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@article{33822, author = {Krkošková, Radmila}, article_number = {2020}, doi = {http://dx.doi.org/10.18267/j.pep.718}, keywords = {ADF test;Brent;Granger causality; Johansen test; US dollar; VECM}, language = {eng}, issn = {1210-0455}, journal = {Prague Economic Papers}, title = {RELATIONSHIP BETWEEN THE BRENT OIL PRICE AND THE US DOLLAR EXCHANGE RATE}, url = {https://pep.vse.cz/corproof.php?tartkey=pep-000000-0598&back=%2Fsearch.php%3Fquery%3DRadmila%2BKrko%25B9kov%25E1%2Bin%253Aauth%2Bname%2Bkey%2Babstr%26sfrom%3D0%26spage%3D30}, volume = {Neuveden}, year = {2020} }
TY - JOUR ID - 33822 AU - Krkošková, Radmila PY - 2020 TI - RELATIONSHIP BETWEEN THE BRENT OIL PRICE AND THE US DOLLAR EXCHANGE RATE JF - Prague Economic Papers VL - Neuveden IS - 2020 SP - 187-206 EP - 187-206 SN - 12100455 KW - ADF test;Brent;Granger causality KW - Johansen test KW - US dollar KW - VECM UR - https://pep.vse.cz/corproof.php?tartkey=pep-000000-0598&back=%2Fsearch.php%3Fquery%3DRadmila%2BKrko%25B9kov%25E1%2Bin%253Aauth%2Bname%2Bkey%2Babstr%26sfrom%3D0%26spage%3D30 L2 - https://pep.vse.cz/corproof.php?tartkey=pep-000000-0598&back=%2Fsearch.php%3Fquery%3DRadmila%2BKrko%25B9kov%25E1%2Bin%253Aauth%2Bname%2Bkey%2Babstr%26sfrom%3D0%26spage%3D30 N2 - This article deals with an analysis of the relationship between the Brent oil price and the US dollar price. This paper analyses the development of the intensity and direction of dependence between the nominal effective exchange rate of the US dollar and the price of Brent oil and other commodities, such as industrial metals, agricultural commodities, gold (including jewellery and platinum) in the period from January 1994 to April 2018. The next section tests the hypothesis that there is a short-term relationship between the effective US dollar exchange rate and the oil price. The last part of the article deals with the question whether there is a long-term relationship between these variables: Brent oil price, effective exchange rate of the US dollar, industrial production index in OECD countries, three-month treasury bill, US ending stocks of crude oil, US percent utilization of refinery operable capacity and the price of ethanol. ER -
KRKOŠKOVÁ, Radmila. RELATIONSHIP BETWEEN THE BRENT OIL PRICE AND THE US DOLLAR EXCHANGE RATE. \textit{Prague Economic Papers}. 2020, Neuveden, No~2020, p.~187-206. ISSN~1210-0455. Available from: https://dx.doi.org/10.18267/j.pep.718.
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