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

[41] Symmetric or asymmetric: how is Nigeria's bilateral trade balance responding to oil price and exchange rate changes?
Ogbonna, Oliver E.
Ichoku, Hyacinth E.
[J]. JOURNAL OF ECONOMIC STUDIES, 2023, 50 (03) : 464 - 479
[42] Nexus between real effective exchange rate misalignment and rubber export in Nigeria
Mukaila, Ridwan
[J]. ECONOMIC JOURNAL OF EMERGING MARKETS, 2021, 13 (02) : 123 - 133
[43] Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach
Olayungbo, D. O.
[J]. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2019, 12 (01)
[44] Exchange Rate, Gold Price, and Stock Market Nexus: A Quantile Regression Approach
Ali, Rizwan
Mangla, Inayat Ullah
Rehman, Ramiz Ur
Xue, Wuzhao
Naseem, Muhammad Akram
Ahmad, Muhammad Ishfaq
[J]. RISKS, 2020, 8 (03) : 1 - 16
[45] The Impact of Crude Price and Exchange Rate Toward Stock Price of Oil Company
Cahyadi, Syelvi
Napitupulu, Togar Alam
[J]. ADVANCED SCIENCE LETTERS, 2015, 21 (04) : 792 - 794
[46] The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis
Bouoiyour, Jamal
Selmi, Refk
Tiwari, Aviral Kumar
Shahbaz, Muhammad
[J]. ENERGY ECONOMICS, 2015, 51 : 54 - 66
[47] The mediating role of oil price in the export-exchange rate nexus for selected African economies: Evidence from MATNARDL model
Okere, Kingsley Ikechukwu
Muoneke, Obumneke Bob
Ogbolu, Gbemisola
Egbo, Obiamaka Priscilla
[J]. HELIYON, 2023, 9 (04)
[48] Exchange rate volatility and Nigeria crude oil export market
Yunusa, Lateef Adewale
[J]. SCIENTIFIC AFRICAN, 2020, 9
[49] Exploring the oil price and real GDP nexus for a small island economy, the Fiji Islands
Prasad, Arti
Narayan, Paresh Kumar
Narayan, Jashwim
[J]. ENERGY POLICY, 2007, 35 (12) : 6506 - 6513
[50] Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
Tiwari, Aviral Kumar
Wohar, Mark E.
[J]. ENERGY ECONOMICS, 2020, 92

← 1 2 3 4 5 →