SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The effect of energy price shocks on commodity currencies during the war in Ukraine
16 references·0 citing·47 second hop
The effect of energy price shocks on commodity currencies during the war in Ukraine (2023)The effect of energy price shocks on comm…The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (2016)The cross-quantilogram: Measu…Oil Prices and the Stock Market (2012)Oil Prices and the Stock Mark…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…International Economics: Theory and Policy (2010)International Economics: Theo…Oil price fluctuations and U.S. dollar exchange rates (2009)Oil price fluctuations and U.…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…Introductory Econometrics for Finance (2008)Introductory Econometrics for…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Commodity currencies (2003)Commodity currenciesOil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Multinational Business Finance. (1984)Multinational Business Financ…Oil Prices and Exchange Rates (1983)Oil Prices and Exchange RatesExchange Rates and International Macroeconomics (1983)Exchange Rates and Internatio…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Modelling oil price and exchange rate co-movements (2011)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)Bounds testing approaches to the analysis of level relationships (2001)Is gold a hedge or safe haven against oil price movements? (2013)Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)The Behavior of Stock-Market Prices (1965)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Econometrics of Financial Markets (2012)An analysis of the literature on systemic financial risk: A survey (2016)Frequency Connectedness and Cross-quantile Dependence Between Green Bond and Green Equity Markets (2020)Searching for safe-haven assets during the COVID-19 pandemic (2020)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Empirical exchange rate models of the seventies (1983)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)Oil prices, exchange rates and emerging stock markets (2011)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
this work references cited by second hop

References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2008Introductory Econometrics for Finance3,662 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1998Oil prices and the rise and fall of the US real exchange rate563 cited
  • 2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series553 cited
  • 2003Commodity currencies513 cited
  • 2009Dynamics of oil price, precious metal prices, and exchange rate504 cited
  • 1983Oil Prices and Exchange Rates468 cited
  • 2009Oil price fluctuations and U.S. dollar exchange rates457 cited
  • 2012Oil Prices and the Stock Market435 cited
  • 1984Multinational Business Finance.341 cited
  • 1983Exchange Rates and International Macroeconomics311 cited
  • 2010International Economics: Theory and Policy

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

310 cited

Cited by

No citing works inside the corpus for this window.