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Open Access Article Economics

The Effect of Commodity Prices and Exchange Rate on the Stock Return of Agriculture and Animal Feed Companies in Indonesia

Oktrevina Oktrevina, Yohannes Kurniawan, Norizan Anwar
1-10
Abstract Views : 1860
Download :567
10.36923/ijsser.v4i4.149

Abstract: The purpose of this study is to investigate the impact of selected commodity ratios and the exchange rate on the return on investment in agriculture and animal feed companies in Indonesia. The study employs the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) methodology, analyzing both monthly and daily data from 2014 to 2021, with a specific focus on the periods before and after the COVID-19 pandemic. The findings reveal... [...] Read more

Open Access Article Economics

Foreign Reserve Accumulation Amidst Joint Shocks: Evidence from Exchange Rate Uncertainty and Oil Supply Shock in MENA Region

David UMORU, Beauty Igbinovia, Mohammed I. Umole, Timothy Igbafe ALIU
30-43
Abstract Views : 2559
Download :313
10.36923/ijsser.v8i1.330

Abstract: Despite significant research on oil price shocks and exchange rate dynamics, most studies examine these factors independently and focus on average effects, while conventional policy structures often treat these risks as weakly correlated, ignoring the compounding double-hit effect of synchronized shocks. This study aims to fill this gap by exploring the joint, asymmetric, and state-dependent impacts of oil supply shocks and exchange rate... [...] Read more

Open Access Article Economics

Market Efficiency and Volatility Dynamics in the Nigerian Stock Exchange: Evidence from the Pre- and Post-COVID-19 Lockdown Period

Kamaldeen Nageri, Fatimoh Toyin Abdulrahman
44-57
Abstract Views : 2180
Download :217
10.36923/ijsser.v8i1.343

Abstract: The Efficient Market Hypothesis (EMH) posits that asset prices adjust rapidly to new information, leaving no scope for systematic excess returns. The COVID-19 pandemic represented an unprecedented global shock, generating substantial volatility across financial markets, including those in emerging African economies. This study examines the volatility dynamics and informational efficiency of the Nigerian Stock Exchange (NGX) All-Share Index... [...] Read more

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Published Volumes

2019 - 2026

2026
Vol. 8 No. 2 (2026)
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2020
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2019
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International Collaboration for Research & Publications
ICRP is an open-access global Publisher. Advancing knowledge through rigorous scholarship, ethical publishing practices, and innovative dissemination.

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https://ijsser.com/index.php/ijsser
 
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Innovation Journal of Social Sciences and Economic Review
ICR Publications Ltd. Uk
Unit 32 18-Newcastle Enterprise Centre, Lynnwood Terrace, Newcastle Upon Tyne, England, NE4 6UL, United Kingdom
This is an open-access article distributed under the
Licensed under a Creative Commons License  Creative Commons Attribution 4.0 International License. 
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