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Oil price fluctuations and U.S. dollar exchange rates

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Cited by:

  1. Malik, Farooq & Umar, Zaghum, 2019. "Dynamic connectedness of oil price shocks and exchange rates," Energy Economics, Elsevier, vol. 84(C).
  2. Rufei Zhang & Haizhen Zhang & Wang Gao & Ting Li & Shixiong Yang, 2022. "The Dynamic Effects of Oil Price Shocks on Exchange Rates—From a Time-Varying Perspective," Sustainability, MDPI, vol. 14(14), pages 1-20, July.
  3. Fenghua Wen & Jihong Xiao & Chuangxia Huang & Xiaohua Xia, 2018. "Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 319-334, January.
  4. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2018. "What determines the long-term correlation between oil prices and exchange rates?," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 140-152.
  5. Wenming Shi & Zhongzhi Yang & Kevin X. Li, 2013. "The impact of crude oil price on the tanker market," Maritime Policy & Management, Taylor & Francis Journals, vol. 40(4), pages 309-322, July.
  6. Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E., 2020. "Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate," Energy Economics, Elsevier, vol. 92(C).
  7. Gabriel Gomes, 2016. "On the impact of dollar movements on oil currencies," EconomiX Working Papers 2016-1, University of Paris Nanterre, EconomiX.
  8. Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014. "A view to the long-run dynamic relationship between crude oil and the major asset classes," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 286-299.
  9. Jozef Baruník and Ev~en Kocenda, 2019. "Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
  10. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2017. "Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 536-547.
  11. Wen, Jun & Zhao, Xin-Xin & Chang, Chun-Ping, 2021. "The impact of extreme events on energy price risk," Energy Economics, Elsevier, vol. 99(C).
  12. Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, vol. 45(C).
  13. Alfred Haug & Syed Basher & Perry Sadorsky, 2016. "The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach," EcoMod2016 9226, EcoMod.
  14. Khalid M. Kisswani, 2016. "Does oil price variability affect ASEAN exchange rates? Evidence from panel cointegration test," Applied Economics, Taylor & Francis Journals, vol. 48(20), pages 1831-1839, April.
  15. Ching-Chun Wei & Chung-Hsuan Chen, 2014. "Does WTI Oil Price Returns Volatility Spillover to the Exchange Rate and Stock Index in the US?," International Journal of Energy Economics and Policy, Econjournals, vol. 4(2), pages 189-197.
  16. Areli Bermudez Delgado, Nancy & Bermudez Delgado, Estefanía & Saucedo, Eduardo, 2018. "The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 266-275.
  17. Le, Thai-Ha & Chang, Youngho, 2011. "Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach," MPRA Paper 33030, University Library of Munich, Germany.
  18. Killins, Robert N. & Mollick, Andre V., 2020. "Performance of Canadian banks and oil price movements," Research in International Business and Finance, Elsevier, vol. 54(C).
  19. Wang, Yudong & Wu, Chongfeng, 2012. "Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis," Economic Modelling, Elsevier, vol. 29(6), pages 2289-2297.
  20. Chuffart, Thomas & Hooper, Emma, 2019. "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Energy Economics, Elsevier, vol. 80(C), pages 904-916.
  21. Ding, Qian & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility," Energy Economics, Elsevier, vol. 102(C).
  22. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2012. "Oil prices, exchange rates and emerging stock markets," Energy Economics, Elsevier, vol. 34(1), pages 227-240.
  23. Yin, Libo & Su, Zhi & Lu, Man, 2022. "Is oil risk important for commodity-related currency returns?," Research in International Business and Finance, Elsevier, vol. 60(C).
  24. Yeager, Elizabeth A. & Featherstone, Allen M., 2011. "Impact of Changes in Energy Input Prices on Ethanol Importation and Prices," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 29(2).
  25. Ngo Thai Hung, 2020. "Analysis of the Time-frequency Connectedness between Gold Prices, Oil Prices and Hungarian Financial Markets," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 51-59.
  26. Naeem, Muhammad Abubakr & Balli, Faruk & Shahzad, Syed Jawad Hussain & de Bruin, Anne, 2020. "Energy commodity uncertainties and the systematic risk of US industries," Energy Economics, Elsevier, vol. 85(C).
  27. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
  28. Antonio J., Garzón & Luis A., Hierro, 2022. "Inflation, oil prices and exchange rates. The Euro’s dampening effect," Journal of Policy Modeling, Elsevier, vol. 44(1), pages 130-146.
  29. Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek, 2014. "On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 87-103.
  30. Taufeeque Ahmad Siddiqui & Haseen Ahmed & Mohammad Naushad & Uzma Khan, 2023. "The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 566-578, May.
  31. Rigoberto Ariel Yépez-García & Luis San Vicente Portes & Luis Enrique García, 2013. "Planning for Higher Oil Prices : Power Sector Impact in Latin America and the Caribbean," World Bank Publications - Reports 17547, The World Bank Group.
  32. Reboredo, Juan C., 2012. "Modelling oil price and exchange rate co-movements," Journal of Policy Modeling, Elsevier, vol. 34(3), pages 419-440.
  33. Sohag, Kazi & Hassan, M. Kabir & Kalina, Irina & Mariev, Oleg, 2023. "The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks," Energy Economics, Elsevier, vol. 123(C).
  34. Guo, Ranran & Ye, Wuyi, 2021. "A model of dynamic tail dependence between crude oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  35. Li, Lei & Yin, Libo & Zhou, Yimin, 2016. "Exogenous shocks and the spillover effects between uncertainty and oil price," Energy Economics, Elsevier, vol. 54(C), pages 224-234.
  36. Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2021. "How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, vol. 70(C).
  37. Jiang, Yong & Ren, Yi-Shuai & Narayan, Seema & Ma, Chao-Qun & Yang, Xiao-Guang, 2022. "Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  38. Kunkler, Michael & MacDonald, Ronald, 2019. "The multilateral relationship between oil and G10 currencies," Energy Economics, Elsevier, vol. 78(C), pages 444-453.
  39. RAJI Jimoh Olajide & ADEEL-FAROOQ Rana Muhammad & OYEWOLE Tajudeen Toyin, 2023. "Modelling The Impact Of Crude Oil Prices And Stock Price Index On Indonesia’S Exchange Rates," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 18(3), pages 244-260, December.
  40. Forhad, Md. Abdur Rahman & Alam, Md. Rafayet, 2022. "Impact of oil demand and supply shocks on the exchange rates of selected Southeast Asian countries," Global Finance Journal, Elsevier, vol. 54(C).
  41. Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral Kumar & Shahbaz, Muhammad, 2015. "The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis," Energy Economics, Elsevier, vol. 51(C), pages 54-66.
  42. Cummins, Mark & Dowling, Michael & Kearney, Fearghal, 2016. "Oil market modelling: A comparative analysis of fundamental and latent factor approaches," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 211-218.
  43. Filip Novotný, 2012. "The Link Between the Brent Crude Oil Price and the US Dollar Exchange Rate," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(2), pages 220-232.
  44. Pham, Thai-Binh & Sala, Hector, 2019. "The macroeconomic effects of oil price and risk-premium shocks on Vietnam: Evidence from an over-identifying SVAR analysis," MPRA Paper 96873, University Library of Munich, Germany, revised 05 Jul 2019.
  45. Dreger, Christian & Kholodilin, Konstantin A. & Ulbricht, Dirk & Fidrmuc, Jarko, 2016. "Between the Hammer and the Anvil: The Impact of Economic Sanctions and Oil Prices on Russia’s Ruble," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 44(2), pages 295-308.
  46. Diego R. Känzig, 2021. "The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements," American Economic Review, American Economic Association, vol. 111(4), pages 1092-1125, April.
  47. Hassan Anjum, 2019. "Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(4), pages 750-763, October.
  48. KILICARSLAN Zerrin & DUMRUL Yasemin, 2017. "Macroeconomic Impacts Of Oil Price Shocks: An Empirical Analysis Based On The Svar Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(5), pages 55-72, December.
  49. Suyi Kim & So-Yeun Kim & Kyungmee Choi, 2020. "Effect of Oil Prices on Exchange Rate Movements in Korea and Japan Using Markov Regime-Switching Models," Energies, MDPI, vol. 13(17), pages 1-16, August.
  50. Khalid M. Kisswani & Mahelet G. Fikru, 2023. "A Review of Econometric Approaches for the Oil Price-Exchange Rate Nexus: Lessons for ASEAN-5 Countries," Energies, MDPI, vol. 16(9), pages 1-15, April.
  51. Muhammad Shahbaz & Aviral Kumar Tiwari & Mohammad Iqbal Tahir, 2015. "Analyzing time-frequency relationship between oil price and exchange rate in Pakistan through wavelets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(4), pages 690-704, April.
  52. Gazi Salah Uddin & Aviral Kumar Tiwari, 2013. "Measuring co-movement of oil price and exchange rate differential in Bangladesh," Economics Bulletin, AccessEcon, vol. 33(3), pages 1922-1930.
  53. Huang, Shupei & An, Haizhong & Lucey, Brian, 2020. "How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective," Energy Economics, Elsevier, vol. 86(C).
  54. Arouri, Mohamed El Hedi, 2011. "Does crude oil move stock markets in Europe? A sector investigation," Economic Modelling, Elsevier, vol. 28(4), pages 1716-1725, July.
  55. Benhmad, François, 2012. "Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach," Economic Modelling, Elsevier, vol. 29(4), pages 1505-1514.
  56. Narinder Pal Singh & Sugandha Sharma, 2018. "Cointegration and Causality among Dollar, Oil, Gold and Sensex across Global Financial Crisis," Vision, , vol. 22(4), pages 365-376, December.
  57. Liu, De-Chih & Chang, Yu-Chien, 2022. "Systematic variations in exchange rate returns," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 569-583.
  58. Alam, Md. Samsul & Shahzad, Syed Jawad Hussain & Ferrer, Román, 2019. "Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility," Energy Economics, Elsevier, vol. 84(C).
  59. Li, Xiao-Ping & Zhou, Chun-Yang & Wu, Chong-Feng, 2017. "Jump spillover between oil prices and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 656-667.
  60. Mouna Aloui & Jarboui Anis, 2023. "The Dynamic Relation between the Oil Price Volatility, Stock Market, Exchange and Interest Rate in GCC Countries: Panel Vector Autoregressive (PVAR) Model," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 114-128.
  61. Arshad, Ameena & Zakaria, Muhammad & Junyang, Xi, 2016. "Energy prices and economic growth in Pakistan: A macro-econometric analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 55(C), pages 25-33.
  62. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2019. "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Energy Policy, Elsevier, vol. 134(C).
  63. Beckmann, Joscha & Czudaj, Robert, 2013. "Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?," Energy Economics, Elsevier, vol. 40(C), pages 665-678.
  64. Tayfur Bayat & Saban Nazlioglu & Selim Kayhan, 2015. "Exchange Rate and Oil Price Interactions in Transition Economies: Czech Republic, Hungary and Poland," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(3), pages 267-285, June.
  65. Fardous Alom, 2014. "Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 6(2), pages 105-128, July.
  66. Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2013. "The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework," Energy Economics, Elsevier, vol. 40(C), pages 714-733.
  67. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2016. "The impact of oil shocks on exchange rates: A Markov-switching approach," Energy Economics, Elsevier, vol. 54(C), pages 11-23.
  68. Charles O. Manasseh & Janathan E. Ogbuabor & Felicia C. Abada & Okoro E.U. Okoro & Aja Ebeke Egele & Josaphat U. Onwumere, 2019. "Analysis of Oil Price Oscillations, Exchange Rate Dynamics and Economic Performance," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 95-106.
  69. Shahriyar Mukhtarov & Sannur Aliyev & Javid Zeynalov, 2020. "The Effects of Oil Prices on Macroeconomic Variables: Evidence from Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 72-80.
  70. Jiang, Jiaqi & Gu, Rongbao, 2016. "Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 75-89.
  71. Mohamed Ibrahim Nor & Tajul Ariffin Masron, 2018. "Do the Global Oil Price Shocks Affect Somalia s Unregulated Exchange Rate Volatility?," International Journal of Energy Economics and Policy, Econjournals, vol. 8(2), pages 154-161.
  72. Mensah, Lord & Obi, Pat & Bokpin, Godfred, 2017. "Cointegration test of oil price and us dollar exchange rates for some oil dependent economies," Research in International Business and Finance, Elsevier, vol. 42(C), pages 304-311.
  73. Aleksander Olstad & George Filis & Stavros Degiannakis, 2021. "Oil and currency volatilities: Co‐movements and hedging opportunities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2351-2374, April.
  74. Ding, Shusheng & Zheng, Dandan & Cui, Tianxiang & Du, Min, 2023. "The oil price-inflation nexus: The exchange rate pass- through effect," Energy Economics, Elsevier, vol. 125(C).
  75. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper 49921, University Library of Munich, Germany.
  76. Hammami Algia & Bouri Abdelfatteh, 2016. "The Volatility of Oil Prices: What Factors?," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 4(1), pages 98-110, March.
  77. Alom, Fardous, 2011. "Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model," 2011 Conference, August 25-26, 2011, Nelson, New Zealand 115346, New Zealand Agricultural and Resource Economics Society.
  78. Maud Korley & Evangelos Giouvris, 2022. "The Impact of Oil Price and Oil Volatility Index (OVX) on the Exchange Rate in Sub-Saharan Africa: Evidence from Oil Importing/Exporting Countries," Economies, MDPI, vol. 10(11), pages 1-29, November.
  79. Hassan Suleiman & Zahid Muhammad, 2011. "The real exchange rate of an oil exporting economy: Empirical evidence from Nigeria," FIW Working Paper series 072, FIW.
  80. Brahmasrene, Tantatape & Huang, Jui-Chi & Sissoko, Yaya, 2014. "Crude oil prices and exchange rates: Causality, variance decomposition and impulse response," Energy Economics, Elsevier, vol. 44(C), pages 407-412.
  81. De, Kuhelika & Compton, Ryan A. & Giedeman, Daniel C., 2022. "Oil shocks and the U.S. economy in a data-rich model," Economic Modelling, Elsevier, vol. 108(C).
  82. Das, Debojyoti & Le Roux, Corlise Liesl & Jana, R.K. & Dutta, Anupam, 2020. "Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar," Finance Research Letters, Elsevier, vol. 36(C).
  83. Reboredo, Juan C. & Rivera-Castro, Miguel A., 2013. "A wavelet decomposition approach to crude oil price and exchange rate dependence," Economic Modelling, Elsevier, vol. 32(C), pages 42-57.
  84. Sari, Ramazan & Soytas, Ugur & Hacihasanoglu, Erk, 2011. "Do global risk perceptions influence world oil prices?," Energy Economics, Elsevier, vol. 33(3), pages 515-524, May.
  85. Umar Bala & Lee Chin & Ghulam Mustafa, 2022. "Threshold Effects of Oil Price and Oil Export on Trade Balance in Africa," Journal of Economic Impact, Science Impact Publishers, vol. 4(1), pages 14-27.
  86. Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022. "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, vol. 106(C).
  87. Turhan, M. Ibrahim & Sensoy, Ahmet & Hacihasanoglu, Erk, 2014. "A comparative analysis of the dynamic relationship between oil prices and exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 397-414.
  88. Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2016. "Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests," Applied Energy, Elsevier, vol. 179(C), pages 272-283.
  89. Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan, 2021. "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2612-2636, April.
  90. Salisu, Afees A. & Mobolaji, Hakeem, 2013. "Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate," Energy Economics, Elsevier, vol. 39(C), pages 169-176.
  91. Iwaisako, Tokuo & Nakata, Hayato, 2017. "Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model," Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 1-16.
  92. Benjamin Ighodalo Ehikioya & Alexander Ehimare Omankhanlen & Ayopo Abiola Babajide & Godswill Osagie Osuma & Cordelia Onyinyechi Omodero, 2020. "Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 242-249.
  93. Castro Rozo, César & Jiménez-Rodríguez, Rebeca, 2018. "Time-varying relationship between oil price and exchange rate," MPRA Paper 87879, University Library of Munich, Germany.
  94. Mahadeo, Scott M.R. & Heinlein, Reinhold & Legrenzi, Gabriella D., 2019. "Energy contagion analysis: A new perspective with application to a small petroleum economy," Energy Economics, Elsevier, vol. 80(C), pages 890-903.
  95. Magali Dauvin, 2013. "Energy prices and the real exchange rate of commodity-exporting countries," EconomiX Working Papers 2013-33, University of Paris Nanterre, EconomiX.
  96. Sokhanvar, Amin & Çiftçioğlu, Serhan & Lee, Chien-Chiang, 2023. "The effect of energy price shocks on commodity currencies during the war in Ukraine," Resources Policy, Elsevier, vol. 82(C).
  97. Albulescu, Claudiu Tiberiu & Ajmi, Ahdi Noomen, 2021. "Oil price and US dollar exchange rate: Change detection of bi-directional causal impact," Energy Economics, Elsevier, vol. 100(C).
  98. Śmiech, Sławomir & Papież, Monika, 2013. "Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market," Economics Letters, Elsevier, vol. 118(1), pages 199-202.
  99. Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020. "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
  100. Zhang, Tingting & Tang, Zhenpeng & Wu, Junchuan & Du, Xiaoxu & Chen, Kaijie, 2021. "Multi-step-ahead crude oil price forecasting based on two-layer decomposition technique and extreme learning machine optimized by the particle swarm optimization algorithm," Energy, Elsevier, vol. 229(C).
  101. Jiang, Yonghong & Feng, Qidi & Mo, Bin & Nie, He, 2020. "Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  102. Ding Chen & Umar Muhammad Gummi & Junping Wang, 2024. "Does Renminbi internationalization matter for petroleum security in China? Evidence from a disaggregate analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 961-974, January.
  103. Wolfgang Pollan, 2013. "US Inflation and Crude Oil Prices. An International Perspective," WIFO Working Papers 451, WIFO.
  104. Cai, Yifei & Wu, Yanrui, 2019. "Time-varied causality between US partisan conflict shock and crude oil return," Energy Economics, Elsevier, vol. 84(C).
  105. Merve Osmanbeyoglu & Nukhet Dogan & M. Hakan Berument, 2022. "Exchange rate regime, world oil prices and the Mexican economy," International Journal of Economic Policy Studies, Springer, vol. 16(1), pages 159-178, February.
  106. Wang, Minggang & Zhao, Longfeng & Du, Ruijin & Wang, Chao & Chen, Lin & Tian, Lixin & Eugene Stanley, H., 2018. "A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms," Applied Energy, Elsevier, vol. 220(C), pages 480-495.
  107. Lin, Boqiang & Su, Tong, 2020. "Does oil price have similar effects on the exchange rates of BRICS?," International Review of Financial Analysis, Elsevier, vol. 69(C).
  108. Salah A. Nusair & Khalid M. Kisswani, 2015. "Asian Real Exchange Rates And Oil Prices: A Cointegration Analysis Under Structural Breaks," Bulletin of Economic Research, Wiley Blackwell, vol. 67(S1), pages 1-25, December.
  109. Long, Shaobo & Zhang, Rui, 2022. "The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 789-805.
  110. Yi Zhang, 2013. "The Links between the Price of Oil and the Value of US Dollar," International Journal of Energy Economics and Policy, Econjournals, vol. 3(4), pages 341-351.
  111. Mohmmad Enamul Hoque & Soo Wah Low & Mohd Azlan Shah Zaidi, 2020. "Do Oil and Gas Risk Factors Matter in the Malaysian Oil and Gas Industry? A Fama-MacBeth Two Stage Panel Regression Approach," Energies, MDPI, vol. 13(5), pages 1-15, March.
  112. Huang, Wanling & Mollick, André Varella & Nguyen, Khoa Huu, 2016. "U.S. stock markets and the role of real interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 231-242.
  113. Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral Kumar & Shahbaz, Muhammad, 2015. "The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis," Energy Economics, Elsevier, vol. 51(C), pages 54-66.
  114. Jung, Young Cheol & Das, Anupam & McFarlane, Adian, 2020. "The asymmetric relationship between the oil price and the US-Canada exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 198-206.
  115. Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2017. "Portfolio flows and the US dollar–yen exchange rate," Empirical Economics, Springer, vol. 52(1), pages 179-189, February.
  116. Wang, Lu & Ruan, Hang & Hong, Yanran & Luo, Keyu, 2023. "Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method," Research in International Business and Finance, Elsevier, vol. 64(C).
  117. Tatiana K. Blokhina & Oksana A. Karpenko & Andrey V. Guirinskiy, 2016. "The Relationship between Oil Prices and Exchange Rate in Russia," International Journal of Energy Economics and Policy, Econjournals, vol. 6(4), pages 721-726.
  118. Youssef, Manel & Mokni, Khaled, 2020. "Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach," Journal of Multinational Financial Management, Elsevier, vol. 55(C).
  119. Beckmann, Joscha & Czudaj, Robert, 2013. "Oil prices and effective dollar exchange rates," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 621-636.
  120. Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019. "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, vol. 60(C), pages 255-261.
  121. Breen, John David & Hu, Liang, 2021. "The predictive content of oil price and volatility: New evidence on exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  122. Jia Liao & Yu Shi & Xiangyun Xu, 2018. "Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators," IJFS, MDPI, vol. 6(3), pages 1-13, June.
  123. Amin Z. A. & El-Sakka M. I. T., 2016. "Determining Real Exchange Rate Fluctuations in the Oil-Based GCC Economies," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 6(7), pages 374-389, July.
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