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 3 13 17 112
A new unit root analysis for testing hysteresis in unemployment 0 1 4 85 0 7 14 144
An Information-Based Index of Uncertainty and the predictability of Energy Prices 0 0 0 11 3 8 10 33
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 0 7 10 106
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 0 1 9 3 12 31 48
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? 0 0 0 9 20 28 39 93
Does the choice of estimator matter for forecasting? A revisit 0 0 0 78 2 10 16 123
Does time-variation matter in the stochastic volatility components for G7 stock returns 0 0 0 57 5 13 14 69
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 1 1 12 25 3 13 41 56
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 2 7 13 28
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 0 2 5 17 20 27
Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm 0 0 0 11 2 7 12 31
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 7 12 22 43
Forecasting CO2 emissions: Does the choice of estimator matter? 0 0 0 59 1 7 14 130
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 1 2 12 148 1 16 49 671
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 0 0 24 24 3 21 86 86
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 7 0 8 25 44
How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? 0 0 0 16 0 3 3 69
Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test 0 0 0 33 4 16 22 116
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 1 2 4 69 1 11 19 158
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 2 4 9 78
Investigating Structural break-GARCH-based Unit root test in US exchange rates 0 0 1 18 0 10 12 46
Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North 0 1 1 9 3 11 13 56
Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends 0 1 1 3 7 11 12 72
Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration 0 0 1 46 8 19 28 149
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR 0 0 0 28 2 5 9 67
Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models 0 0 1 5 0 6 8 52
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 0 0 12 5 11 11 29
Pandemics and cryptocurrencies 0 1 3 18 1 5 13 47
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 3 13 19 103
Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries 0 0 0 16 1 3 7 22
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 3 10 46 66
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 0 4 8 63
Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific 0 0 1 13 7 12 14 33
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 63 1 6 13 33
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 0 7 4 12 26 48
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 0 3 5 71
Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function 0 0 1 18 4 10 18 51
Total Working Papers 3 9 68 1,094 116 391 748 3,273

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 0 4 16 2 11 17 55
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 0 0 5 1 5 6 33
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 1 1 8 2 7 12 43
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 16 20 37
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 0 1 1 0 11 15 17
Another look at the energy-growth nexus: New insights from MIDAS regressions 0 1 5 27 0 11 25 114
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 1 0 1 1 16
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 0 0 0 5 6
Climate risks and the REITs market 0 1 9 9 0 10 30 30
Digital Currencies and Macroeconomic Performance: A Global Perspective 0 1 3 6 2 13 19 23
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 4 7 18 25
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 0 1 1 0 10 21 24
Energy-related uncertainty and international stock market volatility 0 1 3 4 1 12 22 29
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence 0 0 0 17 1 7 11 55
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 1 4 20 48 6 33 127 241
Google trends and the predictability of precious metals 0 0 1 29 1 14 27 181
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? 0 0 0 9 1 6 13 48
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test 0 0 0 7 0 3 8 80
Information and Communication Technology (ICT) and youth unemployment in Africa 1 3 7 11 1 12 34 46
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 4 6 13
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 1 5 12 26
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 10 17 58
Modelling cryptocurrency high–low prices using fractional cointegrating VAR 0 0 0 4 0 5 10 22
Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach 1 1 3 30 3 6 20 114
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 1 4 4 1 7 17 22
Oil tail risks and the realized variance of consumer prices in advanced economies 0 0 0 1 0 1 1 2
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 0 0 2 0 3 5 13
Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach 0 0 0 0 2 11 21 26
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 0 0 4 4 4 9 16 17
Stock‐induced Google trends and the predictability of sectoral stock returns 0 1 6 36 2 16 31 103
Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific 0 0 1 7 0 3 5 20
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 3 9 14 25
Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? 0 0 0 1 4 9 13 23
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 0 1 0 2 7 22
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 1 0 3 6 16
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 1 4 8 15
Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function 0 0 0 1 1 6 10 22
Total Journal Articles 3 15 74 317 46 302 652 1,672

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Statistics updated 2026-03-04