Dynamics of oil price, precious metal prices and the exchange rate in the long-run

Author:

Awaworyi Churchill Sefa,Inekwe John,Ivanovski Kris,Smyth Russell

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference54 articles.

1. Oil prices and the rise and fall of the US real exchange rate;Amano;J. Int. Money Financ.,1998

2. A General Test for Nonlinear Granger Causality: Bivariate Model;Baek,1992

3. A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates;Balcilar;International Review of Economics & Finance,2015

4. Error-correction mechanism tests for cointegration in a single-equation framework;Banerjee;J. Time Ser. Anal.,1998

5. Gold, oil, and stocks: dynamic correlations;Baruník;International Review of Economics & Finance,2016

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