Can commodity prices forecast exchange rates?-Reference-Cited by-同舟云学术

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Can commodity prices forecast exchange rates?

Published:2020-03 Issue: Volume:87 Page:104719
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Liu Li,Tan Siming,Wang Yudong

Funder

National Natural Science Foundation of China

Fok Ying-Tong Education Foundation of China

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference50 articles.

1. Exchange rates and fundamentals: evidence on the economic value of predictability;Abhyankar;J. Int. Econ.,2005

2. Oil prices, exchange rates and emerging stock markets;Basher;Energy Econ.,2012

3. The impact of oil shocks on exchange rates: a Markov-switching approach;Basher;Energy Econ.,2016

4. Forecasting disconnected exchange rates;Berge;J. Appl. Econ.,2014

5. Exchange rate predictability in a changing world;Byrne;J. Int. Money Financ.,2016

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