We investigate the long-run relationship between the US Dollar effective exchange and the oil prices (wti) over the period from January 1986 to August 2014. We allow for the relationship to be nonlinear by employing the hidden cointegration technique of Granger and Yoon (2002) and Schorderet (2004). The Quandt – Andrews approach allows accounting for structural breaks. The results reveal a long-run relationship between the two markets
Oil Prices and the US Dollar Exchange Rate The US dollar being the key currency on the oil market, ...
This study analyzes the relationship between dollar exchange rate and crude oil price. Unlike previo...
There has been much interest in the relationship between the price of crude oil, the value of the U....
Using monthly data, this paper studies the cointegration between the real price of oil and the real ...
The aim of this paper is to test whether there is a stable long-term relationship between oil prices...
Using monthly data, this paper studies the cointegration between the real price of oil and the real ...
International audienceThe aim of this paper is to test whether a stable long-term relationship exist...
Abstract: In this paper, we examine the relationship among real oil prices, global economic activity...
The aim of this paper is to study the relationship between the effective exchange rate of the dollar...
This article examines the volatility dependence between the crude oil price and four US dollar excha...
This paper has studied the relationship between oil price and exchange rate in OPEC members. In this...
International audienceThe aim of this paper is to study the relationship between the effective excha...
Establishing the relation between oil price movements and macroeconomic performance is of great impo...
Crude oil price and US dollar value are the two critical economic variables influencing global econo...
The aim of this paper is to identify and investigate empirically the long-run determinants of real e...
Oil Prices and the US Dollar Exchange Rate The US dollar being the key currency on the oil market, ...
This study analyzes the relationship between dollar exchange rate and crude oil price. Unlike previo...
There has been much interest in the relationship between the price of crude oil, the value of the U....
Using monthly data, this paper studies the cointegration between the real price of oil and the real ...
The aim of this paper is to test whether there is a stable long-term relationship between oil prices...
Using monthly data, this paper studies the cointegration between the real price of oil and the real ...
International audienceThe aim of this paper is to test whether a stable long-term relationship exist...
Abstract: In this paper, we examine the relationship among real oil prices, global economic activity...
The aim of this paper is to study the relationship between the effective exchange rate of the dollar...
This article examines the volatility dependence between the crude oil price and four US dollar excha...
This paper has studied the relationship between oil price and exchange rate in OPEC members. In this...
International audienceThe aim of this paper is to study the relationship between the effective excha...
Establishing the relation between oil price movements and macroeconomic performance is of great impo...
Crude oil price and US dollar value are the two critical economic variables influencing global econo...
The aim of this paper is to identify and investigate empirically the long-run determinants of real e...
Oil Prices and the US Dollar Exchange Rate The US dollar being the key currency on the oil market, ...
This study analyzes the relationship between dollar exchange rate and crude oil price. Unlike previo...
There has been much interest in the relationship between the price of crude oil, the value of the U....