重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes

2014-10-28

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

PDF全文連結
作者:
SAHBAZ, Ahmet1 asahbaz@gantep.edu.tr
ADIGUZEL, Ugur2 uadiguzel@cumhuriyet.edu.tr
BAYAT, Tayfur3 tayfur.bayat@inonu.edu.tr
KAYHAN, Selim4 skayhan@konya.edu.tr
資料來源:
Economic Computation & Economic Cybernetics Studies & Research. 2014, Vol. 48 Issue 2, p1-12. 12p.
文件類型:
Article
主題術語:
*FOREIGN exchange rates
*ECONOMETRICS
*ECONOMIC development
*TRANSITION economies
PETROLEUM -- Sales & prices
ROMANIA
作者提供的關鍵字:
exchange rate
frequency domain
oil prices
Romania
NAICS/產業代碼:
486110 Pipeline Transportation of Crude Oil
424720 Petroleum and Petroleum Products Merchant Wholesalers (except Bulk Stations and Terminals)
424710 Petroleum Bulk Stations and Terminals
211111 Crude Petroleum and Natural Gas Extraction
412110 Petroleum and petroleum products merchant wholesalers
摘要:
This study investigates to causality between crude oil prices and exchange rates in Romania employing monthly data from the beginning of floating exchange regime for November 2004 to December 2011. The study benefits from the recent advance in the time series econometric analysis and carries out non-linear 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 mediun and long run. [ABSTRACT FROM AUTHOR]
 
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作者所屬機構:
1Gaziantep University
2Cumhuriyet University
3Inonu University
4Necmettin Erbakan University

期中報告：10392008 國際金融專題期中報告 葉鍵樺

 
 
 


期末報告 : 10392008 國際金融專題期末報告 葉鍵樺












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== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
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