Nothing Special   »   [go: up one dir, main page]

create a website
Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella.
In: Resources Policy.
RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602.

Full description at Econpapers || Download paper

Cited: 19

Citations received by this document

Cites: 44

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. .

    Full description at Econpapers || Download paper

  2. Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

    Full description at Econpapers || Download paper

  3. Multiscale online-horizontal-visibility-graph correlation analysis of financial market. (2022). Ling, Guang ; Fan, Qingju ; Han, Mengjiao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007531.

    Full description at Econpapers || Download paper

  4. The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies. (2022). Kumeka, Terver ; David-Wayas, Maria Onyinye ; Uzoma-Nwosu, Damian Chidozie.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001921.

    Full description at Econpapers || Download paper

  5. Inflation, oil prices and exchange rates. The Euro’s dampening effect. (2022). Luis, Hierro ; Antonio, Garzon.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:44:y:2022:i:1:p:130-146.

    Full description at Econpapers || Download paper

  6. The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941.

    Full description at Econpapers || Download paper

  7. Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes. (2022). Zhao, Lili ; Yin, Hua ; Li, Wanyang ; Wen, Fenghua ; Chen, Lin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000421.

    Full description at Econpapers || Download paper

  8. Has COVID-19 intensified the oil price–exchange rate nexus?. (2022). Garg, Bhavesh ; Chowdhury, Kushal Banik.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:76:y:2022:i:c:p:280-298.

    Full description at Econpapers || Download paper

  9. The impact of oil price and exchange rate on momentum strategy profits in stock market: evidence from oil-rich developing countries. (2021). Sahabi, Bahram ; Zolfaghari, Mehdi.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:15:y:2021:i:7:d:10.1007_s11846-020-00413-0.

    Full description at Econpapers || Download paper

  10. Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Chen, Jinyu ; Zhang, Hua ; Shao, Liuguo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

    Full description at Econpapers || Download paper

  11. The ecology of regulatory change: The security and exchange commission’s modernization of oil and gas reserves reporting. (2021). Lefsrud, Lianne M ; Fox, Kenneth A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100088x.

    Full description at Econpapers || Download paper

  12. The impact of oil prices on stock market development in Pakistan: Evidence with a novel dynamic simulated ARDL approach. (2021). Khan, Muhammad Fayaz ; Jadoon, Arshad Ullah ; Teng, Jian-Zhou.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309302.

    Full description at Econpapers || Download paper

  13. Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US - A Time-Varying Analysis. (2021). Lee, Chien-Chiang ; Wang, En-Ze ; Liu, LU.
    In: Energy RESEARCH LETTERS.
    RePEc:ayb:jrnerl:29.

    Full description at Econpapers || Download paper

  14. Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Peng, Jiaying ; Failler, Pierre ; Liu, Yue ; Zheng, Yuhang.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:9:p:2395-:d:356651.

    Full description at Econpapers || Download paper

  15. Granger causality transmission mechanism of steel product prices under multiple scales—The industrial chain perspective. (2020). Guo, Sui ; Li, Yang ; Feng, Sida ; Liu, Yanxin ; Qi, Yajie.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719308682.

    Full description at Econpapers || Download paper

  16. Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

    Full description at Econpapers || Download paper

  17. Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

    Full description at Econpapers || Download paper

  18. Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

    Full description at Econpapers || Download paper

  19. Analysis of the Time-frequency Connectedness between Gold Prices, Oil Prices and Hungarian Financial Markets. (2020). Hung, Ngo Thai.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-04-8.

    Full description at Econpapers || Download paper

References

References cited by this document

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

  2. Algieri, B. The influence of biofuels, economic and financial factors on daily returns of commodity futures prices. 2014 Energy Policy. 69 227-247

  3. Amano, R.A. ; Van Norden, S. Oil prices and the rise and fall of the US real exchange rate. 1998 J. Int. Money Financ.. 17 299-316

  4. Andreou, E. ; Matsi, M. ; Savvides, A. Stock and foreign exchange market linkages in emerging economies. 2013 J. Int. Financ. Mark., Inst. Money. 27 248-268

  5. Bai, S. ; Koong, K.S. Oil prices, stock returns, and exchange rates: empirical evidence from China and the United States. 2018 North Am. J. Econ. Financ.. 44 12-33

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

  7. Benassy-Queré, A. ; Mignon, V. ; A. Penot, A. China and the relationship between the oil price and the dollar. 2007 Energy Policy. 35 5795-5805

  8. Berthelsen, C. Ties that bind oil and dollar snap: traditionally, crude fell when greenback rose, but global influences have changed relationship. 2012 Wall Str. J.. -
    Paper not yet in RePEc: Add citation now
  9. Boswijk, H.P. ; van der Weide, R. Method of moments estimation of GO-GARCH models. 2011 J. Econ.. 163 118-126

  10. Caporale, G.M. ; Hunter, J. ; Ali, F.M. On the linkages between stock prices and exchange rates: evidence from the banking crisis of 2007–2010. 2014 Int. Rev. Financ. Anal.. 33 87-103

  11. Chang, F.-Y. ; Hsin, C.-W. ; Shiah-Hou, S.-R. A reexamination of exposure to exchange rate risk: the impact of earnings management and currency derivative usage. 2013 J. Bank. Financ.. 37 3243-3257

  12. Chkili, W. ; Nguyen, D.K. Exchange rate movements and stock market returns in a regime-switching environment: evidence for BRICS countries. 2014 Res. Int. Bus. Financ.. 31 46-56

  13. Cho, J.-W. ; Choi, J.-H. ; Kim, T. ; Kim, W. Flight-to-quality and correlation between currency and stock returns. 2016 J. Bank. Financ.. 62 191-212

  14. Chue, T. ; Cook, D. Emerging market exchange rate exposure. 2008 J. Bank. Financ.. 32 1349-1362

  15. Creti, A. ; Ftiti, Z. ; Guesmi, K. Oil price and financial markets: multivariate dynamic frequency analysis. 2014 Energy Policy. 73 245-258

  16. Delgado, N.A.B. ; Delgado, E.B. ; Saucedo, E. The relationship between oil prices, the stock market and the exchange rate: evidence from Mexico. 2018 North Am. J. Econ. Financ.. -

  17. Diamandis, P. ; Drakos, A. Financial liberalization, exchange rates and stock prices: exogenous shocks in four Latin American countries. 2011 J. Policy Model.. 33 381-394

  18. Engel, C. ; West, K.D. Exchange rates and fundamentals. 2005 J. Political Econ.. 113 485-517

  19. Engle, R.F. Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models. 2002 J. Bus. Econ. Stat.. 20 339-350

  20. Ghosh, S. Examining crude oil price-exchange rate nexus for India during the period of extreme oil price volatility. 2011 Appl. Energy. 88 1886-1889

  21. Grisse, C. ; Nitschka, T. On financial risk and the safe haven characteristics of Swiss Franc exchange rates. 2015 J. Empir. Financ.. 32 153-164

  22. Habib, M.M. ; Stracca, L. Getting beyond carry-trade: what makes a safe haven currency?. 2012 J. Int. Econ.. 87 50-64

  23. Harrup, A. Latin American currencies are heading south. 2015 Wall Str. J.. -
    Paper not yet in RePEc: Add citation now
  24. Huang, W. ; Mollick, A.V. ; Nguyen, K.H. U.S. stock markets and the role of real interest rates. 2016 Q. Rev. Econ. Financ.. 59 231-242

  25. Jain, A. ; Biswal, P.C. Dynamic linkages among oil price, gold price, exchange rate, and stock market in India. 2016 Resour. Policy. 49 179-185

  26. Kalra, S. Global volatility and forex returns in East Asia. 2011 Int. Rev. Financ.. 11 303-324

  27. Kanas, A. The risk-return relation and VIX: evidence from the S&P 500. 2013 Empir. Econ.. 44 1291-1314

  28. Kanas, A. Uncovering a positive risk-return relation: the role of implied volatility index. 2014 Rev. Quant. Financ. Account.. 42 159-170

  29. Katechos, G. On the relationship between exchange rates and equity returns: a new approach. 2011 J. Int. Financ. Mark., Inst. Money. 21 550-559
    Paper not yet in RePEc: Add citation now
  30. Lin, C.-H. The co-movement between exchange rates and stock prices in the Asian emerging markets. 2012 Int. Rev. Econ. Financ.. 22 161-172

  31. Lustig, H. ; Roussanov, N. ; Verdelhan, A. Common risk factors in currency markets. 2011 Rev. Financ. Stud.. 24 3731-3777

  32. Mollick, A.V. ; Assefa, T.A. Carry-trades on the Yen and the Swiss Franc: are they different?. 2013 J. Econ. Financ.. 37 402-423

  33. Narayan, P.K. ; Narayan, S. ; Prasad, A. Understanding the oil price-exchange rate nexus for the Fiji islands. 2008 Energy Econ.. 30 2686-2696

  34. Ranaldo, A. ; Soderling, P. Safe-haven currencies. 2010 Rev. Financ.. 14 385-407

  35. Ross, S.A. The arbitrage theory of capital asset pricing. 1976 J. Econ. Theory. 13 341-360

  36. Rossi, B. Exchange rate predictability. 2013 J. Econ. Lit.. 51 1063-1119

  37. Roubaud, D. ; Arouri, M. Oil prices, exchange rates and stock markets under uncertainty and regime-switching. 2018 Financ. Res. Lett.. -

  38. Turhan, M.I. ; Hacihasanoglu, E. ; Soytas, U. Oil prices and emerging market exchange rates. 2013 Emerg. Mark. Financ. Trade. 49 21-36

  39. Turhan, M.I. ; Sensoy, A. ; Hacihasanoglu, E. A comparative analysis of the dynamic relationship between oil prices and exchange rates. 2014 J. Int. Financ. Mark., Inst. Money. 32 397-414

  40. van der Weide, R. GO-GARCH: a multivariate generalized orthogonal GARCH model. 2002 J. Appl. Econ.. 17 549-564

  41. Volkov, N.I. ; Yuhn, K.-H. Oil price shocks and exchange rate movements. 2016 Glob. Financ. J.. 31 18-30

  42. Wan, J.-Y. ; Kao, C.-W. Interactions between oil and financial markets. 2015 Energy Econ.. 52 160-175
    Paper not yet in RePEc: Add citation now
  43. Wong, H.T. Real exchange rate returns and real stock price returns. 2017 Int. Rev. Econ. Financ.. 49 340-352

  44. 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

Cocites

Documents in RePEc which have cited the same bibliography

  1. Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries. (2022). Simshauer, Paul ; Polinori, Paolo ; D'Errico, Maria Chiara ; Bigerna, Simona.
    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 ; Zebende, Gilney F. ; Rivera-Castro, Miguel A..
    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, ; 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). Wu, Chih-Chiang ; Chen, Wei-Peng ; Choudhry, Taufiq.
    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 Ioan ; 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 ; Gonzalez, Eliana Rocio ; Chavarro, Ximena .
    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 ; HACIHASANOĞLU, 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). Loland, Anders ; Wilhelmsen, Mathilde ; Ferkingstad, Egil .
    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, Joan Camilo ; Arteaga, Carolina ; cabrales, Carolina Arteaga ; Joan Camilo Granados Castro, .
    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, Joan Camilo ; Arteaga, Carolina ; cabrales, Carolina Arteaga ; Joan Camilo Granados Castro, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:685.

    Full description at Econpapers || Download paper

  45. Causal modeling and inference for electricity markets. (2011). Loland, Anders ; Wilhelmsen, Mathilde ; Ferkingstad, Egil .
    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). Ribeiro, Celma O. ; Oliveira, Sydnei M..
    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

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-06 13:31:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.