The relationship between financial series is not always easy to detect due to their underlying
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …

The relationships between crude oil prices and exchange rates have always been of interest
to academics and policy analysts. There are theoretical transmission channels that justify …

We examine the causal relationship between crude oil and gold spot prices before and after
the recent financial crisis. In the pre-crisis period, causality is linear and unidirectional …

This article examines the nonlinear Granger causality and time-varying influence between
crude oil prices and the US dollar (USD) exchange rate using the Hiemstra and Jones (HP) …

This study analyses the dynamic linkages between oil and gold prices for the spot and 1‐to
12‐month futures markets using monthly data over the period 1983–2016. To do this, we …

Purpose This study aims to attempt to investigate the time-varying causality and price
spillover effects between crude oil and exchange rate markets in G7 economies during the …

This work investigates the interactions between oil prices and exchange rates of 6 typical oil
importers (China, Japan, and India) and exporters (Canada, Russia, and Saudi Arabia) from …

The purpose of the paper is to detect the changes in the causal relationship between
international oil prices and the US dollar real effective exchange rate, using the Shi et al …

While several studies have examined the linear causal relationship between oil prices and
exchange rates, little is known about the nonlinear causality between these two variables …

In this paper, we use a wavelet approach to study the linear and nonlinear Granger causality
between the real oil price and the real effective US Dollar exchange rate. Instead of …