Volatility and Commodity Price Dynamics in Nigeria

Volatility and Commodity Price Dynamics in Nigeria

This study examines volatility and commodity price dynamics in Nigeria. This was estimated with the GARCH and Exponential Generalized Autoregressive Conditional Heteroschedasticity (EGARCH), while Granger Causality test was used to examine the causality direction between domestic commodity prices an...

Full description

Bibliographic Details
Main Authors: Charles Osondu Manasseh, Jonathan Emenike Ogbuabor, Obiorah K Obinna
Format: Article
Language:English
Published: EconJournals 2016-09-01
Series:International Journal of Economics and Financial Issues
Subjects:
volatility
dynamics
spot price
causality
inflation
exchange rate
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354692?publisher=http-www-cag-edu-tr-ilhan-ozturk

Internet

https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354692?publisher=http-www-cag-edu-tr-ilhan-ozturk

Similar Items