OlaOluwa S. Yaya - Publications, H-index & Citations

OlaOluwa S. Yaya

University of Navarra

21H指数

182论文数

1.7K被引数

收录论文 15

发表时间

Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach

ENERGY

IF9.4

2024-09-01

OAAI

Ogbonna, Ahamuefula E.; Farag, Markos; Akintande, Olalekan J.; Yaya, OlaOluwa S.; Olubusoye, Olusanya E.

Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships? ☆, ☆☆

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2024-07-01

PREAI

Dettoni, Robinson; Gil-Alana, Luis A.; Yaya, OlaOluwa S.

Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries

ECONOMIC CHANGE AND RESTRUCTURING

IF4.3

2024-03-22

PREAI

Yaya, OlaOluwa S.; Olayinka, Hammed A.; Ogbonna, Ahamuefula E.; Al-Faryan, Mamdouh Abdulaziz Saleh; Vo, Xuan Vinh

How do leading stock markets in America and Europe connect to Asian stock markets? Quantile dynamic connectedness

QUANTITATIVE FINANCE AND ECONOMICS

IF2.5

2024-01-01

OAAI

Yaya, OlaOluwa S.; Zhang, Miao; Xi, Han; Furuoka, Fumitaka

An investigation into the relationship between sugarcane and grain prices in Brazil: a fractional cointegration approach

BIOFUELS BIOPRODUCTS & BIOREFINING-BIOFPR

IF2.9

2023-06-21

PREAI

Quintino, Derick D.; Yaya, OlaOluwa S.; Ogino, Cristiane; Ferreira, Paulo

Stock market responses to COVID-19: The behaviors of mean reversion, dependence and persistence 股票市场对新型冠状病毒肺炎的反应: 均值回归、依赖和持久性行为

HELIYON

IF3.6

2023-04-01

OAAI

Coskun, Yener; Akinsomi, Omokolade; Gil-Alana, Luis A.; Yaya, OlaOluwa S.

Long memory cointegration and dynamic connectedness of volatility in US dollar exchange rates, with FOREX portfolio investment strategy

QUANTITATIVE FINANCE AND ECONOMICS

IF2.5

2023-01-01

OAAI

Ajao, Isaac O.; Olayinka, Hammed A.; Olugbode, Moruf A.; Yaya, OlaOluwa S.; Shittu, Olanrewaju I.

Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible?

STRUCTURAL CHANGE AND ECONOMIC DYNAMICS

IF5.5

2022-06-01

PREAI

Adekoya, Oluwasegun B.; Yaya, OlaOluwa S.; Oliyide, Johnson A.; Posu, Sunday M. A.

Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function

MIDDLE EAST DEVELOPMENT JOURNAL

IF0.8

2021-08-04

OAAI

Awolaja, Oladapo Gbenga; Yaya, OlaOluwa Simon; Ogbonna, Ahamuefula Ephraim; Joseph, Solomon Onuche; Xuan Vinh Vo

An information-based index of uncertainty and the predictability of energy prices

INTERNATIONAL JOURNAL OF ENERGY RESEARCH

IF4.2

2021-02-16

PREAI

Olubusoye, Olusanya E.; Ogbonna, Ahamuefula E.; Yaya, OlaOluwa S.; Umolo, David

Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration

ECONOMIC CHANGE AND RESTRUCTURING

IF4.3

2020-07-10

PREAI

Yaya, OlaOluwa S.; Abu, Nurudeen; Ogundunmade, Tayo P.

Time series analysis of persistence in crude oil price volatility across bull and bear regimes

ENERGY

IF9.4

2016-08-01

OAAI

Gil-Alana, Luis A.; Gupta, Rangan; Olubusoye, Olusanya E.; Yaya, OlaOluwa S.

Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time

ENERGY ECONOMICS

IF14.2

2015-12-01

PREAI

Yaya, OlaOluwa Simon; Alberiko Gil-Alana, Luis; Carcel, Hector

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

ENERGY ECONOMICS

IF14.2

2014-11-01

OAAI

Gil-Alana, Luis A.; Yaya, OlaOluwa S.

The persistence and asymmetric volatility in the Nigerian stock bull and bear markets

ECONOMIC MODELLING

IF4.7

2014-02-01

PREAI

Yaya, OlaOluwa S.; Gil-Alana, Luis A.

研究方向