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The empirical role of the exchange rate on the crude-oil price formation
13 references·15 citing·41 second hop
The empirical role of the exchange rate on the crude-oil price formation (2004)The empirical role of the exchange rate o…EXCHANGE RATE PASS‐THROUGH (1995)EXCHANGE RATE PASS‐THROUGHHysteresis, menu costs, and pricing with random exchange rates (1991)Hysteresis, menu costs, and p…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Are Prices too Sticky? (1989)Are Prices too Sticky?Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Exchange rates and traded goods prices (1988)Exchange rates and traded goo…Pricing to Market when the Exchange Rate Changes (1986)Pricing to Market when the Ex…Small Menu Costs and Large Business Cycles: A Macroeconomic Model of Monopoly (1985)Small Menu Costs and Large Bu…Exchange Rates and Prices (1985)Exchange Rates and PricesLikelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Gains to Producers from the Cartelization of Exhaustible Resources (1978)Gains to Producers from the C…The Economics of Exhaustible Resources (1931)The Economics of Exhaustible …A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting (2023)A novel hybrid model with two…The impact of international crude oil price fluctuation on the exchange rate of petroleum-importing countries: a summary of recent studies (2018)The impact of international c…Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models (2017)Forecasting Crude Oil Prices:…The Performance of Government in Energy Regulations (2016)The Performance of Government…Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time? (2016)Forecasting spot oil price in…Cross-correlations between crude oil and exchange markets for selected oil rich economies (2016)Cross-correlations between cr…Optimizing the monthly crude oil price forecasting accuracy via bagging ensemble models (2015)Optimizing the monthly crude …Interactions between oil and financial markets — Do conditions of financial stress matter? (2015)Interactions between oil and …Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey (2015)Forecasting Crude Oil Price U…A comparative analysis of the dynamic relationship between oil prices and exchange rates (2014)A comparative analysis of the…Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate (2013)Modeling returns and volatili…Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? (2013)Is there a homogeneous causal…Physical market determinants of the price of crude oil and the market premium (2009)Physical market determinants …Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case (2009)Are electricity prices affect…Crude oil prices and the euro-dollar exchange rate: A forecasting exercise (2008)Crude oil prices and the euro…Tariff Protection and Imperfect Competition (1982)Exchange Rate Dynamics Redux (1995)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? 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this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1931The Economics of Exhaustible Resources4,535 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1985Small Menu Costs and Large Business Cycles: A Macroeconomic Model of Monopoly1,223 cited
  • 1986Pricing to Market when the Exchange Rate Changes1,052 cited
  • 1985Exchange Rates and Prices547 cited
  • 1988Exchange rates and traded goods prices525 cited
  • 1995EXCHANGE RATE PASS‐THROUGH505 cited
  • 1978Gains to Producers from the Cartelization of Exhaustible Resources309 cited
  • 1989Are Prices too Sticky?100 cited
  • 1991Hysteresis, menu costs, and pricing with random exchange rates48 cited

Cited by

  • 2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?126 cited
  • 2013Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate

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121 cited
  • 2016Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?116 cited
  • 2014A comparative analysis of the dynamic relationship between oil prices and exchange rates111 cited
  • 2009Physical market determinants of the price of crude oil and the market premium95 cited
  • 2017Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models81 cited
  • 2015Interactions between oil and financial markets — Do conditions of financial stress matter?63 cited
  • 2009Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case61 cited
  • 2018The impact of international crude oil price fluctuation on the exchange rate of petroleum-importing countries: a summary of recent studies58 cited
  • 2016Cross-correlations between crude oil and exchange markets for selected oil rich economies51 cited
  • 2008Crude oil prices and the euro-dollar exchange rate: A forecasting exercise49 cited
  • 2016The Performance of Government in Energy Regulations33 cited
  • 2023A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting32 cited
  • 2015Optimizing the monthly crude oil price forecasting accuracy via bagging ensemble models30 cited
  • 2015Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey29 cited