dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries …) to examine the presence of volatility spillover between oil prices and exchange rates return series. The econometric … rates, and ii) there is significant evidence of volatility spillovers from oil markets to exchange rate markets in the …

The study of the relationship between crude oil and its refned products prices may be perceived as an important tool … WTI crude oil and each refned product price and to explore the type of market integration. Furthermore, the application of … (RBOB), heating oil, diesel and kerosene are supply-driven integrated and conventional gasoline and kero‑ sene are demand …