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 4 7 101
A new unit root analysis for testing hysteresis in unemployment 0 0 3 84 3 3 12 140
An Information-Based Index of Uncertainty and the predictability of Energy Prices 0 0 0 11 2 4 4 27
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 4 100
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 1 2 9 2 6 25 38
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? 0 0 0 9 3 11 14 68
Does the choice of estimator matter for forecasting? A revisit 0 0 0 78 2 5 8 115
Does time-variation matter in the stochastic volatility components for G7 stock returns 0 0 0 57 4 5 5 60
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 0 2 13 24 4 14 35 47
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 1 3 9 22
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 0 2 4 5 7 14
Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm 0 0 0 11 0 1 5 24
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 1 5 13 32
Forecasting CO2 emissions: Does the choice of estimator matter? 0 0 0 59 2 7 11 125
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 1 4 11 147 4 16 43 659
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 0 0 24 24 14 29 79 79
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 7 2 5 20 38
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 6 9 102
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 1 2 3 68 6 10 14 153
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 1 3 6 75
Investigating Structural break-GARCH-based Unit root test in US exchange rates 0 0 1 18 6 6 8 42
Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North 1 1 1 9 3 4 5 48
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 2 3 62
Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration 0 1 1 46 5 8 14 135
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR 0 0 0 28 1 1 5 63
Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models 0 0 1 5 4 4 6 50
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 0 0 12 1 1 1 19
Pandemics and cryptocurrencies 0 0 2 17 1 3 9 43
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 2 4 8 92
Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries 0 0 0 16 1 3 5 20
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 3 9 59 59
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 1 2 5 60
Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific 0 0 1 13 1 1 3 22
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 63 3 7 10 30
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 0 7 2 13 18 38
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 0 1 3 68
Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function 0 0 1 18 3 5 12 44
Total Working Papers 3 11 65 1,088 98 218 504 2,980

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 4 5 12 48
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 0 0 5 2 3 5 30
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 0 0 7 0 3 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 6 8 10 27
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 0 1 1 2 4 6 8
Another look at the energy-growth nexus: New insights from MIDAS regressions 1 3 5 27 4 12 18 107
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 0 0 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 0 2 8 8 6 12 26 26
Digital Currencies and Macroeconomic Performance: A Global Perspective 0 1 2 5 3 4 9 13
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 1 6 13 19
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 0 0 1 1 5 10 16 19
Energy-related uncertainty and international stock market volatility 0 1 2 3 5 8 19 22
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence 0 0 0 17 2 4 8 50
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 2 3 21 46 13 38 118 221
Google trends and the predictability of precious metals 0 0 2 29 4 8 18 171
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? 0 0 0 9 2 6 9 44
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test 0 0 0 7 1 4 6 78
Information and Communication Technology (ICT) and youth unemployment in Africa 2 3 6 10 8 18 30 42
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 1 2 1 3 6 10
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 0 1 0 0 2 10
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 0 2 7 21
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration 0 0 0 8 3 7 10 51
Modelling cryptocurrency high–low prices using fractional cointegrating VAR 0 0 0 4 0 3 6 17
Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach 0 0 3 29 0 5 16 108
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 0 3 3 3 5 14 18
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 7 14 18
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 0 0 4 4 3 4 11 11
Stock‐induced Google trends and the predictability of sectoral stock returns 1 1 6 36 8 11 25 95
Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific 0 0 1 7 0 1 2 17
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 1 4 7 17
Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? 0 0 0 1 0 2 4 14
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 0 1 0 3 5 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 5 6 15
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 1 3 6 12
Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function 0 0 0 1 1 4 7 17
Total Journal Articles 6 15 71 308 94 227 484 1,464

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Statistics updated 2026-01-09