This paper is dedicated to studying and modeling the interdependence between the oil
returns and exchange-rate movements of oil-exporting and oil-importing countries. Globally …

We take a fresh look at the interaction between crude oil prices and investor sentiment from
the novel perspective of both the time and the frequency domains. By using principal …

This paper reviews copula methods used for economic and finance. Copula allows
researchers to relax the traditional linear model assumptions so that researchers can specify …

Abstract The Russo-Ukrainian conflict and its reverberations on energy markets have
heightened concerns regarding energy security. Against the backdrop of fluctuations in …

The relationships between crude oil prices and exchange rates have always been of interest
to academics and policy analysts. There are theoretical transmission channels that justify …

Evaluation of market connectedness and asymmetric volatility spillover has recently seen a
surge in financial risk analytics and portfolio diversification. We carried out a meta-literature …

The relationship between foreign exchange rates and crude oil prices holds significant
importance in comprehending the dynamics of oil markets and their implications for diverse …

With the integration and financialization of world economy, massive hot money has
frequently flowed between crude oil and stock markets, and has brought significant extreme …

This article investigates the relationship between daily crude oil prices and exchange rates.
Functional data analysis is used to show the clustering pattern of exchange rates and oil …

We examine the dynamics of tail dependence across returns of 105 global energy firms from
26 countries covering the regions of America, Asia Pacific and Europe. A partial correlation …