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Dynamics of oil price, precious metal prices, and exchange rate

Energy Economics · 2009 · Vol. 32(2) · pp. 351–362
Ramazan SarıShawkat HammoudehUğur Soytaş
Market Dynamics and VolatilityMonetary Policy and Economic ImpactEnergy, Environment, Economic GrowthPrecious metalExchange rateEconomicsMonetary economicsSpot contractLiberian dollarCrude oilOil priceShock (circulatory)Us dollar
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504
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34.47
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41
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Citations per year
References
Impulse response analysis in nonlinear multivariate models
Journal of Econometrics · 1996 · 4,943 citations
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Journal of the American Statistical Association · 1979 · 22,774 citations
Macroeconomics and Reality
Econometrica · 1980 · 12,566 citations
Testing for a unit root in time series regression
Biometrika · 1988 · 17,746 citations
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