Zobrazeno 1 - 10
of 95
pro vyhledávání: '"OlaOluwa S. Yaya"'
Publikováno v:
Quantitative Finance and Economics, Vol 8, Iss 3, Pp 502-531 (2024)
We used the quantile vector autoregressive (QVAR) dynamic connectedness framework to examine whether leading stock markets in America and Europe would have any impact on major stock markets in Asia.1 More precisely, we analyzed systematically the sto
Externí odkaz:
https://doaj.org/article/8a5f5199fc3849bfa38e7276addb25ab
Publikováno v:
Quantitative Finance and Economics, Vol 7, Iss 4, Pp 646-664 (2023)
Decisions of central banks on foreign exchange rates are based on the comovement of foreign exchange (FOREX) in mature markets such as US dollar rates to the British pound, euro, Chinese yuan, Japanese yen and Australian dollar. We investigate the lo
Externí odkaz:
https://doaj.org/article/7c4fc77ed823496f968734cc55a2ea5e
Publikováno v:
Heliyon, Vol 9, Iss 4, Pp e15084- (2023)
We examine stock market responses during the COVID-19 pandemic period using fractional integration techniques. The evidence suggests that stock markets generally follow a synchronized movement before and the stages of the pandemic shocks. We find whi
Externí odkaz:
https://doaj.org/article/175239fc0ee04362ae4dc8fa0958d1da
Publikováno v:
Scientific African, Vol 17, Iss , Pp e01301- (2022)
The low spread of the global pandemic in Africa has raised concerns. Consequently, many commentators have misconstrued concerns suspecting weather, and immunity to be prime reasons. This study investigates the factors associated with the high and low
Externí odkaz:
https://doaj.org/article/79e88188e8e644d9bd17dc8001696c3b
Autor:
OlaOluwa S. Yaya, Oluwaseun A. Adesina, Hammed A. Olayinka, Oluseyi E. Ogunsola, Luis A. Gil-Alana
Publikováno v:
Atmosphere, Vol 14, Iss 8, p 1299 (2023)
This paper deals with the analysis of the temperatures in a group of 36 African countries. By looking at the maximum, minimum and the range (the difference between the maximum and the minimum) and using a long memory model based on fractional integra
Externí odkaz:
https://doaj.org/article/c0ef9afb047f47c3a22869317c431719
Autor:
Olusanya E. Olubusoye, Olalekan J. Akintande, OlaOluwa S. Yaya, Ahamuefula E. Ogbonna, Adeola F. Adenikinju
Publikováno v:
Intelligent Systems with Applications, Vol 12, Iss , Pp 200050- (2021)
The study investigates the impact of uncertainties on energy pricing during the COVID-19 pandemic using five uncertainty measures that include the COVID-Induced Uncertainty (CIU), Economic Policy Uncertainty (EPU), Global Fear Index (GFI); Volatility
Externí odkaz:
https://doaj.org/article/b1024230ebbe49f28d8f62478b7fe338
Publikováno v:
Structural Change and Economic Dynamics. 61:265-277
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ea62a9a17bb11647a214a1776a399b1
https://doi.org/10.1016/j.strueco.2022.02.020
https://doi.org/10.1016/j.strueco.2022.02.020
Publikováno v:
Middle East Development Journal. 13:318-334
Unemployment hysteresis of the Middle East and North African (MENA) countries is investigated under a battery of unit root testing frameworks in the extant literature, including a recently proposed Panel SUR Dickey-Fuller-like unit root test with Fou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bdf85b9b891ea78d07c8bcce65d71ac5
https://doi.org/10.1080/17938120.2021.1958587
https://doi.org/10.1080/17938120.2021.1958587
Publikováno v:
International Journal of Finance & Economics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c1fa4bee3bd3e2ac7a67fcc6ebc8823
https://doi.org/10.1002/ijfe.2676
https://doi.org/10.1002/ijfe.2676
Publikováno v:
International Journal of Energy Research. 45:10235-10249
We develop an index of uncertainty, the COVID-19 induced uncertainty (CIU) index, and employ it to empirically examine the vulnerability of energy prices amidst the COVID-19 pandemic using a distributed lag model that jointly accounts for conditional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e09d2b5f8661ec3ac0fa13b436479d38
https://doi.org/10.1002/er.6512
https://doi.org/10.1002/er.6512