Oil prices and exchange rates: Norwegian evidence

By Q. Akram. 2004

238 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/dfac47f70761e7a0d14d63c9b1eecef24bb7935e

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

1. E. Jansen
2. Øyvind Eitrheim
3. Ragnar Nymoen
4. Chih-Chiang Wu
5. Yu Chang
6. Huimin Chung
7. G. Bårdsen
8. Q. Akram

In Renewable Energy, Sustainability and the Environment

1. Chih-Chiang Wu
2. Yu Chang
3. Huimin Chung
4. E. Jansen
5. Ragnar Nymoen
6. G. Bårdsen
7. Øyvind Eitrheim
8. Q. Akram

Citations in the corpus

• OIL PRICE SHOCKS AND STOCK MARKET BOOMS IN AN OIL EXPORTING COUNTRY (2009, unknown): “In deciding on the range for the oil price change, I build on Akram (2004), who found that the Norwegian exchange rate only responded significantly to oil price changes outside a band.”
• Commodity Prices, Interest Rates and the Dollar (2009, background): “While there is some evidence that currencies of commodity producing countries tend to respond to commodity prices in the long run, evidence of a contemporaneous relationship between these variables is ambiguous, especially for OECD countries; see e.g. Akram (2004) and Cashin et al. (2004).”
• The Turning Black Tide: Energy Prices and the Canadian Dollar (2008, background): “Akram (2004) fails to find a long-run relationship between oil prices and the Norwegian real exchange His analysis shows that the behaviour of the Norwegian real and nominal exchange rates appear to be con with the purchasing power parity theory.”
• The economic value of co-movement between oil price and exchange rate using copula-based GARCH models (2011, methodology): “Akram (2004) presented evidence of a non-linear negative relationship between oil prices and the Norwegian exchange rate, and pointed out that the nature of the relationship varies with the level and trend in oil prices. Cifarelli and Paladino (2010) used a multivariate CCC GARCH-M model to determin”
• The Econometrics of Macroeconomic Modelling (2005, methodology): “1 This chapter draws on Akram et al. (2003). 2 Walsh’s results are based on simulations from a calibrated stylised New-Keynesian model.”