Oil price shocks and exchange rate dynamics : evidence from decomposed and partial connectedness measures for oil importing and exporting economies
Ioannis Chatziantoniou, Ahmed H. Elsayed, David Gabauer, Giray Gozgor
| Year of publication: |
2023
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|---|---|
| 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
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| Subject: | Connectedness decomposition | Dynamic connectedness | Exchange rates | Oil price shocks | Partial connectedness | TVP-VAR | Ölpreis | Oil price | Wechselkurs | Exchange rate | VAR-Modell | VAR model | Schock | Shock | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106627 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014285881