Unveiling the Time-dependent Dynamics between Oil Prices and Exchange Rates: A Wavelet-based Panel Analysis
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DOI: 10.5547/01956574.41.6.hkar
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- Hyunjoo Kim Karlsson, Kristofer Månsson, and Pär Sjölander, 2020. "Unveiling the Time-dependent Dynamics between Oil Prices and Exchange Rates: A Wavelet-based Panel Analysis," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6), pages 87-106.
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Cited by:
- Oguzhan Cepni, Duc Khuong Nguyen, and Ahmet Sensoy, 2022. "News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
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Keywords
Oil prices; Commodity prices; Exchange rates; Time scales; Wavelet analysis;All these keywords.
JEL classification:
- F0 - International Economics - - General
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