Nothing Special   »   [go: up one dir, main page]

create a website
The Relationship between Oil Price Volatility and Macroeconomic Variables in Nigeria: A Vector Autoregressive (VAR) Approach. (2018). Rhodaoluwafisayomi, Ajibola ; Tewari, Devi Datt ; Okoli, Tochukwu Timothy.
In: Journal of Economics and Behavioral Studies.
RePEc:rnd:arjebs:v:9:y:2018:i:6:p:237-251.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 34

References cited by this document

Cocites: 48

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abraham, W. T. (2015). Exchange Rate Policy and Falling Crude oil Prices: Effect on the Nigerian Stock Market. CBN Journal of Applied Statistics, 7(1).
    Paper not yet in RePEc: Add citation now
  2. Ahuru, R. R.& James, U. E. (2015). Macroeconomics of Oil Price Volatility.
    Paper not yet in RePEc: Add citation now
  3. AL-Ezzee, I. (2011). Real influences of Real Exchange rate and Oil price changes on the growth of real GDP. International Conference of Management and service science.Bahrain.
    Paper not yet in RePEc: Add citation now
  4. Aliyu, U. R. (2009). Impact of oil price stock and exchange rate volatility on economic growth in Nigeria: An emperical investigation. Research journal of international studies, 3, 4-15.

  5. Apere, O. T. & Ijomah A. M. (2013). Macroeconomic Impact of Oil Price Levels and Volatility in Nigeria.
    Paper not yet in RePEc: Add citation now
  6. Carruth, A. A., Hooker, M. A.& Oswald, A. J. (1996). Unemployment Equilibria and Input Prices: Theory and Evidence for the United States. Review of Economics and Statistics.
    Paper not yet in RePEc: Add citation now
  7. Cashin, P., Liang, H. & Mcdermoth, C. J. (2000). How persistent are shocks to world Commodity price ? MF Staff Papers, vol.47.

  8. CBN. (2012). Central Bank of Nigerian’s Statistical Bulletin for 2012.
    Paper not yet in RePEc: Add citation now
  9. CBN. (2015). Central Bank of Nigerian’s Statistical Bulletin for 2015.
    Paper not yet in RePEc: Add citation now
  10. Chen, S. S.& Chen, H. C. (2007). Oil prices and real exchange rate. Energy Economics,29, 390–404.
    Paper not yet in RePEc: Add citation now
  11. Englama, A., Duke, O. O., Ogunleye, S. & Isma F. U. (2010). Oil Price and Exchange rate Volatility in Nigeria: An Empirical observation.
    Paper not yet in RePEc: Add citation now
  12. Granger, C. W. J. (1969). Prediction with a generalized cost of error function. Operational Research Quarterly, 20, 199-207 Habib, M. M.& Kalamova, M. (2007). Are There Oil Currencies? The Real Exchange Rate of Oil Exporting Countries, In European Central Bank working Paper.

  13. Hamilton, J. D. (1983). Oil and the Macroeconomy since World War II. Journal of Political economy,91, 228-48.

  14. Hassan, S.& Zahid, M. (2011). The real exchange rate of exporting economy: EmpiricaL evidence from Nigeria, FIW working paper 72, September.
    Paper not yet in RePEc: Add citation now
  15. Hodo, B., Akpan, E.& Offiong, A. (2013). Asymmetric effect of oil price shocks on exchanges rate volatility and domestic investment in Nigeria. British Journal of Economics, Management and Trades, 3(4), 513-532.

  16. Hooker, M. A. (1996). What Happened to the Oil Price Macroeconomy Relationship? Journal of Monetary Economics, 38,195-213.

  17. Journal of Economics and Behavioral Studies (ISSN: 2220-6140) Vol. 9, No. 6, pp. 237-251, December 2017 Daniel , N. C. (1997). International Interdependence of National Growth Rates: A structural Trends Analysis. Journal of Monetary Economics, 3, 73-96.
    Paper not yet in RePEc: Add citation now
  18. Katsuya, I. (2010). The Impact of Oil Price Volatility on Macroeconomic Activity in Russia . Economic Analysis Working Papers, 9(5).
    Paper not yet in RePEc: Add citation now
  19. Kim, I. M. & Loughani, P. (1992). The Role of Energy in Teal Business Cycles. Journal of Monetary Economics, 2, 173-189.
    Paper not yet in RePEc: Add citation now
  20. Majidi, M. (2006). Impact of Oil on International Economics Course. Centre for Science and Innovation Studies.
    Paper not yet in RePEc: Add citation now
  21. Masih, R., Peter, S.& Mello, L. (2010). Oil Price Volatility and Stock Price Fluctuations in an Emerging Market: Evidence from South Korea, 1-32.
    Paper not yet in RePEc: Add citation now
  22. Mork, K. A. (1994). Business Cycles and the Oil Market. Energy Journal,15, 15- 38.

  23. Obadan, M. I. (2014). Nigeria at 50 and its national economic development paradigms: The benefit of hind sight. A lecture delivered at the occasion of Nigeria’s 50th Independence Anniversary at the Auchi Polytechnic, Auchi.
    Paper not yet in RePEc: Add citation now
  24. Obioma, R. (2006). An examination of oil prices and its changes on the Nigerian Economic Growth. J. Welfare Econ., 4(2), 25-28.
    Paper not yet in RePEc: Add citation now
  25. Ogundipe, M. O., Ojeagaa, P.& Ogundipe, A. A. (2014). Oil Price and Exchange Rate Volatility in Nigeria. Journal of Economics and Finance, 5(4), 2321-5925.

  26. Olomola, P. (2006). Oil Price shocks and aggregate economic activity in Nigeria. African Economic and Business Review, 4(2), 40-45.
    Paper not yet in RePEc: Add citation now
  27. Oriakhi, D. E. &Iyoha, D. O. (2013). Oil Price volatility and Its consequences on the growth of the Nigeria’s economy: an examination (1970-2010).Asian Economic and Financial Review, 3(5), 683-702.

  28. Oriakhi, D. E.& Osaze, D. (2010). Oil Price Volatility and Its Consequences On the Growth of the Nigerian Economy: An Examination (1970- 2010). Asian Econ. Finan., 5(3), 683-702.
    Paper not yet in RePEc: Add citation now
  29. Philip, A. O.& Akintoye, V. A. (2006). Oil Price shock and Macro-economic activities in Nigeria. International Research Journal of Finance and Economics,3(2).
    Paper not yet in RePEc: Add citation now
  30. Rolle, R. A.& Uffie, E. J. (2015). Macroeconomics of Oil Price Volatility. ISSN 15968303. www.transcampus.org/journal; www.ajol.info/journals/jorind Runkle D. E.(1987). Vector Autoregressions and Reality. Journal of Business and Economic Statistics, 5(4), 437442.
    Paper not yet in RePEc: Add citation now
  31. Sims, C. (1987). Bayesian Skepticism on Unit Root Econometrics. Journal of Economic Dynamics and Control, 12, 463-474.
    Paper not yet in RePEc: Add citation now
  32. Tatom, J. (1988). Are the macroeconomic effects of oil price changes symmetric? Carnegie Rochester Conference Series on Public Policy, 28,325-368.

  33. URL: http://dx.doi.org/10.6007/IJAREMS/v2-i4/48 Blanchard, O.& Gali, J. (2008). The Macroeconomic Effect of Oil Price Shocks: Why are the 2000s so different from the 1970s?. NBER, International Dimensions of Monetary Policy.

  34. Verheyen, F.(2010). Monetary Policy, Commodity Prices and Inflation – Empirical Evidence from the US, RUHR Economic papers Wilson, A., Ugwunta , D., Oliver , I.& Eneje, B. (2014). Oil price volatility and economic development: Stylized evidence in Nigeria. Journal of Economics and International Finance, 6(6), 125-133.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Foreign Debt, Financial Stability, Exchange Rate Volatility and Economic Growth in South Asian Countries. (2022). Ali, Amjad.
    In: MPRA Paper.
    RePEc:pra:mprapa:116099.

    Full description at Econpapers || Download paper

  2. Revisiting the linkage between oil and agricultural commodity prices: Panel evidence from an Agrarian state. (2021). Bekun, Festus Victor ; Gungor, Hasan ; Gokmenoglu, Korhan K.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5610-5620.

    Full description at Econpapers || Download paper

  3. Effect of Energy Utilization and Financial Development on Economic Growth in Nigeria. (2021). Okoh, Johnson ; Okoye, Lawrence U ; Ezu, Gideon K ; Ehikioya, Benjamin I ; Ezeji, Felix N ; Okorie, Uchechukwu E ; Omankhanlen, Alexander E.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-02-47.

    Full description at Econpapers || Download paper

  4. Analyzing the Energy Consumption and Economic Growth Nexus in Nigeria. (2021). Okoh, Johnson ; ADELEYE, Ngozi ; Ehikioya, Benjamin I ; Ezu, Gideon K ; Ezeji, Felix N ; Omankhanlen, Alexander E ; Okoye, Lawrence U.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-01-45.

    Full description at Econpapers || Download paper

  5. Corporate Performance in Nigeria: The Effect of Oil Price and Exchange Rate Fluctuations. (2020). Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-01-21.

    Full description at Econpapers || Download paper

  6. DIFFERENCES IN EXCHANGE RATE EFFECTS ON PRODUCTION GROWTH: THE CASE OF IRANIAN INDUSTRIES. (2020). Saeed, Bayat ; Omid, Ghaderi ; Sajad, Ebrahimi.
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:15:y:2020:i:3:p:16-35.

    Full description at Econpapers || Download paper

  7. Does exchange rate has any impact on economic growth in India? An empirical analysis. (2020). Rao, Babu ; Shaik, Khulsum.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:223-234.

    Full description at Econpapers || Download paper

  8. Oil price Volatility and Exchange rate Dynamics in Nigeria: A Markov Switching Approach. (2019). Ilu, Ahmad.
    In: MPRA Paper.
    RePEc:pra:mprapa:97643.

    Full description at Econpapers || Download paper

  9. Review of Key International Demand Elasticities for Major Industrializing Economies. (2019). Huntington, Hillard ; Arora, Vipin ; Barrios, James.
    In: MPRA Paper.
    RePEc:pra:mprapa:95890.

    Full description at Econpapers || Download paper

  10. Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach. (2019). Olayungbo, David.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:43-:d:213354.

    Full description at Econpapers || Download paper

  11. Review of key international demand elasticities for major industrializing economies. (2019). Arora, Vipin ; Barrios, James J ; Huntington, Hillard G.
    In: Energy Policy.
    RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519304562.

    Full description at Econpapers || Download paper

  12. Effects of Global Decline in Oil Price on the Financial Performance of selected Deposit Money Banks in Nigeria.. (2019). Jegede, Pelumi Wuraola ; Nwuba, Emeka Bennett ; Ikpefan, Ochei Ailemen ; Babajide, Abiola Ayopo ; Osuma, Godswill Osagie.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2019-03-22.

    Full description at Econpapers || Download paper

  13. .

    Full description at Econpapers || Download paper

  14. The Relationship between Oil Price Volatility and Macroeconomic Variables in Nigeria: A Vector Autoregressive (VAR) Approach. (2018). Rhodaoluwafisayomi, Ajibola ; Tewari, Devi Datt ; Okoli, Tochukwu Timothy.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:9:y:2018:i:6:p:237-251.

    Full description at Econpapers || Download paper

  15. EFFECT OF FOREIGN EXCHANGE RATE FLUCTUATIONS ON NIGERIAN ECONOMY. (2018). Ufoeze, Lawrence Olisaemeka.
    In: Annals of Spiru Haret University, Economic Series.
    RePEc:ris:sphecs:0280.

    Full description at Econpapers || Download paper

  16. Oil price volatility spillover effects on food prices in Nigeria. (2018). Azeez, Rasheed Oluwaseyi.
    In: MPRA Paper.
    RePEc:pra:mprapa:93188.

    Full description at Econpapers || Download paper

  17. Oil price and USD-Naira exchange rate crash: Can economic diversification save the Naira?. (2018). Alley, Ibrahim .
    In: Energy Policy.
    RePEc:eee:enepol:v:118:y:2018:i:c:p:245-256.

    Full description at Econpapers || Download paper

  18. Oil price volatility and macroeconomy: Tales from top two oil producing economies in Africa. (2017). Eagle, Beyond.
    In: Journal of Economic and Financial Studies (JEFS).
    RePEc:lrc:lareco:v:5:y:2017:i:4:p:45-55.

    Full description at Econpapers || Download paper

  19. Implications of Exchange Rate Fluctuation and Economic Performance: The Nigerian Experience. (2017). Penu, Samuel Lucky ; Nkanbia-Davies, Lilian Okorite.
    In: International Journal of Economics and Financial Research.
    RePEc:arp:ijefrr:2017:p:206-217.

    Full description at Econpapers || Download paper

  20. THE IMPACT OF OIL SHOCK ON NIGERIA ECONOMY: ASYMMETRY EFFECT ANALYSIS. (2017). Adi, Agya ; Friday, Udoh.
    In: Journal of Social and Economic Statistics.
    RePEc:aes:jsesro:v:6:y:2017:i:1:p:60-74.

    Full description at Econpapers || Download paper

  21. Exchange Rate Trends and Export Performance in Nigeria: A Descriptive Approach. (2016). OWURU, JOEL ; Farayibi, Adesoji ; Obinwata, Bede .
    In: MPRA Paper.
    RePEc:pra:mprapa:75526.

    Full description at Econpapers || Download paper

  22. Exchange Rate Trends and Export Performance in Nigeria: A Descriptive Approach. (2016). OWURU, JOEL.
    In: MPRA Paper.
    RePEc:pra:mprapa:74158.

    Full description at Econpapers || Download paper

  23. Government Expenditure and Economic Growth in Nigeria: A Cointegration and Error Correction Modeling. (2016). Usman, Ojonugwa ; Agbede, Esther Abdul .
    In: MPRA Paper.
    RePEc:pra:mprapa:69814.

    Full description at Econpapers || Download paper

  24. The Empirical Role of Real Crude Oil Price and Real Exchange Rate on Economic Growth: The Case of Turkey. (2016). Gulay, Emrag ; Pazarlioglu, Mehmet Vedat .
    In: Ege Academic Review.
    RePEc:ege:journl:v:16:2016:i:4:p:627-639.

    Full description at Econpapers || Download paper

  25. Oil and Growth Challenge in Kazakhstan. (2016). Mira, Nurmakhanova .
    In: EERC Working Paper Series.
    RePEc:eer:wpalle:16/06e.

    Full description at Econpapers || Download paper

  26. Effectiveness of Foreign Exchange Market Intervention in Nigeria (1970-2013). (2016). Adnan, Ahmad Azrin ; Dayyabu, Siba ; Sulong, Zunaidah.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-01-36.

    Full description at Econpapers || Download paper

  27. The Role of Oil Prices, Real Effective Exchange Rate and Inflation in Economic Activity of Russia: An Empirical Investigation. (2015). Izatov, Asset .
    In: MPRA Paper.
    RePEc:pra:mprapa:70735.

    Full description at Econpapers || Download paper

  28. Government Expenditure and Economic Growth in Nigeria: A Cointegration and Error Correction Modelling. (2015). Abutu, Usman Ojonugwa ; Agbede, Esther Abdul .
    In: MPRA Paper.
    RePEc:pra:mprapa:69676.

    Full description at Econpapers || Download paper

  29. Exchange Rate Volatility and Macroeconomic War: A Comparative Study of India and Pakistan. (2015). Nazeer, Amna ; Idrees, Zahra ; Hua, Liu ; Shafi, Khuram.
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:5:y:2015:i:1:p:257-269.

    Full description at Econpapers || Download paper

  30. Exchange Rate Volatility and Oil Prices Shocks. (2015). Nazeer, Amna ; Idrees, Zahra ; Hua, Liu ; Shafi, Khuram ; Satti, Javed Altaf .
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:5:y:2015:i:1:p:249-256.

    Full description at Econpapers || Download paper

  31. The Role of Oil Prices, the Real Effective Exchange Rate, and Inflation in Economic Activity of Russia: An Empirical Investigation. (2015). Izatov, Asset .
    In: Eastern European Business and Economics Journal.
    RePEc:eeb:articl:v:1:y:2015:i:3:p:48-70.

    Full description at Econpapers || Download paper

  32. Impact of exchange rate depreciation on the balance of payments: Empirical evidence from Nigeria. (2014). Iyoboyi, Martins ; Muftau, Olarinde .
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:doi:10.1080/23322039.2014.923323.

    Full description at Econpapers || Download paper

  33. Exchange Rate and the Economic Growth in Nigeria. (2014). Chichi, Onuorah Anastasia ; Casmir, Osuji Chinaemerem .
    In: International Journal of Management Sciences.
    RePEc:rss:jnljms:v2i2p3.

    Full description at Econpapers || Download paper

  34. The Role of Oil Prices and Real Exchange Rate on the Output Growth in Nigeria. (2014). Alimi, Santos R ; Fatukasi, Bayo .
    In: International Journal of Financial Economics.
    RePEc:rss:jnljfe:v3i2p1.

    Full description at Econpapers || Download paper

  35. Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study. (2014). Masih, Abul ; AbdulKarim, Fatima .
    In: MPRA Paper.
    RePEc:pra:mprapa:58240.

    Full description at Econpapers || Download paper

  36. The Impact of Exchange Rate Fluctuation on the Nigerian Economic Growth: An Empirical Investigation. (2014). Adeniran, J. O. ; Yusuf, S. A. ; Adeyemi, Olatoke A..
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:4:y:2014:i:8:p:224-233.

    Full description at Econpapers || Download paper

  37. Oil Prices Fluctuations & Its Impact on Russians Economy; An Exchange Rate Exposure. (2014). Shafi, Khuram ; Liu, Hua.
    In: Asian Journal of Economic Modelling.
    RePEc:asi:ajemod:2014:p:169-177.

    Full description at Econpapers || Download paper

  38. Oil Price Fluctuations and Output performance in Nigeria : a Var Approach. (2013). Onakoya, Adegbemi ; fasanya, Ismail ; Adegbemi B. O Onakoya, .
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:16:y:2013:i:49:p:47-72.

    Full description at Econpapers || Download paper

  39. Oil Price and Exchange Rate Volatility in Nigeria. (2013). Ogundipe, Adeyemi.
    In: MPRA Paper.
    RePEc:pra:mprapa:51668.

    Full description at Econpapers || Download paper

  40. The Effects of Exchange Rate Volatility on Economic Growth in Iran. (2012). Sanginabadi, Bahram ; Heidari, Hassan.
    In: MPRA Paper.
    RePEc:pra:mprapa:52406.

    Full description at Econpapers || Download paper

  41. The Long and Short Run Impacts of Food and Energy Price Shocks: Evidence from Nigeria. (2012). Aye, Goodness C..
    In: 2012 Conference (56th), February 7-10, 2012, Fremantle, Australia.
    RePEc:ags:aare12:125048.

    Full description at Econpapers || Download paper

  42. Exploring oil price – exchange rate nexus for Nigeria. (2011). Suleiman, Hassan ; Muhammad, Zahid ; Kouhy, Reza .
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2011:i:071.

    Full description at Econpapers || Download paper

  43. The volatility of world crude oil prices. (2011). Kuncoro, Haryo.
    In: Economic Journal of Emerging Markets.
    RePEc:uii:journl:v:3:y:2011:i:1:p:1-15.

    Full description at Econpapers || Download paper

  44. Analysis of Determinants of Agribusiness investment in a Young Economy: Nigeria (1999 -2008). (2011). Philip, Nto.
    In: Journal of Social and Development Sciences.
    RePEc:rnd:arjsds:v:2:y:2011:i:3:p:137-146.

    Full description at Econpapers || Download paper

  45. The impact of oil prices, real effective exchange rate and inflation on economic activity: Novel evidence for Vietnam. (2011). Trung, Le Viet ; Nguyen Thi Thuy Vinh, .
    In: Discussion Paper Series.
    RePEc:kob:dpaper:dp2011-09.

    Full description at Econpapers || Download paper

  46. The Impact of Oil Prices on the Exchange Rate and Economic Growth in Norway. (2010). Al-mulali, Usama.
    In: MPRA Paper.
    RePEc:pra:mprapa:24447.

    Full description at Econpapers || Download paper

  47. Oil Price Shocks and the Macroeconomy of Nigeria: A Non-linear Approach. (2009). ALIYU, Shehu ; Aliyu, Shehu Usman Rano, .
    In: MPRA Paper.
    RePEc:pra:mprapa:18726.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-20 18:16:14 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.