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The study examines the vital connection between stock returns and oil price changes for oil exporting/importing countries separately. We present evidence employing granger causality, impulse response and error variance decomposition based on panel vector autoregression. The results of panel...
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Autoregressive (SVAR) methodology is applied incorporating realized volatility as an indicator of oil price uncertainty to …
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This study examines the consequences of oil price volatility on the growth of the Nigerian economy within the period …, oil price volatility impacted directly on real government expenditure, real exchange rate and real import, while impacting …
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