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 22 119
A new unit root analysis for testing hysteresis in unemployment 0 0 2 85 0 0 17 151
An Information-Based Index of Uncertainty and the predictability of Energy Prices 0 0 0 11 1 3 16 39
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 2 14 110
Climate Policy Uncertainty and the Forecastability of Inflation 0 0 32 32 0 2 64 64
Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence 0 0 2 10 0 1 29 60
Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? 0 0 0 9 5 8 61 116
Does the choice of estimator matter for forecasting? A revisit 0 0 0 78 0 0 18 126
Does time-variation matter in the stochastic volatility components for G7 stock returns 0 0 0 57 0 0 16 71
Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective 0 2 10 28 2 22 68 97
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach 0 0 0 10 0 1 18 34
Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach 0 0 0 2 1 1 25 33
Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm 0 0 0 11 1 1 13 34
Energy-Related Uncertainty and International Stock Market Volatility 0 0 0 7 1 4 31 55
Forecasting CO2 emissions: Does the choice of estimator matter? 0 0 0 59 0 0 14 130
Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models 0 2 10 150 0 2 49 686
Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes 0 0 0 0 0 4 28 28
Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes 0 0 0 0 0 0 20 20
Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty 0 0 0 24 2 4 54 95
Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 7 2 9 30 59
How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? 0 0 0 16 0 1 6 72
Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test 0 0 0 33 0 3 26 122
Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach 0 0 3 69 1 1 22 163
Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach 0 0 0 19 0 1 13 84
Investigating Structural break-GARCH-based Unit root test in US exchange rates 0 0 1 18 0 0 16 50
Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North 0 0 1 9 0 1 18 61
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 1 16 32 92
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 3 30 154
Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR 0 0 0 28 0 0 8 70
Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models 0 0 0 5 0 1 10 56
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 0 1 13 0 1 20 38
Pandemics and cryptocurrencies 0 0 1 18 0 3 15 54
Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States 0 0 0 28 0 0 24 109
Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries 0 0 0 16 0 0 11 27
Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach 0 0 0 0 1 2 29 76
Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data 0 0 0 22 0 0 7 63
Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific 0 0 0 13 0 0 14 35
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 0 0 63 0 3 20 41
To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS 0 0 0 7 1 3 31 54
Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis 0 0 0 20 0 1 7 73
Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function 0 0 1 18 0 0 14 52
Total Working Papers 0 4 67 1,133 19 104 980 3,673

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 2 17 2 3 19 62
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic 0 0 0 5 0 0 7 34
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network* 0 1 2 9 0 2 16 48
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 3 25 44
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis 0 0 0 1 0 1 15 19
Another look at the energy-growth nexus: New insights from MIDAS regressions 0 0 5 27 0 0 26 119
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 0 1 3 9 10
CPI INFLATION IN AFRICA: FRACTIONAL PERSISTENCE, MEAN REVERSION AND NONLINEARITY 0 0 0 1 2 2 4 19
Climate risks and the REITs market 1 1 8 11 1 2 28 38
Digital Currencies and Macroeconomic Performance: A Global Perspective 0 1 3 7 0 1 19 28
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 1 1 15 28
Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach 0 0 3 3 1 2 23 23
Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach 1 1 1 2 2 8 26 34
Energy-related uncertainty and international stock market volatility 1 1 4 5 1 4 30 39
Forecasting Market Fear: the roles of policy uncertainty and geopolitical Risk 0 0 0 0 0 0 0 0
Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes 1 1 1 1 3 5 5 5
Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty 0 1 4 4 0 6 23 23
Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence 0 0 0 17 0 0 11 57
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 3 9 18 61 8 29 137 305
Google trends and the predictability of precious metals 1 2 4 32 4 7 36 195
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? 0 0 0 9 0 0 13 49
Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test 0 0 0 7 1 1 10 83
Information and Communication Technology (ICT) and youth unemployment in Africa 0 1 7 13 2 6 41 59
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 0 1 0 0 0 10
Life expectancy in West African countries: Evidence of convergence and catching up with the north 0 0 0 2 1 1 7 14
Mapping US presidential terms with S&P500 index: Time series analysis approach 0 0 0 1 1 2 13 30
Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration 0 0 0 8 0 1 19 63
Modelling cryptocurrency high–low prices using fractional cointegrating VAR 0 0 0 4 1 1 12 26
Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach 0 0 1 30 2 3 23 123
Oil shocks and volatility of green investments: GARCH-MIDAS analyses 0 1 3 5 0 1 16 26
Oil tail risks and the realized variance of consumer prices in advanced economies 0 0 0 1 2 5 6 7
Point and density forecasting of macroeconomic and financial uncertainties of the USA 0 0 0 2 0 1 6 15
Re-validating the Phillips Curve hypothesis in Africa and the role of oil prices: A mixed-frequency approach 0 0 0 0 2 3 21 32
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach 0 0 0 4 0 1 15 21
Stock‐induced Google trends and the predictability of sectoral stock returns 0 0 3 37 2 5 32 112
Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific 0 0 0 7 1 1 8 24
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data* 0 0 0 3 0 0 15 28
Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? 0 0 0 1 0 0 16 28
The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect 0 0 0 1 1 1 10 27
Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 0 2 2 3 1 6 16 26
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis 0 0 0 2 1 2 12 21
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 10 22
Total Journal Articles 8 22 71 354 45 120 795 1,976

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Statistics updated 2026-08-07