Add to ORKGUsing monthly data, this paper studies the cointegration between the real price of oil and the real effective exchange rate of US dollar allowing for structural breaks. Contrary to the conclusion from previous literature, this paper finds that the cointegration between the oil price and the value of US dollar does not significantly exist unless the effects of two structural breaks in the past, November 1986 and February 2005, are controlled for. Keywords: Oil price; Exchange rate; Cointegration JEL Classifications: C32; F31; Q4
The aim of this paper is to identify and investigate empirically the long-run determinants of real e...
This study tests for a long-run relation between oil prices and the rupiah–US dollarexchange rate. W...
Dollar devaluation creates a huge problem in the world oil industry, leading to a vast decrease in t...
Using monthly data, this paper studies the cointegration between the real price of oil and the real ...
Crude oil price and US dollar value are the two critical economic variables influencing global econo...
International audienceThe aim of this paper is to test whether a stable long-term relationship exist...
This study analyzes the relationship between dollar exchange rate and crude oil price. Unlike previo...
The purpose of this study is to revisit the relationship between US dollar exchange rates and crude ...
Oil Prices and the US Dollar Exchange Rate The US dollar being the key currency on the oil market, ...
The aim of this paper is to test whether there is a stable long-term relationship between oil prices...
Oil prices traditionally have been more volatile than many other commodity or asset prices since Wor...
There has been much interest in the relationship between the price of crude oil, the value of the U....
There is a wide range of studies indicating a link and a co-integrating relationship between crude o...
This paper contributes to better understand the dynamic interaction between U.S. effective exchange...
We investigate the long-run relationship between the US Dollar effective exchange and the oil prices...
The aim of this paper is to identify and investigate empirically the long-run determinants of real e...
This study tests for a long-run relation between oil prices and the rupiah–US dollarexchange rate. W...
Dollar devaluation creates a huge problem in the world oil industry, leading to a vast decrease in t...
Using monthly data, this paper studies the cointegration between the real price of oil and the real ...
Crude oil price and US dollar value are the two critical economic variables influencing global econo...
International audienceThe aim of this paper is to test whether a stable long-term relationship exist...
This study analyzes the relationship between dollar exchange rate and crude oil price. Unlike previo...
The purpose of this study is to revisit the relationship between US dollar exchange rates and crude ...
Oil Prices and the US Dollar Exchange Rate The US dollar being the key currency on the oil market, ...
The aim of this paper is to test whether there is a stable long-term relationship between oil prices...
Oil prices traditionally have been more volatile than many other commodity or asset prices since Wor...
There has been much interest in the relationship between the price of crude oil, the value of the U....
There is a wide range of studies indicating a link and a co-integrating relationship between crude o...
This paper contributes to better understand the dynamic interaction between U.S. effective exchange...
We investigate the long-run relationship between the US Dollar effective exchange and the oil prices...
The aim of this paper is to identify and investigate empirically the long-run determinants of real e...
This study tests for a long-run relation between oil prices and the rupiah–US dollarexchange rate. W...
Dollar devaluation creates a huge problem in the world oil industry, leading to a vast decrease in t...