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OlaOluwa Simon Yaya
OlaOluwa Simon Yaya
Economic and Financial Statistics Unit, Department of Statistics, University of Ibadan
Verified email at ui.edu.ng - Homepage
Title
Cited by
Cited by
Year
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
722016
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
532014
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
392010
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
382014
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
372016
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
362021
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
342012
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
342009
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
302019
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
282020
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
282018
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
272017
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
252019
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
222015
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
212015
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
20*2021
Fractional Integration and Asymmetric Volatility in European, American and Asian Bull and Bear Markets: Application to High‐frequency Stock Data
OOS Yaya, LA Gil‐Alana, OI Shittu
International Journal of Finance & Economics 20 (3), 276-290, 2015
192015
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
192014
Accession× treatment interaction, variability and correlation studies of pepper (Capsicum spp.) under the influence of arbuscular mycorrhiza fungus (Glomus clarum) and cow dung
OJ Olawuyi, SG Jonathan, FE Babatunde, BJ Babalola, OOS Yaya, ...
American Journal of Plant Sciences 2014, 2014
172014
Pain as 5th vital sign: impact of pain assessment training program on Nigerian nurses knowledge of pain management
PO Onianwa, TO Alonge, JA Otegbayo, EU Ike, FO Chukura, OO Are, ...
International Journal of Nursing and Midwifery 9 (11), 129-135, 2017
162017
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