The relationship between oil prices and exchange rates: Revisiting theory and evidence
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 …
Does crude oil price stimulate economic policy uncertainty in BRICS?
This paper applies the quantile Granger causality test, to explore whether the economic
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …
Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
This paper inspects volatility connectedness across crude oil, natural gas, coal, stock, and
currency markets in the US and China. To accomplish this objective, we deploy …
currency markets in the US and China. To accomplish this objective, we deploy …
Exploring the Trend of Commodity Prices: A review and bibliometric analysis
As the supply of commodities forms essential lifelines for modern society, commodity price
fluctuations can significantly impact the operation and sustainable development of …
fluctuations can significantly impact the operation and sustainable development of …
Are the responses of sectoral energy imports asymmetric to exchange rate volatilities in Pakistan? Evidence from recent foreign exchange regime
Growing energy demand but stagnant production followed by volatile exchange rate leads
Pakistan to energy imbalances and potential economic contraction. Yet, studies on sectoral …
Pakistan to energy imbalances and potential economic contraction. Yet, studies on sectoral …
The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies
This paper re-examines the performances of stock prices, oil prices and exchange rates in
twelve oil exporting countries amidst the ravaging consequences of the ongoing worldwide …
twelve oil exporting countries amidst the ravaging consequences of the ongoing worldwide …
How does oil price volatility affect non-energy commodity markets?
Q Ji, Y Fan - Applied Energy, 2012 - Elsevier
The influence of price volatility in the crude oil market is expanding to non-energy
commodity markets. With the substitution of fossil fuels by biofuel and hedge strategies …
commodity markets. With the substitution of fossil fuels by biofuel and hedge strategies …
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 …
rates of the United States and China, taking structural changes of dependence into account …
Asymmetric impact of oil prices on exchange rate and stock prices
S Kumar - The Quarterly Review of Economics and Finance, 2019 - Elsevier
We examine the causal relation between oil prices, exchange rate and stock prices in the
Indian context using the Hiemstra and Jones (1994) nonlinear Granger causality and …
Indian context using the Hiemstra and Jones (1994) nonlinear Granger causality and …
Oil price volatility and oil-related events: An Internet concern study perspective
Oil-related events have increased the uncertainty and complexity of the worldwide oil
market. This paper investigates the effects of four types of oil-related events on world oil …
market. This paper investigates the effects of four types of oil-related events on world oil …