Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

This paper reviews existing theoretical and empirical research on the relationship between
oil prices and exchange rates. We start with theoretical transmission channels—which point …

This study derives its motivation from the current global pandemic, COVID-19, to evaluate
the relevance of health-news trends in the predictability of stock returns. We demonstrate …

Recent trends in the Machine Learning (ML) and in particular Deep Learning (DL) domains
have demonstrated that with the availability of massive amounts of time series, ML and DL …

This paper introduces a novel framework of partial connectedness measures to investigate
contagion dynamics between different types of oil price shocks and exchange rates. Oil price …

We show the existence of a very short-term relationship at the daily frequency between
changes in the price of a country's major commodity export and changes in its nominal …

Sorting countries by their dollar currency betas produces a novel cross section of average
currency excess returns. A slope factor (long in high beta currencies and short in low beta …

It is surprisingly difficult to find economic variables that strongly comove with exchange rates,
a phenomenon codified in a large literature as “exchange rate disconnect.” We demonstrate …

This paper examines foreign exchange intervention based on novel daily data covering 33
countries from 1995 to 2011. We find that intervention is widely used and an effective policy …

This paper is occasioned by the current events in the crude oil markets throughout the Covid
pandemic time. The study analyzes the evolving nature of crude oil cost unpredictability …