关注
Ahamuefula Ephraim OGBONNA, PDS, B.Sc., M.Sc., Ph.D. (Statistics)
Ahamuefula Ephraim OGBONNA, PDS, B.Sc., M.Sc., Ph.D. (Statistics)
Centre for Econometrics and Applied Research, Ibadan, Nigeria
在 cear.org.ng 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect
AA Salisu, AE Ogbonna
Global Finance Journal 54, 100641, 2022
712022
A new unit root test for unemployment hysteresis based on the autoregressive neural network
OOS Yaya, AE Ogbonna, F Furuoka, LA Gil‐Alana
Oxford Bulletin of Economics and Statistics 83 (4), 960-981, 2021
71*2021
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 & Economics, 2020
622020
Google trends and the predictability of precious metals
AA Salisu, AE Ogbonna, A Adewuyi
Resources Policy 65, 101542, 2020
562020
Geopolitical risk and stock market volatility in emerging markets: A GARCH–MIDAS approach
AA Salisu, AE Ogbonna, L Lasisi, A Olaniran
The North American Journal of Economics and Finance 62, 101755, 2022
552022
Stock‐induced Google trends and the predictability of sectoral stock returns
AA Salisu, AE Ogbonna, I Adediran
Journal of Forecasting 40 (2), 327-345, 2021
512021
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
49*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
462019
Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach
TF Oloko, AE Ogbonna, AA Adedeji, N Lakhani
Economic Analysis and Policy 70, 259-275, 2021
372021
A new index for measuring uncertainty due to the COVID-19 pandemic
AA Salisu, AE Ogbonna, TF Oloko, IA Adediran
Sustainability 13 (6), 3212, 2021
352021
Another look at the energy-growth nexus: New insights from MIDAS regressions
AA Salisu, AE Ogbonna
Energy 174, 69-84, 2019
332019
Oil shocks and volatility of green investments: GARCH-MIDAS analyses
OOS Yaya, AE Ogbonna, XV Vo
Resources Policy 78, 102789, 2022
262022
Energy pricing during the COVID-19 pandemic: Predictive information-based uncertainty indexes with machine learning algorithm
OE Olubusoye, OJ Akintande, OOS Yaya, AE Ogbonna, AF Adenikinju
Intelligent Systems with Applications 12, 200050, 2021
242021
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?
OOS Yaya, AE Ogbonna
232019
An information‐based index of uncertainty and the predictability of energy prices
OE Olubusoye, AE Ogbonna, OOS Yaya, D Umolo
International Journal of Energy Research, 2021
202021
A global analysis of the macroeconomic effects of climate change
IA Adediran, KO Isah, AE Ogbonna, SK Badmus
Asian Economics Letters 4 (1), 2023
182023
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data
AA Salisu, R Gupta, AE Ogbonna
International Journal of Finance & Economics 27 (1), 384-400, 2022
172022
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence
TF Oloko, AE Ogbonna, AA Adedeji, N Lakhani
Resources Policy 74, 102369, 2021
162021
Crude oil price–shale oil production nexus: a predictability analysis
SO Olofin, TF Oloko, KO Isah, AE Ogbonna
International Journal of Energy Sector Management 14 (4), 729-744, 2020
162020
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR
OOS Yaya, XV Vo, AE Ogbonna, AO Adewuyi
International Journal of Finance & Economics, 2020
142020
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