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Exploring oil price – exchange rate nexus for Nigeria

Research output: Contribution to journal › Article › peer-review

Standard Standard

Exploring oil price – exchange rate nexus for Nigeria. / Suleiman, Hassan; Muhammad, Zahid; Kouhy, Reza.
In: OPEC Energy Review, Vol. 36, No. 4, 03.12.2012, p. 383-395.

Research output: Contribution to journal › Article › peer-review

HarvardHarvard

Suleiman, H, Muhammad, Z & Kouhy, R 2012, 'Exploring oil price – exchange rate nexus for Nigeria', OPEC Energy Review, vol. 36, no. 4, pp. 383-395. https://doi.org/10.1111/j.1753-0237.2012.00219.x

APA

Suleiman, H., Muhammad, Z., & Kouhy, R. (2012). Exploring oil price – exchange rate nexus for Nigeria. OPEC Energy Review, 36(4), 383-395. https://doi.org/10.1111/j.1753-0237.2012.00219.x

CBE

Suleiman H, Muhammad Z, Kouhy R. 2012. Exploring oil price – exchange rate nexus for Nigeria. OPEC Energy Review. 36(4):383-395. https://doi.org/10.1111/j.1753-0237.2012.00219.x

MLA

Suleiman, Hassan, Zahid Muhammad and Reza Kouhy. "Exploring oil price – exchange rate nexus for Nigeria". OPEC Energy Review. 2012, 36(4). 383-395. https://doi.org/10.1111/j.1753-0237.2012.00219.x

VancouverVancouver

Suleiman H, Muhammad Z, Kouhy R. Exploring oil price – exchange rate nexus for Nigeria. OPEC Energy Review. 2012 Dec 3;36(4):383-395. doi: 10.1111/j.1753-0237.2012.00219.x

Author

Suleiman, Hassan ; Muhammad, Zahid ; Kouhy, Reza. / Exploring oil price – exchange rate nexus for Nigeria. In: OPEC Energy Review. 2012 ; Vol. 36, No. 4. pp. 383-395.

RIS

TY - JOUR

T1 - Exploring oil price – exchange rate nexus for Nigeria

AU - Suleiman, Hassan

AU - Muhammad, Zahid

AU - Kouhy, Reza

PY - 2012/12/3

Y1 - 2012/12/3

N2 - This paper investigates the oil price – exchange rate nexus for Nigeria duringthe period 2007-2010 using daily data. The generalised autoregressiveconditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH)models are employed to examine the impact of oil price changes on thenominal exchange rate .The outcome of this research indicates that a rise inoil prices leads to a depreciation of the Nigerian Naira vis-à-vis the US dollarover the study period.

AB - This paper investigates the oil price – exchange rate nexus for Nigeria duringthe period 2007-2010 using daily data. The generalised autoregressiveconditional heteroscedasticity (GARCH) and exponential GARCH (EGARCH)models are employed to examine the impact of oil price changes on thenominal exchange rate .The outcome of this research indicates that a rise inoil prices leads to a depreciation of the Nigerian Naira vis-à-vis the US dollarover the study period.

U2 - 10.1111/j.1753-0237.2012.00219.x

DO - 10.1111/j.1753-0237.2012.00219.x

M3 - Article

VL - 36

SP - 383

EP - 395

JO - OPEC Energy Review

JF - OPEC Energy Review

IS - 4

ER -