Oil price and exchange rates: A wavelet based analysis for India

By Aviral Kumar Tiwari, A. B. Dar, Niyati Bhanja. 2013

203 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/89a828b391ba7c4dee3be8756f1d2bf5a17cc727

Citations in the corpus

• Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets (2015, unknown): “[48] applied the wavelet approach to probe the relationship between oil prices and real effective exchange rate using the data of Indian economy.”
• Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment (2019, unknown): “I(1) (for example, see: Chaudhuri and Daniel, 1998; Amano and Norden, 1998; Chen and Chen, 2007; Bénassy-Quéré, Mignon, and Penot, 2007; Benhmad, 2012; Tiwari, Dar, and Bhanja, 2013; Narayan, Sharma, Poon, and Westerlund, 2014).”
• The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework (2013, unknown): “Our results differ from those obtained by Tiwari et al. (2013), who report a Granger causality influence in the frequency domain, only in the long run.”