Originality – Using recent econometric techniques, we show that exchange rates are not a fundamental determinant of oil prices but exchange rate changes help to better forecast oil prices in the short run.
El Hedi Arouri, M. and Jawadi, F. (2010), "Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models", Jawadi, F. and Barnett, W. (Ed.) Nonlinear Modeling of Economic and Financial Time-Series (International Symposia in Economic Theory and Econometrics, Vol. 20), Emerald Group Publishing Limited, Bingley, pp. 121-141. https://doi.org/10.1108/S1571-0386(2010)0000020011Download as .RIS
Emerald Group Publishing Limited
Copyright © 2010, Emerald Group Publishing Limited