المصدر: | مجلة إقتصاديات شمال إفريقيا |
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الناشر: | جامعة حسيبة بن بو علي بالشلف - مخبر العولمة واقتصاديات شمال إفريقيا |
المؤلف الرئيسي: | Tawati, Ahlaam (Author) |
المجلد/العدد: | مج16, ع24 |
محكمة: | نعم |
الدولة: |
الجزائر |
التاريخ الميلادي: |
2020
|
الصفحات: | 59 - 68 |
DOI: |
10.33858/0470-016-024-007 |
ISSN: |
1112-6132 |
رقم MD: | 1235203 |
نوع المحتوى: | بحوث ومقالات |
اللغة: | الإنجليزية |
قواعد المعلومات: | EcoLink |
مواضيع: | |
كلمات المؤلف المفتاحية: |
International Crude Oil Price as West Texas Intermediate (WIT) | Exchange Rate | Vector Autoregressive Model (VAR)
|
رابط المحتوى: |
المستخلص: |
The aim of this paper is to study and investigate the relationship between the price of crude oil (in USD per barrel) and the US exchange rate against the Libyan dinar for the period (1995-2017). The analysis is performed by using Johansen cointegration, Granger causality tests and vector autoregressive model. The results show that there is no long-term relationship between the crude oil price and the USD /LD exchange rate, while the relationship that happens is only in short term one. Granger causality test result also shows that there exists no causality between the crude oil price and the USD /LD exchange rate. |
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ISSN: |
1112-6132 |