The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework

Energy Economics

Volumn 40, Issue , 2013, Pages 714-733

  Tiwari, Aviral Kumar ^a   Mutascu, Mihai Ioan ^b,c   Albulescu, Claudiu Tiberiu ^d,e  

^a ICFAI University   (India)

^b WEST UNIVERSITY OF TIMISOARA   (Romania)

^c UNIVERSITÉ D'ORLÉANS   (France)

^d POLITEHNICA UNIVERSITY OF TIMISOARA   (Romania)

^e UNIVERSITÉ DE POITIERS   (France)

Author keywords

Exchange rate nexus; Granger causality; Oil prices; Romania; Wavelet cross correlation

Indexed keywords

EXCHANGE RATES; GRANGER CAUSALITY; OIL PRICES; ROMANIA; WAVELET CROSS-CORRELATION;

DISCRETE WAVELET TRANSFORMS; STATISTICAL TESTS;

COSTS;

EUROPEAN UNION; EXCHANGE RATE; FUEL CONSUMPTION; GAS PRODUCTION; GRANGER CAUSALITY TEST; OIL PRODUCTION; PRICE DYNAMICS;

ROMANIA;

EID: 84885918715     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2013.08.016     Document Type: Article

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