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Oil price fluctuations and U.S. dollar exchange rates · Study

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ArticleOil price fluctuations and U.S. dollar exchange rates

Radhamés A. Lizardo2009

Article2009

Oil price fluctuations and U.S. dollar exchange rates

Radhamés A. Lizardo · André Varella Mollick

457 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Monetary Policy and Economic Impact Global Financial Crisis and Policies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1998Generalized impulse response analysis in linear multivariate models 1996Efficient Tests for an Autoregressive Unit Root 1994Comparing Predictive Accuracy

Cited by

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Year2009

Typearticle

Published2009-10-18

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations457

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.eneco.2009.10.005

openalex_workW2012682800

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2011The economic value of co-movement between oil price and exchange rate using copula-based GARCH models

2013A wavelet decomposition approach to crude oil price and exchange rate dependence

2015The impact of oil shocks on exchange rates: A Markov-switching approach