OlaOluwa S. Yaya

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

Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis

OlaOluwa S. Yaya, Mohammed M. Tumala, Christopher Godwin Udomboso · Resources Policy · 2016 · 91 citations

Volatility Persistence, Volatility Modeling, Economics +9

Testing fractional unit roots with non-linear smooth break approximations using Fourier functions

Luis A. Gil-Alaña, OlaOluwa S. Yaya · Journal of Applied Statistics · 2020 · 90 citations · Full text

Numerical Analysis, Economics, Engineering +14

A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*

OlaOluwa S. Yaya, Ahamuefula E. Ogbonna, Fumitaka Furuoka et al. · Oxford Bulletin of Economics and Statistics · 2021 · 89 citations · Full text

Economics, Unemployment, Macroeconomics +9

Tail risk dependence, co-movement and predictability between green bond and green stocks

Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, OlaOluwa S. Yaya et al. · Applied Economics · 2022 · 59 citations

Empirical Finance, Green Growth, Financial Economics +15