Exchange Rate and Oil Price Interactions in Transition Economies: Czech Republic, Hungary and Poland

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dc.authoridNazlioglu, Saban/0000-0002-3607-3434
dc.authorwosidBayat, Tayfur/ABH-7741-2020
dc.contributor.authorBayat, Tayfur
dc.contributor.authorNazlioglu, Saban
dc.contributor.authorKayhan, Selim
dc.date.accessioned2024-08-04T20:40:18Z
dc.date.available2024-08-04T20:40:18Z
dc.date.issued2015
dc.departmentİnönü Üniversitesien_US
dc.description.abstractThis study investigates causal dynamics between crude oil prices and exchange rates in Czech Republic, Poland and Hungary by employing monthly data from the beginning of flexible exchange regime in each country to December 2011. The study benefits from the recent advance in the time series econometric analysis and carries out linear causality, non-linear causality, volatility spillover and frequency domain causality tests. The frequency domain causality analysis results imply that oil price fluctuations affect real exchange rates in the long run in Poland and Czech Republic. On the other hand, frequency domain causality test results indicate that oil price fluctuations do not affect exchange rate in any period in Hungary despite its economy's high imported energy dependency.en_US
dc.identifier.doi10.2298/PAN1503267B
dc.identifier.endpage285en_US
dc.identifier.issn1452-595X
dc.identifier.issn2217-2386
dc.identifier.issue3en_US
dc.identifier.scopus2-s2.0-84931422491en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage267en_US
dc.identifier.urihttps://doi.org/10.2298/PAN1503267B
dc.identifier.urihttps://hdl.handle.net/11616/96837
dc.identifier.volume62en_US
dc.identifier.wosWOS:000357758700002en_US
dc.identifier.wosqualityQ4en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherSavez Ekonomista Vojvodineen_US
dc.relation.ispartofPanoeconomicusen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectOil prices-exchange rates relationshipen_US
dc.subjectTransition countriesen_US
dc.subjectFrequency domainen_US
dc.titleExchange Rate and Oil Price Interactions in Transition Economies: Czech Republic, Hungary and Polanden_US
dc.typeArticleen_US

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