The DOI matches its Crossref record; 23 of the 23 references it cites were found in a registry or an index.
Spillover effect of US dollar exchange rate on oil prices
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Citations
Cites
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Economic Forces and the Stock Market
Chen, N.-F., Roll, R., & Ross, S. A. (1986) · The Journal of Business · doi:10.1086/296344 · Cited by 5,231
Techniques for Verifying the Accuracy of Risk Measurement Models
Kupiec, P. H. (1995) · The Journal of Derivatives · doi:10.3905/jod.1995.407942 · Cited by 2,427
Threshold heteroskedastic models
Zakoian, J.-M. (1994) · Journal of Economic Dynamics and Control · doi:10.1016/0165-1889(94)90039-6 · Cited by 2,281
Oil price shocks and stock market activity
Sadorsky, P. (1999) · Energy Economics · doi:10.1016/s0140-9883(99)00020-1 · Cited by 1,797
Energy shocks and financial markets
Huang, R. D., Masulis, R. W., & Stoll, H. R. (1996) · Journal of Futures Markets · doi:10.1002/(sici)1096-9934(199602)16:1<1::aid-fut1>3.0.co;2-q · Cited by 1,095
ARCH models as diffusion approximations
Nelson, D. B. (1990) · Journal of Econometrics · doi:10.1016/0304-4076(90)90092-8 · Cited by 938
Oil price risk and emerging stock markets
Basher, S. A., & Sadorsky, P. (2006) · Global Finance Journal · doi:10.1016/j.gfj.2006.04.001 · Cited by 927
Jorion, P. (2001) · Cited by 846
Cited by
Adekoya, O. B., & Oliyide, J. A. (2021) · Resources Policy · doi:10.1016/j.resourpol.2020.101898 · Cited by 396
A novel hybrid method for crude oil price forecasting
Zhang, J.-L., Zhang, Y.-J., & Zhang, L. (2015) · Energy Economics · doi:10.1016/j.eneco.2015.02.018 · Cited by 272
Self-citationThe Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses
Baffes, J., Kose, M. A., Ohnsorge, F., & Stocker, M. (2015) · SSRN Electronic Journal · doi:10.2139/ssrn.2624398 · Cited by 266
Metadata
- Authors
- Zhang, Y.-J., Fan, Y., Tsai, H.-T., & Wei, Y.-M.
- Venue
- Journal of Policy Modeling
- Publisher
- Elsevier BV
- Published
- 2008-11
- Volume
- 30
- Issue
- 6
- Pages
- 973-991
- ISSN
- 0161-8938 (ISSN-L)
- OpenAlex
- W2092917742
- Cited by
- 368
- References
- 23
- FWCI
- 20.48
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Spillover effect of US dollar exchange rate on oil prices. https://app.cochat.ai/papers/10.1016/j.jpolmod.2008.02.002
- The paper
- Zhang, Y.-J., Fan, Y., Tsai, H.-T., & Wei, Y.-M. (2008). Spillover effect of US dollar exchange rate on oil prices. Journal of Policy Modeling. https://doi.org/10.1016/j.jpolmod.2008.02.002
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
