The war in Ukraine and new sanctions imposed on Russia have affected commodity prices
and induced historic moves in exchange rate markets. In this paper, we examine the impact …

The ongoing geopolitical crisis that has emerged due to the war in Ukraine has created
economic winners and losers. We adopt the DS-ARDL and Cross-Quantilogram approaches …

This paper uses Markov-switching models to investigate the impact of oil shocks on real
exchange rates for a sample of oil exporting and oil importing countries. This is an important …

Do oil shocks matter for exchange rates? This paper identifies three structural shocks that
impact on the oil market and analyzes their effect on exchange rates in 43 advanced and …

We explore the dynamic and directional network connectedness between implied volatility
measures of crude oil and the exchange rate of nine major currency pairs for a sample …

This paper investigates the long-run relationship and asymmetric adjustment between the
real oil prices and the real bilateral exchange rates of twelve major oil producers and …

This study aims to investigate real effective exchange rates and real commodity prices
volatility transmission among Mexico, Indonesia and Turkey. According to the results, there …

This paper examines the dynamic relationship between crude oil prices and the US
exchange rate within the structural break detection context. Based on monthly data from …

This paper investigates the relationship between energy prices and the real effective
exchange rate of commodity-exporting countries. We consider two sets of countries: 10 …

The aim of this paper is to study the relationship between terms of trade and real exchange
rates in commodity-producing countries on both the short and the long run. We investigate …