Understanding the oil price-exchange rate nexus for the Fiji islands

By Paresh Kumar Narayan, Seema W. Narayan, Arti Prasad. 2008

206 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a0e9373c03aa9e33dc1ec3cb5a456bff65cfc243

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

Citations in the corpus

The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework (2013, unknown): “…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 Prices and Emerging Market Exchange Rates (2013, methodology): “Narayan et al. (2008) use GARCH (generalized autoregressive conditional heteroskedasticity) and EGARCH (exponential generalized autoregressive conditional heteroskedasticity) models to investigate the relationship between oil prices and the exchange rate between the Fijian dollar and the U.S.…”
A new time-varying optimal copula model identifying the dependence across markets (2017, background): “However, the dependent relationships of two assets across different capital markets are negative in some cases, e.g. the dollar usually depreciates along with a rise in the price of commodities priced in dollars (Narayan et al. 2008; Ji 2012; Ji and Fan 2012).”
Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets (2015, methodology): “[35] revisited the association between energy prices and Canadian dollar by applying the model advanced by Amano and van Norden, [28](3).”
Examining crude oil price – Exchange rate nexus for India during the period of extreme oil price volatility (2011, background): “[14], Hammoudeh and Yuan [19], Soytas et al.”