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 …
oil prices and exchange rates. We start with theoretical transmission channels—which point …
[HTML][HTML] Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: a novel nonparametric multivariate QQR …
The outlook of crude oil prices has sparsely been empirically examined especially from the
critical perspectives of energy expenditure per household, retail electricity prices, and …
critical perspectives of energy expenditure per household, retail electricity prices, and …
Dynamic connectedness of oil price shocks and exchange rates
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 …
price shocks are connected to exchange rates of major oil-dependent countries using daily …
[HTML][HTML] Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040
Beyond the environmental drawback of fossil energy sources, energy security remains a
salient concern for economic development and environmental sustainability. This explains …
salient concern for economic development and environmental sustainability. This explains …
Oil prices, exchange rates and emerging stock markets
While two different streams of literature exist investigating 1) the relationship between oil
prices and emerging market stock prices and 2) the relationship between oil prices and …
prices and emerging market stock prices and 2) the relationship between oil prices and …
Modelling oil price and exchange rate co-movements
JC Reboredo - Journal of Policy Modeling, 2012 - Elsevier
We examine how oil prices and exchange rates co-move using two measures of
dependence: correlations and copulas and document two main findings for crude oil prices …
dependence: correlations and copulas and document two main findings for crude oil prices …
Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime
MA Hooker - Journal of money, credit and banking, 2002 - JSTOR
This paper identifies a structural break in core US inflation Phillips curves such that oil prices
contributed substantially before 1981, but since that time pass-through has been negligible …
contributed substantially before 1981, but since that time pass-through has been negligible …
Risk factors in stock returns of Canadian oil and gas companies
P Sadorsky - Energy economics, 2001 - Elsevier
This paper uses a multifactor market model to estimate the expected returns to Canadian oil
and gas industry stock prices. Results are presented to show that exchange rates, crude oil …
and gas industry stock prices. Results are presented to show that exchange rates, crude oil …
Oil and US dollar exchange rate dependence: A detrended cross-correlation approach
This paper examines the relationship between oil prices and the US dollar exchange rate
using detrended cross-correlation analysis. For a wide set of currencies in the periods …
using detrended cross-correlation analysis. For a wide set of currencies in the periods …
Fintech advancements for financial resilience: Analysing exchange rates and digital currencies during oil and financial risk
Given the rising technological revolution, the necessity to analyse the intricate interplay
among Fintech, digital currencies, and exchange rates gains prominence, driven by the …
among Fintech, digital currencies, and exchange rates gains prominence, driven by the …