This paper investigates the co-movements of oil prices and the exchange rates of 10 top oil-
importing and oil-exporting countries. First, we estimated the total static spillover index …

Historically, oil has been the main source of earnings in the Saudi Arabian economy.
Different from other symmetric oil price shock studies, the aim of this paper is to test the …

This study aims to analyze the effect of oil price volatility, gold price volatility and exchange
rate volatility on the dynamic relationship between Indonesian and United States capital …

This paper employs various GARCH-type models and the daily data from 3 July 2006 to 30
June 2021 to examine the effect of crude oil prices and stock price index on exchange rates …

Purpose―This article explores the causal link between stock and currency returns in The
Middle Eastern and North African (MENA) countries from January 2011 through February …

This study investigates the volatility dynamics of major global stock indexes, including the
FTSE 100, Hang Seng Index, NIKKEI 225, and S&P 500, using a range of Generalized …

This article investigates the volatility dynamics of major global stock indexes, including the
FTSE 100, Hang Seng Index, NIKKEI 225, and S&P 500, using a range of Generalized …

This study examines the relationship between exchange rate and crude oil price of five
Southeast Asia countries including Indonesia, Malaysia, Philippines, Thailand and …

One of the most important production inputs is energy, particularly crude oil. The impacts of
oil price fluctuations on global trade flows can be understood by the uncertainty channel …

Despite a recent significant hike in the policy interest rate by Central Bank of Turkey, Turkish
exchange rate remains volatile accompanied with significant depreciation over the course of …