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Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria; Serra, Teresa; Irwin, Scott H.; Hubbs, Todd - In: Energy economics 124 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
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Forecasting cocoa and rubber exports quantitiy in Nigeria using stochastic and deterministic model
Mesike, Chinye S.; Okoh, Rosemary N.; Inoni, O. E. - In: Asian African journal of economics and econometrics 11 (2011) 2, pp. 215-224
Persistent link: https://www.econbiz.de/10009571396
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Testing volatility in Nigeria stock market using GARCH models
Atoi, Ngozi V. - In: CBN journal of applied statistics 5 (2014) 2, pp. 65-93
The contributions of error distributions have been ignored while modeling stock market volatility in Nigeria and …. Using Nigeria All Share Index from January 2, 2008 to February 11, 2013, this study estimates first order symmetric and …
Persistent link: https://www.econbiz.de/10011489480
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Spillover dynamics across price inflation and selected agricultural commodity prices
Balcilar, Mehmet; Bekun, Festus Victor - In: Journal of economic structures : JES; the official … 9 (2020) 2, pp. 1-17
agricultural commodity prices for the case of Nigeria. To achieve this objective, we employ the Diebold and Yilmaz (Int J Forecast …
Persistent link: https://www.econbiz.de/10012256021
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Forecasting the volatilities of the Nigeria stock market prices
Ibrahim, Sikiru O. - In: CBN journal of applied statistics 8 (2017) 2, pp. 23-45
The objective of this work is to assess and forecast the volatilities of prices on the Nigeria Stock Exchange. The ARCH … the Nigeria stock market. The EGARCH model is found to be the most efficient for forecasting volatilities and has the … years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four …
Persistent link: https://www.econbiz.de/10011843540
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Estimating and forecasting the impact of inflation on economic growth in Nigeria using threshold analysis
Okoroafor, David O. K.; Adeniji, Sesan O.; Olasehinde, … - In: CBN journal of applied statistics 9 (2018) 1, pp. 1-22
forecasting of inflation in Nigeria for the period of 1961 { 2016. The study employed Granger causality test, Au- toregressive … inflation threshold of 14% -15% both in the short run and long run was established for Nigeria. As for the forecasting of … inflation, the findings showed that VAR (1) could forecast inflation rate in Nigeria with high degree of accuracy. Hence, this …
Persistent link: https://www.econbiz.de/10011922677
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Measuring return and volatility spillovers among sectoral stocks in Nigeria
Fasanya, Ismail Olaleke; Oyewole, Oluwatomisin; … - In: Zagreb international review of economics & business 22 (2019) 2, pp. 71-93
Persistent link: https://www.econbiz.de/10012174084
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Estimating the size of Nigeria's output connectedness with China, India and USA : a normalised generalised forecast error variance decomposition approach
Orji, Anthony; Nwodo, Ikenna P.; Ogbuabor, Jonathan Emenike - In: International journal of sustainable economy : IJSE 15 (2023) 1, pp. 118-133
Persistent link: https://www.econbiz.de/10013548706
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Forecasting petroleum products consumption in the Chadian road transport sector using optimised grey models
Acyl, Ahmat Khazali; Sapnken, Flavian Emmanuel; Jeutsa, … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 603-611
Persistent link: https://www.econbiz.de/10014494900
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Causality and predictability in distribution : the ethanol-food price relation revisited
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - In: Energy economics 42 (2014), pp. 152-160
Persistent link: https://www.econbiz.de/10010502952