IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-642-40660-7_136.html
   My bibliography  Save this book chapter

Research on the Trend of Yen Exchange Rate and International Crude Oil Price Fluctuation Around Japan’s Earthquake

In: Liss 2013

Author

Listed:
  • Xiaoguang Li

    (Beijing Jiaotong University
    Beijing Jiaotong University)

  • Zhucui Jing

    (Beijing Jiaotong University
    Beijing Jiaotong University)

Abstract

It has been found in the empirical study with VAR model and HP filter decomposition model on the yen exchange rate and the international crude oil price fluctuation during 45 days around Japan’s earthquake that: the fluctuation of yen exchange rate around the earthquake is one of the main reasons for the drastic fluctuation of international crude oil price in that period. There is a long-term interactive relationship between yen exchange rate and international crude oil price. The upward trend of international crude oil price after the earthquake was obvious, while yen exchange rate remained relatively stable after the earthquake.

Suggested Citation

  • Xiaoguang Li & Zhucui Jing, 2015. "Research on the Trend of Yen Exchange Rate and International Crude Oil Price Fluctuation Around Japan’s Earthquake," Springer Books, in: Runtong Zhang & Zhenji Zhang & Kecheng Liu & Juliang Zhang (ed.), Liss 2013, pages 915-920, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-40660-7_136
    DOI: 10.1007/978-3-642-40660-7_136
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-642-40660-7_136. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.