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Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market

Article ID Journal Published Year Pages File Type
5060376 Economics Letters 2013 4 Pages PDF
Abstract
► The relation between fossil fuel prices, exchange rate, and DAX changed over time. ► Causality depends on the level of volatility on the financial markets. ► Stable causality was observed between oil prices and the exchange rates.
Keywords
G15Q43Fossil fuel pricesRolling regressionStock marketExchange Rate
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market
Authors
Sławomir Śmiech, Monika Papież,
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Journal
Economics Letters
Journal: Economics Letters
Related Categories
G15
Q43
Fossil fuel prices
Rolling regression
Stock market
Exchange Rate
Economics and Econometrics
Economics, Econometrics and Finance (General)
Finance
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