Ibadan, OR Oyo Stase 10001
Nigeria
Centre for Econometrics and Applied Research
News, Economic Policy Uncertainty, Nigeria, Machine Learning, Predictability, Forecast Evaluation
climate risk, energy market, realized volatility prediction, economic gains
Climate risk, energy market, realized volatility prediction, economic gains
News, Geopolitical risk, Nigeria, Machine Learning, Predictability, Forecast Analysis
Bitcoin market, Oil prices, realized volatility prediction, economic gains
Policy rate, Russia-Ukraine war, Inflation rate, Panel data analyses
News, Climate change, International migration, Uncertainty, Predictability D8, D81, F22
Patents, Technology shocks, Stock market volatility, Forecasting
Keywords: Climate change-related risk, Gold, Transition risk, Physical risk, Forecast, Utility metrics
Predictability, Financial stress, inflation, Forecast evaluation
Predictability, Financial stress, Inflation, Forecast evaluation
Carbon allowances; EU-ETS; Speculation; Modelling
Insecurity, food inflation, monetary policy
COVID-19, COVID-19 measures, Foreign exchange risk, Predictability. Forecast evaluation
Nigeria, Macro-econometric model, Simulation, policy coordination
Oil tail risks; Consumer prices; Predictability
Exchange Rate Volatility, Financial Stress, Predictability
Monthly Oil Price and Energy Market Uncertainties, Daily Exchange Rate Returns Volatility, GARCH-MIDAS, Forecasting
Climate change, Economic conditions, State-level, U.S. state, SVCM
Uncertainty, Economic conditions, US states, SVCM
