OlaOluwa Simon Yaya
University of Ibadan
H-index: 20
Africa-Nigeria
Top articles of OlaOluwa Simon Yaya
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlund's GARCH‐based unit root test | International of Journal of Finance and Economics | OlaOluwa S Yaya Xuan Vinh Vo Oluwasegun B Adekoya Mamdouh Abdulaziz Saleh Al-Faryan | 2024/1/11 |
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis | Empirical Economics | Fumitaka Furuoka Luis A Gil-Alana OlaOluwa S Yaya Elayaraja Aruchunan Ahamuefula E Ogbonna | 2024/1/2 |
Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships? | International Review of Financial Analysis | Robinson Dettoni Luis A Gil-Alana OlaOluwa S Yaya | 2024/4/20 |
Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices | Energy Research Letters | OlaOluwa S Yaya | 2024 |
Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework | Singapore Economic Review | Fumitaka Furuoka Kiew Ling Pui Chinyere Mary Rose Ezeoke Ray Ikechukwu Jacob OlaOluwa S Yaya | 2020/12/3 |
Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries | Economic Change and Restructuring | OlaOluwa S Yaya Hammed A Olayinka Ahamuefula E Ogbonna Mamdouh Abdulaziz Saleh Al-Faryan Xuan Vinh Vo | 2024/4 |
African stock markets’ connectedness: Quantile VAR approach | Modern Finance | OlaOluwa S. Yaya Olayinka Adenikinju Hammed A Olayinka | 2024/2/6 |
Scientific African | Eric O Odada Daniel O Olago Lydia A Olaka | 2020 | |
Impact analysis of COVID-19 on Nigerian workers’ productivity using multiple correspondence analysis | Scientific African | Wilson Sakpere Aderonke Busayo Sakpere Ifedolapo Olanipekun OlaOluwa Simon Yaya | 2023/6/26 |
Household expenditure in Africa: Evidence of mean reversion | Statistics in transition new series | G. A. Olalude OlaOluwa S. Yaya H. A. Olayinka T. A. Jimoh A. A. Adebiyi | 2023 |
An investigation into the relationship between sugarcane and grain prices in Brazil: a fractional cointegration approach | Biofuels, Bioproducts and Biorefining | Derick. D. Quintino OlaOluwa. S. Yaya C. M. Ogino P. Ferreira | 2023/6/15 |
Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic | Asian Economics Letters | O Yaya R Akano O Adekoya | 2022 |
Stock market responses to COVID-19: The behaviors of mean reversion, dependence and persistence | Coskun Yener Omokolade Akinsomi Luis A Gil-Alana OlaOluwa S Yaya | 2023/4/9 | |
Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management | Resources Policy | Fumitaka Furuoka OlaOluwa Simon Yaya Pui Kiew Ling Mamdouh Abdulaziz Saleh Al-Faryan M Nazmul Islam | 2023/3/1 |
Long memory cointegration and Dynamic Connectedness of Volatility in US dollar Exchange rates, with FOREX portfolio investment strategy. | Quantitative Finance and Economics | I. O. Ajao H. A. Olayinka M. A. Olugbode OlaOluwa S. Yaya O. I. Shittu | 2023/12/15 |
Tail risk dependence, co-movement and predictability between green bond and green stocks | Applied Economics | Aviral Kumar Tiwari Emmanuel Joel Aikins Abakah OlaOluwa Simon Yaya Kingsley Opoku Appiah | 2023/1/7 |
Long Memory Cointegration in the Analysis of Maximum, Minimum and Range Temperatures in Africa: Implications for Climate Change | Atmosphere | OlaOluwa S Yaya Oluwaseun A Adesina Hammed A Olayinka Oluseyi E Ogunsola Luis A Gil-Alana | 2023/8/16 |
Saudi Arabia’s' Vision 2030': Will She Likely Catch up with Any of the 18 Countries Ahead of Her, and When? | Available at SSRN 4158891 | Oluwasegun Adekoya OlaOluwa S Yaya | 2022/7/10 |
Oil shocks and volatility of green investments: GARCH-MIDAS analyses | Resources Policy | OlaOluwa S Yaya Ahamuefula E Ogbonna Xuan Vinh Vo | 2022/9/1 |
Growth and growth disparities in Africa: Are differences in renewable energy use, technological advancement, and institutional reforms responsible? | Structural Change and Economic Dynamics | Oluwasegun B Adekoya OlaOluwa S Yaya Johnson A Oliyide Sunday MA Posu | 2022/3 |
Co-Authors
