Exchange Rate Volatility and Oil Prices in South Africa

Exchange Rate Volatility and Oil Prices in South Africa

The study examines the oil prices and exchange rate volatilities in South Africa. The study employs monthly time series data spanning for the period from 1960 M1 to 2021M11 using data collected from the SARB. The study employs a TGARCH model to analyse the volatilities between oil prices and exchan...

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Bibliographic Details
Main Authors: Nyiko Worship Hlongwane, Olebogeng David Daw, Leeto Shogole, Selinah Ribese
Format: Article
Language:English
Published: EconJournals 2022-05-01
Series:International Journal of Energy Economics and Policy
Subjects:
oil prices
exchange rate volatility
TGARCH
SARB
South Africa
Online Access:https://econjournals.com/index.php/ijeep/article/view/12949

Internet

https://econjournals.com/index.php/ijeep/article/view/12949

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