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Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility

Wen, Fenghua; Xiao, Jihong; Huang, Chuangxia; Xia, Xiaohua - In: Applied economics 50 (2018) 3, pp. 319-334

Persistent link: https://www.econbiz.de/10011846847

The effect of the US dollar exchange rate on oil prices : an oil financialization perspective

Wang, Panpan; Liu, Xiaoxing; Ho, Tsungwu; Li, Yishi - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1301-1317

Persistent link: https://www.econbiz.de/10014532662

Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?

Asadi, Mehrad; Balcilar, Mehmet; Sheikh, Umaid A.; … - In: Energy economics 128 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10015073450

Bitcoin, gold and the dollar : a GARCH volatility analysis

Dyhrberg, Anne Haubo - 2015

hedge market specific risk. …

Persistent link: https://www.econbiz.de/10011347560

Portfolio capital flows and the US dollar exchange rate : viewed from the lens of time and frequency dynamics of connectedness

Mangal Goswami; Pontines, Victor; Yassier Mohammed - In: International review of financial analysis 89 (2023), pp. 1-28

Persistent link: https://www.econbiz.de/10014466247

Portfolio capital flows and the US dollar exchange rate : viewed from the lens of time and frequency dynamics of connectedness

Mangal Goswami; Pontines, Victor; Yassier Mohammed - 2022

Persistent link: https://www.econbiz.de/10013479234

Trading-hour and nontrading-hour volatility in crude oil and US dollar markets and its implications for portfolio optimization

Lai, Yu-Sheng - In: Journal of commodity markets : JCM 38 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015426558

Portfolio Capital Flows and the US Dollar Exchange Rate : Viewed from the Lens of Time and Frequency Dynamics of Connectedness

Mangal Goswami; Pontines, Victor; Yassier Mohammed - 2023

Using high-frequency, proprietary data on daily net non-resident portfolio flows to emerging markets, our study finds in the time domain connectedness framework that, to varying degrees, there is less interconnectedness in non-resident debt and equity portfolio flows to our sample of emerging...

Persistent link: https://www.econbiz.de/10014256797

Do crude oil, gold and the US dollar contribute to Bitcoin investment decisions? : an ANN-DCC-GARCH approach

Liu, Yadong; Nathee Naktnasukanjn; Tamprasirt, Anukul; … - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 2-18

-GARCH model offers significant input information, including dynamic correlation and volatility, to the ANN. To analyze the data … by 50% during the COVID-19 pandemic. Moreover, the risk-averse can turn a loss into a profit of about 20% in 2022 …

Persistent link: https://www.econbiz.de/10014496996

Portfolio capital flows and the US dollar exchange rate : viewed from the lens of time and frequency dynamics of connectedness

Mangal Goswami; Pontines, Victor; Yassier Mohammed - 2022

Persistent link: https://www.econbiz.de/10013426465