SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Oil prices and effective dollar exchange rates · Study

ArticleShelves

ArticleOil prices and effective dollar exchange rates

Joscha Beckmann2012

Article2012

Oil prices and effective dollar exchange rates

Joscha Beckmann · Robert Czudaj

154 citations·0/0 files stored·International Review of Economics & Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Monetary Policy and Economic Impact Economics of Agriculture and Food Markets

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 154 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 1996A test for independence based on the correlation dimension 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks

Cited by

2018The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis 2016Oil price shocks and U.S. dollar exchange rates 2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?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

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?article · 24 shared references 2020The relationship between oil prices and exchange rates: Revisiting theory and evidencearticle · 15 shared references 2012Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysisarticle · 13 shared references 2012Gold as an inflation hedge in a time-varying coefficient frameworkarticle · 12 shared references 2013A wavelet decomposition approach to crude oil price and exchange rate dependencearticle · 11 shared references 2013Oil and US dollar exchange rate dependence: A detrended cross-correlation approacharticle · 11 shared references

Details

Year2012

Typearticle

Published2012-12-29

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations154

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.iref.2012.12.002

openalex_workW2069028087

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2015A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates

2014Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

2021Inflation and Bitcoin: A descriptive time-series analysis