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~person:"Salisu, Afees A."
~subject:"Oil price"
~subject:"Risk"
~subject:"Wechselkurs"
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Search: subject_exact:"ARCH-Modell"
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12
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Salisu, Afees A.
McAleer, Michael
45
Ma, Feng
41
Chang, Chia-Lin
34
Gupta, Rangan
32
Caporale, Guglielmo Maria
27
Bouri, Elie
19
Spagnolo, Nicola
16
Fountas, Stilianos
15
Hammoudeh, Shawkat
15
Ji, Qiang
14
Serletis, Apostolos
14
Spagnolo, Fabio
14
Wang, Yudong
14
Wei, Yu
14
Karanasos, Menelaos
13
Zhang, Yaojie
13
Filis, George
12
Bahmani-Oskooee, Mohsen
11
Funke, Michael
11
Herwartz, Helmut
11
Mensi, Walid
11
Degiannakis, Stavros
10
Gronwald, Marc
10
Han, Young Wook
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Nguyen, Duc Khuong
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9
Conrad, Christian
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Liang, Chao
9
Malik, Farooq
9
Paesani, Paolo
9
Elder, John
8
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8
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8
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Kumar, Dilip
8
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8
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8
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ECONIS (ZBW)
12
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1
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
4
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
7
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
8
Geopolitical risk and stock market volatility in emerging markets : a GARCH - MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Lasisi, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538937
Saved in:
9
A sectoral analysis of asymmetric nexus between oil price and stock returns
Salisu, Afees A.
;
Raheem, Ibrahim Dolapo
;
Ndako, Umar Bida
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 241-259
Persistent link: https://www.econbiz.de/10012205416
Saved in:
10
Comparative performance of volatility models for oil price
Salisu, Afees A.
;
Fasanya, Ismail Olaleke
- In:
International Journal of Energy Economics and Policy : IJEEP
2
(
2012
)
3
,
pp. 167-183
Persistent link: https://www.econbiz.de/10009719262
Saved in:
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