RELATIONSHIP BETWEEN THE BRENT OIL PRICE AND THE US DOLLAR EXCHANGE RATE
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F20%3AA0000126" target="_blank" >RIV/47813059:19520/20:A0000126 - isvavai.cz</a>
Result on the web
<a href="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" target="_blank" >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</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.18267/j.pep.718" target="_blank" >10.18267/j.pep.718</a>
Alternative languages
Result language
angličtina
Original language name
RELATIONSHIP BETWEEN THE BRENT OIL PRICE AND THE US DOLLAR EXCHANGE RATE
Original language description
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.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
50202 - Applied Economics, Econometrics
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Prague Economic Papers
ISSN
1210-0455
e-ISSN
2336-730X
Volume of the periodical
Neuveden
Issue of the periodical within the volume
2020
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
20
Pages from-to
187-206
UT code for WoS article
000527253200003
EID of the result in the Scopus database
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