Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar-Reference-Cited by-同舟云学术

Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar

Published:2023-07-21 Issue: Volume: Page:
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Malmierca-Ordoqui Maria^ORCID,Gil-Alana Luis A.,Monge Manuel

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00181-023-02468-w.pdf

Reference97 articles.

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3. Ahmad AH, Hernández RM (2013) Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers. J Int Finan Markets Inst Money 27:306–317

4. Aye GC, Carcel H, Gil-Alana LA, Gupta R (2017) Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016. Resour Policy 54:53–57

5. Baillie RT (1996) Long memory processes and fractional integration in econometrics. Journal of Econometrics 73(1):5–59

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