Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga OB Adekoya, JA Oliyide, OOS Yaya, MAS Al-Faryan Resources Policy 77, 102728, 2022 | 213 | 2022 |
Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis OOS Yaya, MM Tumala, CG Udomboso Resources Policy 49, 273-281, 2016 | 101 | 2016 |
Testing fractional unit roots with non-linear smooth break approximations using Fourier functions LA Gil-Alana, OOS Yaya Journal of Applied Statistics 48 (13-15), 2542-2559, 2021 | 81 | 2021 |
A new unit root test for unemployment hysteresis based on the autoregressive neural network OOS Yaya, EA Ogbonna, F Furuoka, LA Gil-Alana Oxford Bulletin of Economics and Statistics 84 (4), 960-981, 2021 | 69* | 2021 |
The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegration LA Gil-Alana, OOS Yaya Energy Economics 46, 328-333, 2014 | 69 | 2014 |
Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration OOS Yaya, AE Ogbonna, R Mudida, N Abu International Journal of Finance and Economics, 1-18, 2020 | 62 | 2020 |
On the impact of inflation and exchange rate on conditional stock market volatility: a re-assessment OOS Yaya, OI Shittu American Journal of Scientific and Industrial Research 1, 115-117, 2010 | 47 | 2010 |
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? OOS Yaya, AE Ogbonna, OE Olubusoye Physica A: Statistical Mechanics and its Applications 531, 121732, 2019 | 46 | 2019 |
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test OOS Yaya, AE Ogbonna, R Mudida Quality & Quantity 53 (6), 2781-2795, 2019 | 43 | 2019 |
Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach LA Gil-Alana, OOS Yaya, OO Awe Resources Policy 53, 117-124, 2017 | 43 | 2017 |
Time series analysis of persistence in crude oil price volatility across bull and bear regimes LA Gil-Alana, R Gupta, OE Olubusoye, OOS Yaya Energy 109, 29-37, 2016 | 43 | 2016 |
On Autoregressive Distributed Lag, co-integration and error Correction Model OI Shittu, RA Yemitan, OOS Yaya Australian Journal of Business and Management Research 2 (8), 56-62, 2012 | 42 | 2012 |
Measuring forecast performance of ARMA and ARFIMA models: An application to US Dollar/UK pound foreign exchange rate OI Shittu, OOS Yaya European Journal of Scientific Research 32 (2), 167-176, 2009 | 41 | 2009 |
On the persistence and volatility in European, American and Asian stocks bull and bear markets LA Gil-Alana, OI Shittu, OOS Yaya Journal of International Money and Finance 40, 149-162, 2014 | 40 | 2014 |
Tail risk dependence, co-movement and predictability between green bond and green stocks AK Tiwari, EJA Abakah, OOS Yaya, KO Appiah Applied Economics 52 (2), 202-222, 2023 | 37 | 2023 |
Market efficiency of Baltic stock markets: A fractional integration approach LA Gil-Alana, R Gupta, OI Shittu, OOS Yaya Physica A: Statistical Mechanics and Its Applications 511, 251-262, 2018 | 35 | 2018 |
Global temperatures and sunspot numbers. Are they related? LA Gil-Alana, OOS Yaya, OI Shittu Physica A: Statistical Mechanics and its Applications 396, 42-50, 2014 | 30 | 2014 |
Seasonal fractional integrated time series models for rainfall data in Nigeria OOS Yaya, OA Fashae Theoretical and Applied Climatology 120 (1-2), 99-108, 2015 | 27 | 2015 |
Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test R Gupta, LA Gil-Alana, OOS Yaya Applied Economics 47 (8), 798-808, 2015 | 26 | 2015 |
Oil shocks and volatility of green investments: GARCH-MIDAS analyses OOS Yaya, AE Ogbonna, XV Vo Resources Policy 78, 102789, 2022 | 24 | 2022 |