اثر سرریز ریسک دلار ایالات متحده آمریکا بر قیمت نفت

Amano, R. A., & van Norden, S (1998), Oil Prices and the Rise and Fall of the US Real Exchange Rate, Journal of International Money and Finance, 17(2).

Basher, S. A., & Sadorsky, P (2006), Oil Price Risk and Emerging Stock Markets, Global Finance Journal, 17(2).

Chaudhuri, K., & Daniel, B. C (1998), Long-run Equilibrium Real Exchange Rates and Oil prices, Economics Letters, 58(2).         

Chen, N. F., Roll, R., & Ross, S, A (1986), Economics Forces and the Stock Market, Journal of Business, 59(3).

Cheung, Y. W., Ng, L. K (1996), A Causality-in-variance Test and its Application to Financial Market Prices, Journal of Econometrics, 72.

Engle, R.F (1982), Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation, Econometrica, 50(4).

Engle, R. F., Ito, T., Lin, W (1990), Meteor Shower or Heat Wave? Hetroskedastic Intra- daily Volatility in the Foreign Exchange Market, Econometrica, 59.

Ewing, B. T., Malik, F., Ozfian, O (2002), Volatility Transmission in the Oil and Natural gas Markets, Energy Economics 24.

Faff, R. W., & Brailsford, T. J (1999), Oil Price Risk and the Australian Stock Market, Journal of Energy Finance and Development, 4(1).

Gourieroux, C., Jasiak, J (2001), Financial Econometrics, Princeton University Press, Princeton.

Hammoudeh, S., Li, H., & Jeon, B (2003), Causality and Volatility Spillovers Among Petroleum Prices of WTI, Gasoline and Heating oil in Different Locations, The North American Journal of Economics and Finance, 14(1).

Hong, Y. M (2001), A Test for Volatility Spillover with Applications to Exchange Rates, Journal of Econometrics, 103.

Hong, Y. M (2003), Granger Causality in Risk and Detection of Risk Transmission Between Financial Markets, Working paper, Cornell University.

Kupiec, P. H (1995), Techniques for Verifying the Accuracy of Risk Measurement Models, Journal of Derivatives, 3.

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.