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Paper oil and physical oil : has speculative pressure in oil futures increased volatility in spot oil prices?

Fowowe, Babajide - In: OPEC energy review 38 (2014) 3, pp. 356-372

Persistent link: https://www.econbiz.de/10010495861

Return and volatility spillovers between oil and stock markets in South Africa and Nigeria

Fowowe, Babajide - In: African journal of economic and management studies : AJEMS 8 (2017) 4, pp. 484-497

Persistent link: https://www.econbiz.de/10011813280

Oil and the macroeconomy : empirical evidence from oil-exporting African countries

Iwayemi, Akinbolaji Oluwole; Fowowe, Babajide - In: OPEC energy review 35 (2011) 3, pp. 227-269

Persistent link: https://www.econbiz.de/10009314070

Modelling the oil price-exchange rate nexus for South Africa

Fowowe, Babajide - In: International economics : a journal published by CEPII … 140 (2014), pp. 36-48

Persistent link: https://www.econbiz.de/10011525247

Impact of oil price shocks on selected macroeconomic variables in Nigeria

Iwayemi, Akinbolaji Oluwole; Fowowe, Babajide - In: Energy policy 39 (2011) 2, pp. 603-612

Persistent link: https://www.econbiz.de/10009125161

Modelling the oil price –exchange rate nexus for South Africa

Fowowe, Babajide - In: Economie Internationale (2014) 140, pp. 36-48

This paper conducts an empirical analysis of the relationship between oil prices and exchange rates in South Africa. We model the volatility and jumps in exchange rate returns by using the GARCH autoregressive conditional jump intensity model of Chan and Maheu which models the effects of extreme...

Persistent link: https://www.econbiz.de/10011082285