Relationship between oil prices and exchange rates: The case of Romania

Basit Öğe Kaydı
dc.authorscopusid56380585900
dc.authorscopusid36967964800
dc.authorscopusid36967790600
dc.authorscopusid36968045000
dc.contributor.authorSahbaz A.
dc.contributor.authorAdiguzel U.
dc.contributor.authorBayat T.
dc.contributor.authorKayhan S.
dc.date.accessioned2024-08-04T19:59:30Z
dc.date.available2024-08-04T19:59:30Z
dc.date.issued2014
dc.departmentİnönü Üniversitesien_US
dc.description.abstractThis study investigates to causality between crude oil prices and exchange rates in Romania employing monthly data from the beginning of floating exchange regime for November 2004 to December 2011. The study benefits from the recent advance in the time series econometric analysis and carries out non-linear causality and frequency domain causality tests. According to nonlinear causality test results there is no causality between the variables. Results show that frequency domain causality results slightly differentiate from the nonlinear causality analysis and imply that there is a causality running from real exchange rate to real oil price on the mediun and long run. © 2015, Academy of Economic Studies, All right reserved.en_US
dc.identifier.endpage12en_US
dc.identifier.issn0424-267X
dc.identifier.issue2en_US
dc.identifier.scopus2-s2.0-84945195857en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.startpage1en_US
dc.identifier.urihttps://hdl.handle.net/11616/90663
dc.identifier.volume48en_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherAcademy of Economic Studiesen_US
dc.relation.ispartofEconomic Computation and Economic Cybernetics Studies and Researchen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectExchange rateen_US
dc.subjectFrequency domainen_US
dc.subjectOil pricesen_US
dc.subjectRomaniaen_US
dc.titleRelationship between oil prices and exchange rates: The case of Romaniaen_US
dc.typeArticleen_US

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