default author photo

OlaOluwa Simon Yaya

University of Ibadan - Faculty of Public Health

SCHOLARLY PAPERS

4

DOWNLOADS

548

TOTAL CITATIONS
Rank 48,561

SSRN RANKINGS

Top 48,561

in Total Papers Citations

21

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Does Oil Connect Differently with Prominent Assets During War? Evidence from Intra-Day Data During the Russia-Ukraine Saga

Number of pages: 18 Posted: 26 Mar 2022
Oluwasegun Adekoya, Johnson A. Oliyide and OlaOluwa Simon Yaya
School of Economics, University of Maine, Abeokuta Federal University of Agriculture (UNAAB) - Department of Economics and University of Ibadan - Faculty of Public Health
Downloads 328 (235,935)
Citation 21

Abstract:

Loading...

Oil, financial assets, Russia-Ukraine war, Connectedness

2.

Impact of Oil Shocks on Us Dollar Exchange Rate Volatility: Garch-Midas Touch

Number of pages: 23 Posted: 14 Oct 2022
Isaac Oluwaseyi Ajao, Olanrewaju I. Shittu, OlaOluwa Simon Yaya and Hammed A. Olayinka
Federal Polytechnic Ado-Ekiti, affiliation not provided to SSRN, University of Ibadan - Faculty of Public Health and affiliation not provided to SSRN
Downloads 88 (759,537)

Abstract:

Loading...

GARCH-MIDAS, US dollar exchange rates, Oil shocks, Conditional volatility

3.

Testing for Persistence in German Green and Brown Stock Market Indices

CESifo Working Paper No. 11207
Number of pages: 23 Posted: 15 Jul 2024
Guglielmo Maria Caporale, Luis A. Gil-Alana, Sakiru Adebola Solarin and OlaOluwa Simon Yaya
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics, Multimedia University and University of Ibadan - Faculty of Public Health
Downloads 77 (852,604)

Abstract:

Loading...

green stocks, brown stocks, fractional integration persistence, Covid-19 pandemic, Germany

4.

Re-Validating Phillips Curve Hypothesis in Africa and the Role of Oil Price: A Mixed Frequency Approach

Number of pages: 35 Posted: 12 Sep 2022
Ahamuefula Ephraim Ogbonna, Markos Farag, Olalekan J. Akintande, OlaOluwa Simon Yaya and Olusanya E. Olubusoye
Centre for Econometrics and Applied Research (CEAR), University of Cologne, Technical University of Denmark, University of Ibadan - Faculty of Public Health and University of Ibadan - Faculty of Public Health
Downloads 55 (1,010,164)

Abstract:

Loading...

Phillips curve hypothesis, Inflation forecasting, MIDAS, Africa, Asymmetry