Emmanuel Asafo-Adjei

Search results

• 2024

  Can crude oil price returns drive stock returns of oil producing countries in Africa? Evidence from bivariate and multiple wavelet

  Asafo-Adjei, E., Adam, A. M. & Darkwa, P., 2 Jan 2024, In: Macroeconomics and Finance in Emerging Market Economies. 17, 1, p. 59-77 19 p.

  Research output: Contribution to journal › Article › peer-review

  • Price 100%
  • Capital Market Returns 100%

• On the interplay of supply chain network complexity on the nexus between supply chain resilience and performance

  Hamidu, Z., Issau, K., Boachie-Mensah, F. O. & Asafo-Adjei, E., 21 May 2024, In: Benchmarking: An International Journal. 31, 5, p. 1590-1610 21 p.

  Research output: Contribution to journal › Article › peer-review

  • Supply Chain Network 100%
  • Supply Chain Resilience 100%
  • Quantitative Research 20%
  • Research Design 20%
  • Research Approach 20%

• On the nexus between constituents and global energy commodities: an asymmetric analysis

  Asafo-Adjei, E., Agyei, S. K., Adam, A. M., Bossman, A. & Gherghina, Ş. C., 15 Apr 2024, In: Applied Economics Letters. 31, 7, p. 579-587 9 p.

  Research output: Contribution to journal › Article › peer-review

• Risk synchronization in Australia stock market: A sector analysis

  Asafo-Adjei, E., Tiwari, A. K., Abakah, E. J. A. & Lee, C.-C., Mar 2024, In: International Review of Economics and Finance.

  Research output: Contribution to journal › Article › peer-review
• 2023

  Asymmetric relationships among financial sector development, corruption, foreign direct investment, and economic growth in sub-Saharan Africa

  Asafo-Adjei, E., Junior, P. O., Adam, A. M., Arthur, C. L., Boateng, E. & Ankomah, K., 31 Dec 2023, In: Cogent Economics & Finance.

  Research output: Contribution to journal › Article › peer-review

• Conditional effects of local and global risk factors on the co-movements between economic growth and inflation: Insights into G8 economies

  Asafo-Adjei, E., Qabhobho, T. & Adam, A. M., 1 Sept 2023, In: Heliyon. 9, 9, e19570.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Nonlinearity 100%

• Does technological innovation matter in the nexus between supply chain resilience and performance of manufacturing firms in a developing economy?

  Hamidu, Z., Mensah, B. D., Issau, K. & Asafo-Adjei, E., 16 Oct 2023, In: Journal of Manufacturing Technology Management.

  Research output: Contribution to journal › Article › peer-review

• Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies

  Qabhobho, T., Adam, A. M. & Asafo-Adjei, E., 10 Nov 2023, In: International Journal of Energy Economics and Policy. 13, 6

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Exchange Rate 100%
  • Volatility 50%
  • Spillover Effect 12%
  • Exchange Rate Volatility 12%
  • Shock 12%

• Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities

  Qabhobho, T., Adam, A. M., Idun, A.A.-A., Asafo-Adjei, E. & Boateng, E., 24 Mar 2023, In: International Journal of Energy Economics and Policy.

  Research output: Contribution to journal › Article › peer-review

• Human capital planning of universities in Ghana: A comparative analysis of the University of Cape Coast and University of Education, Winneba

  Boateng, J. K. G. A., Baah-Koranteng, D., Yen, J. L., Asafo-Adjei, E. & Adam, A. M., 11 Dec 2023, In: Cogent Business & Management. 10, 3, 2260117.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Human Resources 100%
  • Comparative Analysis 100%
  • Ghana 100%
  • Human Capital 100%
  • Planning Methods 11%

• Internal audit functions and sustainability audits: Insights from manufacturing firms

  Amoako, G. K., Bawuah, J., Asafo-Adjei, E. & Ayimbire, C., 31 Dec 2023, In: Cogent Business & Management. 10, 1, 2192313.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Training of Personnel 100%

• Multi-frequency information transmission among constituents and global equity returns: a sustainable and conventional way of investing

  Asafo-Adjei, E., Adam, A. M., Junior, P. O., Arthur, C. L. & Seidu, B. A., 19 May 2023, In: European Journal of Management and Business Economics.

  Research output: Contribution to journal › Article › peer-review

• Nexus between commodities and banking sector financial soundness: The role of general macroeconomic setting in Ghana

  Kyei, C. B., Asafo-Adjei, E., Junior, P. O., Adam, A. M., Idun, A.A.-A. & Boateng, J. K. G. A., 31 Dec 2023, In: Cogent Economics & Finance. 11, 1, 2173871.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Exchange Rate 100%
  • Inflation 50%
  • Capital Market Returns 25%
  • Non-Performing Loan 25%
  • Economic Policy Uncertainty 25%

• The dark and bright side of network complexity: Novel insights from an asymmetric supply chain recovery and disruption approach

  Asafo-Adjei, E., Hamidu, Z., Issau, K., Seidu, B. A. & Adam, A. M., 12 Dec 2023, In: Cogent Business & Management. 10, 2, 2225808 .

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Scanning Electron Microscopy 100%

• The government revenue – expenditure nexus in Ghana: A wavelet analysis

  nsor-ambala, R. & Asafo-Adjei, E., 31 Dec 2023, In: Cogent Economics and Finance.

  Research output: Contribution to journal › Article › peer-review

• Time-Frequency Connectedness between Shariah Indices in a Systemic Crisis Era

  Alsubaie, S. M., Mahmoud, K. H., Asafo-Adjei, E., Bossman, A. & Wang, G. J. (Editor), 13 Feb 2023, In: Complexity. 2023, 5602895.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Connectedness 100%
  • Spillover Effect 100%
  • Investors 50%
  • Market Definition 20%
• 2022

  A CEEMDAN‐Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS

  Asafo-Adjei, E., Adam, A. M., Junior, P. O., Akorsu, P. K., Arthur, C. L. & Dionisio, A. (Editor), Jan 2022, In: Complexity.

  Research output: Contribution to journal › Article › peer-review

• A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC

  Asafo-Adjei, E., Bossman, A., Boateng, E., Junior, P. O., Idun, A.A.-A., Agyei, S. K., Adam, A. M. & Li, Y. (Editor), 17 Aug 2022, In: Mathematical Problems in Engineering.

  Research output: Contribution to journal › Article › peer-review

• ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA

  ARCHER, C., JUNIOR, P. O., ADAM, A. M., ASAFO-ADJEI, E. & BAFFOE, S., Jun 2022, In: Annals of Financial Economics.

  Research output: Contribution to journal › Article › peer-review

• Asymmetric Exchange Rate Pass‐Through to Consumer Prices in Ghana: Evidence from EMD‐NARDL Approach

  Obeng, C. K., Frimpong, S., Amoako, G. K., Agyei, S. K., Asafo-Adjei, E., Adam, A. M. & Yang, X. (Editor), Jan 2022, In: Journal of Mathematics.

  Research output: Contribution to journal › Article › peer-review

• Connectedness between Gold and Cryptocurrencies in COVID‐19 Pandemic: A Frequency‐Dependent Asymmetric and Causality Analysis

  Barson, Z., Junior, P. O., Adam, A. M., Asafo-Adjei, E. & Gubareva, M. (Editor), Jan 2022, In: Complexity.

  Research output: Contribution to journal › Article › peer-review

• Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities

  Amoako, G. K., Boateng, E., Asafo-Adjei, E., Amoanyi, D. K. & Adam, A. M., 31 Dec 2022, In: Cogent Economics & Finance.

  Research output: Contribution to journal › Article › peer-review

• Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets

  Agyei, S. K., Adam, A. M., Bossman, A., Asiamah, O., Junior, P. O., Asafo-Adjei, R. & Asafo-Adjei, E., 31 Dec 2022, In: Cogent Economics & Finance.

  Research output: Contribution to journal › Article › peer-review

• Do Volatilities Matter in the Interconnectedness between World Energy Commodities and Stock Markets of BRICS?

  Amoako, G. K., Asafo-Adjei, E., Oware, K. M., Adam, A. M. & Gherghina, S. C. (Editor), Jan 2022, In: Discrete Dynamics in Nature and Society.

  Research output: Contribution to journal › Article › peer-review

• Dynamic Connectedness between Indicators of the Ghana Stock Exchange Returns and Macroeconomic Fundamentals

  Idun, A.A.-A., Asafo-Adjei, E., Adam, A. M. & Isshaq, Z., 11 Nov 2022, In: Risks.

  Research output: Contribution to journal › Article › peer-review

• Dynamic Interdependence of Systematic Risks in Emerging Markets Economies: A Recursive‐Based Frequency‐Domain Approach

  Asafo-Adjei, E., Adam, A. M., Idun, A.A.-A., Ametepi, P. Y. & Gherghina, S. C. (Editor), Jan 2022, In: Discrete Dynamics in Nature and Society.

  Research output: Contribution to journal › Article › peer-review

• EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION

  Bossman, A., Gherghina, Ş. C., Asafo-Adjei, E., Mohammed Adam, A. & Agyei, S. K., 2022, In: Journal of Business Economics and Management.

  Research output: Contribution to journal › Article › peer-review

• GAS and GARCH based value-at-risk modeling of precious metals

  Junior, P. O., Tiwari, A. K., Tweneboah, G. & Asafo-Adjei, E., Mar 2022, In: Resources Policy.

  Research output: Contribution to journal › Article › peer-review

• Interconnectedness among commodities, the real sector of Ghana and external shocks

  Boateng, E., Asafo-Adjei, E., Addison, A., Quaicoe, S., Yusuf, M. A., Abeka, M. J. & Adam, A. M., Mar 2022, In: Resources Policy.

  Research output: Contribution to journal › Article › peer-review

• Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets

  Boateng, E., Asafo-Adjei, E., Gatsi, J. G., Gherghina, Ş. C. & Simionescu, L. N., 25 Sept 2022, In: Oeconomia Copernicana.

  Research output: Contribution to journal › Article › peer-review

• Multi‐Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID‐19 Pandemic

  Asafo-Adjei, E., Frimpong, S., Junior, P. O., Adam, A. M., Boateng, E., Abosompim, R. O. & Dionisio, A. (Editor), Jan 2022, In: Complexity.

  Research output: Contribution to journal › Article › peer-review

• On the Agricultural Commodities Supply Chain Resilience to Disruption: Insights from Financial Analysis

  Hamidu, Z., Oppong, P. B., Asafo-Adjei, E., Adam, A. M. & Li, Y. (Editor), 13 Sept 2022, In: Mathematical Problems in Engineering.

  Research output: Contribution to journal › Article › peer-review

• Quantifying Information Flows among Developed and Emerging Equity Markets

  Boateng, E., Junior, P. O., Adam, A. M., Abeka, M. J., Qabhobho, T., Asafo-Adjei, E. & Li, Y. (Editor), 22 Aug 2022, In: Mathematical Problems in Engineering.

  Research output: Contribution to journal › Article › peer-review

• Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach

  Qabhobho, T., Asafo-Adjei, E., Junior, P. O. & Adam, A. M., 27 Sept 2022, In: International Journal of Energy Economics and Policy.

  Research output: Contribution to journal › Article › peer-review

• Risk-synchronisation through the prism of interconnectedness among sustainability equities returns: a regional and global perspective

  Asafo-Adjei, E., Adam, A. M., Hamidu, Z., Oppong, P. B. & Amoako, G. K., 2022, In: International Journal of Green Economics.

  Research output: Contribution to journal › Article › peer-review

• Safe haven, hedge and diversification for African stocks: cryptocurrencies versus gold in time-frequency perspective

  Nkrumah-Boadu, B., Junior, P. O., Adam, A. & Asafo-Adjei, E., 31 Dec 2022, In: Cogent Economics & Finance.

  Research output: Contribution to journal › Article › peer-review

• Similarities among equities returns in multi-frequencies: insights from sustainable responsible investing

  Asafo-Adjei, E., Adam, A. M., Arthur, C. L., Seidu, B. A. & Gyasi, R. M., 11 Aug 2022, In: Journal of Sustainable Finance & Investment.

  Research output: Contribution to journal › Article › peer-review

• Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis

  Asafo-Adjei, E., 27 Jul 2022, In: PLoS ONE.

  Research output: Contribution to journal › Article › peer-review

• Vulnerability of Sustainable Islamic Stock Returns to Implied Market Volatilities: An Asymmetric Approach

  Alsubaie, S. M., Mahmoud, K. H., Bossman, A., Asafo-Adjei, E. & Gherghina, S. C. (Editor), Jan 2022, In: Discrete Dynamics in Nature and Society.

  Research output: Contribution to journal › Article › peer-review
• 2021

  Economic Policy Uncertainty and Stock Returns of Africa: A Wavelet Coherence Analysis

  Asafo-Adjei, E., Agyapong, D., Agyei, S. K., Frimpong, S., Djimatey, R. & Adam, A. M., Jul 2021, In: Discrete Dynamics in Nature and Society. p. 1-8 8 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Africa 100%
  • Wavelet 100%
  • Capital Market Returns 100%
  • Economic Policy Uncertainty 100%
  • International Economic Policy 60%

• Financial sector and economic growth amid external uncertainty shocks: Insights into emerging economies

  Asafo-Adjei, E., Segovia, J. E. T. (Editor), Boateng, E., Isshaq, Z., Idun, A.A.-A., Junior, P. O. & Adam, A. M., 11 Nov 2021, In: PLoS ONE.

  Research output: Contribution to journal › Article › peer-review

• Information Flow between Global Equities and Cryptocurrencies: A VMD‐Based Entropy Evaluating Shocks from COVID‐19 Pandemic

  Asafo-Adjei, E., Junior, P. O., Adam, A. M. & Ferreira, P. J. S. (Editor), Jan 2021, In: Complexity.

  Research output: Contribution to journal › Article › peer-review

• Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies

  Junior, P. O., Adam, A. M., Asafo-Adjei, E., Boateng, E., Hamidu, Z. & Awotwe, E., Oct 2021, In: Heliyon.

  Research output: Contribution to journal › Article › peer-review