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Oil prices and exchange rates: Norwegian evidence
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Cited by:
- Beckmann, Joscha & Czudaj, Robert, 2013. "Oil prices and effective dollar exchange rates," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 621-636.
- Malik, Farooq & Umar, Zaghum, 2019. "Dynamic connectedness of oil price shocks and exchange rates," Energy Economics, Elsevier, vol. 84(C).
- Fang, Chung-Rou & You, Shih-Yi, 2014. "The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 330-338.
- Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E., 2020. "Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate," Energy Economics, Elsevier, vol. 92(C).
- José Antonio Núñez-Mora & Eduardo Sánchez-Ruenes, 2020. "Generalized Hyperbolic Distribution and Portfolio Efficiency in Energy and Stock Markets of BRIC Countries," IJFS, MDPI, vol. 8(4), pages 1-14, October.
- Amin Z. A. & El-Sakka M. I. T., 2016. "Determining Real Exchange Rate Fluctuations in the Oil-Based GCC Economies," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 6(7), pages 374-389, July.
- Sugra Ingilab Humbatova & Natig Qadim-Oglu Hajiyev, 2019. "Oil Factor in Economic Development," Energies, MDPI, vol. 12(8), pages 1-40, April.
- Nouira, Ridha & Hadj Amor, Thouraya & Rault, Christophe, 2019.
"Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 159-171.
- Ridha Nouira & Thouraya Hadj Amor & Christophe Rault, 2018. "Oil Price Fluctuations and Exchange Rate Dynamics in the MENA Region: Evidence from Non-Causality-in- Variance and Asymmetric Non-Causality Tests," CESifo Working Paper Series 7201, CESifo.
- Syed Shujaat AHMED & Sidra NAZIR, 2016.
"Oil Prices and REER with Impact of Regime Dummies,"
Journal of Economics Bibliography, KSP Journals, vol. 3(1), pages 123-133, March.
- Ahmed, Syed Shujaat & Nazir, Sidra, 2016. "Oil Prices and REER with Impact of Regime Dummies," MPRA Paper 68779, University Library of Munich, Germany.
- Khalid M. Kisswani, 2016. "Does oil price variability affect ASEAN exchange rates? Evidence from panel cointegration test," Applied Economics, Taylor & Francis Journals, vol. 48(20), pages 1831-1839, April.
- Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019. "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, vol. 62(C), pages 33-56.
- Akram, Q. Farooq, 2020.
"Oil price drivers, geopolitical uncertainty and oil exporters' currencies,"
Energy Economics, Elsevier, vol. 89(C).
- Akram, Q. Farooq, 2019. "Oil price drivers, geopolitical uncertainty and oil exporters’ currencies," Working Paper 2019/15, Norges Bank.
- Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020.
"The effect of oil price shocks on asset markets: Evidence from oil inventory news,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1212-1230, August.
- Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020. "The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News," Staff Working Papers 2020-8, Bank of Canada.
- Khyati Kathuria & Nand Kumar, 2022. "Pandemic‐induced fear and government policy response as a measure of uncertainty in the foreign exchange market: Evidence from (a)symmetric wild bootstrap likelihood ratio test," Pacific Economic Review, Wiley Blackwell, vol. 27(4), pages 361-379, October.
- Stephanos Papadamou & Thomas Markopoulos, 2012. "The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(3), pages 299-314, August.
- Semei Coronado & Omar Rojas, 2016. "A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico," Papers 1602.03271, arXiv.org.
- repec:wsr:wpaper:y:2011:i:071 is not listed on IDEAS
- Moayad H. Al Rasasi, 2018. "The Response of G7 Real Exchange Rates to Oil Price Shocks," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(4), pages 191-205, April.
- Yudong Wang & Li Liu, 2016. "Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging," Empirical Economics, Springer, vol. 50(4), pages 1481-1509, June.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2017.
"Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?,"
Applied Economics, Taylor & Francis Journals, vol. 49(18), pages 1774-1793, April.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Post-Print hal-01411817, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," EconomiX Working Papers 2015-38, University of Paris Nanterre, EconomiX.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Post-Print hal-01411812, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Working Papers hal-04141379, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Working Papers 2015-18, CEPII research center.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2017. "Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?," Post-Print hal-01589267, HAL.
- Akram, Q. Farooq, 2009.
"Commodity prices, interest rates and the dollar,"
Energy Economics, Elsevier, vol. 31(6), pages 838-851, November.
- Q. Farooq Akram, 2008. "Commodity prices, interest rates and the dollar," Working Paper 2008/12, Norges Bank.
- Wang, Yudong & Wu, Chongfeng, 2012. "Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis," Economic Modelling, Elsevier, vol. 29(6), pages 2289-2297.
- Ramzi Issa & Robert Lafrance & John Murray, 2008. "The turning black tide: energy prices and the Canadian dollar," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(3), pages 737-759, August.
- Alley, Ibrahim, 2018. "Oil price and USD-Naira exchange rate crash: Can economic diversification save the Naira?," Energy Policy, Elsevier, vol. 118(C), pages 245-256.
- Reinhold Heinlein & Scott M. R. Mahadeo, 2023.
"Oil and US stock market shocks: Implications for Canadian equities,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(1), pages 247-287, February.
- Reinhold Heinlein & Scott M. R. Mahadeo, 2021. "Oil and US stock market shocks: implications for Canadian equities," Working Papers in Economics & Finance 2021-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Chen, Hongtao & Liu, Li & Wang, Yudong & Zhu, Yingming, 2016. "Oil price shocks and U.S. dollar exchange rates," Energy, Elsevier, vol. 112(C), pages 1036-1048.
- Roger Bjørnstad & Eilev S. Jansen, 2007. "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers 501, Statistics Norway, Research Department.
- Ahmed, Rizwan & Chen, Xihui Haviour & Kumpamool, Chamaiporn & Nguyen, Dung T.K., 2023. "Inflation, oil prices, and economic activity in recent crisis: Evidence from the UK," Energy Economics, Elsevier, vol. 126(C).
- Khalid M. Kisswani & Arezou Harraf & Amjad M. Kisswani, 2019. "Revisiting the effects of oil prices on exchange rate: asymmetric evidence from the ASEAN-5 countries," Economic Change and Restructuring, Springer, vol. 52(3), pages 279-300, August.
- Gao Wenxin & Wen Jun & Zakaria Muhammad & Mahmood Hamid, 2022. "Nonlinear and Asymmetric Impact of Oil Prices on Exchange Rates: Evidence from South Asia," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 16(1), pages 243-256, January.
- Xie, Jinghua & Tveterås , Sigbjorn, 2018. "The Oil Price Collapse and the Birth of a Tourist Nation," UiS Working Papers in Economics and Finance 2018/3, University of Stavanger.
- Magali Dauvin, 2013.
"Energy prices and the real exchange rate of commodity-exporting countries,"
EconomiX Working Papers
2013-33, University of Paris Nanterre, EconomiX.
- Dauvin, Magali, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Energy: Resources and Markets 162418, Fondazione Eni Enrico Mattei (FEEM).
- Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013-28, CEPII research center.
- Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013.102, Fondazione Eni Enrico Mattei.
- Nguyen, Hoang & Virbickaitė, Audronė, 2023.
"Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models,"
Energy Economics, Elsevier, vol. 124(C).
- Nguyen, Hoang & Virbickaite, Audrone, 2022. "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Working Papers 2022:5, Örebro University, School of Business.
- Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
- Ramzi Issa & Robert Lafrance & John Murray, 2006. "The Turning Black Tide: Energy Prices and the Canadian Dollar," Staff Working Papers 06-29, Bank of Canada.
- Boubaker, Heni & Raza, Syed Ali, 2017. "A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets," Energy Economics, Elsevier, vol. 64(C), pages 105-117.
- Reboredo, Juan Carlos & Rivera-Castro, Miguel A. & Zebende, Gilney F., 2014. "Oil and US dollar exchange rate dependence: A detrended cross-correlation approach," Energy Economics, Elsevier, vol. 42(C), pages 132-139.
- Reboredo, Juan C., 2012. "Modelling oil price and exchange rate co-movements," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 419-440.
- Miksjuk Alexei, 2009. "Studying the Relation between the Interest Rates and the Exchange Rate in Belarus under the Speculative Motives Assumption," EERC Working Paper Series 09/07e, EERC Research Network, Russia and CIS.
- Hilde C. Bjørnland, 2009.
"Oil Price Shocks And Stock Market Booms In An Oil Exporting Country,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(2), pages 232-254, May.
- Hilde C. Bjørnland, 2008. "Oil Price Shocks and Stock Market Booms in an Oil Exporting Country," Working Paper 2008/16, Norges Bank.
- Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Pawe{l} O'swic{e}cimka & Marek Stanuszek, 2018. "Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017," Papers 1812.08548, arXiv.org, revised Jun 2019.
- Jungho Baek, 2021. "The role of crude oil prices in the movement of the Indonesian rupiah: a quantile ARDL approach," Economic Change and Restructuring, Springer, vol. 54(4), pages 975-994, November.
- Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras, 2016. "Testing Exchange Rate Models in a Small Open Economy: an SVR Approach," Bulletin of Applied Economics, Risk Market Journals, vol. 3(2), pages 9-29.
- Jungho Baek & Yoon Jung Choi, 2021. "Do fluctuations in crude oil prices have symmetric or asymmetric effects on the real exchange rate? Empirical evidence from Indonesia," The World Economy, Wiley Blackwell, vol. 44(1), pages 312-325, January.
- Akram, Q. Farooq, 2014.
"Macro effects of capital requirements and macroprudential policy,"
Economic Modelling, Elsevier, vol. 42(C), pages 77-93.
- Q. Farook Akram, 2012. "Macro effects of capital requirements and macroprudential policy," Working Paper 2012/21, Norges Bank.
- Panagiotis Rafailidis & Constantinos Katrakilidis, 2016. "Oil prices and the US effective exchange rate: A hidden cointegration analysis," Economics and Business Letters, Oviedo University Press, vol. 5(4), pages 134-144.
- Dreger, Christian & Kholodilin, Konstantin A. & Ulbricht, Dirk & Fidrmuc, Jarko, 2016.
"Between the Hammer and the Anvil: The Impact of Economic Sanctions and Oil Prices on Russia’s Ruble,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 44(2), pages 295-308.
- Dreger, Christian & Kholodilin, Konstantin A. & Ulbricht, Dirk & Fidrmuc, Jarko, 2016. "Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 295-308.
- Baek, Jungho, 2021. "A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 172-181.
- S. N. Markoulis & N. Neofytou, 2016. "An Empirical Analysis of the Relationship between Oil Prices and Stock Markets," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(12), pages 120-131, December.
- Michael B. Devereux & Gregor W. Smith, 2018.
"Commodity Currencies And Monetary Policy,"
Working Paper
1408, Economics Department, Queen's University.
- Michael B. Devereux & Gregor W. Smith, 2018. "Commodity Currencies and Monetary Policy," NBER Working Papers 25076, National Bureau of Economic Research, Inc.
- Martin Baumgärtner & Jens Klose, 2019.
"Forecasting exchange rates with commodity prices—a global country analysis,"
The World Economy, Wiley Blackwell, vol. 42(9), pages 2546-2565, September.
- Martin Baumgaertner & Jens Klose, 2018. "Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis," MAGKS Papers on Economics 201812, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Mohd Jaffri Abu Bakar & Nanthakumar Loganathan & Tirta Nugraha Mursitama & Yogeeswari Subramaniam, 2024. "The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 810-828, December.
- Diego Méndez-Carbajo, 2011. "Energy dependence, oil prices and exchange rates: the Dominican economy since 1990," Empirical Economics, Springer, vol. 40(2), pages 509-520, April.
- Saleem, Kashif & Vaihekoski, Mika, 2010.
"Time-varying global and local sources of market and currency risks in Russian stock market,"
International Review of Economics & Finance, Elsevier, vol. 19(4), pages 686-697, October.
- Saleem, Kashif & Vaihekoski, Mika, 2007. "Time-varying global and local sources of risk in Russian stock market," MPRA Paper 5787, University Library of Munich, Germany.
- Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
- Sharma, Susan Sunila & Phan, Dinh Hoang Bach & Iyke, Bernard, 2019. "Do oil prices predict Indonesian macroeconomy?," Economic Modelling, Elsevier, vol. 82(C), pages 2-12.
- Narayan, Seema, 2013. "Foreign exchange markets and oil prices in Asia," Journal of Asian Economics, Elsevier, vol. 28(C), pages 41-50.
- Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
- Andreas Breitenfellner & Jesus Crespo Cuaresma, 2008. "Crude Oil Prices and the USD/EUR Exchange Rate," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4.
- Olagbaju Ifeolu O & Akinbobola Temidayo O, 2016. "A Non-Linear Analysis of the Oil Price-Exchange Rate Nexus in Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 8(4), pages 79-91.
- Parul Bhatia, 2021. "Sustainability Of Exchange Rates And Crude Oil Prices Connection With Covid-19: An Investigation For Brics," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 5, pages 19-29, October.
- Huang, Shupei & An, Haizhong & Lucey, Brian, 2020. "How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective," Energy Economics, Elsevier, vol. 86(C).
- Hammersland, Roger & Træe, Cathrine Bolstad, 2014. "The financial accelerator and the real economy: A small macroeconometric model for Norway with financial frictions," Economic Modelling, Elsevier, vol. 36(C), pages 517-537.
- Nusair, Salah A. & Olson, Dennis, 2019. "The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis," Energy Economics, Elsevier, vol. 78(C), pages 44-63.
- Arafet Hamida & Salah ben Nasr, 2024. "Volatility Transmission between Oil Price and Exchange Rate," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 380-392, September.
- Dick van Dijk & Haris Munandar & Christian Hafner, 2011.
"The euro introduction and noneuro currencies,"
Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 95-116.
- Dick van Dijk & Haris Munandar & Christian M. Hafner, 2005. "The Euro Introduction and Non-Euro Currencies," Tinbergen Institute Discussion Papers 05-044/4, Tinbergen Institute, revised 08 Jun 2006.
- Van Dijk, Dick & Munandar, Haris & Hafner, Christian, 2011. "The Euro-introduction and non-Euro currencies," LIDAM Reprints ISBA 2011052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Jaehyung An & Alexey Mikhaylov & Sang-Uk Jung, 2020. "The Strategy of South Korea in the Global Oil Market," Energies, MDPI, vol. 13(10), pages 1-8, May.
- Beckmann, Joscha & Czudaj, Robert, 2013.
"Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?,"
Energy Economics, Elsevier, vol. 40(C), pages 665-678.
- Beckmann, Joscha & Czudaj, Robert, 2013. "Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?," Ruhr Economic Papers 431, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ahmad, A.H. & Moran Hernandez, Ricardo, 2013. "Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 306-317.
- Tayfur Bayat & Saban Nazlioglu & Selim Kayhan, 2015. "Exchange Rate and Oil Price Interactions in Transition Economies: Czech Republic, Hungary and Poland," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(3), pages 267-285, June.
- Fardous Alom, 2014. "Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 6(2), pages 105-128, July.
- Agya Atabani Adi & Samuel Paabu Adda & Amadi Kingsley Wobilor, 2022. "Shocks and volatility transmission between oil price and Nigeria’s exchange rate," SN Business & Economics, Springer, vol. 2(6), pages 1-17, June.
- Charles O. Manasseh & Janathan E. Ogbuabor & Felicia C. Abada & Okoro E.U. Okoro & Aja Ebeke Egele & Josaphat U. Onwumere, 2019. "Analysis of Oil Price Oscillations, Exchange Rate Dynamics and Economic Performance," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 95-106.
- Suresh Ramakrishnan & Shamaila Butt & Melati Ahmad Anuar, 2017. "The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 489-499.
- Ayad Hicham, 2021. "Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?," Folia Oeconomica Stetinensia, Sciendo, vol. 21(1), pages 1-17, June.
- Fasanya, Ismail O. & Adekoya, Oluwasegun B. & Adetokunbo, Abiodun M., 2021. "On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty," Resources Policy, Elsevier, vol. 72(C).
- Hilde C Bjørnland & Håvard Hungnes, 2008.
"The Commodity Currency Puzzle,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 7-30, May.
- Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.
- Hilde C. Bjørnland & Håvard Hungnes, 2005. "The commodity currency puzzle," Discussion Papers 423, Statistics Norway, Research Department.
- Zhang, Yahui & Liu, Li, 2018. "The lead-lag relationships between spot and futures prices of natural gas," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 203-211.
- Jiang, Jiaqi & Gu, Rongbao, 2016. "Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 75-89.
- Kim, Jong-Min & Jung, Hojin, 2017. "Can asymmetric conditional volatility imply asymmetric tail dependence?," Economic Modelling, Elsevier, vol. 64(C), pages 409-418.
- Tuzova, Yelena & Qayum, Faryal, 2016. "Global oil glut and sanctions: The impact on Putin’s Russia," Energy Policy, Elsevier, vol. 90(C), pages 140-151.
- Katarzyna Czech & Ibrahim Niftiyev, 2021. "The Impact of Oil Price Shocks on Oil-Dependent Countries’ Currencies: The Case of Azerbaijan and Kazakhstan," JRFM, MDPI, vol. 14(9), pages 1-14, September.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020.
"Climate Risk and Commodity Currencies,"
CESifo Working Paper Series
8788, CESifo.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate risk and commodity currencies," Working Paper 2020/18, Norges Bank.
- Hussain, Muntazir & Zebende, Gilney Figueira & Bashir, Usman & Donghong, Ding, 2017. "Oil price and exchange rate co-movements in Asian countries: Detrended cross-correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 338-346.
- Lv, Xin & Lien, Donald & Chen, Qian & Yu, Chang, 2018. "Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries," Energy Economics, Elsevier, vol. 76(C), pages 325-343.
- Alom, Fardous, 2011. "Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model," 2011 Conference, August 25-26, 2011, Nelson, New Zealand 115346, New Zealand Agricultural and Resource Economics Society.
- Maud Korley & Evangelos Giouvris, 2022. "The Impact of Oil Price and Oil Volatility Index (OVX) on the Exchange Rate in Sub-Saharan Africa: Evidence from Oil Importing/Exporting Countries," Economies, MDPI, vol. 10(11), pages 1-29, November.
- repec:wsr:wpaper:y:2011:i:072 is not listed on IDEAS
- Tim Friedhoff & Cam-Duc Au & Philippe Krahnhof, 2023. "Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War," MUNI ECON Working Papers 2023-04, Masaryk University.
- Reboredo, Juan C. & Rivera-Castro, Miguel A., 2013. "A wavelet decomposition approach to crude oil price and exchange rate dependence," Economic Modelling, Elsevier, vol. 32(C), pages 42-57.
- Umar Bala & Lee Chin & Ghulam Mustafa, 2022. "Threshold Effects of Oil Price and Oil Export on Trade Balance in Africa," Journal of Economic Impact, Science Impact Publishers, vol. 4(1), pages 14-27.
- Julio-Román, Juan Manuel & Gamboa-Estrada, Fredy Alejandro, 2019.
"The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis,"
Working papers
22, Red Investigadores de Economía.
- Juan Manuel Julio-Román & Fredy Gamboa-Estrada, 2019. "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Borradores de Economia 1091, Banco de la Republica de Colombia.
- Bwo-Nung Huang & Chi-Chuan Lee & Yu-Fang Chang & Chien-Chiang Lee, 2021. "Dynamic linkage between oil prices and exchange rates: new global evidence," Empirical Economics, Springer, vol. 61(2), pages 719-742, August.
- Maud Korley & Evangelos Giouvris, 2021. "The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa," JRFM, MDPI, vol. 14(3), pages 1-30, March.
- Zhang, Xiang & Baek, Jungho, 2022. "The role of oil price shocks on exchange rates for the selected Asian countries: Asymmetric evidence from nonlinear ARDL and generalized IRFs approaches," Energy Economics, Elsevier, vol. 112(C).
- Rini Yayuk Priyati, 2009. "Dutch disease economics a case study of Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 1(3), pages 147-159, April.
- Joscha Beckmann & Robert Czudaj, 2013. "Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?," Ruhr Economic Papers 0431, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Abubakar Lawan Ngoma & Normaz Wana Ismail & Zulkornain Yusop, 2016. "An Analysis of Real Oil Prices and Real Exchange Rates in Five African Countries," Foreign Trade Review, , vol. 51(2), pages 162-179, May.
- Davood Pirayesh Neghab & Mucahit Cevik & M. I. M. Wahab, 2023. "Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning," Papers 2303.16149, arXiv.org.
- Panopoulou, Ekaterini & Souropanis, Ioannis, 2019. "The role of technical indicators in exchange rate forecasting," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 197-221.
- Benjamin Ighodalo Ehikioya & Alexander Ehimare Omankhanlen & Ayopo Abiola Babajide & Godswill Osagie Osuma & Cordelia Onyinyechi Omodero, 2020. "Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 242-249.
- Hicham Ayad & Ousama Ben-Salha & Miloud Ouafi, 2023. "Do oil prices predict the exchange rate in Algeria? Time, frequency, and time‐varying Granger causality analysis," Economic Change and Restructuring, Springer, vol. 56(5), pages 3545-3566, October.
- repec:zbw:rwirep:0431 is not listed on IDEAS
- Albulescu, Claudiu Tiberiu & Ajmi, Ahdi Noomen, 2021. "Oil price and US dollar exchange rate: Change detection of bi-directional causal impact," Energy Economics, Elsevier, vol. 100(C).
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