Economics

Dynamic analysis of the relationship between exchange rates and oil prices: a comparison between oil exporting and oil importing countries

S. Chen, B. H. Chang, et al.

Explore the intriguing dynamics between exchange rates and oil prices uncovered by researchers Shiying Chen, Bisharat Hussain Chang, Hu Fu, and ShiQi Xie. Their study reveals significant time-varying connections, especially in oil-exporting nations, and highlights the complexities that emerge during crises.

00:00

Playback language: English

Index

Abstract

This study investigates the dynamic relationship between exchange rates and oil prices using a time-varying parameter VAR extended joint connectedness model and the generalized connectedness approach. The findings reveal time-varying pairwise and total connectedness between these variables, with stronger connections observed in oil-exporting countries and heightened interconnectedness during crisis periods. However, the methods yielded inconsistent results across different countries, highlighting the complex and dynamic nature of this relationship.

Publisher

Humanities and Social Sciences Communications

Published On

Jun 24, 2024

Authors

Shiying Chen, Bisharat Hussain Chang, Hu Fu, ShiQi Xie

Related Publications

Explore these studies to deepen your understanding of the subject.

Economics

A qualitative dynamic analysis of the relationship between tourism and human development

P. J. Cárdenas-garcía, J. G. Brida, et al.

Health and Fitness

Influence of social determinants of health in the evolution of the quality of life of older adults in Europe: A comparative analysis between men and women

R. Llorens-ortega, C. Bertran-noguer, et al.

Social Work

Winners and runners-up alike?—a comparison between awardees and special mention recipients of the most reputable science award in Colombia via a composite citation indicator

J. D. Cortés and D. A. Andrade

Education

The examination of the relationship between learning motivation and learning effectiveness: a mediation model of learning engagement

H. Lei, C. Chen, et al.

Listen, Learn & Level Up

Over 10,000 hours of research content in 25+ fields, available in 12+ languages.

No more digging through PDFs, just hit play and absorb the world's latest research in your language, on your time.

listen to research audio papers with researchbunny