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The empirical role of the exchange rate on the crude-oil price formation · Study

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ArticleThe empirical role of the exchange rate on the crude-oil price formation

Ayoub Yousefi2004

Article2004

The empirical role of the exchange rate on the crude-oil price formation

Ayoub Yousefi · Tony S. Wirjanto

142 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Global Energy Security and Policy

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References

1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1931The Economics of Exhaustible Resources 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1985Small Menu Costs and Large Business Cycles: A Macroeconomic Model of Monopoly 1986Pricing to Market when the Exchange Rate Changes 1985Exchange Rates and Prices

Cited by

2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?2013Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate 2016Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?2014A comparative analysis of the dynamic relationship between oil prices and exchange rates 2009Physical market determinants of the price of crude oil and the market premium

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1991Hysteresis, menu costs, and pricing with random exchange ratesarticle · 5 shared references 2005Dealing with Structural Breaksarticle · 4 shared references 1996The exchange rate in a model of pricing-to-marketarticle · 4 shared references 2002Purchasing Power Parity and the Real Exchange Ratearticle · 4 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 4 shared references 2008Unit root properties of crude oil spot and futures pricesarticle · 4 shared references

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Year2004

Typearticle

Published2004-08-21

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations142

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.eneco.2004.06.001

openalex_workW2021948780

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2017

Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models

2015Interactions between oil and financial markets — Do conditions of financial stress matter?

2009Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case