This research investigates how oil price shock aggressively impacts exchange-rate variations in Pakistan's economy. In this research, the method defined the connection between oil prices and currency rates. Data was collected from relevant websites from 1 January 2013 to 31 ...
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 Granger Causality model were employed to ...
Empirical results show an immediate and significant negative real stock returns to oil price shock in Nigeria. The Granger causality test indicates thatcausation run from oil price shocks to stock returns, implying thatvariation in stock market is explainedby oil price volatility. It is also ...
Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches 2020, North American Journal of Economics and Finance Show abstract Spillovers from global economic policy uncertainty and oil price volatility to the volatility of stock markets of oi...
The paper investigates the oil price fluctuation on exchange rates for main African net oil importing countries, namely South Africa, Morocco, Côte d’Ivoire, Kenya, Ghana and Senegal that cover for the period from 1983Q2 to 2018Q4. In order to thoroughly examine the subject matter, this st...
Because the pricing of crude oil is made in American dollars internationally, changes in oil price directly affect the exchange rates of the countries. This point especially led the researches about the effects of oil price changes to focus on its effects over exchange rates. The studies about ...
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
7.The Impact of Oil Shock on U.S and China s Real Exchange Rates;石油价格冲击对美国和中国实际汇率的影响 8.Oil Price Shocks,Endogenous Technological Progress and Japanese Economic Growth石油价格冲击、内生技术进步与日本经济增长 9.Against that background, any number of shocks could raise prices st...
Therefore, the findings showed that oil price shocks positively impact the stock market returns in Russia in case if the oil shocks are originated from supply shocks, while oil supply shocks had a negative impact on the U.S stock market. On the other hand, the oil supply shock was unclear...
In a previous work, Gil-Alana and Monge analyzed the effect of the COVID-19 crisis on crude oil prices by using long memory techniques [16]. They evidenced that oil price series are mean reverting which implies that the shock would be transitory albeit with very long-lasting effects. The ...