The price of grains like maize and sorghum is subject to significant fluctuations, which can have a significant impact on a country's economy and food security. The aim of the study is to model sorghum and maize price volatility in Nigeria. The data utilized in the study was extracted from World Bank Commodity Price Data (WBCPD), 2022. The data consists of monthly prices in nominal US dollars for maize and sorghum from January 1960 – August 2022. The Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models were utilized for capturing the two-grain price volatility. Two types of conditional heteroscedastic models exist, the first group uses exact functions to control the evolution of , while the second group describes with stochastic equations. It is inferred from the result that inherent uncertainties and fluctuations existed in the prices of maize and sorghum in Nigeria which implies that the price volatility is positive and statistically significant suggesting that historical information and past shocks play a crucial role in determining the volatility observed in the grains. It is recommended that the ARCH, GARCH, EGARCH, TGARCH, PARCH, CGARCH, and IGARCH models should be employed for modeling and managing the volatility of maize and sorghum prices in Nigeria. These models have shown effectiveness in capturing different aspects of volatility, including the impact of past shocks, conditional volatility, asymmetry, and other relevant factors.

The study accessed the critical risk factors in public-private partnership (PPP)-procured mass housing project (MHP) delivery in Nigeria. The research design adopts a quantitative approach, using well-structured questionnaires distributed to stakeholders involved in PPP-MHPs i.e. consultants, in-house professionals, contractors, and the organized private sector (OPS) registered with PPP departments in the Federal Capital Territory Development Authority (FCDA) Abuja, Nigeria. The instrument relates to the background information of respondents and the risk peculiar to PPP-MHP. Sixty-three (63) risk factors were submitted for the respondents to rank using Mean Item score (MIS) for risk occurrence and its severity, while risk significance index (RI) was used to determine the risk impact. Fuzzy Synthetic Evaluation (FSE) method was subsequently applied to determine the risk criticality groups and the overall risk level in the sector. The fuzzy set theory deals with ambiguous, subjective and imprecise judgments peculiar to decision making in construction project risk assessment. It aims to provide a synthetic evaluation of an object relative to a fuzzy decision environment with multiple criteria that requires qualitative linguistic terms. The findings show that thirty-one (31) risk factors were critical in the sector while financial and micro-economic risk group is contributing most significantly to the overall risk level in PPP-MHPs in Nigeria. The top 10 risk factors in the sector include availability of finance, high finance cost, the unstable value of the local currency, lack of creditworthiness, influential economic events (boom/recession), high bidding cost, poor financial market, financial attraction to project investors, interest rate volatility, inflation rate volatility, corruption and lack of respect for the law, non-involvement of the host community and poor execution of housing policies. The implication for practice is that having known the risk group contributing most significantly to the overall risk level in PPP-MHPs, adequate financial and budgetary allocation should be made available before embarking on such venture so as to sustain the scheme in the country. The study is one of the recent researches conducted on housing, since the procurement option is novel in the sector. The study is of immense value to PPP actors in providing necessary information required to formulate risk response methods in minimize the identified risk impact sector.

Business merchants and investors in Nigeria are interested in the foreign exchange volatility forecasting accuracy performance because they need information on how volatile the exchange rate will be in the future. In the paper, we compared Exponential Generalized Autoregressive Conditional Heteroskedasticity with order p=1 and q= 1, (EGARCH (1,1)) and Recurrent Neural Network (RNN) based on long short term memory (LSTM) model with the combinations of p = 10 and q = 1 layers to model the volatility of Nigerian exchange rates. Our goal is to determine the preferred model for predicting Nigeria’s Naira exchange rate volatility with Euro, Pounds and US Dollars. The dataset of monthly exchange rates of the Nigerian Naira to US dollar, Euro and Pound Sterling for the period December 2001 – August 2023 was extracted from the Central Bank of Nigeria Statistical Bulletin. The model efficiency and performance was measured with the Mean Squared Error (MSE) criteria. The results indicated that the Nigeria exchange rate volatility is asymmetric, and leverage effects are evident in the results of the EGARCH (1, 1) model. It was observed also that there is a steady increase in the Nigeria Naira exchange rate with the euro, pounds sterling and US dollar from 2016 to its highest peak in 2023. Result of the comparative analysis indicated that, EGARCH (1,1) performed better than the LSTM model because it provided a smaller MSE values of 224.7, 231.3 and 138.5 for euros, pounds sterling and US Dollars respectively.

The future of e-money is crypocurrencies, it is the decentralize digital and virtual currency that is secured by cryptography. It has become increasingly popular in recent years attracting the attention of the individual, investor, media, academia and governments worldwide. This study aims to model and forecast the volatilities and returns of three top cryptocurrencies, namely; Bitcoin, Ethereum and Binance Coin. The data utilized in the study was extracted from the higher market capitalization at 31^st December, 2021 and the data for the period starting from 9^th November, 2017 to 31^st December 2021. The Generalised Autoregressive conditional heteroscedasticity (GARCH) type models with several distributions were fitted to the three cryptocurrencies dataset with their performances assessed using some model criterion tests. The result shows that the mean of all the returns are positive indicating the fact that the price of this three crptocurrencies increase throughout the period of study. The ARCH-LM test shows that there is no ARCH effect in volatility of Bitcoin and Ethereum but present in Binance Coin. The GARCH model was fitted on Binance Coin, the AIC and log L shows that the CGARCH is the best model for Binance Coin. Automatic forecasting was perform based on the selected ARIMA (2,0,1), ARIMA (0,1,2) and the random walk model which has the lowest AIC for ETH-USD, BNB-USD and BTC-USD respectively. This finding could aid investors in determining a cryptocurrency's unique risk-reward characteristics. The study contributes to a better deployment of investor’s resources and prediction of the future prices the three cryptocurrencies.