Modeling Fluctuation of the Price of Crude Oil in Nigeria Using ARCH, ARCH-M Models
Titus Eli Monday & Ahmed Abdulkadir · Asian Journal of Probability and Statistics · 2020
As a mono-product economy, where the main export commodity is crude oil, volatility in oil prices has implications for the Nigerian economy and, in particular, exchange rate movements. The latter is particularly important due to the twin dilemma of being an oil exporting and oil-...
Open access
Research Article
10.9734/ajpas/2020/v7i130171