Structural breaks, dynamic correlations, volatility transmission, and hedging strategies for international petroleum prices and U.S. dollar exchange rate
By: Mansi, Walid; Hammoudeh, Shawkat; Yoon, Seong-Min. Economic Research Forum : Working Paper Series. No. 825-900 (2014), pp.1-24, 24 p.
Subjects: Foreign exchange; Exchange rates; Petroleum products; Prices