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  3. Department of Economics, University of Pretoria
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Results 1-10 of 11.
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Year of PublicationTitlePerson(s)
2024Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approachSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Ji, Qiang
2024Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approachSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Cepni, Oguzhan
2024Energy market uncertainties and gold return volatility : a GARCH-MIDAS approachSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Shiba, Sisa
2024Geopolitical risks and oil returns volatility : a GARCH-MIDAS approachSalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan
2023Technological shocks and stock market volatility over a century : a GARCHMIDAS approachSalisu, Afees A.; Demirer, Rıza; Gupta, Rangan
2023Energy-related uncertainty and international stock market volatilitySalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Bouri, Elie
2023Oil price returns skewness and forecastability of international stock returns over one century of dataSalisu, Afees A.; Gupta, Rangan
2023Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS modelSalisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, Oguzhan
2022Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approachSalisu, Afees A.; Gupta, Rangan; Bouri, Elie
2022Policy uncertainty and stock market volatility revisited : the predictive role of signal qualitySalisu, Afees A.; Demirer, Rıza; Gupta, Rangan