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On the risk comovements between the crude oil market and the U.S. dollar exchange rates

Citations

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  1. repec:ipg:wpaper:2014-546 is not listed on IDEAS
  2. repec:ipg:wpaper:2014-442 is not listed on IDEAS
  3. repec:ipg:wpaper:2014-421 is not listed on IDEAS
  4. Radosław Puka & Bartosz Łamasz & Marek Michalski, 2021. "Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk," Energies, MDPI, vol. 14(11), pages 1-26, June.
  5. Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data," Resources Policy, Elsevier, vol. 77(C).
  6. repec:ipg:wpaper:2014-481 is not listed on IDEAS
  7. repec:ipg:wpaper:2014-456 is not listed on IDEAS
  8. Van Cauwenberge, Annelies & Vancauteren, Mark & Braekers, Roel & Vandemaele, Sigrid, 2021. "Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade," Economic Modelling, Elsevier, vol. 105(C).
  9. Vincenzo Costa & Angela Maddaleni, 2018. "On The Relation Between Oil Price And U.S. Dollar: A Review Of Financial Point-Of-View," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 6(1), pages 84-92.
  10. Ahmad, Wasim & Prakash, Ravi & Uddin, Gazi Salah & Chahal, Rishman Jot Kaur & Rahman, Md. Lutfur & Dutta, Anupam, 2020. "On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?," Energy Economics, Elsevier, vol. 91(C).
  11. repec:ipg:wpaper:2014-443 is not listed on IDEAS
  12. repec:ipg:wpaper:2014-518 is not listed on IDEAS
  13. Juan Manuel Candelo Viafara & Mar a del Pilar Rivera Diaz & Jairo Andres Torres Daravina, 2022. "The Impact Analysis of the Variation in the Price of Oil and the Exchange Rate on the Optimal Quantity of Orders in the Zinc Importing Companies in Colombia," International Journal of Energy Economics and Policy, Econjournals, vol. 12(6), pages 194-201, November.
  14. repec:ipg:wpaper:2014-535 is not listed on IDEAS
  15. Jawadi, Fredj & Louhichi, Waël & Ameur, Hachmi Ben & Cheffou, Abdoulkarim Idi, 2016. "On oil-US exchange rate volatility relationships: An intraday analysis," Economic Modelling, Elsevier, vol. 59(C), pages 329-334.
  16. repec:ipg:wpaper:2014-564 is not listed on IDEAS
  17. repec:ipg:wpaper:2014-414 is not listed on IDEAS
  18. Wanling Huang & André Varella Mollick & Khoa Huu Nguyen, 2017. "Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar," Empirical Economics, Springer, vol. 53(3), pages 959-997, November.
  19. repec:ipg:wpaper:2014-545 is not listed on IDEAS
  20. repec:ipg:wpaper:2014-449 is not listed on IDEAS
  21. repec:ipg:wpaper:2014-495 is not listed on IDEAS
  22. repec:ipg:wpaper:2014-549 is not listed on IDEAS
  23. Yingchao Zou & Kaijian He, 2022. "Forecasting Crude Oil Risk Using a Multivariate Multiscale Convolutional Neural Network Model," Mathematics, MDPI, vol. 10(14), pages 1-11, July.
  24. Liu, Min & Lee, Chien-Chiang, 2022. "Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS," Resources Policy, Elsevier, vol. 76(C).
  25. repec:ipg:wpaper:2014-565 is not listed on IDEAS
  26. Bartosz Łamasz & Natalia Iwaszczuk, 2020. "The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market," Energies, MDPI, vol. 13(20), pages 1-23, October.
  27. Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Al-Yahyaee, Khamis Hamed & Shahbaz, Muhammad, 2017. "Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas," Energy Economics, Elsevier, vol. 67(C), pages 476-495.
  28. Panpan Wang & Xiaoxing Liu & Tsungwu Ho & Yishi Li, 2024. "The effect of the US dollar exchange rate on oil prices: An oil financialization perspective," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1301-1317, April.
  29. repec:ipg:wpaper:2014-441 is not listed on IDEAS
  30. repec:ipg:wpaper:2014-502 is not listed on IDEAS
  31. repec:ipg:wpaper:2014-469 is not listed on IDEAS
  32. repec:ipg:wpaper:2014-486 is not listed on IDEAS
  33. repec:ipg:wpaper:2014-523 is not listed on IDEAS
  34. Onder BUBERKOKU, 2017. "ABD Dolarinin Emtia Fiyatlari Uzerindeki Etkisinin Incelenmesi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 17(3), pages 323-336.
  35. repec:ipg:wpaper:2014-500 is not listed on IDEAS
  36. Xu, Yang & Han, Liyan & Wan, Li & Yin, Libo, 2019. "Dynamic link between oil prices and exchange rates: A non-linear approach," Energy Economics, Elsevier, vol. 84(C).
  37. Asadi, Mehrad & Roubaud, David & Tiwari, Aviral Kumar, 2022. "Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness," Energy Economics, Elsevier, vol. 109(C).
  38. Lourme, Alexandre & Maurer, Frantz, 2017. "Testing the Gaussian and Student's t copulas in a risk management framework," Economic Modelling, Elsevier, vol. 67(C), pages 203-214.
  39. repec:ipg:wpaper:2014-547 is not listed on IDEAS
  40. Singh, Vipul Kumar & Nishant, Shreyank & Kumar, Pawan, 2018. "Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility," Energy Economics, Elsevier, vol. 76(C), pages 48-63.
  41. repec:ipg:wpaper:2014-458 is not listed on IDEAS
  42. repec:ipg:wpaper:2014-455 is not listed on IDEAS
  43. Julio-Román, Juan Manuel & Gamboa-Estrada, Fredy Alejandro, 2019. "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Working papers 22, Red Investigadores de Economía.
  44. Sun, Qingru & An, Haizhong & Gao, Xiangyun & Guo, Sui & Wang, Ze & Liu, Siyao & Wen, Shaobo, 2019. "Effects of crude oil shocks on the PPI system based on variance decomposition network analysis," Energy, Elsevier, vol. 189(C).
  45. Mokni, Khaled & Mansouri, Faysal, 2017. "Conditional dependence between international stock markets: A long memory GARCH-copula model approach," Journal of Multinational Financial Management, Elsevier, vol. 42, pages 116-131.
  46. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon & Jorge M. Uribe, 2017. "Dynamic Connectedness and Causality between Oil prices and Exchange Rates," Borradores de Economia 1025, Banco de la Republica de Colombia.
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