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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

Connectedness of green investments and uncertainties : new evidence from emerging markets

Ogbonna, Ahamuefula Ephraim; Olubusoye, Olusanya Elisa - In: Fulbright review of economics and policy 2 (2022) 2, pp. 136-160

Purpose: This study aims to investigate the response of green investments of emerging countries to own-market uncertainty, oil-market uncertainty and COVID-19 effect/geo-political risks (GPRs), using the tail risks of corresponding markets as measures of uncertainty. Design/methodology/approach:...

Persistent link: https://www.econbiz.de/10013549801

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

Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - In: Finance research letters 67 (2024) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10015062441

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

The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration

Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Energy economics 46 (2014), pp. 328-333

Persistent link: https://www.econbiz.de/10011298580

Time series analysis of volatility in the petroleum pricing markets : the persistence, asymmetry and jumps in the returns series

Olubusoye, Olusanya E.; Yaya, OlaOluwa S. - In: OPEC energy review 40 (2016) 3, pp. 235-262

Persistent link: https://www.econbiz.de/10011711514

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