"Nonlinear causality between crude oil price and exchange rate : a comparative study of China and India" : a failed replication (negative Type 1 and Type 2)
Year of publication: |
May 2016
|
---|---|
Authors: | De Vita, Glauco ; Trachanas, Emmanouil |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 56.2016, p. 150-160
|
Subject: | Replication | Causality | Oil price | Exchange rate | Unit root | Cointegration | Ölpreis | Wechselkurs | Indien | India | Kausalanalyse | Causality analysis | Kointegration | China | Einheitswurzeltest | Unit root test |
-
Dynamics of crude oil and real exchange rate in India
Alam, Md Shabbir, (2020)
-
Crude oil prices and exchange rate in India : evidence from Toda and Yamamoto approach
Sharma, Akhil, (2017)
-
Relationship between crude oil prices, stock prices, and exchange rates: evidence from India
Aparna, A., (2019)
- More ...
-
De Vita, Glauco, (2021)
-
De Vita, Glauco, (2018)
-
De Vita, Glauco, (2022)
- More ...