Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility-Reference-Cited by-同舟云学术

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

Published:2019-10 Issue: Volume:84 Page:104513
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Alam Md. Samsul,Shahzad Syed Jawad Hussain,Ferrer Román

Funder

Valencian regional government

Spanish government, Ministerio de Ciencia, Educación y Universidades

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference75 articles.

1. Asymmetric adjustment between oil prices and exchange rates: empirical evidence from major oil producers and consumers;Ahmad;J. Int. Financ. Mark. Inst. Money,2013

2. Conditional dependence structure between oil prices and exchange rates: a copula-GARCH approach;Aloui;J. Int. Money Financ.,2013

3. Exchange rates and oil prices;Amano;Rev. Int. Econ.,1998

4. Oil prices and the rise and fall of the U.S. real exchange rate;Amano;J. Int. Money Financ.,1998

5. Deutsche Mark-Dollar volatility: intraday activity patterns, macroeconomic announcements, and longer run dependencies;Andersen;J. Financ.,1998

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