Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies-Reference-Cited by-同舟云学术

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Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies

Published:2023-04 Issue: Volume:120 Page:106627
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Chatziantoniou Ioannis^ORCID,Elsayed Ahmed H.^ORCID,Gabauer David,Gozgor Giray

Funder

Bundesministerium für Digitalisierung und Wirtschaftsstandort

Bundesministerium für Klimaschutz, Umwelt, Energie, Mobilität, Innovation und Technologie

Österreichische Forschungsförderungsgesellschaft

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference88 articles.

1. On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?;Ahmad;Energy Econ.,2020

2. Commodity currencies and causality: Some high-frequency evidence;Ahmed;Econom. Lett.,2020

3. Commodity prices, interest rates and the dollar;Akram;Energy Econ.,2009

4. Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility;Alam;Energy Econ.,2019

5. Oil price and US dollar exchange rate: Change detection of bi-directional causal impact;Albulescu;Energy Econ.,2021

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