{"title":"探讨尼日利亚石油价格-汇率关系","authors":"Z. Muhammad, H. Suleiman, Reza Kouhy","doi":"10.1111/j.1753-0237.2012.00219.x","DOIUrl":null,"url":null,"abstract":"This paper investigates the oil price – exchange rate nexus for Nigeria during the period 2007-2010 using daily data. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH) models are employed to examine the impact of oil price changes on the 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.","PeriodicalId":403142,"journal":{"name":"ERN: Other Econometrics: Applied Econometric Modeling in Agriculture","volume":"15 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"34","resultStr":"{\"title\":\"Exploring Oil Price — Exchange Rate Nexus for Nigeria\",\"authors\":\"Z. Muhammad, H. Suleiman, Reza Kouhy\",\"doi\":\"10.1111/j.1753-0237.2012.00219.x\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper investigates the oil price – exchange rate nexus for Nigeria during the period 2007-2010 using daily data. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH) models are employed to examine the impact of oil price changes on the 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.\",\"PeriodicalId\":403142,\"journal\":{\"name\":\"ERN: Other Econometrics: Applied Econometric Modeling in Agriculture\",\"volume\":\"15 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2012-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"34\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Other Econometrics: Applied Econometric Modeling in Agriculture\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1111/j.1753-0237.2012.00219.x\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Other Econometrics: Applied Econometric Modeling in Agriculture","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1111/j.1753-0237.2012.00219.x","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Exploring Oil Price — Exchange Rate Nexus for Nigeria
This paper investigates the oil price – exchange rate nexus for Nigeria during the period 2007-2010 using daily data. The generalised autoregressive conditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH) models are employed to examine the impact of oil price changes on the 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.
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