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| 090 | _aB-11404 | ||
| 245 | 1 | 0 | _aThe empirical relationship between energy futures prices and exchange rates |
| 490 | 0 | _vEnergy Economics, 22(2), p.253-266, 2000 | |
| 520 | 3 | _aThis 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 | 1 | 4 | _aCO-INTEGRATION |
| 650 | 1 | 4 | _aENERGY FUTURES PRICES |
| 650 | 1 | 4 | _aGRANGER CAUSAL RELATIONS |
| 700 | 1 | 2 | _aPerry Sadorsky |
| 856 | 4 | 0 |
_uhttps://drive.google.com/file/d/1weSFh4M41fjLdff9Kx17wiQJ0x5XrsNd/view?usp=drivesdk _zPara ver el documento ingresa a Google con tu cuenta: @cicy.edu.mx |
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