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Oil price fluctuations and U.S. dollar exchange rates
16 references·16 citing·26 second hopsampled
Oil price fluctuations and U.S. dollar exchange rates (2009)Oil price fluctuations and U.S. dollar ex…What is an Oil Shock? (2000)What is an Oil Shock?Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)The Macroeconomic Effects of …The relationship between oil prices and exchange rates: Revisiting theory and evidence (2020)The relationship between oil …How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)How COVID-19 drives connected…Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico (2019)Return and volatility linkage…Dynamic connectedness of oil price shocks and exchange rates (2019)Dynamic connectedness of oil …Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis (2017)Does the crude oil price infl…Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble (2016)Between the hammer and the an…The impact of oil shocks on exchange rates: A Markov-switching approach (2015)The impact of oil shocks on e…Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (2013)Oil and US dollar exchange ra…A wavelet decomposition approach to crude oil price and exchange rate dependence (2013)A wavelet decomposition appro…U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis (2012)U.S. stock returns and oil pr…Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach (2012)Modeling nonlinear Granger ca…Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach (2012)Conditional dependence struct…The economic value of co-movement between oil price and exchange rate using copula-based GARCH models (2011)The economic value of co-move…Modelling oil price and exchange rate co-movements (2011)Modelling oil price and excha…Does crude oil move stock markets in Europe? A sector investigation (2011)Does crude oil move stock mar…Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited

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  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • Cited by

    • 2021The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements453 cited
    • 2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited
    • 2011Modelling oil price and exchange rate co-movements378 cited
    • 2012Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach290 cited
    • 2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico276 cited
    • 2011The economic value of co-movement between oil price and exchange rate using copula-based GARCH models257 cited
    • 2013A wavelet decomposition approach to crude oil price and exchange rate dependence254 cited
    • 2015The impact of oil shocks on exchange rates: A Markov-switching approach253 cited
    • 2011Does crude oil move stock markets in Europe? A sector investigation241 cited
    • 2012U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis223 cited
    • 2016Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble222 cited
    • 2020The relationship between oil prices and exchange rates: Revisiting theory and evidence218 cited
    • 2012Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach212 cited
    • 2013Oil and US dollar exchange rate dependence: A detrended cross-correlation approach208 cited
    • 2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis206 cited
    • 2019Dynamic connectedness of oil price shocks and exchange rates206 cited