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OlaOluwa Simon Yaya
OlaOluwa Simon Yaya
Other namesYaya, O. S., O. S. Yaya
Department of Statistics, University of Ibadan
Verified email at ui.edu.ng - Homepage
Title
Cited by
Cited by
Year
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
2402022
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
1112016
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
882021
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
72*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
722014
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
642020
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
482010
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
472023
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
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
462019
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
442017
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
432016
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
432012
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
432009
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
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
292014
Oil shocks and volatility of green investments: GARCH-MIDAS analyses
OOS Yaya, AE Ogbonna, XV Vo
Resources Policy 78, 102789, 2022
282022
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
272015
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?
OOS Yaya
Journal of Science Research 17, 77-80, 2018
262018
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