risk spillover effect of us dollar exchange rate on oil prices
نویسندگان
چکیده
0
منابع مشابه
estimation of long-run relationship between crude oil price and real exchange rate of us dollar
crude oil price and the u.s. effective exchange rate are two main economic variables that have had real effects on world welfare situation. the aim of this paper is to test whether there is a stable long-run relationship between oil prices and the u.s. dollar, expressed in real term. to this end, we perform co-integration and causality tests between the two variables, using quarterly data from ...
متن کاملImpact of US Energy Policy on Crude Oil Prices
The price of Iranian crude oil in different markets depends on the price of US crude oil. In recent months, the oil and gas industry and the sale of Iranian crude oil and the co-operation and investments of oil companies operating in the field of oil field development have halted. Therefore, examining the effects of US government policies on the oil market is very effective. The most important ...
متن کاملImpact of US Energy Policy on Crude Oil Prices
The price of Iranian crude oil in different markets depends on the price of US crude oil. In recent months, the oil and gas industry and the sale of Iranian crude oil and the co-operation and investments of oil companies operating in the field of oil field development have halted. Therefore, examining the effects of US government policies on the oil market is very effective. The most important ...
متن کاملWhy the Correlation Between Crude Oil Prices and the US Dollar Exchange Rate Is Time-varying?----Explanations Based on the Role of Key Mediators
Using DCC-GARCH and EGARCH model, this paper finds that since 1990, the relationship between crude oil prices and the US dollar index is time-varying, demonstrating a process of “very weak correlation—negative correlation—enhanced negative correlation—weakening negative correlation”, but the existing research does not provide enough reasonable explanation. Therefore, this paper proposed a “key ...
متن کاملInvestigating the impact of real effective Dollar rate on OPEC oil prices: non-linear asymmetric cointegration approach
The oil price and the real effective exchange rate (REER) are two important variables affecting OPEC countries politics and economy. Despite the fact that the existing theoretical literature confirms the relationship between oil price and the exchange rate (Dollar), there is no consensus about the direction of causality between these two variable. Also, statistical data shows that there is a sy...
متن کاملExcess Comovements between the Euro/US dollar and British pound/US dollar exchange rates
The aim of this annual workshop is to offer a forum for young researchers from the field of International Economics to present and to discuss their current topics of research with other experts. The workshop also provides the opportunity to gain an overview of recent developments, problems and methodological approaches in this field. The aim of this paper is to discuss excess comovements for th...
متن کاملمنابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
پژوهشنامه اقتصادیجلد ۱۲، شماره ۴۵، صفحات ۹۹-۱۲۱
میزبانی شده توسط پلتفرم ابری doprax.com
copyright © 2015-2023