1. The effect of the US dollar exchange rate on oil prices: An oil financialization perspective. (2024). Li, Yishi ; Liu, Xiaoxing ; Ho, Tsungwu ; Wang, Panpan.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1301-1317.

   Full description at Econpapers || Download paper

2. Forecasting Crude Oil Risk Using a Multivariate Multiscale Convolutional Neural Network Model. (2022). Zou, Yingchao ; He, Kaijian.
   In: Mathematics.
   RePEc:gam:jmathe:v:10:y:2022:i:14:p:2413-:d:859841.

   Full description at Econpapers || Download paper

3. Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data. (2022). Shafiullah, Muhammad ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200126x.

   Full description at Econpapers || Download paper

4. Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS. (2022). Lee, Chien-Chiang ; Liu, Min.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722001519.

   Full description at Econpapers || Download paper

5. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Asadi, Mehrad ; Roubaud, David.
   In: Energy Economics.
   RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372.

   Full description at Econpapers || Download paper

6. The Impact Analysis of the Variation in the Price of Oil and the Exchange Rate on the Optimal Quantity of Orders in the Zinc Importing Companies in Colombia. (2022). del Pilar, Maria ; Candelo, Juan Manuel ; Torres, Jairo Andres.
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2022-06-26.

   Full description at Econpapers || Download paper

7. Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk. (2021). Puka, Radosaw ; Michalski, Marek ; Amasz, Bartosz.
   In: Energies.
   RePEc:gam:jeners:v:14:y:2021:i:11:p:3308-:d:569136.

   Full description at Econpapers || Download paper

8. Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade. (2021). Vandemaele, Sigrid ; Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100256x.

   Full description at Econpapers || Download paper

9. The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market. (2020). Iwaszczuk, Natalia ; Amasz, Bartosz.
   In: Energies.
   RePEc:gam:jeners:v:13:y:2020:i:20:p:5323-:d:427209.

   Full description at Econpapers || Download paper

10. On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Uddin, Gazi ; Ahmad, Wasim ; Kaur, Rishman Jot ; Prakash, Ravi ; Rahman, Md Lutfur ; Dutta, Anupam.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115.

    Full description at Econpapers || Download paper

11. Effects of crude oil shocks on the PPI system based on variance decomposition network analysis. (2019). Gao, Xiangyun ; Guo, Sui ; Liu, Siyao ; Wen, Shaobo ; Sun, Qingru ; An, Haizhong ; Wang, ZE.
    In: Energy.
    RePEc:eee:energy:v:189:y:2019:i:c:s0360544219320730.

    Full description at Econpapers || Download paper

12. Dynamic link between oil prices and exchange rates: A non-linear approach. (2019). Yin, Libo ; Xu, Yang ; Han, Liyan ; Wan, LI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302695.

    Full description at Econpapers || Download paper

13. The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis. (2019). Julio, Juan ; Gamboa-Estrada, Fredy ; Julio-Roman, Juan Manuel.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1091.

    Full description at Econpapers || Download paper

14. ON THE RELATION BETWEEN OIL PRICE AND U.S. DOLLAR: A REVIEW OF FINANCIAL POINT-OF-VIEW. (2018). Costa, Vincenzo ; Maddaleni, Angela.
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:6:y:2018:i:1:p:84-92.

    Full description at Econpapers || Download paper

15. Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Nishant, Shreyank ; Kumar, Pawan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

    Full description at Econpapers || Download paper

16. Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar. (2017). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1165-6.

    Full description at Econpapers || Download paper

17. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141662.

    Full description at Econpapers || Download paper

18. ABD Dolarinin Emtia Fiyatlari Uzerindeki Etkisinin Incelenmesi. (2017). Buberkoku, Onder.
    In: Ege Academic Review.
    RePEc:ege:journl:v:17:y:2017:i:3:p:323-336.

    Full description at Econpapers || Download paper

19. Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

    Full description at Econpapers || Download paper

20. Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Al-Yahyaee, Khamis Hamed.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

    Full description at Econpapers || Download paper

21. Testing the Gaussian and Students t copulas in a risk management framework. (2017). Maurer, Frantz ; Lourme, Alexandre.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:203-214.

    Full description at Econpapers || Download paper

22. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Louhichi, Wael ; Cheffou, Abdoulkarim Idi.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2017-11.

    Full description at Econpapers || Download paper

23. Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1025.

    Full description at Econpapers || Download paper

24. On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

    Full description at Econpapers || Download paper

1. Akram, Q.F. Commodity prices, interest rates and the dollar. 2009 Energy Econ.. 31 838-851

2. Aloui, R. ; Ben Aïssa, M.S. ; Nguyen, D.K. Conditional dependence structure between oil prices and exchange rates: a copula-GARCH approach. 2013 J. Int. Money Financ.. 32 719-738

3. Andersen, T.G. ; Bollerslev, T. ; Diebold, F.X. ; Labys, P. Modeling and forecasting realized volatility. 2003 Econometrica. 71 579-625

4. Andersen, T.G. ; Bollerslev, T. ; Diebold, F.X. ; Labys, P. The distribution of realized exchange rate volatility. 2001 J. Am. Stat. Assoc.. 96 42-55

5. Bénassy-Quéré, A. ; Mignon, V. ; Penot, A. China and the relationship between the oil price and the dollar. 2007 Energy Policy. 35 5795-5805

6. Beckmann, J. ; Czudaj, R. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. 2013 Energy Econ.. 40 665-678

7. Bollerslev, T. ; Engle, R.F. Common persistence in conditional variances. 1993 Econometrica. 61 167-186

8. Bollerslev, T. ; Mikkelsen, H.O. Modeling and pricing long memory in stock market volatility. 1996 J. Econ.. 73 151-184

9. Cassola, N. ; Morana, C. Comovements in volatility in the euro money market. 2010 J. Int. Money Financ.. 29 525-539

10. Chen, S.S. ; Chen, H.C. Oil prices and real exchange rates. 2007 Energy Econ.. 29 390-404

11. Cherubini, U. ; Gobbi, F. ; Mulinacci, S. ; Romagnoli, S. Dynamic Copula Methods in Finance. 2012 John Wiley Finance Series: Chichester, UK
    Paper not yet in RePEc: Add citation now
    

12. Christensen, B.J. ; Nielsen, M.Ø. Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting. 2006 J. Econ.. 133 343-371

13. Comte, F. ; Renault, E. Long memory in continuous-time stochastic volatility models. 1998 Math. Financ.. 8 291-323

14. Corsi, F. A simple approximate long-memory model of realized volatility. 2009 J. Financ. Econ.. 7 174-196

15. Coudert, V. ; Mignon, V. ; Penot, A. Oil price and the dollar. 2008 Energy Stud. Rev.. 15 48-65

16. da Silva, A.G. ; Robinson, P.M. Fractional cointegration in stochastic volatility models. 2008 Econ. Theory. 24 1207-1253

17. Ding, L. ; Vo, M. Exchange rates and oil prices: a multivariate stochastic volatility analysis. 2012 Q. Rev. Econ. Finan.. 52 15-37

18. Ding, Z. ; Granger, C.W.J. Modeling volatility persistence of speculative returns. 1996 J. Econ.. 73 185-215

19. Ding, Z. ; Granger, C.W.J. ; Engle, R.F. A long memory property of stock market returns and a new model. 1993 J. Empir. Financ.. 1 83-106

20. Frederiksen, P. ; Nielsen, F.S. ; Nielsen, M.Ø. Local polynomial Whittle estimation of perturbed fractional processes. 2012 J. Econ.. 167 426-447

21. Golub, S. Oil prices and exchange rates. 1983 Econ. J.. 93 576-593

22. Heinen, A. ; Valdesogo, A. Copula-based volatility models. 2012 En : Bauwens, L. ; Hafner, C.M. ; Laurent, S. Handbook of Volatility Models and Their Applications. John Wiley & Sons:
    Paper not yet in RePEc: Add citation now
    

23. Huang, Y. ; Guo, F. The role of oil price shocks on China's real exchange rate. 2007 China Econ. Rev.. 18 403-416

24. Joe, H. ; Xu, J.J. The estimation method of inference functions for margins for multivariate models. 1996 En : Technical Report No. 166. Department of Statistics, University of British Columbia:
    Paper not yet in RePEc: Add citation now
    

25. Krugman, P. Oil shocks and exchange rate dynamics. 1983 En : Frenkel, J.A. Exchange Rates and International Macroeconomics. University of Chicago Press: Chicago

26. Lammerding, M. ; Stephan, P. ; Trede, M. ; Wilfling, B. Speculative bubbles in recent oil price dynamics: evidence from a Bayesian Markov-switching state-space approach. 2013 Energy Econ.. 36 491-502

27. Manner, H. ; Reznikova, O. A survey on time-varying copulas: specification, simulations, and application. 2012 Econ. Rev.. 31 654-687

28. Martens, M. ; Zein, J. Predicting financial volatility: high-frequency time-series forecasts vis-à-vis implied volatility. 2004 J. Futur. Mark.. 24 1005-1028

29. Nielsen, M.Ø. Optimal residual-based tests for fractional cointegration and exchange rate dynamics. 2004 J. Bus. Econ. Stat.. 22 331-345

30. Nielsen, M.Ø. ; Shimotsu, K. Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach. 2007 J. Econ.. 141 574-596

31. Patton, A.J. Modelling asymmetric exchange rate dependence. 2006 Int. Econ. Rev.. 47 527-556

32. Phillips, P. Optimal inference in cointegrated systems. 1991 Econometrica. 59 283-306

33. Qu, Z. A test against spurious long memory. 2011 J. Bus. Econ. Stat.. 29 423-438

34. Reboredo, J.C. How do crude oil prices co-move?. 2011 Energy Econ.. 33 948-955

35. Reboredo, J.C. Modelling oil price and exchange rate co-movements. 2012 J. Policy Model. 34 419-440

36. Reboredo, J.C. ; Rivera-Castro, M.A. A wavelet decomposition approach to crude oil price and exchange rate dependence. 2013 Econ. Model.. 32 42-57

37. Reboredo, J.C. ; Rivera-Castro, M.A. ; Zebende, G.F. Oil and US dollar exchange rate dependence: a detrended cross-correlation approach. 2014 Energy Econ.. 42 132-139

38. Robinson, P. Multiple local Whittle estimation in stationary systems. 2008 Ann. Stat.. 36 2508-2530
    Paper not yet in RePEc: Add citation now
    

39. Rossi, E. ; Santucci de Magistris, P. A no-arbitrage fractional cointegration model for futures and spot daily ranges. 2013 J. Futur. Mark.. 33 77-102

40. Rossi, E. ; Santucci de Magistris, P. Long memory and tail dependence in trading volume and volatility. 2013 J. Empir. Financ.. 22 94-112

41. Rotermann, B. ; Wilfling, B. Periodically collapsing Evans bubbles and stock-price volatility. 2014 Econ. Lett.. 123 383-386

42. Salisu, A.A. ; Mobolaji, H. Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate. 2013 Energy Econ.. 39 169-176

43. Shimotsu, K. Exact local Whittle estimation of fractional integration with unknown mean and time trend. 2010 Econ. Theory. 1–43 -

44. Shimotsu, K. Exact local Whittle estimation of fractionally cointegrated systems. 2012 J. Econ.. 169 266-278

45. Sklar, A. Fonctions de répartition à n dimensions et leurs marges. 1959 Publ. Inst. Stat. Univ. Paris. 8 229-231
    Paper not yet in RePEc: Add citation now
    

46. Soucek, M. ; Todorova, N. Realized volatility transmission: the role of jumps and leverage effects. 2014 Econ. Lett.. 122 111-115

47. Wu, C.-C. ; Chung, H. ; Chang, Y.-H. The economic value of co-movement between oil price and exchange rate using copula-based GARCH models. 2012 Energy Econ.. 34 270-282

48. Yousefi, A. ; Wirjanto, T.S. The empirical role of the exchange rate on the crude-oil price formation. 2004 Energy Econ.. 26 783-799

49. Zhang, Y.-J. ; Fan, Y. ; Tsai, H.-T. ; Wei, Y.-M. Spillover effect of US dollar exchange rate on oil prices. 2008 J. Policy Model. 30 973-999

1. Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries. (2022). Polinori, Paolo ; D'Errico, Maria Chiara ; Bigerna, Simona ; Simshauer, Paul.
   In: MPRA Paper.
   RePEc:pra:mprapa:114164.

   Full description at Econpapers || Download paper

2. Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions. (2019). Miyazaki, Takashi.
   In: JRFM.
   RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:33-:d:205819.

   Full description at Econpapers || Download paper

3. Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:62:y:2019:i:c:p:256-281.

   Full description at Econpapers || Download paper

4. Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:456:y:2016:i:c:p:75-89.

   Full description at Econpapers || Download paper

5. Collateral Damage: Dollar Strength and Emerging Markets’ Growth. (2015). Magud, Nicolas ; Mariscal, Rodrigo ; Druck, Pablo F.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2015/179.

   Full description at Econpapers || Download paper

6. Evaluating a Year of Oil Price Volatility. (2015). Tuzemen, Didem ; Smith, Andrew ; Nie, Jun ; Davig, Troy ; CAKIR MELEK, NIDA.
   In: Economic Review.
   RePEc:fip:fedker:00031.

   Full description at Econpapers || Download paper

7. The linkage between oil and agricultural commodity prices in the light of the perceived global risk. (2014). Kablamaci, Baris ; Gözgör, Giray ; Gozgor, Giray.
   In: MPRA Paper.
   RePEc:pra:mprapa:58659.

   Full description at Econpapers || Download paper

8. The impact of the Euro area macroeconomy on energy and non-energy global commodity prices. (2014). Papież, Monika ; Śmiech, Sławomir ; Dąbrowski, Marek ; Dbrowski, Marek A..
   In: MPRA Paper.
   RePEc:pra:mprapa:56663.

   Full description at Econpapers || Download paper

9. Co-movement of commodity prices – results from dynamic time warping classification. (2014). Śmiech, Sławomir.
   In: MPRA Paper.
   RePEc:pra:mprapa:56546.

   Full description at Econpapers || Download paper

10. A simple model of an oil based global savings glut—the “China factor”and the OPEC cartel. (2014). Gros, Daniel ; Belke, Ansgar.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:11:y:2014:i:3:p:413-430.

    Full description at Econpapers || Download paper

11. On the risk comovements between the crude oil market and the U.S. dollar exchange rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-383.

    Full description at Econpapers || Download paper

12. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-209.

    Full description at Econpapers || Download paper

13. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00999225.

    Full description at Econpapers || Download paper

14. A factor model for co-movements of commodity prices. (2014). West, Kenneth ; Wong, Ka-Fu .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:289-309.

    Full description at Econpapers || Download paper

15. Oil and US dollar exchange rate dependence: A detrended cross-correlation approach. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A. ; Zebende, Gilney F..
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:132-139.

    Full description at Econpapers || Download paper

16. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1421.

    Full description at Econpapers || Download paper

17. Exogenous Shocks and Information Transmission in Global Copper Futures Markets. (2013). Yin, Libo ; Han, Liyan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:33:y:2013:i:8:p:724-751.

    Full description at Econpapers || Download paper

18. Oil and gold price dynamics in a multivariate cointegration framework. (2013). Czudaj, Robert ; Beckmann, Joscha.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:10:y:2013:i:3:p:453-468.

    Full description at Econpapers || Download paper

19. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798033.

    Full description at Econpapers || Download paper

20. Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:621-636.

    Full description at Econpapers || Download paper

21. The extreme value in crude oil and US dollar markets. (2013). Chen, Wei-Peng ; Choudhry, Taufiq ; Wu, Chih-Chiang.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:36:y:2013:i:c:p:191-210.

    Full description at Econpapers || Download paper

22. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework. (2013). Tiwari, Aviral ; Mutascu, Mihai ; Albulescu, Claudiu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:714-733.

    Full description at Econpapers || Download paper

23. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678.

    Full description at Econpapers || Download paper

24. A wavelet decomposition approach to crude oil price and exchange rate dependence. (2013). Reboredo, Juan ; Rivera-Castro, Miguel A..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:42-57.

    Full description at Econpapers || Download paper

25. Primary commodity prices: Co-movements, common factors and fundamentals. (2013). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:101:y:2013:i:c:p:16-26.

    Full description at Econpapers || Download paper

26. Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data. (2013). Rohde, Nicholas ; Burgess, Kieran .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00410.

    Full description at Econpapers || Download paper

27. Global commodity cycles and linkages: a FAVAR approach. (2012). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:2:p:651-670.

    Full description at Econpapers || Download paper

28. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

    Full description at Econpapers || Download paper

29. Modelling oil price and exchange rate co-movements. (2012). Reboredo, Juan.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:34:y:2012:i:3:p:419-440.

    Full description at Econpapers || Download paper

30. Oil prices, exchange rates and emerging stock markets. (2012). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:227-240.

    Full description at Econpapers || Download paper

31. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2289-2297.

    Full description at Econpapers || Download paper

32. Asset arbitrage and the price of oil. (2012). Tyers, Rodney ; Arora, Vipin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:142-150.

    Full description at Econpapers || Download paper

33. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8916.

    Full description at Econpapers || Download paper

34. Precios de bienes primarios e inflación en Colombia. (2012). González-Molano, Eliana ; Arango Thomas, Luis ; Chavarro, Ximena ; Gonzalez, Eliana Rocio .
    In: Borradores de Economia.
    RePEc:bdr:borrec:712.

    Full description at Econpapers || Download paper

35. Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions. (2012). Vasishtha, Garima ; Arbatli, Elif.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-8.

    Full description at Econpapers || Download paper

36. Primary commodity prices : co-movements, common factors and fundamentals. (2011). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5578.

    Full description at Econpapers || Download paper

37. How important are real interest rates for oil prices?. (2011). Arora, Vipin ; Tanner, Matthew .
    In: MPRA Paper.
    RePEc:pra:mprapa:35883.

    Full description at Econpapers || Download paper

38. Oil prices, exchange rates and emerging stock markets. (2011). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: MPRA Paper.
    RePEc:pra:mprapa:30140.

    Full description at Econpapers || Download paper

39. Asset Arbitrage and the Price of Oil. (2011). Tyers, Rodney ; Arora, Vipin.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2011-21.

    Full description at Econpapers || Download paper

40. Risk factors in oil and gas industry returns: International evidence. (2011). Veiga, Helena ; Ramos, Sofia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:525-542.

    Full description at Econpapers || Download paper

41. Do global risk perceptions influence world oil prices?. (2011). Soytas, Ugur ; Sarı, Ramazan ; Hacihasanoglu, Erk ; HACIHASANOÄžLU, ERK.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:515-524.

    Full description at Econpapers || Download paper

42. Causal modeling and inference for electricity markets. (2011). Wilhelmsen, Mathilde ; Ferkingstad, Egil ; Loland, Anders.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:404-412.

    Full description at Econpapers || Download paper

43. The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices. (2011). Ojeda-Joya, Jair ; Granados, Camilo ; Arteaga, Carolina ; Joan Camilo Granados Castro, ; Cabrales, Carolina Arteaga.
    In: Borradores de Economia.
    RePEc:col:000094:009199.

    Full description at Econpapers || Download paper

44. The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices. (2011). Ojeda-Joya, Jair ; Granados, Camilo ; Arteaga, Carolina ; Joan Camilo Granados Castro, ; Cabrales, Carolina Arteaga.
    In: Borradores de Economia.
    RePEc:bdr:borrec:685.

    Full description at Econpapers || Download paper

45. Causal modeling and inference for electricity markets. (2011). Wilhelmsen, Mathilde ; Ferkingstad, Egil ; Loland, Anders.
    In: Papers.
    RePEc:arx:papers:1110.5429.

    Full description at Econpapers || Download paper

46. A hybrid commodity price-forecasting model applied to the sugar–alcohol sector. (2011). Oliveira, Sydnei M. ; Ribeiro, Celma O..
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:ags:aareaj:176895.

    Full description at Econpapers || Download paper

47. Asset Value, Interest Rates and Oil Price Volatility. (2011). Arora, Vipin.
    In: ANU Working Papers in Economics and Econometrics.
    RePEc:acb:cbeeco:2011-536.

    Full description at Econpapers || Download paper

48. Oil Prices, Exchange Rates and Emerging Stock Markets. (2010). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Working Papers.
    RePEc:otg:wpaper:1014.

    Full description at Econpapers || Download paper

49. Primary commodity prices: co-movements, common factors and fundamentals. (2010). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2010_27.

    Full description at Econpapers || Download paper

50. Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics. (2009). Malliaris, Anastasios ; KYRTSOU, Catherine.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:6:p:825-826.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 17:02:38 || Missing content? Let us know