Similar Search Results

A cointegration and causation study of gold prices, crude oil prices and exchange rates

Lodha, Shilpa - In: The IUP journal of financial risk management : IJFRM 14 (2017) 1, pp. 55-66

Persistent link: https://www.econbiz.de/10011724356

Crude oil and stock markets : causal relationships in tails?

Ding, Haoyuan; Kim, Hyung-Gun; Park, Sung Y. - In: Energy economics 59 (2016), pp. 58-69

Persistent link: https://www.econbiz.de/10011699475

Long-run waves or short-run fluctuations : what establishes the correlation between oil and food prices?

Krätschell, Karoline; Schmidt, Torsten - In: Applied economics 49 (2017) 54, pp. 5535-5546

Persistent link: https://www.econbiz.de/10011845195

Cointegration test of oil price and us dollar exchange rates for some oil dependent economies

Mensah, Lord; Obi, Pat; Bokpin, Godfred A. - In: Research in international business and finance 42 (2017), pp. 304-311

Persistent link: https://www.econbiz.de/10011750235

Does exchange rate management affect the causality between exchange rates and oil prices? : evidence from oil-exporting countries

Lv, Xin; Lien, Da-hsiang Donald; Chen, Qian; Yu, Chang - In: Energy economics 76 (2018), pp. 325-343

Persistent link: https://www.econbiz.de/10011976671

How do supply or demand shocks affect the US oil market?

Vides, José Carlos; Feria, Julia; Golpe, Antonio A.; … - In: Financial innovation : FIN 10 (2024), pp. 1-27

The study of the relationship between crude oil and its refned products prices may be perceived as an important tool for testing how are the dynamics and the type of integration of the petro-derivatives market in the United States. In this sense, we have applied a set of causality tests to study...

Persistent link: https://www.econbiz.de/10014532027

Causal relationship among international crude oil, gold, exchange rate, and stock market : fresh evidence from NARDL testing approach

Kumar, Suresh; Kumar, Ankit; Singh, Gurcharan - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 47-57

Persistent link: https://www.econbiz.de/10014253145

How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis

Chen, Qitong; Zhu, Huiming; Yu, Dongwei; Hau, Liya - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013413415

Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data

Huang, Jianbai; Ding, Qian; Zhang, Hongwei; Guo, Yaoqi; … - In: Research in international business and finance 56 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013266166

Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach

Chang, Hao Wen; Chang, Tsangyao; Ling, Yuan Hung; Yang, … - In: Finance research letters 54 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472716