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 5 10 23 119
A new unit root analysis for testing hysteresis in unemployment 0 0 2 85 3 7 19 151
An Information-Based Index of Uncertainty and the predictability of Energy Prices 0 0 0 11 3 6 13 36
Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break 0 0 1 29 2 2 12 108
Climate Policy Uncertainty and the Forecastability of Inflation 0 0 32 32 2 5 62 62
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 1 1 2 10 7 14 39 59
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? 0 0 0 9 10 35 53 108
Does the choice of estimator matter for forecasting? A revisit 0 0 0 78 2 5 19 126
Does time-variation matter in the stochastic volatility components for G7 stock returns 0 0 0 57 2 7 16 71
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 0 2 10 26 6 22 53 75
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 4 7 18 33
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 0 2 4 10 24 32
Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm 0 0 0 11 2 4 13 33
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 6 15 28 51
Forecasting CO2 emissions: Does the choice of estimator matter? 0 0 0 59 0 1 14 130
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 0 1 12 148 10 14 57 684
Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes 0 0 0 0 3 16 24 24
Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes 0 0 0 0 1 5 20 20
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 0 0 24 24 5 8 91 91
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 7 3 6 27 50
How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? 0 0 0 16 0 2 5 71
Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test 0 0 0 33 2 7 25 119
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 0 1 4 69 3 5 23 162
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 3 7 13 83
Investigating Structural break-GARCH-based Unit root test in US exchange rates 0 0 1 18 3 4 16 50
Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North 0 0 1 9 3 7 17 60
Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends 0 0 1 3 3 11 16 76
Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration 0 0 1 46 0 10 28 151
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR 0 0 0 28 3 5 10 70
Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models 0 0 1 5 3 3 10 55
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 1 1 1 13 6 13 19 37
Pandemics and cryptocurrencies 0 0 3 18 3 5 15 51
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 4 9 25 109
Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries 0 0 0 16 2 6 12 27
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 3 11 40 74
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 0 0 8 63
Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific 0 0 1 13 2 9 15 35
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 63 3 6 17 38
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 0 7 3 7 29 51
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 1 1 6 72
Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function 0 0 1 18 1 5 17 52
Total Working Papers 2 6 98 1,129 131 332 991 3,569

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 4 17 3 6 19 59
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 0 0 5 1 2 7 34
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 0 1 8 2 5 15 46
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 4 5 22 41
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 0 0 1 1 1 15 18
Another look at the energy-growth nexus: New insights from MIDAS regressions 0 0 5 27 4 5 30 119
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 0 0 1 6 7
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 1 1 1 2 17
Climate risks and the REITs market 1 1 10 10 5 6 33 36
Digital Currencies and Macroeconomic Performance: A Global Perspective 0 0 2 6 4 6 21 27
Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries 0 0 0 2 2 6 17 27
Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach 0 0 3 3 3 10 21 21
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 0 0 1 2 2 20 26
Energy-related uncertainty and international stock market volatility 0 0 3 4 4 7 27 35
Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty 0 3 3 3 2 6 17 17
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence 0 0 0 17 0 3 13 57
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 4 5 12 52 15 41 136 276
Google trends and the predictability of precious metals 1 1 2 30 4 8 30 188
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? 0 0 0 9 1 2 14 49
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test 0 0 0 7 2 2 10 82
Information and Communication Technology (ICT) and youth unemployment in Africa 0 2 7 12 3 8 39 53
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 0 1 0 0 2 10
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 0 2 0 0 6 13
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 2 3 12 28
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration 0 0 0 8 1 5 19 62
Modelling cryptocurrency high–low prices using fractional cointegrating VAR 0 0 0 4 2 3 11 25
Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach 0 1 3 30 5 9 26 120
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 0 3 4 1 4 17 25
Oil tail risks and the realized variance of consumer prices in advanced economies 0 0 0 1 0 0 1 2
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 0 0 2 1 1 6 14
Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach 0 0 0 0 3 5 24 29
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 0 0 3 4 1 7 18 20
Stock‐induced Google trends and the predictability of sectoral stock returns 0 1 6 37 0 6 32 107
Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific 0 0 1 7 3 3 8 23
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 3 6 16 28
Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? 0 0 0 1 1 9 18 28
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 0 1 3 4 11 26
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 1 3 4 10 20
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 2 5 12 19
Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function 0 0 0 1 0 1 10 22
Total Journal Articles 7 15 68 332 94 208 773 1,856

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Statistics updated 2026-05-06