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On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era
16 references·1 citing·48 second hop
On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era (2021)On the Relationship between Oil and Excha…The relationship between oil prices and exchange rates: Revisiting theory and evidence (2020)The relationship between oil …Infectious Diseases, Market Uncertainty and Oil Market Volatility (2020)Infectious Diseases, Market U…Asymmetric impact of oil prices on exchange rate and stock prices (2019)Asymmetric impact of oil pric…Crude oil prices and exchange rates: Causality, variance decomposition and impulse response (2014)Crude oil prices and exchange…Oil Prices, Exchange Rates and Asset Prices (2013)Oil Prices, Exchange Rates an…Modelling oil price and exchange rate co-movements (2011)Modelling oil price and excha…Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Dynamic correlation between s…Oil shocks and external balances (2009)Oil shocks and external balan…Oil and the Euro area economy (2009)Oil and the Euro area economyNot All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …A component model for dynamic correlations (2009)A component model for dynamic…MIDAS Regressions: Further Results and New Directions (2007)MIDAS Regressions: Further Re…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Oil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…PRIVATE INVESTMENT AND MACROECONOMIC ADJUSTMENT:A Survey (1992)PRIVATE INVESTMENT AND MACROE…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Technological Innovations in Russian Renewable Energy Projects (2022)Technological Innovations in …Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Dynamics of oil price, precious metal prices, and exchange rate (2009)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Introduction to Copulas (1999)Is gold a hedge or safe haven against oil price movements? 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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2007MIDAS Regressions: Further Results and New Directions1,003 cited
  • 2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries764 cited
  • 1998Oil prices and the rise and fall of the US real exchange rate563 cited
  • 2011Modelling oil price and exchange rate co-movements378 cited
  • 2009Oil shocks and external balances355 cited
  • 2009A component model for dynamic correlations300 cited
  • 2009Oil and the Euro area economy223 cited
  • 1992PRIVATE INVESTMENT AND MACROECONOMIC ADJUSTMENT:A Survey221 cited
  • 2020The relationship between oil prices and exchange rates: Revisiting theory and evidence218 cited
  • 2014Crude oil prices and exchange rates: Causality, variance decomposition and impulse response202 cited
  • 2019Asymmetric impact of oil prices on exchange rate and stock prices144 cited
  • 2013Oil Prices, Exchange Rates and Asset Prices118 cited

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  • 2020Infectious Diseases, Market Uncertainty and Oil Market Volatility115 cited
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    • 2022Technological Innovations in Russian Renewable Energy Projects1 cited