Modelling oil price and exchange rate co-movements

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Do global factors impact BRICS stock markets? A quantile regression approach (2014, background): “Although several papers have considered different starting dates for the global financial crisis (e.g., Reboredo, 2012; Xu and Hamori, 2012; Ahmad et al., 2013; Dimitriou et al., 2013; Liu et al., 2013), we focus on the behavior of crude oil prices to mark the date of the financial crisis.”
The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks (2019, neutral): “Oil is a significant commodity in industrial production that is connected in the literature with stock price movements and exchange rates (Reboredo, 2012; Ciner, 2013).”
The impact of oil shocks on exchange rates: A Markov-switching approach (2016, background): “Reboredo (2012) considers instead linear and non-linear correlation, along with copula functions that capture symmetric, asymmetric and time-varying co-movements between the nominal oil price and various US dollar exchange rates for several oil exporting and oil importing, as well as developed and…”