@article{SegnonGW2024Forecasting,
  author = {Mawuli Segnon and Rangan Gupta and Bernd Wilfling},
  title = {Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks},
  journal = {International Journal of Forecasting},
  year = {2024},
  volume = {40},
  number = {1},
  pages = {29--43},
  doi = {10.1016/j.ijforecast.2022.11.007},
  url = {https://www.sciencedirect.com/science/article/abs/pii/S0169207022001601},
  note = {Publication status: Published}
}

@techreport{SchulteTillmannSW2023AComparison,
  author = {Björn Schulte-Tillmann and Mawuli Segnon and Timo Wiedemann},
  title = {A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches},
  institution = {Universität Münster},
  series = {CQE Working Papers},
  number = {105/2023},
  volume = {105/2023},
  year = {2023},
  address = {Münster},
  note = {Publication status: Published}
}

@article{SegnonLWG2022AreMultifractal,
  author = {Mawuli Segnon and Chi-Keung Lau and Bernd Wilfling and Rangan Gupta},
  title = {Are multifractal processes suited to forecasting electricity price volatility?
Evidence from Australian intraday data},
  journal = {Studies in Nonlinear Dynamics and Econometrics},
  year = {2022},
  volume = {26},
  number = {1},
  pages = {73--98},
  doi = {10.1515/snde-2019-0009},
  note = {Publication status: Published}
}

@techreport{SchulteTillmannSW2022FinancialMarket,
  author = {Björn Schulte-Tillmann and Mawuli Segnon and Bernd Wilfling},
  title = {Financial-market volatility prediction with multiplicative Markov-switching MIDAS components},
  institution = {Universität Münster},
  series = {CQE Working Papers},
  number = {99/2022},
  volume = {99/2022},
  editor = {for Quantitative Economics (CQE) Center},
  year = {2022},
  address = {Münster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@techreport{Segnon2022StrictStationarity,
  author = {Mawuli Segnon},
  title = {Strict stationarity of Poisson integer-valued ARCH processes of order infinity},
  institution = {},
  series = {CQE Working Papers},
  number = {102/2022},
  volume = {102/2022},
  editor = {for Quantitative Economics (CQE) Center},
  year = {2022},
  address = {University of Muenster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@article{SegnonB2020Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros},
  title = {Forecasting Volatility in Bitcoin Market},
  journal = {Annals of Finance},
  year = {2020},
  volume = {16},
  pages = {435--462},
  note = {Publication status: Published}
}

@article{SegnonGLW2020HighFrequency,
  author = {Mawuli Segnon and Rangan Gupta and Keagile Lesame and Mark E. Wohar},
  title = {High-Frequency Volatility Forecasting of US Housing Markets},
  journal = {Journal of Real Estate Finance and Economics},
  year = {2020},
  volume = {2020},
  doi = {10.1007/s11146-020-09745-w},
  note = {Publication status: Published}
}

@article{SegnonACG2019Revisiting,
  author = {M Segnon and N Antonakakis and J Cunado and R Gupta},
  title = {Revisiting the twin deficits hypothesis: A quantile cointegration analysis over the period 1791 --- 2013},
  journal = {Journal of Applied Economics},
  year = {2019},
  volume = {22},
  pages = {116--130},
  note = {Publication status: Published}
}

@techreport{SegnonB2019Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros},
  title = {Forecasting Volatility in Cryptocurrency Markets},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {79/2019},
  volume = {79/2019},
  year = {2019},
  address = {University of Muenster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@techreport{SegnonS2019LongMemory,
  author = {Mawuli Segnon and Manuel Stapper},
  title = {Long Memory Conditional Heteroscedasticity in Count Data},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {82/2019},
  volume = {82/2019},
  year = {2019},
  address = {University of Muenster},
  url = {https://www.wiwi.uni-muenster.de/cqe/de/publikationen/cqe-working-papers},
  note = {Publication status: Published}
}

@incollection{SegnonL2018Multifractal,
  author = {Mawuli Segnon and Thomas Lux},
  title = {Multifractal models in finance: Their origin properties and applications},
  booktitle = {The Oxford Handbook of Computational Economic and Finance},
  pages = {xxx},
  editor = {S H Chen and M Kaboudan and Y R Du},
  year = {2018},
  publisher = {},
  note = {Publication status: Published}
}

@article{SegnonBGW2018Forecasting,
  author = {M Segnon and S Bekiros and R Gupta and M E Wohar},
  title = {Forecasting US GNP Growth: The Role of Uncertainty},
  journal = {Journal of Forecasting},
  year = {2018},
  volume = {37},
  pages = {541--559},
  note = {Publication status: Published}
}

@article{SegnonBW2018Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros and Bernd Wilfling},
  title = {Forecasting inflation uncertainty in the G7 countries},
  journal = {Econometrics},
  year = {2018},
  volume = {6},
  number = {2},
  pages = {1--25},
  doi = {10.3390/econometrics6020023},
  note = {Publication status: Published}
}

@article{SegnonT2018Forecasting,
  author = {Mawuli Segnon and Mark Trede},
  title = {Forecasting market risk of portfolios: copula-Markov switching multifractal
approach},
  journal = {European Journal of Finance},
  year = {2018},
  volume = {24},
  number = {14},
  pages = {1123--1143},
  doi = {10.1080/1351847X.2017.1400453},
  note = {Publication status: Published}
}

@techreport{SegnonBW2018Forecasting,
  author = {Mawuli Segnon and Stelios Bekiros and Bernd Wilfling},
  title = {Forecasting Inflation Uncertainty in the G7 Countries},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {71/2018},
  volume = {71/2018},
  year = {2018},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@article{SegnonLG2017ModelingAnd,
  author = {Mawuli Segnon and Thomas Lux and Rangan Gupta},
  title = {Modeling and Forecasting the Volatility of carbon Dioxide emission Allowance Prices: A Review and Comparison of Modern Volatility Models},
  journal = {Renewable and Sustainable Energy Reviews},
  year = {2017},
  volume = {69},
  pages = {692--704},
  note = {Publication status: Published}
}

@techreport{SegnonKWG2017AreMultifractal,
  author = {Mawuli Segnon and Lau Chi Keung and Bernd Wilfling and Rangan Gupta},
  title = {Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {61/2017},
  volume = {61/2017},
  year = {2017},
  address = {University of Muenster},
  note = {Publication status: Published}
}

@article{BalcilarGS2016TheRoleOfEconomic,
  author = {Mehmet Balcilar and Rangan Gupta and Mawuli Segnon},
  title = {The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov switching Vector Autoregressive Approach},
  journal = {Economics: The Open-Access, Open-Assessment E-Journal},
  year = {2016},
  volume = {10},
  pages = {1--20},
  doi = {10.5018/economics-ejournal.ja.2016-27},
  url = {http://dx.doi.org/10.5018/economics-ejournal.ja.2016-27},
  note = {Publication status: Published}
}

@article{LuxSG2016Forecasting,
  author = {Thomas Lux and Mawuli Segnon and Rangan Gupta},
  title = {Forecasting Crude Oil Price Volatility and Value-at-Risk: Evidence from Historical and Recent Data},
  journal = {Energy Economics},
  year = {2016},
  volume = {56},
  pages = {117--133},
  doi = {10.1016/j.eneco.2016.03.008},
  url = {http://dx.doi.org/10.1016/j.eneco.2016.03.008},
  note = {Publication status: Published}
}

@article{SegnonHGG2015Forecasting,
  author = {Mawuli Segnon and Hossein Hassani and Zara Ghodsi and Rangan Gupta},
  title = {Forecasting Home Sale in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis},
  journal = {Computational Economics},
  year = {2015},
  volume = {49},
  pages = {83--97},
  note = {Publication status: Published}
}

@article{SegnonHSG2015Forecasting,
  author = {Mawuli Segnon and Hossein Hassani and Emmanuel Sirimal Silva and Rangan Gupta},
  title = {Forecasting the Price of Gold},
  journal = {Applied Economics},
  year = {2015},
  volume = {47},
  number = {39},
  pages = {4141--4152},
  doi = {10.1080/00036846.2015.1026580},
  note = {Publication status: Published}
}