Van Norden (1998a), "Exchange Rates and Oil Prices," Review of International Economics.Amano R, Van Norden S. 1998a. Exchange rates and oil prices. Review of International Economics 6: 683-694.Amano, R.A. and Norden, S. (1998a),"Exchange rates and oil prices", Review of ...
Addressing the interconnectedness of oil prices and foreign exchange rates poses a substantial challenge and raises significant questions within economic research. Existing studies reveal a fragmented understanding of the dynamics between these crucial v
We use cointegration-based techniques to investigate the relationship between oil prices and the euro effective exchange rate taking also into account the
Long-run equilibrium real exchange rates and oil prices Using cointegration and causality tests, this paper demonstrates that the nonstationary behavior of US dollar real exchange rates, over the post-Bretton Wo... CBC Daniel - 《Economics Letters》 被引量: 244发表: 1998年 Oil prices and ...
Moreover, as Kilian and Zhou (2019) underline, it is necessary to distinguish between co-movements and the underlying causality between exchange rates and oil prices. Therefore, recent empirical investigations employ different categories of time-series nonlinear approaches to understand the connection ...
(2010). Oil prices and exchange rates: the case of OPEC. Business Intelligence Journal, 3(1), 83-92.Nikbakht, L. (2010) Oil Prices and Exchange Rates: The Case of OPEC. Business Intelligence Journal, 3, 83-92.Nikbakht L.Oil prices and exchange rates:The case of OPEC. Business ...
In this paper, we investigate the long-run relationship between real oil prices and real exchange rates by using a monthly panel of G7 countries from 1972:1 to 2005:10. We first test whether exchange rates are cointegrated with real oil prices. It is shown that real oil prices may have ...
Emerging economiescrude oil pricesexchange ratesstock indicesThis paper examines the relationship between crude oil prices, exchange rates and stocks market indices of emerging economies like BRIC (Brazil, Russia, India aBagchi, BhaskarSocial Science Electronic Publishing...
An Analysis of Real Oil Prices and Real Exchange Rates in Five African Countries: Applying Symmetric and Asymmetric Cointegration Models This article examines the long-run interactions between real oil prices and real exchange rates in five oil-exporting African countries: Egypt, Ghana, Nigeria, ...
(2014). Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach. Modeling Dependence in Econometrics.Kiatmanaroch, T., Sriboonchitta, S.: Relationship between exchange rates, palm oil prices, and crude oil prices: a vine copula based ...