Oil price shocks and exchange rate dynamics : evidence from decomposed and partial connectedness measures for oil importing and exporting economies
Year of publication: |
2023
|
---|---|
Authors: | Chatziantoniou, Ioannis ; Elsayed, Ahmed H. ; Gabauer, David ; Gozgor, Giray |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-15
|
Subject: | Connectedness decomposition | Dynamic connectedness | Exchange rates | Oil price shocks | Partial connectedness | TVP-VAR |
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