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Author

A. Salisu

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Open access Sep 2026

The stock market reaction to the US-China tensions: Evidence from emerging and developed markets

This paper examines the effect of US-China tensions on stock market volatility across developed and emerging economies using a newly developed US-China Tension (UCT) index. Employing both in-sample and out-of-sample predictability approaches, the study investigates whether UCT significantly explains variation in stock...

A. Salisu, M. Nsonwu · 0 citations
Open access Aug 2026

The Role of Energy Market Uncertainties in Forecasting US State-Level Stock Market Volatility: A GARCH-MIDAS Approach

In this paper, we employ the generalized autoregressive conditional heteroscedasticity-mixed data sampling (GARCH-MIDAS) framework to forecast the daily volatility of state-level stock returns in the United States based on monthly metrics of oil price uncertainty (OPU) and the broader energy uncertainty index (EUI). Th...

A. Salisu, A. E. Ogbonna, Rangan Gupta et al. · 0 citations

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