Exploring oil price-exchange rate nexus for Nigeria

被引：11

作者：

Muhammad, Zahid ^{[1
]}

Suleiman, Hassan ^{[1
]}

Kouhy, Reza ^{[1
]}

机构：

[1] Univ Abertay, Dundee Business Sch, Dundee DD1 1HG, Scotland

来源：

OPEC ENERGY REVIEW | 2012年 / 36卷 / 04期

关键词：

D O I：

10.1111/j.1753-0237.2012.00219.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper investigates the oil price-exchange rate nexus for Nigeria using daily data over the period 2 January 2007-31 December 2010. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH models are employed to examine the impact of oil price changes on nominal exchange rate. The outcome of this research indicates that a rise in oil prices leads to a depreciation of the Nigerian Naira vis-a-vis the US dollar over the study period.

引用

页码：383 / 395

页数：13

共 50 条

[1] Understanding the oil price-exchange rate nexus for the Fiji islands
Narayan, Paresh Kumar
Narayan, Seema
Prasad, Arti
[J]. ENERGY ECONOMICS, 2008, 30 (05) : 2686 - 2696
[2] Has COVID-19 intensified the oil price-exchange rate nexus?
Chowdhury, Kushal Banik
Garg, Bhavesh
[J]. ECONOMIC ANALYSIS AND POLICY, 2022, 76 : 280 - 298
[3] RE-EXAMINING THE RELATIVE PRICE-EXCHANGE RATE NEXUS
Kuncoro, Haryo
Santoso, Teguh
[J]. ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2022, 56 (04): : 243 - 258
[4] Investigating the oil price-exchange rate nexus: evidence from Africa 1970-2004
Coleman, Simeon
Cuestas, Juan C.
Mourelle, Estefania
[J]. Economic Issues, 2016, 21 : 53 - 79
[5] A Review of Econometric Approaches for the Oil Price-Exchange Rate Nexus: Lessons for ASEAN-5 Countries
Kisswani, Khalid M.
Fikru, Mahelet G.
[J]. ENERGIES, 2023, 16 (09)
[6] Modelling stock price-exchange rate nexus in OECD countries: A new perspective
Salisu, Afees A.
Ndako, Umar B.
[J]. ECONOMIC MODELLING, 2018, 74 : 105 - 123
[7] A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries
Baek, Jungho
[J]. ECONOMIC ANALYSIS AND POLICY, 2021, 70 : 172 - 181
[8] Revisiting the accuracy of inflation forecasts in Nigeria: The oil price-exchange rate-asymmetry perspectives1
Isah, Kazeem O.
Mahomedy, Abdulkader C.
Udeaja, Elias A.
Adelakun, Ojo J.
Yakubu, Yusuf
Musa, Danmecca
[J]. SOUTH AFRICAN JOURNAL OF ECONOMICS, 2022, 90 (03) : 329 - 348
[9] Oil price shocks and exchange rate in Nigeria
Babatunde, Musibau Adetunji
[J]. INTERNATIONAL JOURNAL OF ENERGY SECTOR MANAGEMENT, 2015, 9 (01) : 2 - 19
[10] Nexus between oil price volatility and inflation: Mediating nexus from exchange rate
Zhang, Yonggang
Hyder, Mansoor
Baloch, Zulfiqar Ali
Qian, Chong
Saydaliev, Hayot Berk
[J]. RESOURCES POLICY, 2022, 79

← 1 2 3 4 5 →