Matches in SemOpenAlex for { <https://semopenalex.org/work/W2770541723> ?p ?o ?g. }
- W2770541723 endingPage "2499" @default.
- W2770541723 startingPage "2486" @default.
- W2770541723 abstract "This article investigates the relationship between daily crude oil prices and exchange rates. Functional data analysis is used to show the clustering pattern of exchange rates and oil prices over the time period through high dimensional visualizations. We select exchange rates for important currencies related to crude oil prices by using the objective Bayesian variable selection method. The selected sample data exhibits non-normal distribution with fat tails and skewness. Under the non-normality of the return series, we use copula functions that do not require to assume the bivariate normality to consider marginal distribution. In particular, our study applies the popular and powerful statistical methods such as Gaussian copula partial correlations and Gaussian copula marginal regression. We find evidence of significant dependence for all considered pairs, except for the Mexican peso-Brent. Our empirical results also show that the rise in the West Texas Intermediate (WTI) oil price returns is associated with a depreciation of the US dollar." @default.
- W2770541723 created "2017-12-04" @default.
- W2770541723 creator A5052703182 @default.
- W2770541723 creator A5061629380 @default.
- W2770541723 date "2017-11-28" @default.
- W2770541723 modified "2023-09-29" @default.
- W2770541723 title "Relationship between oil price and exchange rate by FDA and copula" @default.
- W2770541723 cites W1491718027 @default.
- W2770541723 cites W1603304768 @default.
- W2770541723 cites W1973446057 @default.
- W2770541723 cites W1983735795 @default.
- W2770541723 cites W1986557426 @default.
- W2770541723 cites W1991446663 @default.
- W2770541723 cites W1992535794 @default.
- W2770541723 cites W1995496685 @default.
- W2770541723 cites W1999603337 @default.
- W2770541723 cites W2008750017 @default.
- W2770541723 cites W2012682800 @default.
- W2770541723 cites W2012936212 @default.
- W2770541723 cites W2013901661 @default.
- W2770541723 cites W2015344028 @default.
- W2770541723 cites W2015615053 @default.
- W2770541723 cites W2019797777 @default.
- W2770541723 cites W2033612661 @default.
- W2770541723 cites W2046891880 @default.
- W2770541723 cites W2048580686 @default.
- W2770541723 cites W2051395114 @default.
- W2770541723 cites W2067417246 @default.
- W2770541723 cites W2075206908 @default.
- W2770541723 cites W2079493819 @default.
- W2770541723 cites W2087691922 @default.
- W2770541723 cites W2089572977 @default.
- W2770541723 cites W2092917742 @default.
- W2770541723 cites W2098039894 @default.
- W2770541723 cites W2100011707 @default.
- W2770541723 cites W2128156079 @default.
- W2770541723 cites W2129906923 @default.
- W2770541723 cites W2134874509 @default.
- W2770541723 cites W2135273728 @default.
- W2770541723 cites W2138162401 @default.
- W2770541723 cites W225341576 @default.
- W2770541723 cites W2294798173 @default.
- W2770541723 cites W2477452052 @default.
- W2770541723 cites W2502584369 @default.
- W2770541723 cites W3000332379 @default.
- W2770541723 cites W3121414728 @default.
- W2770541723 cites W3122598397 @default.
- W2770541723 cites W4205685297 @default.
- W2770541723 doi "https://doi.org/10.1080/00036846.2017.1400652" @default.
- W2770541723 hasPublicationYear "2017" @default.
- W2770541723 type Work @default.
- W2770541723 sameAs 2770541723 @default.
- W2770541723 citedByCount "16" @default.
- W2770541723 countsByYear W27705417232018 @default.
- W2770541723 countsByYear W27705417232019 @default.
- W2770541723 countsByYear W27705417232020 @default.
- W2770541723 countsByYear W27705417232021 @default.
- W2770541723 countsByYear W27705417232022 @default.
- W2770541723 countsByYear W27705417232023 @default.
- W2770541723 crossrefType "journal-article" @default.
- W2770541723 hasAuthorship W2770541723A5052703182 @default.
- W2770541723 hasAuthorship W2770541723A5061629380 @default.
- W2770541723 hasConcept C105795698 @default.
- W2770541723 hasConcept C122123141 @default.
- W2770541723 hasConcept C122342681 @default.
- W2770541723 hasConcept C139719470 @default.
- W2770541723 hasConcept C149782125 @default.
- W2770541723 hasConcept C162324750 @default.
- W2770541723 hasConcept C165216359 @default.
- W2770541723 hasConcept C17618745 @default.
- W2770541723 hasConcept C2776157432 @default.
- W2770541723 hasConcept C2776988154 @default.
- W2770541723 hasConcept C2984556133 @default.
- W2770541723 hasConcept C3019931467 @default.
- W2770541723 hasConcept C33923547 @default.
- W2770541723 hasConcept C556758197 @default.
- W2770541723 hasConcept C64341305 @default.
- W2770541723 hasConceptScore W2770541723C105795698 @default.
- W2770541723 hasConceptScore W2770541723C122123141 @default.
- W2770541723 hasConceptScore W2770541723C122342681 @default.
- W2770541723 hasConceptScore W2770541723C139719470 @default.
- W2770541723 hasConceptScore W2770541723C149782125 @default.
- W2770541723 hasConceptScore W2770541723C162324750 @default.
- W2770541723 hasConceptScore W2770541723C165216359 @default.
- W2770541723 hasConceptScore W2770541723C17618745 @default.
- W2770541723 hasConceptScore W2770541723C2776157432 @default.
- W2770541723 hasConceptScore W2770541723C2776988154 @default.
- W2770541723 hasConceptScore W2770541723C2984556133 @default.
- W2770541723 hasConceptScore W2770541723C3019931467 @default.
- W2770541723 hasConceptScore W2770541723C33923547 @default.
- W2770541723 hasConceptScore W2770541723C556758197 @default.
- W2770541723 hasConceptScore W2770541723C64341305 @default.
- W2770541723 hasIssue "22" @default.
- W2770541723 hasLocation W27705417231 @default.
- W2770541723 hasOpenAccess W2770541723 @default.
- W2770541723 hasPrimaryLocation W27705417231 @default.
- W2770541723 hasRelatedWork W1592838870 @default.
- W2770541723 hasRelatedWork W2000033743 @default.