Access Statistics for Ahamuefula Ephraim Ogbonna

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data 0 0 0 60 0 2 2 96
A new unit root analysis for testing hysteresis in unemployment 1 2 2 83 1 3 7 132
An Information-Based Index of Uncertainty and the predictability of Energy Prices 0 0 0 11 0 0 2 23
Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break 0 0 1 28 0 0 4 96
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 0 8 8 1 4 20 20
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? 0 0 0 9 0 1 2 55
Does the choice of estimator matter for forecasting? A revisit 0 0 0 78 0 0 0 107
Does time-variation matter in the stochastic volatility components for G7 stock returns 0 0 0 57 0 0 0 55
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 3 4 16 16 6 9 22 22
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 10 10 0 1 15 15
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 2 2 0 1 8 8
Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm 0 0 0 11 1 1 3 20
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 1 3 8 23
Forecasting CO2 emissions: Does the choice of estimator matter? 0 0 0 59 0 0 3 116
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 0 0 6 136 3 7 31 627
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 7 7 2 5 23 23
How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? 0 0 0 16 0 0 0 66
Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test 0 0 1 33 0 1 13 94
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 0 0 3 65 0 0 6 139
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 1 1 3 70
Investigating Structural break-GARCH-based Unit root test in US exchange rates 0 0 0 17 0 0 1 34
Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North 0 0 0 8 0 0 3 43
Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends 0 0 0 2 0 0 5 60
Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration 0 0 0 45 2 2 3 123
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR 0 0 0 28 2 2 3 60
Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models 0 0 0 4 0 1 1 45
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 0 0 12 0 0 0 18
Pandemics and cryptocurrencies 0 0 0 15 2 2 3 36
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 0 0 1 84
Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries 0 0 2 16 0 0 2 15
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 1 34 34 34
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 0 0 0 55
Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific 0 0 0 12 1 1 3 20
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 1 63 1 1 3 21
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 0 7 0 1 4 22
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 0 0 2 66
Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function 0 0 2 17 1 3 13 35
Total Working Papers 4 6 61 1,031 26 86 253 2,578

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Global Analysis of the Macroeconomic Effects of Climate Change 1 1 5 13 2 3 13 40
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 0 0 5 0 1 4 27
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 0 3 7 0 0 8 31
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data 0 0 0 7 1 2 5 19
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 1 1 1 0 1 3 3
Another look at the energy-growth nexus: New insights from MIDAS regressions 0 0 0 22 0 0 3 89
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 0 0 0 1 1
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 1 0 0 0 15
Climate risks and the REITs market 0 0 0 0 3 3 3 3
Digital Currencies and Macroeconomic Performance: A Global Perspective 1 1 4 4 2 2 6 6
Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries 0 1 2 2 0 4 10 10
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 1 1 1 1 2 3 6 6
Energy-related uncertainty and international stock market volatility 0 0 1 1 0 4 8 8
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence 0 0 5 17 0 1 8 44
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 8 13 25 40 18 30 88 140
Google trends and the predictability of precious metals 0 1 5 28 2 5 10 158
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? 0 0 2 9 0 0 4 35
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test 0 0 0 7 0 0 3 72
Information and Communication Technology (ICT) and youth unemployment in Africa 1 1 3 5 2 2 6 14
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 2 2 0 1 6 7
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 1 1 0 0 1 8
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 2 2 3 16
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration 0 0 2 8 0 2 9 43
Modelling cryptocurrency high–low prices using fractional cointegrating VAR 0 0 0 4 1 2 5 14
Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach 0 1 3 27 0 2 9 94
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 1 1 1 1 3 4 5 8
Oil tail risks and the realized variance of consumer prices in advanced economies 0 0 0 1 0 0 0 1
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 0 0 2 0 0 1 8
Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach 0 0 0 0 0 0 5 5
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 0 1 1 1 0 2 2 2
Stock‐induced Google trends and the predictability of sectoral stock returns 0 1 6 31 0 4 12 75
Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific 0 0 0 6 0 0 0 15
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 0 1 5 12
Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? 0 0 1 1 0 0 8 10
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 0 1 0 0 6 15
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 1 0 1 3 10
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 0 1 1 7
Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function 0 0 0 1 0 0 5 12
Total Journal Articles 13 24 74 264 38 83 275 1,083

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Statistics updated 2025-05-12