The relationship between oil prices and exchange rates: Revisiting theory and evidence

J Beckmann, RL Czudaj, V Arora - Energy Economics, 2020 - Elsevier
This paper reviews existing theoretical and empirical research on the relationship between
oil prices and exchange rates. We start with theoretical transmission channels—which point …

Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold

R Selmi, W Mensi, S Hammoudeh, J Bouoiyour - Energy Economics, 2018 - Elsevier
This study assesses the roles of Bitcoin as a hedge, a safe haven and/or a diversifier against
extreme oil price movements, in comparison to the corresponding roles of gold. We use a …

The effect of energy price shocks on commodity currencies during the war in Ukraine

A Sokhanvar, S Çiftçioğlu, CC Lee - Resources Policy, 2023 - Elsevier
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 …

Dynamic connectedness of oil price shocks and exchange rates

F Malik, Z Umar - Energy Economics, 2019 - Elsevier
Using a novel method of isolating the oil price shocks, we study how different sources of oil
price shocks are connected to exchange rates of major oil-dependent countries using daily …

Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model

Q Ji, BY Liu, Y Fan - Energy economics, 2019 - Elsevier
This paper analyses the dynamic dependence between WTI crude oil and the exchange
rates of the United States and China, taking structural changes of dependence into account …

Resource curse or resource blessing: Perspective on the nonlinear and regional relationships in China

S Wen, Z Jia - Journal of Cleaner Production, 2022 - Elsevier
This study utilizes the system generalized method of moments (SYS-GMM) model to
measure the impact of resource dependence on economic development on the panel data …

Oil price shocks and US dollar exchange rates

H Chen, L Liu, Y Wang, Y Zhu - Energy, 2016 - Elsevier
In this paper, we investigate the impacts of oil price shocks on the bilateral exchange rates of
the US dollar against currencies in 16 OECD countries. Our empirical findings indicate that …

[HTML][HTML] The response of exchange rates to economic policy uncertainty: Evidence from Russia

K Sohag, A Gainetdinova, O Mariev - Borsa Istanbul Review, 2022 - Elsevier
The Russian economy has encountered substantial exchange rate volatility due to many
endogenous and exogenous shocks, including the adoption of different exchange rate …

Oil price and US dollar exchange rate: Change detection of bi-directional causal impact

CT Albulescu, AN Ajmi - Energy Economics, 2021 - Elsevier
The purpose of the paper is to detect the changes in the causal relationship between
international oil prices and the US dollar real effective exchange rate, using the Shi et al …

Unconditional and conditional analysis between covid-19 cases, temperature, exchange rate and stock markets using wavelet coherence and wavelet partial …

GD Sharma, AK Tiwari, M Jain, A Yadav, B Erkut - Heliyon, 2021 - cell.com
This paper examines the time-frequency relationship between the number of confirmed
COVID-19 cases, temperature, exchange rates and stock market return in the top-15 most …