Dynamic connectedness of oil price shocks and exchange rates
Year of publication: |
2019
|
---|---|
Authors: | Malik, Farooq ; Umar, Zaghum |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 84.2019, p. 1-8
|
Subject: | Connectedness | Oil | Exchange rates | Ölpreis | Oil price | Wechselkurs | Exchange rate | Ölmarkt | Oil market | VAR-Modell | VAR model |
-
Garcia, Sergio, (2018)
-
Interactions between oil and financial markets : do conditions of financial stress matter?
Wan, Jer-Yuh, (2015)
-
Do exchange rates respond asymmetrically to shocks in the crude oil market?
Atems, Bebonchu, (2015)
- More ...
-
Quantile connectedness of oil price shocks with socially responsible investments
Malik, Farooq, (2024)
-
Quantile connectedness of artificial intelligence tokens with the energy sector
Malik, Farooq, (2025)
-
Forecasting value-at-risk in oil prices in the presence of volatility shifts
Ewing, Bradley T., (2018)
- More ...