Understanding the oil price-exchange rate nexus for the Fiji islands

Energy Economics

Volumn 30, Issue 5, 2008, Pages 2686-2696

  Narayan, Paresh Kumar ^a   Narayan, Seema ^b   Prasad, Arti ^c  

^a DEAKIN UNIVERSITY   (Australia)

^b RMIT UNIVERSITY   (Australia)

^c MONASH UNIVERSITY   (Australia)

Author keywords

Exchange rate; Fiji; GARCH EGARCH model; Oil price; Volatility

Indexed keywords

AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (ARCH); ELSEVIER (CO); EXCHANGE RATES; FIJI ISLANDS; OIL PRICES; US DOLLAR;

COMMODITY PRICE; ENERGY MARKET; ESTIMATION METHOD; EXCHANGE RATE; MODELING; OIL; VECTOR AUTOREGRESSION;

FIJI; MELANESIA; PACIFIC ISLANDS; PACIFIC OCEAN;

EID: 48049120193     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2008.03.003     Document Type: Article

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