African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk
Shoujun Huang, Mariya Gubareva, Tamara Teplova, Ahmed Bossman
| Year of publication: |
2024
|
|---|---|
| Authors: | Huang, Shoujun ; Gubareva, Mariya ; Teplova, Tamara V. ; Bossman, Ahmed |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107679, p. 1-22
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| Subject: | African currency markets | Crude oil | FX returns' predictability | Geopolitical risk | Quantile regression | Quantile-based causality | Quantile-on-quantile regression | Prognoseverfahren | Forecasting model | Geopolitik | Geopolitics | Devisenmarkt | Foreign exchange market | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Afrika | Africa | Kapitaleinkommen | Capital income | Erdöl | Petroleum | Risiko | Risk | Wechselkurs | Exchange rate | Welt | World | Ölpreis | Oil price | Volatilität | Volatility | Kausalanalyse | Causality analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107679 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046944