Emmanel Omoju & Olabisi Rasheedat Popoola, 2019. "Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 166-173.
- Salisu, Afees A. & Swaray, Raymond & Oloko, Tirimisiyu F., 2019. "Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables," Economic Modelling, Elsevier, vol. 76(C), pages 153-171.
- Salisu, Afees A. & Adediran, Idris A., 2019. "Assessing the inflation hedging potential of coal and iron ore in Australia," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
- Tule, Moses K. & Salisu, Afees A. & Chiemeke, Charles C., 2019. "Can agricultural commodity prices predict Nigeria's inflation?," Journal of Commodity Markets, Elsevier, vol. 16(C).
- Afees A. Salisu & Taofeek O. Ayinde, 2018.
"Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis,"
Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(4), pages 341-348, December.
- Afees A. Salisu & Taofeek O. Ayinde, 2018. "Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis," Working Papers 050, Centre for Econometric and Allied Research, University of Ibadan.
- Afees Adebare Salisu & Idris A. Adediran, 2018. "The U.S. Shale Oil Revolution and the Behavior of Commodity Prices," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(1), pages 27-53, September.
- Swaray, Raymond & Salisu, Afees A., 2018. "A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus," Global Finance Journal, Elsevier, vol. 37(C), pages 199-218.
- 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. & Ndako, Umar B., 2018.
"Modelling stock price–exchange rate nexus in OECD countries: A new perspective,"
Economic Modelling, Elsevier, vol. 74(C), pages 105-123.
- Afees A. Salisu & Umar B. Ndako, 2017. "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers 038, Centre for Econometric and Allied Research, University of Ibadan.
- Salisu, Afees A. & Ademuyiwa, Idris & Isah, Kazeem O., 2018.
"Revisiting the forecasting accuracy of Phillips curve: The role of oil price,"
Energy Economics, Elsevier, vol. 70(C), pages 334-356.
- Afees A. Salisu & Idris Ademuyiwa & Kazeem Isah, 2017. "Revisiting the forecasting accuracy of Phillips curve: the role of oil price," Working Papers 022, Centre for Econometric and Allied Research, University of Ibadan.
- Afees Adebare Salisu & Raymond Swaray & Tirimisiyu Oloko, 2017.
"US stocks in the presence of oil price risk: Large cap vs. Small cap,"
Economics and Business Letters, Oviedo University Press, vol. 6(4), pages 116-124.
- Afees A. Salisu & Raymond Swaray & Tirimisyu F. Oloko, 2017. "US stocks in the presence of oil price risk: Large cap vs. Small cap," Working Papers 037, Centre for Econometric and Allied Research, University of Ibadan.
- Salisu, Afees A. & Isah, Kazeem O., 2017. "Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach," Economic Modelling, Elsevier, vol. 66(C), pages 258-271.
- Afees A. Salisu & Kazeem O. Isah & Idris Ademuyiwa, 2017. "Testing for asymmetries in the predictive model for oil price-inflation nexus," Economics Bulletin, AccessEcon, vol. 37(3), pages 1797-1804.
- Salisu, Afees A. & Isah, Kazeem O. & Oyewole, Oluwatomisin J. & Akanni, Lateef O., 2017. "Modelling oil price-inflation nexus: The role of asymmetries," Energy, Elsevier, vol. 125(C), pages 97-106.
- Salisu, Afees A. & Ayinde, Taofeek O., 2016. "Modeling energy demand: Some emerging issues," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1470-1480.
- Afees A. Salisu & Taofeek O. Ayinde, 2016. "Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa," Journal of African Business, Taylor & Francis Journals, vol. 17(3), pages 342-359, September.
- Afees A. Salisu & Tirimisiyu F. Oloko & Oluwatomisin J. Oyewole, 2016. "Testing for martingale difference hypothesis with structural breaks: Evidence from AsiaePacific foreign exchange markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(4), pages 210-218, December.
- Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni, 2016. "Unit root modeling for trending stock market series," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(2), pages 82-91, June.
- Afees A. Salisu, 2016. "Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework," Economics Bulletin, AccessEcon, vol. 36(3), pages 1315-1324.
- Salisu, Afees A. & Adeleke, Adegoke I., 2016. "Further application of Narayan and Liu (2015) unit root model for trending time series," Economic Modelling, Elsevier, vol. 55(C), pages 305-314.
- Olubusoye Olusanya Elisa & Korter Grace Oluwatoyin & Salisu Afees Adebare, 2016. "Modelling Road Traffic Crashes Using Spatial Autoregressive Model With Additional Endogenous Variable," Statistics in Transition New Series, Statistics Poland, vol. 17(4), pages 659-670, December.
- Salisu, Afees A. & Oloko, Tirimisiyu F., 2015. "Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach," Energy Economics, Elsevier, vol. 50(C), pages 1-12.
- Afees A. Salisu & Tirimisiyu F. Oloko, 2015. "Modelling spillovers between stock market and FX market: evidence for Nigeria," Journal of African Business, Taylor & Francis Journals, vol. 16(1-2), pages 84-108, January.
- Oluwatosin Adeniyi & Bello Ajide & Afees Salisu, 2015. "Foreign Capital Flows, Financial Development And Growth In Sub-Saharan Africa," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 40(3), pages 85-103, September.
- Olofin, S.O. & Olubusoye, O.E. & Mordi, C.N.O. & Salisu, A.A. & Adeleke, A.I. & Orekoya, S.O. & Olowookere, A.E. & Adebiyi, M.A., 2014. "A small macroeconometric model of the Nigerian economy," Economic Modelling, Elsevier, vol. 39(C), pages 305-313.
- Grace O. Korter & Olusanya E. Olubusoye & Afees A. Salisu, 2014. "Spatial Analysis of Road Traffic Crashes in Oyo State of Nigeria," Journal of Sustainable Development, Canadian Center of Science and Education, vol. 7(4), pages 151-151, July.
- Kouassi, Eugene & Mougoué, Mbodja & Sango, Joel & Bosson Brou, J.M. & Amba, Claude M.O. & Salisu, Afeez Adebare, 2014. "Testing for heteroskedasticity and spatial correlation in a two way random effects model," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 153-171.
- Afees A. Salisu, 2014. "Modelling oil price volatility before, during and after the global financial crisis," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 38(4), pages 469-495, December.
- Salisu, Afees A. & Mobolaji, Hakeem, 2013. "Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate," Energy Economics, Elsevier, vol. 39(C), pages 169-176.
- Salisu, Afees A. & Fasanya, Ismail O., 2013. "Modelling oil price volatility with structural breaks," Energy Policy, Elsevier, vol. 52(C), pages 554-562.
- Afees Salisu & Idris Ademuyiwa & Basiru Fatai, 2013. "Modelling the Demand for Money in Sub-Saharan Africa (SSA)," Economics Bulletin, AccessEcon, vol. 33(1), pages 635-647.
- Afees Salisu & Idris Ademuyiwa, 2012. "Trade creation and trade diversion in West African Monetary Zone (WAMZ)," Economics Bulletin, AccessEcon, vol. 32(4), pages 3071-3081.
- Afees Salisu & Idris Ademuyiwa, 2012. "Is uemoa trade creating? an empirical investigation," Economics Bulletin, AccessEcon, vol. 32(2), pages 1-21.
- Afees A. Salisu & Ismail O. Fasanya, 2012. "Comparative Performance of Volatility Models for Oil Price," International Journal of Energy Economics and Policy, Econjournals, vol. 2(3), pages 167-183.
- Afees Adebare SALISU* & Fidelis O.OGWUMIKE**, 2010.
"Aid-Macroeconomic Policy Environment and Growth:Evidence From Sub-Saharan Africa,"
Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 20, pages 1-12.
RePEc:exl:29stat:v:17:y:2016:i:4:p:659-670 is not listed on IDEAS
RePEc:eme:jrf000:jrf-01-2022-0008 is not listed on IDEAS
RePEc:idn:journl:v:22:y:2019:i:3b:p:1-24 is not listed on IDEAS
RePEc:idn:journl:v:22:y:2019:i:3d:p:1-40 is not listed on IDEAS
Chapters
- Afees A. Salisu & Raymond Swaray, 2020.
"Forecasting the Return Volatility of Energy Prices: A GARCH-MIDAS Approach,"
World Scientific Book Chapters, in: Stéphane Goutte & Duc Khuong Nguyen (ed.), HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, chapter 3, pages 47-71,
World Scientific Publishing Co. Pte. Ltd..
- Afees A. Salisu & Raymond Swaray, 2017. "Forecasting the return volatility of energy prices: A GARCH MIDAS approach," Working Papers 029, Centre for Econometric and Allied Research, University of Ibadan.
- Sam Olofin & Afees Salisu & Idris Ademuyiwa & Joel Owuru, 2014. "Determinants of a Successful Regional Trade Agreement in West Africa," Advances in African Economic, Social and Political Development, in: Diery Seck (ed.), Regional Economic Integration in West Africa, edition 127, pages 181-211, Springer.
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This author is among the top 5% authors according to these criteria:- Average Rank Score
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 85 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FOR: Forecasting (39) 2017-08-20 2017-09-03 2017-09-03 2017-09-03 2017-09-10 2017-09-10 2017-10-15 2017-11-05 2017-12-11 2018-01-01 2018-01-29 2018-01-29 2018-03-12 2018-03-12 2018-04-16 2018-04-16 2018-04-30 2018-05-07 2018-08-13 2019-12-02 2020-06-15 2020-06-22 2020-06-22 2020-07-13 2020-08-24 2020-12-07 2021-01-11 2021-01-11 2021-03-08 2021-03-08 2021-03-15 2021-04-05 2021-05-24 2021-05-31 2021-06-21 2021-09-27 2022-03-07 2022-07-18 2024-04-22. Author is listed
- NEP-ENE: Energy Economics (31) 2017-08-20 2017-08-20 2017-08-20 2017-09-03 2017-09-03 2017-09-10 2017-11-05 2017-12-11 2017-12-11 2018-02-05 2018-03-12 2018-03-12 2018-03-19 2018-03-19 2019-06-24 2019-11-04 2020-06-22 2020-08-24 2020-11-09 2021-03-15 2021-04-05 2021-04-05 2021-07-12 2021-08-09 2021-09-06 2024-01-01 2024-01-08 2024-04-22 2024-05-13 2024-07-29 2024-07-29. Author is listed
- NEP-MAC: Macroeconomics (24) 2017-08-20 2017-08-20 2017-09-03 2017-09-03 2017-12-11 2018-01-01 2018-01-29 2018-01-29 2018-08-13 2020-05-18 2020-06-15 2020-06-22 2020-06-22 2020-07-13 2020-09-07 2020-11-09 2021-05-24 2021-05-31 2021-06-21 2021-06-21 2021-08-09 2021-09-27 2022-03-07 2022-07-18. Author is listed
- NEP-RMG: Risk Management (23) 2017-12-11 2019-06-24 2019-12-02 2020-06-15 2021-03-08 2021-03-15 2021-04-05 2021-04-05 2021-04-26 2021-06-21 2021-07-12 2021-09-13 2021-09-27 2022-03-07 2022-06-13 2022-07-18 2023-05-15 2024-01-01 2024-01-08 2024-04-22 2024-05-13 2024-07-29 2024-07-29. Author is listed
- NEP-ORE: Operations Research (20) 2018-04-16 2018-07-23 2018-08-13 2019-11-04 2019-12-02 2020-05-18 2020-06-22 2020-07-13 2020-08-24 2020-10-12 2020-12-07 2021-01-11 2021-03-15 2021-04-05 2021-07-12 2021-07-19 2021-08-23 2021-08-30 2021-09-27 2021-09-27. Author is listed
- NEP-FMK: Financial Markets (14) 2017-10-01 2018-01-01 2018-07-23 2018-08-13 2019-12-02 2020-10-12 2021-06-21 2021-08-30 2021-09-13 2021-09-27 2022-06-13 2022-07-18 2023-05-15 2024-01-01. Author is listed
- NEP-SEA: South East Asia (10) 2018-07-23 2018-08-13 2019-06-24 2019-11-04 2019-12-02 2020-05-18 2020-06-15 2020-06-22 2020-06-22 2021-08-09. Author is listed
- NEP-CIS: Confederation of Independent States (8) 2019-06-24 2019-11-04 2020-08-24 2020-10-12 2020-12-07 2021-03-08 2024-01-08 2024-02-12. Author is listed
- NEP-MON: Monetary Economics (8) 2017-08-20 2017-10-01 2018-04-02 2018-04-16 2020-05-18 2021-03-08 2021-09-13 2021-09-27. Author is listed
- NEP-ETS: Econometric Time Series (7) 2018-04-16 2018-06-18 2018-06-25 2018-07-23 2018-08-13 2019-11-04 2019-12-02. Author is listed
- NEP-FDG: Financial Development and Growth (7) 2021-06-14 2021-06-21 2021-06-21 2021-08-30 2023-05-15 2024-02-12 2024-11-04. Author is listed
- NEP-ISF: Islamic Finance (7) 2020-10-12 2021-03-15 2021-08-09 2021-08-23 2021-09-13 2021-09-27 2021-09-27. Author is listed
- NEP-CWA: Central and Western Asia (6) 2021-03-08 2021-03-15 2021-07-12 2021-08-09 2021-08-30 2021-09-27. Author is listed
- NEP-HIS: Business, Economic and Financial History (6) 2020-08-24 2020-11-09 2021-05-24 2021-05-31 2021-06-21 2023-05-15. Author is listed
- NEP-PAY: Payment Systems and Financial Technology (6) 2018-04-16 2018-04-30 2018-06-25 2018-07-23 2021-09-13 2022-06-13. Author is listed
- NEP-AFR: Africa (4) 2017-08-20 2017-12-11 2018-01-29 2021-09-27
- NEP-URE: Urban and Real Estate Economics (4) 2018-02-05 2019-06-24 2020-09-07 2021-01-11
- NEP-AGR: Agricultural Economics (3) 2017-12-11 2018-01-29 2024-01-29
- NEP-ENV: Environmental Economics (3) 2018-03-12 2024-01-29 2024-09-02
- NEP-INT: International Trade (3) 2020-06-15 2021-05-31 2024-01-29
- NEP-OPM: Open Economy Macroeconomics (3) 2018-05-07 2021-08-23 2024-05-13
- NEP-BIG: Big Data (2) 2020-09-07 2020-11-09
- NEP-CBA: Central Banking (2) 2020-05-18 2021-06-21
- NEP-CMP: Computational Economics (2) 2020-09-07 2020-11-09
- NEP-EEC: European Economics (2) 2017-09-10 2020-05-18
- NEP-DEM: Demographic Economics (1) 2022-07-18
- NEP-ECM: Econometrics (1) 2018-06-18
- NEP-MIG: Economics of Human Migration (1) 2024-01-29
- NEP-SPO: Sports and Economics (1) 2017-09-10
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