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Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...

Saidi, La Ode; Aedy, Hasan; Saranani, Fajar; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 104-108

Persistent link: https://www.econbiz.de/10012435288

Effect of exchange rate volatility on exports : further evidence from South Africa

Simplicio, Do Ango - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 559-570

Persistent link: https://www.econbiz.de/10011419128

The determinants of crude oil prices : evidence from ARDL and nonlinear ARDL approaches

Salem, Leila Ben; Nouira, Ridha; Jeguirim, Khaled; … - 2022

lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long …-run relationships and short-run dynamics. The paper also focuses on the asymmetric effects of covariates and a nonlinear ARDL (NARDL …) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration …

Persistent link: https://www.econbiz.de/10013426113

Exchange rate policy and falling crude oil prices : effect on the Nigerian stock market

Abraham, Terfa Williams - In: CBN journal of applied statistics 7 (2016) 1, pp. 111-123

This paper examines the effect of crude oil price movement on the Nigerian stock market and the role of exchange rate as a plausible countercyclical policy tool. Daily data on All Share Index of the Nigerian stock market, crude oil prices and exchange rate, were collected for two periods:...

Persistent link: https://www.econbiz.de/10011460340

Crude oil price volatility spillovers and agricultural commodities : a study in time and frequency domains

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 9 (2017) 3, pp. 42-56

Persistent link: https://www.econbiz.de/10011718732

Asymmetric price volatility transmission between U.S. biofuel, corn, and oil markets

Saghaian, Sayed; Nemati, Mehdi; Walters, Cory; Chen, Bo - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 46-60

Persistent link: https://www.econbiz.de/10011833454

Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility

Wen, Fenghua; Xiao, Jihong; Huang, Chuangxia; Xia, Xiaohua - In: Applied economics 50 (2018) 3, pp. 319-334

Persistent link: https://www.econbiz.de/10011846847

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

Stock prices reaction to oil price fluctuations : empirical evidence from Nigeria

Inegbedion, Henry Egbezien; Obadiaru, Eseosa; Adeyemi, … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 142-149

Persistent link: https://www.econbiz.de/10012505762

Oil prices, fundamentals and expectations

Byrne, Joseph P.; Lorusso, Marco; Xu, Bing - In: Energy economics 79 (2019), pp. 59-75

Persistent link: https://www.econbiz.de/10012172260