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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2022-05-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/12949 |