On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era

On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era

This paper is dedicated to studying and modeling the interdependence between the oil returns and exchange-rate movements of oil-exporting and oil-importing countries. Globally, twelve countries/regions are investigated, representing more than 60% and 67% of all oil exports and imports. The sample pe...

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Bibliographic Details
Main Authors: Vincenzo Candila, Denis Maximov, Alexey Mikhaylov, Nikita Moiseev, Tomonobu Senjyu, Nicole Tryndina
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Energies
Subjects:
correlation analysis
oil prices
oil exporters
structural breaks
currency exchange rate
Online Access:https://www.mdpi.com/1996-1073/14/23/8046

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