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 0 2 96
A new unit root analysis for testing hysteresis in unemployment 0 1 2 83 1 2 6 133
An Information-Based Index of Uncertainty and the predictability of Energy Prices 0 0 0 11 0 0 1 23
Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break 0 0 0 28 0 0 1 96
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 0 8 8 3 9 28 28
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? 0 0 0 9 0 0 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 1 5 18 18 3 13 29 29
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 0 0 5 15
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 2 2 0 0 8 8
Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm 0 0 0 11 0 1 3 20
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 0 2 7 24
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 2 3 8 139 3 9 31 633
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 6 24 24 24 6 36 36 36
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 7 7 2 6 27 27
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 2 2 15 96
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 1 1 3 66 2 2 6 141
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 0 1 2 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 0 2 2 123
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR 0 0 0 28 1 3 4 61
Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models 0 1 1 5 0 1 2 46
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 0 0 12 0 0 0 18
Pandemics and cryptocurrencies 1 1 1 16 2 4 5 38
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 1 16 0 0 1 15
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 4 12 45 45
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 1 1 1 13 1 2 4 21
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 1 63 0 1 3 21
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 0 7 1 1 3 23
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 3 4 15 38
Total Working Papers 12 37 80 1,064 34 113 308 2,665

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 2 3 6 15 2 5 14 43
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 0 0 5 0 0 3 27
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 0 2 7 1 1 6 32
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 0 1 5 19
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 0 1 1 0 1 4 4
Another look at the energy-growth nexus: New insights from MIDAS regressions 0 0 0 22 1 3 5 92
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 1 2 2 2 3 7 7 7
Digital Currencies and Macroeconomic Performance: A Global Perspective 0 1 4 4 1 5 9 9
Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries 0 0 2 2 0 3 11 13
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 1 1 1 1 3 7 7
Energy-related uncertainty and international stock market volatility 0 0 1 1 0 1 9 9
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence 0 0 3 17 1 2 8 46
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 2 11 27 43 14 41 94 163
Google trends and the predictability of precious metals 0 0 3 28 0 2 7 158
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? 0 0 1 9 0 0 2 35
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test 0 0 0 7 0 1 3 73
Information and Communication Technology (ICT) and youth unemployment in Africa 0 1 3 5 1 3 7 15
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 1 1 2 2 3 10
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 2 2 0 0 6 7
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 0 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 1 8 0 0 8 43
Modelling cryptocurrency high–low prices using fractional cointegrating VAR 0 0 0 4 0 1 5 14
Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach 0 2 5 29 1 3 11 97
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 1 2 2 2 1 5 7 10
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 1 1 2 9
Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach 0 0 0 0 4 6 9 11
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 1 2 3 3 1 3 5 5
Stock‐induced Google trends and the predictability of sectoral stock returns 2 3 6 34 2 3 12 78
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 0 5 12
Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? 0 0 1 1 0 1 8 11
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 0 1 1 2 6 17
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 1 0 0 3 10
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 1 1 2 8
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 9 28 77 279 39 109 302 1,154

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04