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Oil price and exchange rate nexus in Nigeria : are there asymmetries
Abubakar, Attahir B. - In: CBN journal of applied statistics 10 (2019) 1, pp. 1-28
Autoregressive (MTAR) and Structural Vector Autoregressive (SVAR) models were employed for the analysis. Findings of TAR and MTAR … models confirm the absence of asymmetric cointegration, hence leading to the conclusion that in the case of Nigeria, there …This paper examines the dynamics in the relationship between oil price and exchange rate in Nigeria by utilizing …
Persistent link: https://www.econbiz.de/10012178353
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The U.S. dollar exchange rate and the demand for oil
De Schryder, Selien; Peersman, Gert - 2013
Using recent advances in panel data estimation techniques, we find that an appreciation of the US dollar exchange rate leads to a significant decline in oil demand for a sample of 65 oil-importing countries. The estimated effect turns out to be much larger than the impact of a shift in the...
Persistent link: https://www.econbiz.de/10009707558
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The U.S. Dollar Exchange Rate and the Demand for Oil
De Schryder, Selien - 2013
Using recent advances in panel data estimation techniques, we find that an appreciation of the US dollar exchange rate leads to a significant decline in oil demand for a sample of 65 oil-importing countries. The estimated effect turns out to be much larger than the impact of a shift in the...
Persistent link: https://www.econbiz.de/10013086048
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The dynamic effects of oil price shocks on the economies of the twelve major oil exporting countries from 1970-2013 : the role of political economy factors
Sonmez, Sinem - In: International journal of business and economic sciences … 13 (2020) 1, pp. 29-51
non-GCC oil exporters (Iran, Nigeria, Norway, Canada, Russia and Venezuela) for the 1970-2013 period. Design …
Persistent link: https://www.econbiz.de/10012240085
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Global economy and the Australian dollar
Monadjemi, Mehdi S.; Lodewijks, John Kees - In: Expert journal of economics 5 (2017) 2, pp. 47-52
The Australian dollar is known as a commodity currency because it is sensitive to fluctuations of commodity prices. Although the structure of Australian production has historically moved from the primary commodities to manufacturing and services, market expectations of the currency are still...
Persistent link: https://www.econbiz.de/10012062695
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Volatility linkages between agricultural commodity prices, oil prices and real USD exchange rate : the case of Colombia
Guellil, Mohammed Seghir; Belmokaddem, Mostéfa; … - In: Revista de métodos cuantitativos para la economía y … 26 (2018), pp. 71-83
This study examines the dynamic nexus betwixt oil prices, twenty-two world agricultural commodity prices and given the evolution of the relative strength of the US dollar in a panel setting. We use panel cointegration and Panel Granger causality methods for a panel of twenty-two agricultural...
Persistent link: https://www.econbiz.de/10012023904
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Oil price drivers, geopolitical uncertainty and oil exporters' currencies
Akram, Qaisar Farooq - 2019
Empirical relationships between crude oil prices and exchange rates of oil exporting countries tend to vary over time. I use econometric models of the norwegian and canadian nominal exchange rates to investigate whether such time-variation could reflect shifts in the key oil price drivers over...
Persistent link: https://www.econbiz.de/10012214320
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Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers
Sokhanvar, Amin; Bouri, Elie - In: Borsa Istanbul Review 23 (2023) 1, pp. 44-54
The war in Ukraine and new sanctions imposed on Russia have affected commodity prices and induced historic moves in exchange rate markets. In this paper, we examine the impact of commodity price shocks related to the war in Ukraine on three currencies (Canadian dollar, euro, and Japanese yen)....
Persistent link: https://www.econbiz.de/10014307388
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Symmetric oil price shocks and government expenditure-real exchange rate nexus : ARDL and SVAR models for an oil-based economy, 1970-2018
Algaeed, Abdulaziz Hamad - In: Cogent economics & finance 8 (2020) 1, pp. 1-18
literature. To achieve this endeavor, autoregressive distributed lag (ARDL) and structural vector autoregressive (SVAR) have been … employed for the period of 1970 to 2018. The goal of carrying out ARDL and SVAR together is to consolidate and strengthen the …
Persistent link: https://www.econbiz.de/10012482836
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Does Economic Policy Uncertainty Connect Financial Markets? Evidence from Oil and Commodity Currencies
Albulescu, Claudiu - 2019
We explore the possible causal effect of economic policy uncertainty on the connectedness of crude oil and currency markets using a sample of commodity currencies from advanced and emerging nations. A battery of linear and nonlinear Granger-based causality tests indicate the presence of a causal...
Persistent link: https://www.econbiz.de/10012896152