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Real purchasing power of oil revenues for OPEC Member Countries: a broad currency basket and dynamic trade pattern approach

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Author Info
Mohammad Mazraati

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Abstract

The purpose of this paper is to examine the real purchasing power of OPEC Member Countries' oil revenues, which are subject to "the value of the US dollar vis-à-vis other major currencies" and "world imported inflation". The exponential weighting average formula with a broad basket of currencies is suggested. The basket of currencies is labelled as a broad currency basket and includes the major trading partners of OPEC Member Countries. The weights are normalized OPEC import shares of the countries of the basket and are updated and adjusted every year to incorporate a gradual change in the trade pattern. In other words, the dynamic trade pattern approach is incorporated in the calculations. The nominal dollar oil revenues of OPEC Member Countries are about $5,099 billion during 1970 to 2004, of which $3,725 bn (73 per cent) have been lost due to imported inflation and the dollar's depreciation. Imported inflation and dollar depreciation have had a respective 78.6 per cent and 21.4 per cent contribution to the losses of the purchasing power of OPEC Member Countries. The imported inflation rate approaches a stable low level, but OPEC still has a lot of concerns on dollar swings. The euro offers opportunities for many oil-exporting nations that have extensive trade relations with Euro-zone countries. Payments for oil exports can be invoked in euros at the prevailing dollar-euro rate on the day of a given contract, or any other trigger formula. This would immunize a major portion of OPEC oil revenues from dollar depreciation. Copyright 2005 Organization of the Petroleum Exporting Countries.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.0277-0180.2005.00149.x
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Publisher Info
Article provided by Organization of the Petroleum Exporting Countries in its journal OPEC Review.

Volume (Year): 29 (2005)
Issue (Month): 3 (09)
Pages: 153-175
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Handle: RePEc:bla:opecrv:v:29:y:2005:i:3:p:153-175

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