scholarly journals A WAVELET TRANSFORMATION APPROACH TO CRUDE OIL PRICE AND CZK/USD EXCHANGE RATE DEPENDENCE

2017 ◽  
Author(s):  
Lukáš Frýd
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Wavelet Transformation ◽  
Rate Dependence ◽  
Oil Price ◽  
Crude Oil Price ◽  
Transformation Approach

Impacts of Falling Crude Oil Prices and Reduction of Energy Subsidies on the Indian Economy: A CGE Modelling Approach

2016 ◽  
Vol 20 (4) ◽  
pp. 345-360
Author(s):  
Amrita Ganguly ◽  
Koushik Das
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Oil Price ◽  
Cash Transfer ◽  
Crude Oil Price ◽  
Transfer Scheme ◽  
Indian Economy ◽  
Cge Modelling ◽  
The Impact ◽  
Energy Subsidy

This study analyzes the impacts of international crude oil fluctuations and energy subsidy (on LPG, petrol and diesel) removals on Indian economy. We have applied computable general equilibrium (CGE) modelling as our relevant methodology, following Shoven and Whalley ( J Econ Lit XXII: 1007–1051, 1984) based on energy social accounting matrix (ESAM) of India for the year 2007–2008. It is seen that the international crude oil price fluctuations has a greater effect in determining gross domestic product (GDP) and exchange rate as compared to the effect of energy subsidy removal. With decrease in international crude oil price, GDP increases and exchange rate appreciates. On the other hand, with decrease in energy subsidy, GDP decreases and exchange rate appreciates. Moreover, with introduction of direct cash transfer scheme in lieu of subsidy for LPG, it is seen that the impact on demand of LPG (substitution effect) is negligible indicating that LPG is an essential commodity.

Tail Causality between Crude Oil Price and RMB Exchange Rate

2020 ◽  
Vol 28 (3) ◽  
pp. 116-134 ◽  
Author(s):  
Haoyuan Ding ◽  
Yuying Jin ◽  
Cong Qin ◽  
Jiezhou Ying
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Oil Price ◽  
Crude Oil Price ◽  
Rmb Exchange Rate

Tail Causality between Crude Oil Price and RMB Exchange Rate

2019 ◽  
Author(s):  
Haoyuan Ding ◽  
Yuying Jin ◽  
Cong Qin ◽  
Jiezhou Ying
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Oil Price ◽  
Crude Oil Price ◽  
Rmb Exchange Rate
Sign in / Sign up

Export Citation Format

Share Document