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Faculty Publications

Ametefe F., Aboagye A. Q. Q., Sarpong-Kumankoma E. (2011), “Housing and Construction Finance, Deposit Mobilization and Bank Performance In Ghana”, Journal of Property Research, 28:2, 151-165.

Ladime J., Sarpong-Kumankoma, E and Osei K. A (2013), Determinants of Bank Lending Behaviour in Ghana. Journal of Economics and Sustainable Development, Vol.4, No.17, pp. 42-47.

Abakah, E. J. A., Gil-Alana, L. A., Arthur, E. K., & Tiwari, A. K. (2022). Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. International Review of Economics & Finance, 78, 141-152. (Impact factor 3.399, ABDC :A)

Abakah, E. J. A., Tiwari, A. K., Adekoya, O. B., & Oteng-Abayie, E. F. (2023). An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. Technological Forecasting and Social Change, 186, 122134. (Impact factor 10.88, ABDC : A)

Le, T. L., Abakah, E. J. A., & Tiwari, A. K. (2021). Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. Technological Forecasting and Social Change, 162, 120382. (Impact factor 10.88, ABDC :A )

Abakah, E. J. A., Caporale, G. M., & Gil-Alana, L. A. (2021). Economic policy uncertainty: Persistence and cross-country linkages. Research in International Business and Finance, 58, 101442. (Impact factor 6.143, ABDC :B)

Abakah, E. J. A., Gil-Alana, L. A., & Tripathy, T. (2022). Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks. Resources Policy, 78, 102910. ( Impact factor 8.222, ABDC :B)

Tiwari, A. K., Abakah, E. J. A., Gabauer, D., & Dwumfour, R. A. (2022). Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies. Global Finance Journal, 51, 100692. (Impact factor 2.853, ABDC :A)

Jena, S. K., Tiwari, A. K., Abakah, E. J. A., & Hammoudeh, S. (2021). The connectedness in the world petroleum futures markets using a Quantile VAR approach. Journal of Commodity Markets, 100222. (Impact factor 3.317, ABDC :A)

Abakah, E. J. A., Tiwari, A. K., Alagidede, I. P., & Gil-Alana, L. A. (2021). Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas. Finance Research Letters, 102535. .(Impact factor 9.848, ABDC :A)

Tiwari, A. K., Abakah, E. J. A., Bonsu, C. O., Karikari, N. K., & Hammoudeh, S. (2022). The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. Journal of Economic Behaviour & Organization, 193, 443-472. (Impact factor 1.635, ABDC : A*)

Jena, S. K., Tiwari, A. K., Abakah, E. J. A., & Roubaud, D. (2022). Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain. Applied Economics, 1-16. (Impact factor 2.001, ABDC: A)

Abakah, E.J.A., Alagidede, P., Mensah, L. and Ohene-Asare, K. (2018), "Non-linear approach to Random Walk Test in selected African countries", International Journal of Managerial Finance, Vol. 14 No. 3, pp. 362-376. (Impact factor 2.27, ABDC :A)

Chatziantoniou, I., Abakah, E. J. A., Gabauer, D., & Tiwari, A. K. (2022). Quantile time-frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets. Journal of Cleaner Production, 132088. ( Impact factor 9.297, ABDC :A)

Tiwari, A. K., Abakah, E. J. A., Dwumfour, R. A., & Mefteh-Wali, S. (2021). Connectedness and directional spillovers in energy sectors: international evidence. Applied Economics, 1-16. (Impact factor 2.001, ABDC: A)

Tiwari, A.K, Abakah, E.J.A, Karikari, N, Shawkat, M (2022). Time-varying dependence between international commodity prices and Australian industry stock returns: A perspectives for portfolio diversification. Energy Economics, 105891. (Impact factor 9.252, ABDC : A*)

Doğan, B., Ghosh, S., Tiwari, A. K., & Abakah, E. J. A. (2022). The effect of global volatility, uncertainty and geopolitical risk factors on international tourist arrivals in Asia. International Journal of Tourism Research, 1– 62. (Impact factor 4.737, ABDC : A)

Gil‐Alana, L. A., Abakah, E. J. A., & Abakah, M. K. (2021). Financial stress spillover across Asian Countries. Review of Financial Economics, 39(2), 146-162. (Impact factor 1.44, ABDC :B)

Gil-Alana, L. A., Mudida, R., & Abakah, E. J. A. (2020). Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach. Applied Economics, 52(57), 6171-6182. (Impact factor 2.001, ABDC :A)

Tiwari, A.K,, Abakah, E.J.A, Oluwasegu, S. Y, Opoku, K. (2022). Tail risk dependence, co-movement and predictability between green bond and green stocks. Applied Economics, 1-22. (Impact factor 2.001, ABDC :A)