scholarly journals Do oil prices and exchange rates affect the US stock market? New evidence from the asymmetric cointegration approach

2021 ◽  
Author(s):  
Rafailidis Panagiotis ◽  
Katrakilidis Constantinos
Keyword(s):  
Stock Market ◽  
Exchange Rates ◽  
Oil Prices ◽  
The Us ◽  
Asymmetric Cointegration ◽  
New Evidence

Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries

2021 ◽  
Vol 70 ◽  
pp. 101946
Author(s):  
Shabir Mohsin Hashmi ◽  
Bisharat Hussain Chang ◽  
Niaz Ahmed Bhutto
Keyword(s):  
Stock Market ◽  
Oil Prices ◽  
Asymmetric Effect ◽  
Market Prices ◽  
New Evidence

scholarly journals The Effect of Inflation, Interest Rates and World Oil Prices on Gold Prices in Indonesia with the US Dollar Exchange Rate as an Intermediary Variable

2021 ◽  
Vol 2 (1) ◽  
Author(s):  
Ummi Kalsum ◽  
Randy Hidayat ◽  
Sheila Oktaviani
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Interest Rates ◽  
Oil Prices ◽  
Series Data ◽  
Path Coefficient ◽  
Dollar Exchange Rate ◽  
The Us ◽  
Us Dollar ◽  
The Exchange Rate

This study aims to determine the effect of inflation, interest rates, and world oil prices on fluctuations in gold prices in Indonesia with the US Dollar exchange rate as an intermediary variable. This research is a type of explanatory research with a quantitative approach. The data used are monthly time series data for 2014 - 2019 with a sample of 72 samples. Hypothesis testing in this study uses path analysis, is a development technique of multiple linear regression. This technique is used to test the amount of contribution shown by the path coefficient on each path diagram of the causal relationship between cariables X1, X2, and X3 on and its impact on Z. The results of this study indicate that the effect of inflation, interest rates and worl oil prices on exchange rates individually has very little effect. The effect of inflation, interest rates, world oil prices and the exchange rate on gold prices individually shows a negative value for inflation and interest rates means that the effect is small, while for the world oil price and the dollar exchange rates shows a positive value which means that it has a large effect on the price of gold. The effect of inflation, interest rates and world oil prices on gold prices through the exchange rate, all variable show a negative value, this indicates that the effect is very small.

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