Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference61 articles.
1. Commodity prices, interest rates and the dollar;Akram;Energy Econ.,2009
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. Do exchange rates respond asymmetrically to shocks in the crude oil market;Atems;Energy Econ.,2015
5. Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India;Bal;Energy Econ.,2015
Cited by 14 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter;Energy;2024-10
2. A study on the spatial correlation network structure and its influencing factors of coupling coordination between FDI flow network and carbon transfer network in the belt and road initiative countries;Frontiers in Environmental Science;2024-09-02
3. Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods;Economic Analysis and Policy;2024-06
4. Oil prices and Exchange Rates Causality: New Evidences from Decomposed Oil Prices Shocks and Parametric Quantile Analysis;2024-03-28
5. Dynamic Multiscale Relationships Between COVID-19 Sentiment and Extreme Crude Oil Returns: Evidence from Wavelet Coherence Analysis;Emerging Markets Finance and Trade;2024-03-12
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3