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oil price volatility

Futures based forecasts: How useful are they for oil price volatility forecasting?

Futures based forecasts: How useful are they for oil price volatility forecasting?

... Crude oil prices for the 1-month, 2-month and 3-month futures contracts, as well as, spot prices of Brent Crude Oil (ICE Futures ...on oil price realized volatility, as this can be ...

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Oil Price Volatility and Fiscal Behaviour if Government in Nigeria

Oil Price Volatility and Fiscal Behaviour if Government in Nigeria

... of oil price volatility on the fiscal behaviour of the government in Nigeria using data for the period 1970 to ...real oil prices affected government expenditure dynamics and that there was a ...

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Impact of oil price volatility on macroeconomic variables (A case study of Pakistan)

Impact of oil price volatility on macroeconomic variables (A case study of Pakistan)

... the oil price volatility, so, it is an important issue and need proper attention of ...of oil price ...crude oil should be ...

7

Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?

Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?

... on oil price volatility and its impacts on international ...in oil prices discourage international ...of oil price volatility on international trade using a large panel ...

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Oil price volatility forecasts: What do investors need to know?

Oil price volatility forecasts: What do investors need to know?

... assess oil price volatility forecasts based on objective-based evaluation criteria, given that different forecasting models may exhibit superior performance at different ...on volatility ...

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Influence of Oil Price Volatility of Developed Countries on Emerging Countries Stock Market Returns by Using Threshold Based Approach

Influence of Oil Price Volatility of Developed Countries on Emerging Countries Stock Market Returns by Using Threshold Based Approach

... between oil price volatility and equity market ...to volatility. John Elder et al. [11] studied the effects of oil price uncertainty in Canada and their study exposes that ...

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Oil price Volatility and Exchange rate Dynamics in Nigeria: A Markov Switching Approach

Oil price Volatility and Exchange rate Dynamics in Nigeria: A Markov Switching Approach

... Crude oil price volatility on Nigeria’s Naira (₦)| per US dollar ($) exchange rate, this paper used the nonparametric method known as the BDS ...

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Can spillover effects provide forecasting gains? The case of oil price volatility

Can spillover effects provide forecasting gains? The case of oil price volatility

... and oil prices/volatility (Antonakakis et ...on oil price/volatility forecasts (Bekiros et ...the oil market and contains predictive ...

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Threshold Model of Gold and Oil Price Volatility in Southeast Asia Two Stock Markets: Empirical Study of Thailand and Malaysian Countries

Threshold Model of Gold and Oil Price Volatility in Southeast Asia Two Stock Markets: Empirical Study of Thailand and Malaysian Countries

... gold price and oil price ...return volatility of the Thailand and the Malaysian stock markets receives the influence of the positive and negative values of the gold price and the ...

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Oil price volatility and real effective exchange rate: the case of Thailand

Oil price volatility and real effective exchange rate: the case of Thailand

... rate volatility caused by real oil price volatility, the country’s trade balance can be ...rate volatility adversely affects both exports and imports, the trade balance will be improved ...

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Oil Price Volatility and Stock Price Volatility: Evidence from Nigeria

Oil Price Volatility and Stock Price Volatility: Evidence from Nigeria

... stock price volatility, movements in oil prices and real exchange rates in Nigeria using quarterly data from 1990 to ...if volatility in oil prices are transmitted to stock prices in ...

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Statistical Modeling of Crude Oil Price Volatility in Nigeria

Statistical Modeling of Crude Oil Price Volatility in Nigeria

... crude oil price in Nigeria (in USD/barrel) from 1997 to 2014, which is a graph that describes a point moving with the passage of time, the time plot shows some sudden changes, particularly the big shut in ...

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Economic Diversification and the State of Oil Dependency of UAE Stock Returns-An Analysis of ADX Indices 2014-2019

Economic Diversification and the State of Oil Dependency of UAE Stock Returns-An Analysis of ADX Indices 2014-2019

... commodity price risk on stock return remains an important forecasting parameters across stock markets of developed and emerging ...subdued oil price poses a challenge to the economic imbalance among ...

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The effect of crude oil price change and volatility on Nigerian economy

The effect of crude oil price change and volatility on Nigerian economy

... distinguish price uncertainty from mere price change, assuming that price uncertainty has specific effects on the ...monthly oil price volatility as a standard deviation of daily ...

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Impact of Oil Price and Its Volatility on CPI of Pakistan: Bivariate EGARCH Model

Impact of Oil Price and Its Volatility on CPI of Pakistan: Bivariate EGARCH Model

... first oil crisis in ...of oil price and its volatility on CPI in case of Pakistan from the period 1980:M1 to ...of oil price volatility on ...between oil prices and ...

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Forecasting oil price realized volatility: A new approach

Forecasting oil price realized volatility: A new approach

... use oil spot prices to model and forecast the 1-day ahead oil conditional volatility using univariate GARCH-type models, as well as, multivariate models such as BEKK, DCC and ...the oil ...

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The impact of Oil Prices on the International Economic Arena: The Economic Factors and International Players

The impact of Oil Prices on the International Economic Arena: The Economic Factors and International Players

... the oil, has been critical for society, becoming the world’s most profitable and essential industry transforming itself from domestic to international ...of oil and its price volatility in ...

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... of oil price shocks on the Nigerian ...that oil price shocks have immediate and prolonged effect on all the macroeconomic variables ...that oil price shocks have a direct impact ...

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Oil Price and Exchange Rate Volatility in Nigeria

Oil Price and Exchange Rate Volatility in Nigeria

... Oil price fluctuations have received important considerations for their presumed role on macroeconomic ...Higher oil prices may reduce economic growth, generate stock exchange panics and produce ...

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EFFECT OF OIL PRICE AND EXCHANGE RATE VOLATILITY ON ECONOMIC GROWTH IN NIGERIA

EFFECT OF OIL PRICE AND EXCHANGE RATE VOLATILITY ON ECONOMIC GROWTH IN NIGERIA

... rate volatility and money supply to the forecast error variance in oil price volatility increase over the years while the contribution of inflation rate oscillates in the horizons (it ...

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