Ji, Qiang; Shahzad, Syed Jawad Hussain; Bouri, Elie; … - In: Journal of Economic Structures 9 (2020) 20, pp. 1-19
This study explores the dynamic effects of different oil shocks on real exchange rates in net oil importers and exporters. Specifically, the connectedness measures are combined with the structural vector autoregressive model. The findings show that oil supply shocks have a larger depreciating...