Oil price fluctuations and U.S. dollar exchange rates

By Radhamés A. Lizardo, A. Mollick. 2010

469 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/81c74e3da0f6770bdc6023c7a502687e262815d5

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In Economics and Econometrics

Citations in the corpus

Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble (2016, background): “Lizardo and Mollick (2010) add oil prices to the monetary model of exchange rates and use cointegration analysis to demonstrate that oil prices significantly explain movements in the value of the US dollar against Russian ruble from the 1995 to 2008. Rautava (2004) analyzes the impact of oil prices ”
Oil price and exchange rates: A wavelet based analysis for India (2013, background): “Prominent examples are Mork's (1989) decomposition of the oil price into two components, increases and decreases; Lee et al.”
On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 (2014, result): “During the crisis, the impact on the US dollar and Japanese yen is negative, whereas for the British pound, the Canadian dollar, and the euro is positive, consistently with the findings of Lizardo and Mollick (2010).”
Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS (2018, background): “In order to demonstrate this phenomenon, Lizardo and Mollick (2010) using the U.S. as an example, conclude that an increase in oil prices caused its currency to depreciate against the currencies of oil exporters like Canada, Mexico and Russia.”
Oil Prices, Exchange Rates and Emerging Stock Markets (2011, unknown): “Golub, 1983; Amano and van Norden, 1998; Huang and Guo, 2007; Chen and Chen, 2007; and Lizardo and Mollick, 2010).”
Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets (2015, unknown): “Leili, [42] unveiled the relationship between real oil prices and real effective exchange rate using the data of OPEC.”
The impact of oil shocks on exchange rates: A Markov-switching approach (2016, background): “Lizardo and Mollick (2010) use cointegration techniques and find that an increase in the real price of oil leads to a depreciation of the U.S. dollar against the currencies of oil exporters like Canada, Mexico, and Russia.”
Oil Prices and Emerging Market Exchange Rates (2013, background): “Lizardo and Mollick (2010) show that an increase in the real price of oil leads to a significant depreciation of the U.S. dollar relative to the currency of oil-exporting countries, however, the currency of oil-importing countries depreciated relative to the U.S. dollar in the same scenario.”