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 …

[HTML][HTML] Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: a novel nonparametric multivariate QQR …

AA Alola, O Özkan, O Usman - Energy Economics, 2023 - Elsevier
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 …

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 …

[HTML][HTML] Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040

AA Alola, O Özkan, HO Obekpa - Resources Policy, 2023 - Elsevier
Beyond the environmental drawback of fossil energy sources, energy security remains a
salient concern for economic development and environmental sustainability. This explains …

Oil prices, exchange rates and emerging stock markets

SA Basher, AA Haug, P Sadorsky - Energy economics, 2012 - Elsevier
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 …

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 …

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 …

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 …

Oil and US dollar exchange rate dependence: A detrended cross-correlation approach

JC Reboredo, MA Rivera-Castro, GF Zebende - Energy Economics, 2014 - Elsevier
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 …

Fintech advancements for financial resilience: Analysing exchange rates and digital currencies during oil and financial risk

S Afshan, KY Leong, A Najmi, U Razi, B Lelchumanan… - Resources Policy, 2024 - Elsevier
Given the rising technological revolution, the necessity to analyse the intricate interplay
among Fintech, digital currencies, and exchange rates gains prominence, driven by the …