Browsing Research Articles (Economics) by Author "Lasisi, Lukman"

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Browsing Research Articles (Economics) by Author "Lasisi, Lukman"

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  • Climate risk and gold 
    Salisu, Afees A.; Olaniran, Abeeb; Lasisi, Lukman (Elsevier, 2023-05)
    In this paper, we examine the predictive content of both transition and physical risks for the volatility of gold return as well as the utility gains of observing these risks. Our results offer the following distinct ...
  • Geopolitical risk and stock market volatility in emerging markets : a GARCH–MIDAS approach 
    Salisu, Afees A.; Ogbonna, Ahamuefula E.; Lasisi, Lukman; Olaniran, Abeeb (Elsevier, 2022-11)
    In this study, we examine the connection between geopolitical risk (GPR) and stock market volatility in emerging economies. Our motivation for this study is premised on the need to assess both the predictability and the ...