Johnson A. Oliyide

How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques

Oluwasegun B. Adekoya, Johnson A. Oliyide · Resources Policy · 2020 · 377 citations · Full text

Empirical Finance, Covid-19 Drives Connectedness, Economics +10

Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga

Oluwasegun B. Adekoya, Johnson A. Oliyide, OlaOluwa S. Yaya et al. · Resources Policy · 2022 · 264 citations

Prominent Assets, Geopolitical Conflict, Ukrainian Economy +6

Asymmetric spillovers between green bonds and commodities

Muhammad Abubakr Naeem, Oluwasegun B. Adekoya, Johnson A. Oliyide · Journal of Cleaner Production · 2021 · 174 citations · Full text

Trade, Commodity Market, Time Series Econometrics +16

The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty

Oluwasegun B. Adekoya, Johnson A. Oliyide, Ambreen Noman · Resources Policy · 2021 · 142 citations

Economics, Volatility Modeling, Financial Economics +8

How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models

Oluwasegun B. Adekoya, Johnson A. Oliyide, Gabriel O. Oduyemi · Resources Policy · 2020 · 141 citations

Empirical Finance, Markov-regime Switching Models, Volatility Modeling +12