Can Oil Price Predict Exchange Rate? Empirical Evidence from Deep Learning

Can Oil Price Predict Exchange Rate? Empirical Evidence from Deep Learning

This paper critically analyses the predictability of exchange rates using oil prices. Extant literature that investigates the significance of oil prices in forecasting exchange rates remains largely inconclusive due to limitations arising from methodological issues. As such, this study uses deep l...

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Bibliographic Details
Main Authors:	Samir Safi, Salisu Aliyu, Kekere Sule Ibrahim, Olajide Idris Sanusi
Format:	Article
Language:	English
Published:	EconJournals 2022-07-01
Series:	International Journal of Energy Economics and Policy
Subjects:	Exchange rate Oil prices Deep learning Convolution Neural Network Multilayer perceptron Long short-term memory
Online Access:	https://econjournals.com/index.php/ijeep/article/view/13200

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