Ahamuefula Ephraim Ogbonna
Names
| first: |
Ahamuefula |
| middle: |
Ephraim |
| last: |
Ogbonna |
Identifer
Contact
Affiliations
-
Centre for Econometrics and Applied Research
Research profile
author of:
- Tail Risks and Stock Return Predictability - Evidence From Asia-Pacific (RePEc:ayb:jrnael:40)
by Ahamuefula E. Ogbonna & Olusanya E. Olubusoye - A Global Analysis of the Macroeconomic Effects of Climate Change (RePEc:ayb:jrnael:82)
by Idris A. Adediran & Kazeem O. Isah & Ahamuefula E. Ogbonna & Sheriff K. Badmus - A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network (RePEc:bla:obuest:v:83:y:2021:i:4:p:960-981)
by OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Fumitaka Furuoka & Luis A. Gil‐Alana - Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach (RePEc:cui:wpaper:0025)
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models (RePEc:cui:wpaper:0035)
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - Forecasting CO2 emissions: Does the choice of estimator matter? (RePEc:cui:wpaper:0045)
by Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna - Does the choice of estimator matter for forecasting? A revisit (RePEc:cui:wpaper:0053)
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi - Does time-variation matter in the stochastic volatility components for G7 stock returns (RePEc:cui:wpaper:0062)
by Afees A. Salisu & Ahamuefula Ephraim Ogbonna - Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach (RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275)
by Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman - Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach (RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. & Lasisi, Lukman & Olaniran, Abeeb - Another look at the energy-growth nexus: New insights from MIDAS regressions (RePEc:eee:energy:v:174:y:2019:i:c:p:69-84)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. - The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect (RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000399)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. - Google trends and the predictability of precious metals (RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307408)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. & Adewuyi, Adeolu - Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence (RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003780)
by Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman - Oil shocks and volatility of green investments: GARCH-MIDAS analyses (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002379)
by Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh - Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004792)
by Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh - Oil tail risks and the realized variance of consumer prices in advanced economies (RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x)
by Salisu, Afees A. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh - Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour? (RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828)
by Ayinde, Taofeek O. & Olaniran, Abeeb O. & Abolade, Onomeabure C. & Ogbonna, Ahamuefula Ephraim - How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash? (RePEc:eee:phsmap:v:531:y:2019:i:c:s0378437119309902)
by Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E. - Unknown item RePEc:exl:29stat:v:20:y:2019:i:3:p:119-132 (article)
- Unknown item RePEc:exl:29stat:v:22:y:2021:i:1:p:75-88 (article)
- A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic (RePEc:gam:jsusta:v:13:y:2021:i:6:p:3212-:d:517131)
by Afees A. Salisu & Ahamuefula E. Ogbonna & Tirimisiyu F. Oloko & Idris A. Adediran - Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries (RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09658-1)
by OlaOluwa S. Yaya & Hammed A. Olayinka & Ahamuefula E. Ogbonna & Mamdouh Abdulaziz Saleh Al-Faryan & Xuan Vinh Vo - Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR (RePEc:pra:mprapa:102190)
by Yaya, OaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula E & Adewuyi, Adeolu O - Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North (RePEc:pra:mprapa:102873)
by Yaya, OlaOluwa S & Oyekunrin, Oluwaseun A & Ogbonna, Ahamuefula E - Pandemics and cryptocurrencies (RePEc:pra:mprapa:109597)
by Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu - To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS (RePEc:pra:mprapa:109680)
by Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E - Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function (RePEc:pra:mprapa:109831)
by Awolaja, Oladapo G. & Yaya, OlaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula & Joseph, Solomon O. - Energy Pricing during the COVID-19 Pandemic: Predictive Information-Based Uncertainty Indexes with Machine Learning Algorithm (RePEc:pra:mprapa:109838)
by Olubusoye, Olusanya E & Akintande, Olalekan J. & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula & Adenikinju, Adeola F. - An Information-Based Index of Uncertainty and the predictability of Energy Prices (RePEc:pra:mprapa:109839)
by Olubusoye, Olusanya E & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula - Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific (RePEc:pra:mprapa:109922)
by Ogbonna, Ahamuefula & Olubusoye, Olusanya E - Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries (RePEc:pra:mprapa:113139)
by Raifu, Isiaka Akande & Ogbonna, Ahamuefula E - Oil shocks and volatility of green investments: GARCH-MIDAS analyses (RePEc:pra:mprapa:113707)
by Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Vo, Xuan Vinh - Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses (RePEc:pra:mprapa:114689)
by Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh - Investigating Structural break-GARCH-based Unit root test in US exchange rates (RePEc:pra:mprapa:88768)
by Yaya, OlaOluwa S & Akinlana, Damola M & Ogbonna, Ahamuefula E - Modelling crude oil-petroleum products’ price nexus using dynamic conditional correlation GARCH models (RePEc:pra:mprapa:91227)
by Yaya, OlaOluwa & Ogbonna, Ahamuefula - How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash? (RePEc:pra:mprapa:91253)
by Yaya, OlaOluwa S & Ogbonna, Ephraim A & Olubusoye, Olusanya E - Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency? (RePEc:pra:mprapa:91429)
by Yaya, OlaOluwa S & Ogbonna, Ephraim A - Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration (RePEc:pra:mprapa:91450)
by Yaya, OlaOluwa S & Ogbonna, Ephraim A & Mudida, Robert - Are inflation rates in OECD countries actually stationary during 2011-2018? Evidence based on Fourier Nonlinear Unit root tests with Break (RePEc:pra:mprapa:93937)
by Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Atoi, Ngozi V - Hysteresis of Unemployment Rates in Africa: New Findings from Fourier ADF test (RePEc:pra:mprapa:93939)
by Yaya, OlaOluwa S & Ogbonna, Ahamuefula & Mudida, Robert - Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach (RePEc:pra:mprapa:93941)
by Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A - A new unit root analysis for testing hysteresis in unemployment (RePEc:pra:mprapa:96621)
by Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A. - A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data (RePEc:pre:wpaper:201978)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States (RePEc:pre:wpaper:202058)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis (RePEc:pre:wpaper:202102)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar - Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data (RePEc:pre:wpaper:202117)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Energy-Related Uncertainty and International Stock Market Volatility (RePEc:pre:wpaper:202336)
by Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri - Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test (RePEc:spr:qualqt:v:53:y:2019:i:6:d:10.1007_s11135-019-00894-6)
by OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida - Information and Communication Technology (ICT) and youth unemployment in Africa (RePEc:spr:qualqt:v:57:y:2023:i:6:d:10.1007_s11135-022-01600-9)
by Ahamuefula E. Ogbonna & Idris A. Adediran & Tirimisiyu F. Oloko & Kazeem O. Isah - Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data (RePEc:taf:eurjfi:v:29:y:2023:i:4:p:466-481)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function (RePEc:taf:rmdjxx:v:13:y:2021:i:2:p:318-334)
by Oladapo Gbenga Awolaja & OlaOluwa Simon Yaya & Ahamuefula Ephraim Ogbonna & Solomon Onuche Joseph & Xuan Vinh Vo - Cpi Inflation In Africa: Fractional Persistence, Mean Reversion And Nonlinearity (RePEc:vrs:stintr:v:20:y:2019:i:3:p:119-132:n:2)
by Yaya O. S. & Akintande O. J. & Ogbonna A. E. & Adegoke H. M. - Life expectancy in West African countries: Evidence of convergence and catching up with the north (RePEc:vrs:stintr:v:22:y:2021:i:1:p:75-88:n:6)
by Yaya OlaOluwa S. & Otekunrin Oluwaseun A. & Ogbonna Ahamuefula E. - Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1318-1335)
by OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida & Nuruddeen Abu - Mapping US presidential terms with S&P500 index: Time series analysis approach (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1938-1954)
by Luis A. Gil‐Alana & Robert Mudida & OlaOluwa S. Yaya & Kazeem A. Osuolale & Ahamuefula E. Ogbonna - A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:384-400)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Modelling cryptocurrency high–low prices using fractional cointegrating VAR (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:489-505)
by OlaOluwa S. Yaya & Xuan Vinh Vo & Ahamuefula E. Ogbonna & Adeolu O. Adewuyi - Stock‐induced Google trends and the predictability of sectoral stock returns (RePEc:wly:jforec:v:40:y:2021:i:2:p:327-345)
by Afees A. Salisu & Ahamuefula E. Ogbonna & Idris Adediran - Point and density forecasting of macroeconomic and financial uncertainties of the USA (RePEc:wly:jforec:v:40:y:2021:i:4:p:700-707)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna - Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis (RePEc:wly:jforec:v:41:y:2022:i:7:p:1525-1556)
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar