Search Results - "Isah, Kazeem O."

Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach by Salisu, Afees A., Isah, Kazeem O.

“…In this paper, we re-examine the relationship between oil price and stock prices in oil exporting and oil importing countries in the following distinct ways…”
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Stock markets’ reaction to COVID-19: Analyses of countries with high incidence of cases/deaths in Africa by Udeaja, Elias A., Isah, Kazeem O.

“…Exploring daily panel dataset spanning January 5, 2015 to January 28, 2021, we examine the reaction prowess of African stock markets to the different phases of…”
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Modelling oil price-inflation nexus: The role of asymmetries by Salisu, Afees A., Isah, Kazeem O., Oyewole, Oluwatomisin J., Akanni, Lateef O.

“…In this paper, we examine the role of asymmetries in oil price-inflation nexus for selected net oil exporting and net oil importing countries using quarterly…”
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Revisiting the forecasting accuracy of Phillips curve: The role of oil price by Salisu, Afees A., Ademuyiwa, Idris, Isah, Kazeem O.

“…In this paper, we propose a revision to the traditional (demand side) Phillips curve to capture the supply (cost-push) side of inflation. We adopt the…”
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Predicting US inflation: Evidence from a new approach by Salisu, Afees A., Isah, Kazeem O.

“…In this paper, we further subject to empirical scrutiny the conclusion of Stock and Watson (1999) that commodity prices do not improve the traditional Phillips…”
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Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach by Salisu, Afees A., Isah, Kazeem O., Raheem, Ibrahim D.

“…In this paper, we offer an alternative approach to test the predictive power of commodity prices in stock returns of G7 countries. The new approach accounts…”
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Modelling exchange rate volatility in turbulent periods: The role of oil prices in Nigeria by Isah, Kazeem O., Ekeocha, Patterson

“…The oil price has been increasingly identified as a key fundamental in the dynamics of exchange rates. As a result, we investigate how changes in oil prices…”
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Experimenting with the Forecasting Power of Speculation in the Predictability of Carbon Prices by Isah, Kazeem O., Adelakun, Johnson O., Udeaja, Elias A.

“…Drawing from the big data archive of Google Trends, we innovatively construct a novel data set, the composite news-based speculation index, to proxy for the…”
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Inclusive growth, human capital development and natural resource rent in SSA by Raheem, Ibrahim D., Isah, Kazeem O., Adedeji, Abdulfatai A.

“…This paper seeks to achieve two objectives. First, we argued for the increase in government expenditure on education and health to examine the possibility of…”
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Information and Communication Technology (ICT) and youth unemployment in Africa by Ogbonna, Ahamuefula E., Adediran, Idris A., Oloko, Tirimisiyu F., Isah, Kazeem O.

“…Africa is lagging in infrastructural development including Information and Communication Technology (ICT). As there are rising employment opportunities in the…”
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Revisiting the predictive prowess of economic policy uncertainty (EPU) in stock market volatility: GEPU or NEPU? by Isah, Kazeem O., Badmus, Sheriff K., Ogunjemilua, Oluwafemi D., Adelakun, Johnson O., Yakubu, Yusuf

“…We employ the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) variant of the Mixed Data Sampling (MIDAS) [GARCH-MIDAS] model to revisit the…”
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Industrialization, FDI Inflow and Climate Change in Africa: A Scenario Analysis by ALI, Muhammad, AWE, Emmanuel O., MOHAMMED, Salam S., ISAH, Kazeem O.

“…Despite their promises of wealth creation, productivity increase, and improved living circumstances in Africa, industrialization, and foreign direct investment…”
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Does Speculation Matter in the Carbon Pricing Framework? Insights from the EU Emissions Trading System by ISAH, Kazeem O., EBEH, Joy E. A., ABOLUWODI, Damilola, ALIU, Monday, MOHAMMED, Salam S., YAKUBU, Yusuf, ALI, Muhammad

“…To align with the global goal of keeping temperature below [Formula: see text]C, a market-based initiative, “Emissions Trading System” (ETS), has been…”
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Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives by Isah, Kazeem O, Mahomedy, Abdulkader C, Udeaja, Elias A, Adelakun, Ojo J, Yakubu, Yusuf, Danmecca Musa

“…Motivated by the distinctive paradoxical nature of the Nigerian economy as the only OPEC oil‐exporting economy that yet depends heavily on the importation of…”
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Crude oil price–shale oil production nexus: a predictability analysis by Olofin, Sam O, Oloko, Tirimisiyu Folorunsho, Isah, Kazeem O, Ogbonna, Ahamuefula Ephraim

“…Purpose The purpose of this study is to investigate the predictability of crude oil price and shale oil production, in a bid to examine the possibility of…”
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Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach by Salisu, Afees A., Isah, Kazeem O., Assandri, Alberto

“…This study examines probable dynamic spillover transmissions between the Nigerian stock and money markets using the multivariate volatility framework that…”
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The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market by Isah, Kazeem O., Raheem, Ibrahim D.

“…Motivated by the increasing evidence of digital assets as hedge against traditional financial assets, this study examines the predictive power of…”
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Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach by Salisu, Afees, Isah, Kazeem O., Ogbonna, Ahamuefula Ephraim

“…ABSTRACT This study aims to examine the usefulness of corporate profits in predicting the return volatility of sectoral stocks in the United States. We use a…”
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Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels by Salisu, Afees A., Isah, Kazeem O., Cepni, Oguzhan

“…This study analyzes how monthly stock returns in the United States react to conventional and unconventional shadow rates from February 1994 to April 2023. The…”
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Testing the Forecasting Prowess of Bitcoin Uncertainty in the Predictability of Stock Returns by Isah, Kazeem O., Ekeocha, Patterson C.

“…Motivated by the theoretical prediction of a weak link between the cryptocurrency market and stock markets, most empirical literature contends that Bitcoin is…”
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