Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Year of publication: |
[2024]
|
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Authors: | Salisu, Afees A. ; Ogbonna, Ahamuefula Ephraim ; Gupta, Rangan ; Ji, Qiang |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | Monthly Oil Price and Energy Market Uncertainties | Daily Exchange Rate Returns Volatility | GARCH-MIDAS | Forecasting | Volatilität | Volatility | Wechselkurs | Exchange rate | Energiemarkt | Energy market | Ölpreis | Oil price | US-Dollar | US dollar | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (circa 10 Seiten) |
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Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2024, 18 (April 2024) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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