RELATIONSHIP BETWEEN OIL PRICES AND EXCHANGE RATES: THE CASE OF ROMANIA

Basit Öğe Kaydı
dc.contributor.authorSahbaz, Ahmet
dc.contributor.authorAdiguzel, Ugur
dc.contributor.authorBayat, Tayfur
dc.contributor.authorKayhan, Selim
dc.date.accessioned2024-02-23T14:45:56Z
dc.date.available2024-02-23T14:45:56Z
dc.date.issued2014
dc.departmentNEÜen_US
dc.description.abstractThis study investigates to causality between crude oil prices and exchange rates in Romania employing monthly data from the beginning Bloating exchange regime for November 2004 to December 2011. The study benefits from the recent advance in the time series econometric analysis and carries out nonlinear 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 median and long run.en_US
dc.identifier.endpage256en_US
dc.identifier.issn0424-267X
dc.identifier.issn1842-3264
dc.identifier.issue2en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.startpage245en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12452/17703
dc.identifier.volume48en_US
dc.identifier.wosWOS:000338090100015en_US
dc.identifier.wosqualityQ4en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.language.isoenen_US
dc.publisherAcad 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.subjectOil Pricesen_US
dc.subjectExchange Rateen_US
dc.subjectRomaniaen_US
dc.subjectFrequency Domainen_US
dc.titleRELATIONSHIP BETWEEN OIL PRICES AND EXCHANGE RATES: THE CASE OF ROMANIAen_US
dc.typeArticleen_US

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