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Effect of COVID-19 on the relationship between Euro/USD exchange rate and oil price

We investigate the relationship between the Euro-United States Dollar (Euro/USD) exchange rate and oil futures price using intra-day data. The dataset is on hourly basis from 01/07/2019 to 30/11/2020 and 17-hour per day, from 01:00am to 17:00pm. By employing a predictive regression model, we observe...

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Detalles Bibliográficos
Autor principal:	Devpura, Neluka
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier 2021
Materias:	Method Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8374278/ https://www.ncbi.nlm.nih.gov/pubmed/34434784 http://dx.doi.org/10.1016/j.mex.2021.101262

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