1. ESG leaders and crypto currency market: Asymmetric TVP-VAR connectedness and investment approaches. (2025). Bibi, Rashida ; Hussain, Syed Jawad ; Gulzar, Saqib.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000893.

   Full description at Econpapers || Download paper

2. Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

   Full description at Econpapers || Download paper

3. Risk spillover between cryptocurrencies and traditional currencies: An analysis based on neural network quantile regression. (2025). Han, Kefei ; Ding, Xuerou ; Xu, Qiuhua ; Zhang, Shunqi.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:667:y:2025:i:c:s0378437125002122.

   Full description at Econpapers || Download paper

1. Afshan, S. ; Nordin, S.B. The dynamic relationship between energy commodities and bitcoin prices: Evidence from the quantile ARDL approach. 2023 International Journal of Trade and Global Markets. 17 201-220

2. Albulescu, C.T. ; Ajmi, A.N. Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. 2021 Energy Economics. 100 -

3. Ali, S. ; Ijaz, M.S. ; Yousaf, I. Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19. 2023 Resources Policy. 83 -

4. Amiri, H. ; Sayadi, M. ; Mamipour, S. Oil Price shocks and macroeconomic outcomes; fresh evidences from a scenario-based NK-DSGE analysis for oil-exporting countries. 2021 Resources Policy. 74 -

5. Augustin, P. ; Chernov, M. ; Song, D. Sovereign credit risk and exchange rates: Evidence from CDS Quanto spreads. 2020 Journal of Financial Economics. 137 129-151

6. Basher, S.A. ; Haug, A.A. ; Sadorsky, P. Oil prices, exchange rates and emerging stock markets. 2012 Energy Economics. 34 227-240

7. Basher, S.A. ; Haug, A.A. ; Sadorsky, P. The impact of oil shocks on exchange rates: A Markov-switching approach. 2016 Energy Economics. 54 11-23

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

9. Beckmann, J. ; Czudaj, R.L. ; Arora, V. The relationship between oil prices and exchange rates: Revisiting theory and evidence. 2020 Energy Economics. 88 -

10. Będowska-Sójka, B. ; Kliber, A. Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. 2022 Energy Economics. 115 -

11. Bloomberg, S.B. ; Harris, E.S. The commodity-consumer price connection: Fact or fable?. 1995 Economic Policy Review Federal Reserve Board of New York. 1 21-38

12. Bloomfield, P. Fourier analysis of time series: An introduction. 2004 John Wiley & Sons: Chichester, UK
    Paper not yet in RePEc: Add citation now
    

13. Bouri, E. ; Shahzad, S.J.H. ; Roubaud, D. ; Kristoufek, L. ; Lucey, B. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. 2020 The Quarterly Review of Economics and Finance. 77 156-164

14. Butt, S. ; Ramzan, M. ; Wong, W.K. ; Chohan, M.A. ; Ramakrishnan, S. Unlocking the secrets of exchange rate determination in Malaysia: A game-changing hybrid model. 2023 Heliyon. 9 -
    Paper not yet in RePEc: Add citation now
    
15. Cevik, E.I. ; Gunay, S. ; Zafar, M.W. ; Destek, M.A. ; Bugan, M.F. ; Tuna, F. The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold. 2022 Resources Policy. 79 -
    Paper not yet in RePEc: Add citation now
    

16. Chatziantoniou, I. ; Elsayed, A.H. ; Gabauer, D. ; Gozgor, G. Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. 2023 Energy Economics. 120 -

17. Chen, L. ; Wen, F. ; Li, W. ; Yin, H. ; Zhao, L. Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes. 2022 Energy Economics. 107 -

18. Conlon, T. ; Corbet, S. ; McGee, R.J. Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. 2020 Research in International Business and Finance. 54 -

19. Corbet, S. ; Lucey, B. ; Urquhart, A. ; Yarovaya, L. Cryptocurrencies as a financial asset: A systematic analysis. 2019 International Review of Financial Analysis. 62 182-199

20. Devpura, N. Effect of COVID-19 on the relationship between euro/USD exchange rate and oil price. 2021 MethodsX. 8 -
    Paper not yet in RePEc: Add citation now
    
21. Dibal, P.Y. ; Onwuka, E.N. ; Agajo, J. ; Alenoghena, C.O. Application of wavelet transform in spectrum sensing for cognitive radio: A survey. 2018 Physical Communication. 28 45-57
    Paper not yet in RePEc: Add citation now
    
22. Duan, W. ; Khurshid, A. ; Rauf, A. ; Khan, K. ; Calin, A.C. How geopolitical risk drives exchange rate and oil prices? A wavelet-based analysis. 2021 Energy Sources, Part B: Economics, Planning and Policy. 16 861-877
    Paper not yet in RePEc: Add citation now
    

23. Feng, H. ; Gao, D. ; Duan, K. ; Urquhart, A. Does bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. 2023 International Review of Financial Analysis. 89 -

24. Heikal, M. ; Majied Sumatrani Saragih, M. ; Nur Ilham, R. ; Khaddafi, M. ; Rusydi, R. Effect of world oil prices on cryptocurrency return. 2022 Journal of Accounting Research, Utility Finance and Digital Assets. 1 61-68
    Paper not yet in RePEc: Add citation now
    

25. Huang, S. ; An, H. ; Lucey, B. How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. 2020 Energy Economics. 86 -

26. Ji, Q. ; Liu, B.Y. ; Fan, Y. Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. 2019 Energy Economics. 77 80-92

27. Jiang, Y. ; Feng, Q. ; Mo, B. ; Nie, H. Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. 2020 North American Journal of Economics and Finance. 52 -

28. Kilian, L. ; Park, C. The impact of oil price shocks on the US stock market. 2009 International Economic Review. 50 1267-1287
    Paper not yet in RePEc: Add citation now
    
29. Kim, W.J. ; Hammoudeh, S. ; Hyun, J.S. ; Gupta, R. Oil price shocks and China’s economy: Reactions of the monetary policy to oil price shocks. 2017 Energy Economics. 62 61-69
    Paper not yet in RePEc: Add citation now
    

30. Kisswani, K.M. ; Harraf, A. ; Kisswani, A.M. Revisiting the effects of oil prices on exchange rate: Asymmetric evidence from the ASEAN-5 countries. 2019 Economic Change and Restructuring. 52 279-300

31. Krugman, P. Oil shocks and exchange rate dynamics. 1983 En : Frenkel, J.A. Exchange rates and international macroeconomics. University of Chicago Press:

32. Lin, B. ; Su, T. Does oil price have similar effects on the exchange rates of BRICS?. 2020 International Review of Financial Analysis. 69 -

33. Liu, B.Y. ; Ji, Q. ; Nguyen, D.K. ; Fan, Y. Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. 2021 International Journal of Finance and Economics. 26 2612-2636

34. Malik, F. ; Umar, Z. Dynamic connectedness of oil price shocks and exchange rates. 2019 Energy Economics. 84 -

35. Morlet, J. ; Arens, G. ; Fourgeau, E. ; Glard, D. Wave propagation and sampling theory—Part I: Complex signal and scattering in multilayered media. 1982 Geophysics. 47 203-221
    Paper not yet in RePEc: Add citation now
    

36. Naeem, M.A. ; Karim, S. Tail dependence between bitcoin and green financial assets. 2021 Economics Letters. 208 -

37. Nasution, M.R. ; Sadalia, I. ; Irawati, N. The effect of technical asset, financial asset and macroeconomic on return bitcoin. 2023 International Journal of the Economics of Business. Accounting Agriculture Management and Sharia Administration (IJEBAS). 3 340-350
    Paper not yet in RePEc: Add citation now
    

38. Okere, K.I. ; Muoneke, O.B. ; Onuoha, F.C. Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria: Evidence from multiple structural break and NARDL analysis. 2021 The Journal of International Trade and Economic Development. 30 930-956

39. Okorie, D.I. ; Lin, B. Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. 2020 Energy Economics. 87 -

40. Piñeiro-Chousa, J. ; López-Cabarcos, M.Á. ; Sevic, A. ; González-López, I. A preliminary assessment of the performance of DeFi cryptocurrencies in relation to other financial assets, volatility, and user-generated content. 2022 Technological Forecasting and Social Change. 181 -

41. Ready, R.C. Oil prices and the stock market. 2018 Review of Finance. 22 155-176

42. Ren, X. ; Wang, R. ; Duan, K. ; Chen, J. Dynamics of the sheltering role of bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold. 2022 Research in International Business and Finance. 62 -

43. Salisu, A.A. ; Olaniran, A. ; Tchankam, J.P. Oil tail risk and the tail risk of the US Dollar exchange rates. 2022 Energy Economics. 109 -

44. Selmi, R. ; Mensi, W. ; Hammoudeh, S. ; Bouoiyour, J. Is bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. 2018 Energy Economics. 74 787-801

45. Śmiech, S. ; Papież, M. ; Rubaszek, M. ; Snarska, M. The role of oil price uncertainty shocks on oil-exporting countries. 2021 Energy Economics. 93 -

46. Sokhanvar, A. ; Bouri, E. Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers. 2023 Borsa Istanbul Review. 23 44-54
    Paper not yet in RePEc: Add citation now
    
47. Teker, D. ; Teker, S. ; Ozyesil, M. Macroeconomic determinants of cryptocurrency volatility: Time series analysis. 2020 Journal of Business & Economic Policy. 7 65-71
    Paper not yet in RePEc: Add citation now
    

48. Umar, Z. ; Aziz, M.I.A. ; Zaremba, A. ; Tran, D.K. Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies. 2023 Applied Economics. 55 2676-2693

49. Urquhart, A. ; Zhang, H. Is bitcoin a hedge or safe haven for currencies? An intraday analysis. 2019 International Review of Financial Analysis. 63 49-57

50. Wen, D. ; Liu, L. ; Ma, C. ; Wang, Y. Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. 2020 Energy. 212 -

51. Yin, L. ; Nie, J. ; Han, L. Understanding cryptocurrency volatility: The role of oil market shocks. 2021 International Review of Economics and Finance. 72 233-253

52. Yousaf, I. ; Jareño, F. ; Tolentino, M. Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. 2023 Technological Forecasting and Social Change. 187 -

53. Yousaf, I. ; Yarovaya, L. Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication. 2022 Global Finance Journal. 53 -

54. Zetzsche, D.A. ; Arner, D.W. ; Buckley, R.P. Decentralized finance. 2020 Journal of Financial Regulation. 6 172-203
    Paper not yet in RePEc: Add citation now
    
55. Zhang, X. ; Zhou, J. ; Du, X. Impact of oil price uncertainty shocks on China’s macroeconomy. 2022 Resources Policy. 79 -
    Paper not yet in RePEc: Add citation now
    

1. The role of cryptocurrencies in predicting oil prices pre and during COVID-19 pandemic using machine learning. (2025). Ibrahim, Bassam A ; Elamer, Ahmed A ; Abdou, Hussein A.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-05024-4.

   Full description at Econpapers || Download paper

2. Is the business cycle getting hit by climate policy uncertainty in China?. (2025). Xiao, Zuoping ; Chen, Juan.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013734.

   Full description at Econpapers || Download paper

3. Dynamic connection between climate risks and energy markets. (2025). Jia, Huizhen.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001425.

   Full description at Econpapers || Download paper

4. The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand. (2024). Mursitama, Tirta ; Subramaniam, Yogeeswari ; Loganathan, Nanthakumar ; Abu, Mohd Jaffri.
   In: Economic Alternatives.
   RePEc:nwe:eajour:y:2024:i:4:p:810-828.

   Full description at Econpapers || Download paper

5. Oil shocks and currency behavior: A dual approach to digital and traditional currencies. (2024). ben Zaied, Younes ; Yaqoob, Tanzeela ; Afshan, Sahar ; Mishra, Sibanjan.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000747.

   Full description at Econpapers || Download paper

6. Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US. (2024). Kocaarslan, Baris.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011668.

   Full description at Econpapers || Download paper

7. US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057.

   Full description at Econpapers || Download paper

8. New evidence of interdependence in forex markets: A connection of connection analysis. (2024). Xu, Xin ; Sun, Xiaotong ; Wu, Tao ; Xuan, Siyuan ; Jia, Nanfei.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002758.

   Full description at Econpapers || Download paper

9. Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

   Full description at Econpapers || Download paper

10. Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

    Full description at Econpapers || Download paper

11. Characteristics and influencing factors of risk spillover effects across clean energy stock prices: A comparative analysis during four periods of the COVID-19 pandemic. (2024). Dong, Zhiliang ; Jia, Yanjing.
    In: Energy Economics.
    RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003529.

    Full description at Econpapers || Download paper

12. The Volatility Spillover of Global Oil Price Uncertainty. (2024). Chuponov, Sanat ; Tich, Lucie ; Pcha, Kamil ; Ataev, Jasur ; Hudayberganov, Dilshod ; Kuziboev, Bekhzod.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2024-03-63.

    Full description at Econpapers || Download paper

13. Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach. (2023). Cruz Rambaud, Salvador ; Garca, Javier Snchez.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:47:y:2023:i:4:d:10.1007_s12197-023-09634-x.

    Full description at Econpapers || Download paper

14. Time varying connectedness between foreign exchange markets and crude oil futures prices. (2023). Salman, Asma ; Abdul, Muthanna G ; Uddin, Mohammed Ahmar ; Lu, Man ; Chang, Bisharat Hussain.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008395.

    Full description at Econpapers || Download paper

15. Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective. (2023). Liu, LU ; Wang, Kai-Hua ; Wen, Cui-Ping.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006773.

    Full description at Econpapers || Download paper

16. Quantile connectedness between oil price shocks and exchange rates. (2023). Umar, Zaghum ; Bossman, Ahmed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003690.

    Full description at Econpapers || Download paper

17. Green bond in China: An effective hedge against global supply chain pressure?. (2023). Oprean-Stan, Camelia ; Gao, Zhuoqiong ; Kong, Fanna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006655.

    Full description at Econpapers || Download paper

18. Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005819.

    Full description at Econpapers || Download paper

19. Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model. (2023). Zhao, Yinglan ; Peng, Song ; Xu, Nuo ; Feng, Chen ; Liu, Chang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300419x.

    Full description at Econpapers || Download paper

20. Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Yahya, Muhammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

    Full description at Econpapers || Download paper

21. Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Gabauer, David ; Elsayed, Ahmed ; Chatziantoniou, Ioannis ; Gozgor, Giray.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

    Full description at Econpapers || Download paper

22. Energy commodities: A study on model selection for estimating Value-at-Risk. (2022). Amaro, Raphael ; Pinho, Carlos.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0456.

    Full description at Econpapers || Download paper

23. Conditional Dynamic Dependence and Risk Spillover between Crude Oil Prices and Foreign Exchange Rates: New Evidence from a Dynamic Factor Copula Model. (2022). Zhou, Yingying ; Wang, XU ; Wu, Xueyan.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:14:p:5220-:d:865984.

    Full description at Econpapers || Download paper

24. Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005175.

    Full description at Econpapers || Download paper

25. The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China. (2022). Long, Shaobo ; Zhang, Rui.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:74:y:2022:i:c:p:789-805.

    Full description at Econpapers || Download paper

26. Modelling the impact of crude oil price on Nigerian exchange rate during COVID-19. (2022). Nweke, Onyinyechi ; Deekor, Leelee N ; Sani, Amina Muhammad.
    In: International Journal of Research and Innovation in Social Science.
    RePEc:bcp:journl:v:6:y:2022:i:12:p:726-730.

    Full description at Econpapers || Download paper

27. Threshold Effects of Oil Price and Oil Export on Trade Balance in Africa. (2022). Lee, Chin ; Bala, Umar ; Chin, Lee ; Mustafa, Ghulam.
    In: Journal of Economic Impact.
    RePEc:adx:journl:v:4:y:2022:i:1:p:14-27.

    Full description at Econpapers || Download paper

28. The Essence of Relationships between the Crude Oil Market and Foreign Currencies Market Based on a Study of Key Currencies. (2021). Szturo, Marek ; Miciua, Ireneusz ; Wodarczyk, Bogdan.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:23:p:7978-:d:690892.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 14:53:40 || Missing content? Let us know