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Browsing Research Articles (Economics) by Author "Yaya, OlaOluwa S."
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Gupta, Rangan; Gil-Alana, Luis A.; Yaya, OlaOluwa S.
(Routledge, 2015)
This article applies the causality test in the frequency domain, developed
by Breitung and Candelon (2006), to analyse whether sunspot numbers
(used as a partial approximation to solar irradiance) cause global ...
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Gil-Alana, Luis A.; Gupta, Rangan; Shittu, Olanrewaju I.; Yaya, OlaOluwa S.
(Elsevier, 2018-12)
We investigate financial market efficiency in the time series of four daily Baltic stock market indices, namely: Baltic Benchmark Gross Index (OMXBBGI), all share index of Tallin-Lithuanian (OMXT), all share index of Riga ...
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Gil-Alana, Luis A.; Gupta, Rangan; Olubusoye, Olusanya E.; Yaya, OlaOluwa S.
(Elsevier, 2016-08)
This paper deals with the analysis of crude oil prices in the context of fractional integration and
using bull and bear phases over monthly periods between September, 1859 to July, 2015. We
examine both the log prices ...