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OlaOluwa Simon Yaya
OlaOluwa Simon Yaya
Economic and Financial Statistics Unit, Department of Statistics, University of Ibadan
Dirección de correo verificada de ui.edu.ng - Página principal
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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
1912022
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
992016
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
742021
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
642014
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
61*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 and Economics, 1-18, 2020
582020
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
472010
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
432019
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
422016
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
422012
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
412017
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
412009
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
392019
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
392014
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
352018
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
302023
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
282014
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
262015
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
252015
Oil shocks and volatility of green investments: GARCH-MIDAS analyses
OOS Yaya, AE Ogbonna, XV Vo
Resources Policy 78, 102789, 2022
212022
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