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 2 2 5 99
A new unit root analysis for testing hysteresis in unemployment 0 1 3 84 0 2 9 137
An Information-Based Index of Uncertainty and the predictability of Energy Prices 0 0 0 11 2 2 3 25
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 1 2 4 99
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 1 3 9 0 4 25 36
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? 0 0 0 9 1 8 11 65
Does the choice of estimator matter for forecasting? A revisit 0 0 0 78 1 4 6 113
Does time-variation matter in the stochastic volatility components for G7 stock returns 0 0 0 57 1 1 1 56
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 1 6 17 24 8 14 32 43
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 0 3 8 21
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 0 2 0 2 4 10
Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm 0 0 0 11 0 1 6 24
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 3 5 12 31
Forecasting CO2 emissions: Does the choice of estimator matter? 0 0 0 59 3 7 9 123
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 0 5 10 146 5 15 39 655
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 0 0 24 24 6 17 65 65
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 7 2 7 19 36
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 0 33 2 4 7 100
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 1 1 2 67 4 5 8 147
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 0 3 5 74
Investigating Structural break-GARCH-based Unit root test in US exchange rates 0 1 1 18 0 1 2 36
Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North 0 0 0 8 1 1 3 45
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 1 1 2 61
Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration 0 1 1 46 2 5 9 130
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR 0 0 0 28 0 0 4 62
Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models 0 0 1 5 0 0 2 46
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 0 0 12 0 0 0 18
Pandemics and cryptocurrencies 0 0 2 17 1 2 8 42
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 0 2 7 90
Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries 0 0 0 16 2 2 4 19
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 3 8 56 56
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 1 1 4 59
Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific 0 0 1 13 0 0 2 21
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 63 0 5 7 27
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 0 7 7 12 16 36
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 1 1 3 68
Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function 0 1 2 18 2 3 10 41
Total Working Papers 2 17 68 1,085 62 152 417 2,882

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 0 1 4 16 0 1 9 44
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 0 0 5 1 1 3 28
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 0 0 7 3 4 5 36
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 4 21
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 0 1 1 1 2 4 6
Another look at the energy-growth nexus: New insights from MIDAS regressions 0 2 4 26 0 8 14 103
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 0 3 4 5 6
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 5 8 8 4 10 20 20
Digital Currencies and Macroeconomic Performance: A Global Perspective 1 1 2 5 1 1 6 10
Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries 0 0 1 2 2 5 12 18
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 0 1 1 3 5 11 14
Energy-related uncertainty and international stock market volatility 1 2 2 3 2 5 14 17
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence 0 0 0 17 1 2 6 48
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 1 1 20 44 9 29 111 208
Google trends and the predictability of precious metals 0 1 2 29 2 8 14 167
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? 0 0 0 9 2 4 7 42
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test 0 0 0 7 2 4 5 77
Information and Communication Technology (ICT) and youth unemployment in Africa 1 2 5 8 3 14 23 34
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 2 2 1 2 6 9
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 2 3 7 21
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration 0 0 1 8 3 4 10 48
Modelling cryptocurrency high–low prices using fractional cointegrating VAR 0 0 0 4 2 3 6 17
Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach 0 0 5 29 2 8 18 108
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 1 3 3 2 4 12 15
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 1 3 10
Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach 0 0 0 0 3 4 11 15
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 0 0 4 4 1 2 8 8
Stock‐induced Google trends and the predictability of sectoral stock returns 0 1 6 35 0 6 18 87
Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific 0 0 1 7 1 1 2 17
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 2 3 6 16
Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? 0 0 0 1 2 2 4 14
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 0 1 2 3 6 20
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 1 2 3 4 13
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 1 2 5 11
Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function 0 0 0 1 1 3 6 16
Total Journal Articles 5 17 72 302 67 163 407 1,370

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Statistics updated 2025-12-06