Citations for "Exchange Rates and Oil Prices"
by Robert A. Amano & Simon van Norden
- Shahbaz, Muhammad & Tiwari, Aviral Kumar & Tahir, Mohammad Iqbal, 2013. "Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets," MPRA Paper 48086, University Library of Munich, Germany, revised 05 Jul 2013.
- Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012.
"Can Oil Prices Forecast Exchange Rates?,"
NBER Working Papers
17998, National Bureau of Economic Research, Inc.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona Graduate School of Economics.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Economics Working Papers 1461, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
- Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
- Jamal BOUOIYOUR & Refk SELMI & Muhammad SHAHBAZ & Aviral Kumar TIWARI, 2014. "The Nexus between Oil price and Russia's Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Working Papers 2014-2015_4, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Sep 2014.
- Hui Jun ZHANG & Jean-Marie DUFOUR & John W. GALBRAITH, 2013.
"Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons,"
Cahiers de recherche
14-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Hui Jun Zhang & Jean-Marie Dufour & John Galbraith, 2013. "Exchange rates and commodity prices: measuring causality at multiple horizons," CIRANO Working Papers 2013s-39, CIRANO.
- Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero, 2007. "The Role Of Commodity Terms Of Trade In Determining The Real Exchange Rates Of Mediterranean Countries," Working Papers. Serie AD 2007-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Working Papers 04-5, Bank of Canada.
- Muñoz, M. Pilar & Dickey, David A., 2009. "Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case," Energy Economics, Elsevier, vol. 31(6), pages 857-866, November.
- Rafiq, Shuddhasawtta & Salim, Ruhul & Bloch, Harry, 2009. "Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy," Resources Policy, Elsevier, vol. 34(3), pages 121-132, September.
- René Lalonde & Patrick Sabourin, 2003. "Modélisation et prévision du taux de change réel effectif américain," Working Papers 03-3, Bank of Canada.
- Beckmann, Joscha & Czudaj, Robert, 2013. "Oil prices and effective dollar exchange rates," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 621-636.
- Maurice Obstfeld, 2009. "Time of Troubles: The Yen and Japan's Economy, 1985-2008," NBER Working Papers 14816, National Bureau of Economic Research, Inc.
- Virginie Coudert & Valérie Mignon & Alexis Penot, 2008. "Oil Price and the Dollar," Post-Print halshs-00353404, HAL.
- Beckmann, Joscha & Czudaj, Robert, 2013.
"Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?,"
Elsevier, vol. 40(C), pages 665-678.
- Joscha Beckmann & Robert Czudaj, 2013. "Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?," Ruhr Economic Papers 0431, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Philippe Charlot & Vêlayoudom Marimoutou, 2014. "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Working Papers hal-00980125, HAL.
- Chaudhuri, Kausik & Daniel, Betty C., 1998. "Long-run equilibrium real exchange rates and oil prices," Economics Letters, Elsevier, vol. 58(2), pages 231-238, February.
- Chris D'Souza, 2002. "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Working Papers 02-16, Bank of Canada.
- Hassan Suleiman & Zahid Muhammad, 2011. "The real exchange rate of an oil exporting economy: Empirical evidence from Nigeria," FIW Working Paper series 072, FIW.
- Schnatz, Bernd & Vijselaar, Focco & Osbat, Chiara, 2003. "Productivity and the ('synthetic') euro-dollar exchange rate," Working Paper Series 0225, European Central Bank.
- Filip Novotný, 2012. "The Link Between the Brent Crude Oil Price and the US Dollar Exchange Rate," Prague Economic Papers, University of Economics, Prague, vol. 2012(2), pages 220-232.
- Chevillon, Guillaume & Rifflart, Christine, 2009.
"Physical market determinants of the price of crude oil and the market premium,"
Elsevier, vol. 31(4), pages 537-549, July.
- Chevillon, Guillaume & Rifflart, Christine, 2007. "Physical Market Determinants of the Price of Crude Oil and the Market Premium," ESSEC Working Papers DR 07020, ESSEC Research Center, ESSEC Business School.
- 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.
- Eleftherios J. Thalassinos & Evagelos D. Politis, 2012. "The Evaluation of the USD Currency and the Oil Prices: A Var Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 137-146.
- Antonio Diez De Los Rios, 2009.
"Can Affine Term Structure Models Help Us Predict Exchange Rates?,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 41(4), pages 755-766, 06.
- Antonio Diez de los Rios, 2006. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Working Papers 06-27, Bank of Canada.
- Peltonen, Tuomas A. & Sager, Michael, 2009. "Productivity shocks and real exchange rate: a reappraisal," Working Paper Series 1046, European Central Bank.
- 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.
- Habib, Maurizio Michael & Kalamova, Margarita Manolova, 2007. "Are there oil currencies? The real exchange rate of oil exporting countries," Working Paper Series 0839, European Central Bank.
- Chinn, Menzie David, 1997. "Whither the Yen? Implications of an Intertemporal Model of the Dollar/Yen Rate," Journal of the Japanese and International Economies, Elsevier, vol. 11(2), pages 228-246, June.
- Mollick, André Varella & Assefa, Tibebe Abebe, 2013. "U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis," Energy Economics, Elsevier, vol. 36(C), pages 1-18.
- 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.
- Shiu-Sheng Chen & Tsong-Min Wu, 2010. "Taiwan'S Exchange Rate And Macroeconomic Policies Over The Business Cycle," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(03), pages 435-457.
- Valérie Mignon, 2009. "Les liens entre les fluctuations du prix du pétrole et du taux de change du dollar," Revue d'Économie Financière, Programme National Persée, vol. 94(1), pages 187-195.
- Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Scheide, Joachim & van Roye, Björn, 2008. "Weltwirtschaft im Abschwung," Open Access Publications from Kiel Institute for the World Economy 28829, Kiel Institute for the World Economy (IfW).
- Chen, Shiu-Sheng & Chen, Hung-Chyn, 2007. "Oil prices and real exchange rates," Energy Economics, Elsevier, vol. 29(3), pages 390-404, May.
- Yeager, Elizabeth A. & Featherstone, Allen M., 2011. "Impact of Changes in Energy Input Prices on Ethanol Importation and Prices," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 104026, Agricultural and Applied Economics Association.
- Jamal Bouoiyour & Refk Selmi, 2015.
"GCC countries and the nexus between exchange rate and oil price: What wavelet decomposition reveals?,"
International Journal of Computational Economics and Econometrics,
Inderscience Enterprises Ltd, vol. 5(1), pages 55-70.
- Bouoiyour, Jamal & Selmi, Refk, 2014. "GCC Countries and the Nexus between Exchange Rate and Oil Price: What wavelet decomposition reveals?," MPRA Paper 55871, University Library of Munich, Germany.
- Amna Nazeer & Wu Jun & Khuram Shafi & Liu Yan Yan, 2015. "Fluctuation of Yuan/Dollar: Time Series Co Integration Analysis," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(1), pages 317-326, January.
- Lizardo, Radhamés A. & Mollick, André V., 2010. "Oil price fluctuations and U.S. dollar exchange rates," Energy Economics, Elsevier, vol. 32(2), pages 399-408, March.
- Charlot, Philippe & Marimoutou, Vêlayoudom, 2014. "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Energy Economics, Elsevier, vol. 44(C), pages 456-467.
- Diego Méndez-Carbajo, 2011. "Energy dependence, oil prices and exchange rates: the Dominican economy since 1990," Empirical Economics, Springer, vol. 40(2), pages 509-520, April.