International records / OpenAlex research

Oil Price Volatility and Business Cycles in Nigeria

Abstract The effect of oil price volatility on the business cycle (measured as fluctuations in real GDP) in Nigeria is investigated, while controlling for effects of other variables such as inflation, exchange rate, money supply, trade openness and foreign direct investment. Volatility in real GDP and oil price is generated through the EGARCH process. The ARDL approach to cointegration and error correction modeling is employed for analysis of data covering the period from 1970 to 2015. The study finds positive and significant short-run effect of oil price volatility on real GDP volatility, and…

Files

PDF · 179.8 KB · text indexed, 24,778 characters
SHA-256 003688f2991c644c874cff43ee929157a21fa4b9ca8fc71638162c96752b60b0
from http://eccsf.ulbsibiu.ro/RePEc/blg/journl/13203aighyisi.pdf
Open Download

Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	Studies in Business and Economics
Date	2018-08-01
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.2478/sbe-2018-0018
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W2892028703`

Cite this record

Oil Price Volatility and Business Cycles in Nigeria. OpenAlex research, 2018. Vero Archive, record openalex:W2892028703.