Examining crude oil price – Exchange rate nexus for India during the period of extreme oil price volatility

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Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets (2015, unknown): “In the case of India, Ghosh [19] probed the relationship between the crude oil prices and the exchange rate using generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) models.”
The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework (2013, background): “…of small open economies, the findings differ to a significant extent, depending on whether the small open economy is an oil-exporter or oil-importer (Dawson, 2007; Ghosh, 2011; Hassan and Zahid, 2011; Huang and Guo, 2007; Narayan et al., 2008; Oriavwote and Eriemo, 2012; Selmi et al., 2012).”
Oil price volatility and oil-related events: An Internet concern study perspective (2015, background): “Crude oil is the most traded commodity in the world and its price volatility has great influences on macroeconomic activities, which has been widely analyzed in the previous literatures [1, 12, 32].”