The empirical relationship between energy futures prices and exchange rates

By Perry Sadorsky. 2000

192 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ab6f3eb3dd4565b13cf44ad580aec6012ece54c4

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In Economics and Econometrics

Citations in the corpus

Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets (2015, background): “Various researchers contributed in existing literature by investigating relationship between oil prices and stock market returns (Sadorsky, [2, 3,4]; Papapetrou, [5]); between economic growth and stock market development (Shahbaz et al.”
Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility (2018, background): “Conversely, dissenting views provide evidence for the role of the USD exchange rate in determining crude oil prices (Sadorsky 2000; Yousefi and Wirjanto 2004; Zhang et al. 2008; Akram 2009; Shengxiang., Qiang., and Chaoqun.”
The impact of oil shocks on exchange rates: A Markov-switching approach (2016, background): “Sadorsky (2000) studies linear vector error-correction models and associated Granger causality for futures prices of crude oil with a trade-weighted index of exchange rates.”
Oil Prices, Exchange Rates and Emerging Stock Markets (2011, unknown): “In addition to the theoretical and empirical work by Bloomberg and Harris (1995), empirical papers by Pindyck and Rotemberg (1990) and Sadorsky (2000) find that changes in exchange rates impact oil prices.”
The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality (2008, methodology): “Crowder and Hamed (1993) and Sadorsky (2000) also used”
Influential factors in crude oil price forecasting (2017, background): “The importance of the U.S. dollar exchange rate in influencing oil prices has been documented by Sadorsky (2000), and Wang and Wu (2012), among others.”
Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand (2004, background): “Alternative developments in [6,7,14,17,21] created an extensive research agenda on causality.”
The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework (2013, unknown): “Other studies, including those of Sadorsky (2000) and Akram (2009), show that a weaker dollar leads to higher oil prices.”
Oil price and exchange rates: A wavelet based analysis for India (2013, background): “…relative to other currencies, ceteris paribus, will induce the international buyers to paymore US dollars for oil.1 Empirical work of Bloomberg and Harris (1995), Pindyck and Rotemberg (1990) and Sadorsky (2000) also supports the assertion that changes in exchange rates have impact on oil prices.”
The relationship between energy and equity markets: evidence from volatility impulse response functions (2014, background): “Sadorsky (2000) investigates the linkage between energy future prices and exchange rates.”