Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?

Research background: The aim of this paper is to examine the long run relationship among oil prices and the Algerian Dinar exchange rate over the period January 1995–February 2020 in Algeria as one of the most important oil-exporting countries and one of the OPEC members.

Bibliographic Details
Main Author: Ayad Hicham
Format: Article
Language:English
Published: Sciendo 2021-06-01
Series:Folia Oeconomica Stetinensia
Subjects:
c32
f31
q43
Online Access:https://doi.org/10.2478/foli-2021-0001
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spelling doaj-728e3406b2e04d30bd70e98ba4701dcd2021-09-05T21:01:01ZengSciendoFolia Oeconomica Stetinensia1898-01982021-06-0121111710.2478/foli-2021-0001Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?Ayad Hicham0Lecturer B, Department of economics, commercial and management sciences, University center of Maghnia, Tlemcen, AlgeriaResearch background: The aim of this paper is to examine the long run relationship among oil prices and the Algerian Dinar exchange rate over the period January 1995–February 2020 in Algeria as one of the most important oil-exporting countries and one of the OPEC members.https://doi.org/10.2478/foli-2021-0001exchange rateoil priceshidden co-integrationasymmetric relationshipsc32f31q43
collection DOAJ
language English
format Article
sources DOAJ
author Ayad Hicham
spellingShingle Ayad Hicham
Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?
Folia Oeconomica Stetinensia
exchange rate
oil prices
hidden co-integration
asymmetric relationships
c32
f31
q43
author_facet Ayad Hicham
author_sort Ayad Hicham
title Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?
title_short Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?
title_full Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?
title_fullStr Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?
title_full_unstemmed Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?
title_sort oil prices and the algerian exchange rate: is there any difference with hidden co-integration?
publisher Sciendo
series Folia Oeconomica Stetinensia
issn 1898-0198
publishDate 2021-06-01
description Research background: The aim of this paper is to examine the long run relationship among oil prices and the Algerian Dinar exchange rate over the period January 1995–February 2020 in Algeria as one of the most important oil-exporting countries and one of the OPEC members.
topic exchange rate
oil prices
hidden co-integration
asymmetric relationships
c32
f31
q43
url https://doi.org/10.2478/foli-2021-0001
work_keys_str_mv AT ayadhicham oilpricesandthealgerianexchangerateisthereanydifferencewithhiddencointegration
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