English, Article, Journal or magazine article edition: China and the Relationship Between the Oil Price and the Dollar Agnes Benassy-Quere; Valerie Mignon; Alexis Penot

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Bookmark: http://trove.nla.gov.au/version/159111
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • China and the Relationship Between the Oil Price and the Dollar
Author
  • Agnes Benassy-Quere
  • Valerie Mignon
  • Alexis Penot
Physical Description
  • preprint
Notes
  • We study cointegration and causality between the real price of oil and the real price of the dollar over the 1974-2004 period. Our results suggest that a 10% rise in the oil price coincides with a 4.3% appreciation of the dollar in the long run, and that the causality runs from oil to the dollar. Through the development of a theoretical model, we then investigate possible reasons why this relationship could be reversed in the future due to the emergence of China as a major player on both the oil and the foreign exchange markets.
  • Oil price; real exchange rate; dollar; euro; China; cointegration; causality; error correction model; dollar; energy cost; models; foreign exchange markets
  • RePEc:cii:cepidt:2005-16
Language
  • English
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