On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?-Reference-Cited by-同舟云学术

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

Published:2020-09 Issue: Volume:91 Page:104871
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Ahmad Wasim,Prakash Ravi,Uddin Gazi Salah,Chahal Rishman Jot Kaur,Rahman Md. Lutfur,Dutta Anupam

Funder

Jan Wallander and Tom Hedelius Foundation

The Dean ofResearch and Development

Indian Institute of Technology Kanpur

DST-SERB

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference75 articles.

1. Monthly Energy Review;Energy Information Administration [EIA],2017

2. Optimal hedge ratios for clean energy equities;Ahmad;Econ. Model.,2018

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

4. Some reflections on analysis of high-frequency data;Andersen;J. Bus. Econ. Stat.,2000

5. No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise: theory and testable distributional implications;Andersen;J. Econ.,2007

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