The empirical relationship between energy futures prices and exchange rates (Record no. 45623)

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control field MX-MdCICY
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control field 20250625140649.0
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Transcribing agency CICY
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Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) B-11404
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Title The empirical relationship between energy futures prices and exchange rates
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Volume/sequential designation Energy Economics, 22(2), p.253-266, 2000
520 3# - SUMMARY, ETC.
Summary, etc. This paper investigates the interaction between energy futures prices and exchange rates. Results are presented to show that futures prices for crude oil, heating oil and unleaded gasoline are co-integrated with a trade-weighted index of exchange rates. This is important because it means that there exists a long-run equilibrium relationship between these four variables. Granger causality results for both the long- and short-run are presented. Evidence is also presented that suggests exchange rates transmit exogenous shocks to energy futures prices.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element CO-INTEGRATION
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element ENERGY FUTURES PRICES
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Topical term or geographic name entry element GRANGER CAUSAL RELATIONS
700 12 - ADDED ENTRY--PERSONAL NAME
Personal name Perry Sadorsky
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://drive.google.com/file/d/1weSFh4M41fjLdff9Kx17wiQJ0x5XrsNd/view?usp=drivesdk">https://drive.google.com/file/d/1weSFh4M41fjLdff9Kx17wiQJ0x5XrsNd/view?usp=drivesdk</a>
Public note Para ver el documento ingresa a Google con tu cuenta: @cicy.edu.mx
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  Clasificación local     Ref1 CICY CICY Documento préstamo interbibliotecario 25.06.2025   B-11404 25.06.2025 25.06.2025 Documentos solicitados