Plante, M., Oil price shocks and exchange rate management: the im plications of consum er durables for the small open economy, Indiana University Bloomington, CAEPR Working Paper #2008-007, April 2008Plante, M. (2008). Oil price shocks and Exchange rate management: the implications of ...
This study investigates the effects of oil price shocks on exchange rate movements in five major oil-exporting countriesRussia, Brazil, Mexico, Canada, and Norway. The R2 of the fundamental model doubles in Russia and Brazil, but increases slightly in Canada and Norway when oil prices are added...
Oil price shocks, exchange rate dynamics and stock market behaviour : empirical evidence from Nigeria This thesis explores the relationship between oil price shocks, exchange rate dynamics and stock market behaviour in Nigeria using a variety of econometric specifications. The response of exchange rates...
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
When we follow the price of the crude oil and exchange rate of the dollar nowadays, we see a pattern not so different from the general conclusion of the literature about the relationship between oil price and exchange rate in Turkey. In this study, the relationship between the crude oil ...
The analysis revealed that there is long run relationship between domestic private investment, oil price shocks, exchange rate, inflation, income and credit to private sector. The study found negative effect of oil price shocks on investment. This indicate that shock in oil prices leads to a ...
An Analysis of the Effect of Oil PriceShock and Exchange Rate Instability onEconomic Growth in Nigeria The Johansen VAR-based cointegration technique is applied to examine the sensitivity of real economic growth to changes in oil prices and real exchange rate volatility in the long-run while the ...
The Effects of Oil Price Shocks and Exchange Rate Volatility on Inflation: Evidence from Malaysia. The objective of this paper is to examine the effects of oil price shock on inflation in Malaysia, using monthly data from 2005 to 2011. VAR-VECM and Grang... Shaari,Mohd,Shahidan,... - 《...
Model 1 investigates the relationship between returns, market risk, oil price risk and exchange rate risk. Model 2 investigates the relationship between returns, market risk, oil price risk, squared market price risk, and exchange rate risk. Model 3 investigates the relationship between returns, ...
In addition, I refine the traditional modeling and interpretation of the effects of oil price shocks on oil import demand. More specifically, I model import demand for oil – crude and petroleum products – not as a function of a single oil price shock as standard in existing oil import ...