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Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets : evidence from implied volatility

Ding, Qian; Huang, Jianbai; Chen, Jinyu - In: Energy economics 102 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013162177

Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility

Alam, Md. Samsul; Shahzad, Syed Jawad Hussain; Ferrer, … - In: Energy economics 84 (2019), pp. 1-21

Persistent link: https://www.econbiz.de/10012183298

International transmission of shocks and African forex markets

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara - In: Energy economics 131 (2024), pp. 1-18

We explore the influence of oil price and geopolitical risk (GPR) on the international transmission of shocks within African forex markets. To gauge the dynamics of shock transmission, we employ the TVP-VAR connectedness model using daily data spanning over the period 2000-2023. We show that...

Persistent link: https://www.econbiz.de/10015046270

Alternative measures of output in global economic-environmental models : purchasing power parity or market exchange rates

Nordhaus, William D. - In: Energy economics 29 (2007) 3, pp. 349-372

Persistent link: https://www.econbiz.de/10003603328

The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework

Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: Energy economics 40 (2013), pp. 714-733

Persistent link: https://www.econbiz.de/10010354948

Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60

Persistent link: https://www.econbiz.de/10011533698

African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk

Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015046944

The nexus between oil price and Russia's real exchange rate : better paths via unconditional vs conditional analysis

Bouoiyour, Jamal; Selmi, Refk; Tiwari, Aviral Kumar; … - In: Energy economics 51 (2015), pp. 54-66

Persistent link: https://www.econbiz.de/10011564212

Noncausality and the commodity currency hypothesis

Lof, Matthijs; Nyberg, Henri - In: Energy economics 65 (2017), pp. 424-433

Persistent link: https://www.econbiz.de/10011804018

Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness

Asadi, Mehrad; Roubaud, David; Tiwari, Aviral Kumar - In: Energy economics 109 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013283917

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