Afees Salisu

Centre for Econometrics and Applied Research

Professor

Ibadan, OR Oyo Stase 10001

Nigeria

  • Centre for Econometrics and Applied Research

SCHOLARLY PAPERS

19

DOWNLOADS

1,573

TOTAL CITATIONS

6

Scholarly Papers (19)

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1.

A News-Based Economic Policy Uncertainty Index for Nigeria

Number of pages: 19 Posted: 03 May 2023 Last Revised: 13 Aug 2023
Afees Salisu, Sulaiman Salisu and Subair Salisu
Centre for Econometrics and Applied Research, Research and Development Training (READT) International Resources and Research and Development Training (READT) International Resources
Downloads 274 (237,168)

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News, Economic Policy Uncertainty, Nigeria, Machine Learning, Predictability, Forecast Evaluation

2.

Transition Risk, Physical Risk, and the Realized Volatility of Oil and Natural Gas Prices

Downloads 189 (339,762)
Citation 1

Transition Risk, Physical Risk, and the Realized Volatility of Oil and Natural Gas Prices

Number of pages: 31 Posted: 30 Jul 2022
Afees Salisu, Umar Ndako and Xuan Vinh Vo
Centre for Econometrics and Applied Research, Central Bank of Nigeria and University of Economics Ho Chi Minh City
Downloads 95 (593,124)
Citation 1

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Climate risk, energy market, realized volatility prediction, economic gains

Transition Risk, Physical Risk, and the Realized Volatility of Oil and Natural Gas Prices

Number of pages: 32 Posted: 05 Nov 2022
Afees Salisu, Umar B. Ndako and Xuan Vinh Vo
Centre for Econometrics and Applied Research, Central Bank of Nigeria and University of Economics Ho Chi Minh City
Downloads 94 (597,338)

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climate risk, energy market, realized volatility prediction, economic gains

3.

Geopolitical Risk Index for Nigeria

Number of pages: 18 Posted: 14 Aug 2023
Afees Salisu, Sulaiman Salisu and Subair Salisu
Centre for Econometrics and Applied Research, Research and Development Training (READT) International Resources and Research and Development Training (READT) International Resources
Downloads 184 (348,183)
Citation 2

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News, Geopolitical risk, Nigeria, Machine Learning, Predictability, Forecast Analysis

4.

Oil Price and the Bitcoin Market

Number of pages: 19 Posted: 29 Oct 2022
Afees Salisu, Umar B. Ndako and Xuan Vinh Vo
Centre for Econometrics and Applied Research, Central Bank of Nigeria and University of Economics Ho Chi Minh City
Downloads 103 (555,950)

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Bitcoin market, Oil prices, realized volatility prediction, economic gains

5.

Climate Risk and Gold

Number of pages: 29 Posted: 13 Sep 2022
Afees Salisu, Abeeb Olaniran and Lukman Lasisi
Centre for Econometrics and Applied Research, Centre for Econometrics and Applied Research and Lagos Business School, Lekki
Downloads 94 (591,210)

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Keywords: Climate change-related risk, Gold, Transition risk, Physical risk, Forecast, Utility metrics

6.

Technological Shocks and Stock Market Volatility Over a Century

Number of pages: 36 Posted: 09 Jun 2023
Afees Salisu, Riza Demirer and Rangan Gupta
Centre for Econometrics and Applied Research, Southern Illinois University Edwardsville - Department of Economics & Finance and University of Pretoria
Downloads 85 (629,037)
Citation 2

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Patents, Technology shocks, Stock market volatility, Forecasting

7.

A Global Stocktaking of Central Banks’ Responses to the Russia-Ukraine War

Number of pages: 37 Posted: 01 Dec 2023
Michael Akume, Afees Salisu and Yinka Hammed
Central Bank of Nigeria, Centre for Econometrics and Applied Research and Obafemi Awolowo University - Department of Economics
Downloads 83 (637,925)

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Policy rate, Russia-Ukraine war, Inflation rate, Panel data analyses

8.

A New Index for Climate-Induced Migration Uncertainty

Number of pages: 21 Posted: 18 Dec 2023
Sulaiman Salisu and Afees Salisu
Research and Development Training (READT) International Resources and Centre for Econometrics and Applied Research
Downloads 81 (647,038)

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News, Climate change, International migration, Uncertainty, Predictability D8, D81, F22

9.

Revisiting the Framework for Modelling Carbon Allowances: Does Speculation Matter?

Number of pages: 38 Posted: 13 May 2023
Kazeem Isah and Afees Salisu
University of KwaZulu-Natal and Centre for Econometrics and Applied Research
Downloads 80 (651,805)

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Carbon allowances; EU-ETS; Speculation; Modelling

10.

A note on Insecurity and Food Prices in Nigeria

Number of pages: 15 Posted: 30 Nov 2023
Ada Tony Odu, Hassana Babangida Umar and Afees Salisu
Central Bank of Nigeria, Central Bank of Nigeria and Centre for Econometrics and Applied Research
Downloads 76 (670,885)

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Insecurity, food inflation, monetary policy

11.

Financial Stress and Inflation Predictability in Nigeria: Evidence from New Datasets

Downloads 65 (730,121)

Financial Stress and Inflation Predictability in Nigeria: Evidence from New Datasets

Number of pages: 17 Posted: 11 Mar 2024
Dinci Penzin, Afees Salisu and Ahamuefula Ephraim Ogbonna
Central Bank of Nigeria, Centre for Econometrics and Applied Research and Centre for Econometrics and Applied Research (CEAR)
Downloads 34 (999,643)

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Predictability, Financial stress, inflation, Forecast evaluation

Financial Stress and Inflation Predictability in Nigeria: Evidence from New Datasets

Number of pages: 17 Posted: 20 Dec 2023
Dinci Penzin, Afees Salisu and Ahamuefula Ephraim Ogbonna
Central Bank of Nigeria, Centre for Econometrics and Applied Research and Centre for Econometrics and Applied Research (CEAR)
Downloads 31 (1,033,136)

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Predictability, Financial stress, Inflation, Forecast evaluation

12.

A Test for Inflation Persistence in West African Monetary Zone using the Fractionally Integrated & Fractionally Cointegrated VAR Models

Number of pages: 30 Posted: 27 Apr 2024
Afees Salisu, Godday Ebuh and Nuruddeen Usman
Centre for Econometrics and Applied Research, Central Bank of Nigeria, Abuja and Central Bank of Nigeria, Abuja
Downloads 53 (808,076)

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Inflation persistence, cointegrated VAR, Fraction integration, WAMZ, Global financial crisis

13.

Health crisis and currency risk: Fresh evidence from new data sets

Number of pages: 15 Posted: 26 Oct 2023
Afees Salisu, Dinci Penzin and Yinka Hammed
Centre for Econometrics and Applied Research, Central Bank of Nigeria and Obafemi Awolowo University - Department of Economics
Downloads 52 (815,396)

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COVID-19, COVID-19 measures, Foreign exchange risk, Predictability. Forecast evaluation

14.

Constructing Geopolitical Risk Index for Nigeria

Number of pages: 18 Posted: 21 Sep 2023
Afees Salisu, Sulaiman Salisu and Subair Salisu
Centre for Econometrics and Applied Research, Research and Development Training (READT) International Resources and Research and Development Training (READT) International Resources
Downloads 45 (870,946)

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News, Geopolitical risk, Nigeria, Machine Learning, Predictability, Forecast Analysis

15.

Monetary Policy Implications of the New Fiscal Regime in Nigeria: A Simulation Study

Number of pages: 31 Posted: 11 Mar 2024
Ezra Kure and Afees Salisu
Central Bank of Nigeria and Centre for Econometrics and Applied Research
Downloads 39 (924,486)

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Nigeria, Macro-econometric model, Simulation, policy coordination

16.

Oil Tail Risks and the Realized Variance of Consumer Prices in Advanced Economies

Number of pages: 14 Posted: 10 May 2023
Afees Salisu, Ahamuefula Ephraim Ogbonna and Xuan Vinh Vo
Centre for Econometrics and Applied Research, Centre for Econometrics and Applied Research (CEAR) and University of Economics Ho Chi Minh City
Downloads 30 (1,016,506)
Citation 1

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Oil tail risks; Consumer prices; Predictability

17.

Energy Market Uncertainties and Exchange Rate Volatility: A Garch-Midas Approach

Number of pages: 10 Posted: 02 May 2024
Afees Salisu, Ahamuefula Ephraim Ogbonna, Rangan Gupta and Qiang Ji
Centre for Econometrics and Applied Research, Centre for Econometrics and Applied Research (CEAR), University of Pretoria and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 24 (1,086,741)

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Monthly Oil Price and Energy Market Uncertainties, Daily Exchange Rate Returns Volatility, GARCH-MIDAS, Forecasting

18.

Climate Change and the State-Level Economic Conditions in the Us: A Semi-Parametric Smooth Varying-Coefficient Analysis

Number of pages: 32 Posted: 26 Sep 2024
Afees Salisu, Kazeem Isah and Xuan Vinh Vo
Centre for Econometrics and Applied Research, University of KwaZulu-Natal and University of Economics Ho Chi Minh City
Downloads 16 (1,186,613)

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Climate change, Economic conditions, State-level, U.S. state, SVCM

19.

US Economic Policy Uncertainties and Economic Conditions of Fifty (50) US States: A Semi-parametric Smooth Varying-Coefficient Approach

Posted: 13 May 2023 Last Revised: 13 Aug 2023
Afees Salisu and Kazeem Isah
Centre for Econometrics and Applied Research and University of KwaZulu-Natal

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Uncertainty, Economic conditions, US states, SVCM