Crude oil futures prices and foreign exchange markets-Reference-Cited by-同舟云学术

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Crude oil futures prices and foreign exchange markets

Published:2023-12-07 Issue: Volume: Page:1-17
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Alam Md Rafayet¹,Forhad Md. Abdur Rahman²,Islam Mohammed Syedul³,Lawson Joshua⁴

Affiliation:

1. Department of Finance and Economics, University of Tennessee at Chattanooga, Chattanooga, TN, USA

2. Department of Humanities and Social Sciences, Dhaka University of Engineering and Technology, Gazipur, Bangladesh

3. Division of Resource Economics & Management, West Virginia University, Morgantown, WV, USA

4. Simon Business School, University of Rochester, Rochester, NY, USA

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2023.2288044

Reference49 articles.

1. The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets

2. On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?

3. Consumption- and speculation-led change in demand for oil and the response of base metals: A Markov-switching approach

4. Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility

5. Oil price and US dollar exchange rate: Change detection of bi-directional causal impact

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The asymmetric impact of oil market shocks on the time-varying connectedness and spillover of financial stress;Applied Economics;2024-02-12

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