Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS

Qabhobho, Thobekile

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/593884

Title:

Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS

Journal:

International Journal of Energy Economics and Policy

Authors:

Qabhobho, Thobekile

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2023

Open Content License:

Original URL:

https://econjournals.com/index.php/ijeep/article/download/13685/7206/32618

Persistent Identifier of the first edition:

doi:10.32479/ijeep.13685

Language:

English (eng)

Citation:

Qabhobho, Thobekile (2023). Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS. In: International Journal of Energy Economics and Policy 13 (2), S. 231 - 239.
https://econjournals.com/index.php/ijeep/article/download/13685/7206/32618.
doi:10.32479/ijeep.13685.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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