Salisu, Afees A.; Mobolaji, Hakeem - In: Energy Economics 39 (2013) C, pp. 169-176
This paper models returns and volatility transmission between oil price (OP) and US–Nigeria exchange rate (EXR). Consequently, it provides five main innovations: (i) it analyzes OP and EXR using the recently developed test by Narayan and Popp (2010) (NP) which allows for two structural breaks...