Modelling oil price and exchange rate co-movements
Year of publication: |
2012
|
---|---|
Authors: | Reboredo, Juan C. |
Published in: |
Journal of Policy Modeling. - Elsevier, ISSN 0161-8938. - Vol. 34.2012, 3, p. 419-440
|
Publisher: |
Elsevier |
Subject: | Oil prices | Exchange rates | Copulas | Co-movement |
Type of publication: | Article |
---|---|
Classification: | C22 - Time-Series Models ; c46 ; C51 - Model Construction and Estimation ; F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics ; G15 - International Financial Markets ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
-
A wavelet decomposition approach to crude oil price and exchange rate dependence
Reboredo, Juan C., (2013)
-
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach
Reboredo, Juan Carlos, (2014)
-
Modeling EU allowances and oil market interdependence. Implications for portfolio management
Reboredo, Juan C., (2013)
- More ...
-
Quantile causality and dependence between crude oil and precious metal prices
Shafiullah, Muhammad, (2020)
-
Reboredo, Juan C., (2021)
-
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps
Ugolini, Andrea, (2023)
- More ...