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The Dynamic Relationship between Oil Prices and Exchange Rates

Sakaki, Hamid - 2018

study examines the dynamic correlation between oil prices and exchange rates using the DCC-GARCH model. The results show the … significantly negative correlation between oil prices and exchange rates over the period. These results imply that the increase of … oil price coincides with US dollar depreciation and vice versa. This correlation strengthens in a negative direction …

Persistent link: https://www.econbiz.de/10012926938

Asymmetric relationship between exchange rate volatility and oil price : case study of Thai-Baht

Supanee Harnphattananusorn - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 86-92

Persistent link: https://www.econbiz.de/10013169294

A Time-Varying VAR Investigation of the Relationship Among Electricity Fossil Fuel Prices and Exchange Rate in Turkey

Catik, Abdurrahman Nazif - 2017

This paper aims to analyze the time-varying relationship among electricity, fossil fuel prices and exchange rate in Turkey based on quarterly data for the period 1988Q1 and 2016Q1. The time-varying responses imply that impact of fossil fuel prices and exchange rate on the electricity prices...

Persistent link: https://www.econbiz.de/10012945705

The Role of Oil Price Fluctuations on the USD/EUR Exchange Rate : An ARDL Bounds Testing Approach to Cointegration

Aimer, Nagmi - 2017

/EUR), using the bounds testing approach method to test co-integration, error correction model, in the framework of the …

Persistent link: https://www.econbiz.de/10012945870

Oil prices and the Algerian exchange rate : is there any difference with hidden co-integration?

Ayad, Hicham - In: Folia oeconomica Stetinensia : FOS 21 (2021) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012800560

Oil Price and Exchange Rate Volatility in Nigeria

Ogundipe, Oluwatomisin - 2014

relationship among the variables was determined using the Johansen Co-integration technique while the vector correction mechanism …

Persistent link: https://www.econbiz.de/10013046436

Asymmetric Impact of Oil Prices, Exchange Rate, and Inflation on Tourism Demand in Pakistan : New Evidence from Nonlinear ARDL

Saeed Meo, Muhammad - 2018

using nonlinear autoregressive distributed lag (NARDL) model. The NARDL bounds test examined the existence of cointegration …

Persistent link: https://www.econbiz.de/10012923758

The impact of oil price and exchange rate on momentum strategy profits in stock market : evidence from oil-rich developing countries

Zolfaghari, Mehdi; Sahabi, Bahram - In: Review of managerial science : RMS 15 (2021) 7, pp. 1981-2023

Persistent link: https://www.econbiz.de/10012660360

Nexus between crude oil, exchange rate and stock market returns : an empirical evidence from Indian context

Raju, Guntur Anjana; Shirodkar, Sanjeeta; Marathe, … - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 170-175

Persistent link: https://www.econbiz.de/10012622259

Asymmetrical relationship between oil prices, gold prices, exchange rate, and stock prices during global financial crisis 2008 : evidence from Pakistan

Sheikh, Umaid A.; Asad, Muzaffar; Ahmed, Zahid; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

The study investigated that whether the relationship between macroeconomic fluctuations and stock indexes is symmetrical or asymmetrical in nature. This study employed nonlinear autoregressive distributed lag models for the times before and after 2008 economic crises. The overall sample period...

Persistent link: https://www.econbiz.de/10012622267