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Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries
16 references·0 citing·37 second hop
Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries (2020)Extreme risk spillovers between crude oil…Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil price shocks and stock ma…NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)NONLINEARITIES AND THE MACROE…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Dynamics of oil price, precious metal prices, and exchange rate (2009)Dynamics of oil price, precio…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesOil prices and real exchange rates (2006)Oil prices and real exchange …What is an Oil Shock? (2000)What is an Oil Shock?Oil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…What happened to the oil price-macroeconomy relationship? (1996)What happened to the oil pric…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Oil Prices and Exchange Rates (1983)Oil Prices and Exchange RatesOil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…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)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)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Irreversibility, Uncertainty, and Cyclical Investment (1980)Macroeconomics and Reality (1980)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)The Economics of Exhaustible Resources (1931)Causes and Consequences of the Oil Shock of 2007-08 (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil prices, US stock return, and the dependence between their quantiles (2015)
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References

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  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
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  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
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  • 2009Dynamics of oil price, precious metal prices, and exchange rate504 cited
  • 2011NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES

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475 cited
  • 1983Oil Prices and Exchange Rates468 cited
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