Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR

2021 ◽  
Author(s):  
Liang Wang ◽  
Tingjia Xu
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Emerging Market ◽  
Oil Price ◽  
Crude Oil Price ◽  
Emerging Market Countries

Crude oil price, exchange rate and gross domestic product nexus in an emerging market: A cointegration analysis

2016 ◽  
Vol 40 (2) ◽  
pp. 212-231 ◽  
Author(s):  
Emmanuel Kwasi Mensah ◽  
Umberto Triacca ◽  
Eric Amoo Bondzie ◽  
Gabriel Obed Fosu
Keyword(s):  
Exchange Rate ◽  
Gross Domestic Product ◽  
Crude Oil ◽  
Emerging Market ◽  
Cointegration Analysis ◽  
Oil Price ◽  
Domestic Product ◽  
Crude Oil Price

scholarly journals Exchange Rate Exposure and Crude Oil Price: The Case of an Emerging Market

2018 ◽  
Vol 14 (2) ◽  
pp. 157-184
Author(s):  
Meen Chee Hong ◽  
◽  
Ei Yet Chu ◽  
Saw Imm Song ◽  
◽  
...  
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Emerging Market ◽  
Oil Price ◽  
Crude Oil Price ◽  
Exchange Rate Exposure

Impacts of Falling Crude Oil Prices and Reduction of Energy Subsidies on the Indian Economy: A CGE Modelling Approach

2016 ◽  
Vol 20 (4) ◽  
pp. 345-360
Author(s):  
Amrita Ganguly ◽  
Koushik Das
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Oil Price ◽  
Cash Transfer ◽  
Crude Oil Price ◽  
Transfer Scheme ◽  
Indian Economy ◽  
Cge Modelling ◽  
The Impact ◽  
Energy Subsidy

This study analyzes the impacts of international crude oil fluctuations and energy subsidy (on LPG, petrol and diesel) removals on Indian economy. We have applied computable general equilibrium (CGE) modelling as our relevant methodology, following Shoven and Whalley ( J Econ Lit XXII: 1007–1051, 1984) based on energy social accounting matrix (ESAM) of India for the year 2007–2008. It is seen that the international crude oil price fluctuations has a greater effect in determining gross domestic product (GDP) and exchange rate as compared to the effect of energy subsidy removal. With decrease in international crude oil price, GDP increases and exchange rate appreciates. On the other hand, with decrease in energy subsidy, GDP decreases and exchange rate appreciates. Moreover, with introduction of direct cash transfer scheme in lieu of subsidy for LPG, it is seen that the impact on demand of LPG (substitution effect) is negligible indicating that LPG is an essential commodity.

Tail Causality between Crude Oil Price and RMB Exchange Rate

2020 ◽  
Vol 28 (3) ◽  
pp. 116-134 ◽  
Author(s):  
Haoyuan Ding ◽  
Yuying Jin ◽  
Cong Qin ◽  
Jiezhou Ying
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Oil Price ◽  
Crude Oil Price ◽  
Rmb Exchange Rate

Tail Causality between Crude Oil Price and RMB Exchange Rate

2019 ◽  
Author(s):  
Haoyuan Ding ◽  
Yuying Jin ◽  
Cong Qin ◽  
Jiezhou Ying
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Oil Price ◽  
Crude Oil Price ◽  
Rmb Exchange Rate

Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate

2020 ◽  
Vol 92 ◽  
pp. 104938 ◽  
Author(s):  
Olaolu Richard Olayeni ◽  
Aviral Kumar Tiwari ◽  
Mark E. Wohar
Keyword(s):  
Exchange Rate ◽  
Stock Market ◽  
Crude Oil ◽  
Economic Activity ◽  
Oil Price ◽  
Crude Oil Price ◽  
Market Behaviour
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