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Trading volume and return relationship in the crude oil futures markets
Abba Abdullahi, Saada; Kouhy, Reza; Muhammad, Zahid - In: Studies in economics and finance 31 (2014) 4, pp. 426-438
Persistent link: https://www.econbiz.de/10011339592
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Exploring oil price - exchange rate nexus for Nigeria
Muhammad, Zahid; Suleiman, Hassan; Kouhy, Reza - 2011
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...
Persistent link: https://www.econbiz.de/10011346439
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Exploring oil price : exchange rate nexus for Nigeria
Muhammad, Zahid; Suleiman, Hassan; Kouhy, Reza - 2011
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...
Persistent link: https://www.econbiz.de/10009425671