| The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect AA Salisu, AE Ogbonna Global Finance Journal 54, 100641, 2022 | 66 | 2022 |
| 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 | 63* | 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 | 60 | 2020 |
| Google trends and the predictability of precious metals AA Salisu, AE Ogbonna, A Adewuyi Resources Policy 65, 101542, 2020 | 51 | 2020 |
| 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 | 47* | 2019 |
| 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 | 45 | 2021 |
| 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 | 44 | 2022 |
| 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 | 41 | 2019 |
| 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 | 34 | 2021 |
| 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 | 33 | 2021 |
| Another look at the energy-growth nexus: New insights from MIDAS regressions AA Salisu, AE Ogbonna Energy 174, 69-84, 2019 | 29 | 2019 |
| Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? OOS Yaya, AE Ogbonna | 22 | 2019 |
| Oil shocks and volatility of green investments: GARCH-MIDAS analyses OOS Yaya, AE Ogbonna, XV Vo Resources Policy 78, 102789, 2022 | 21 | 2022 |
| 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 | 20 | 2021 |
| 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 | 19 | 2021 |
| 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 | 17 | 2022 |
| A global analysis of the macroeconomic effects of climate change IA Adediran, KO Isah, AE Ogbonna, SK Badmus Asian Economics Letters 4 (1), 2023 | 14 | 2023 |
| 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 | 14 | 2021 |
| Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR OOS Yaya, XV Vo, AE Ogbonna, AO Adewuyi International Journal of Finance & Economics, 2020 | 14 | 2020 |
| 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 | 14 | 2020 |
OlaOluwa Simon YayaEconomic and Financial Statistics Unit, Department of Statistics, University of IbadanVerified email at ui.edu.ng
