Log in

Relevant bibliographies by topics / Ruble exchange rate to Brent price correlation / Journal articles

To see the other types of publications on this topic, follow the link: Ruble exchange rate to Brent price correlation.

Journal articles on the topic 'Ruble exchange rate to Brent price correlation'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 20 journal articles for your research on the topic 'Ruble exchange rate to Brent price correlation.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

Bikalova, N., A. Korobko, and E. Konstantinova. "Currency interventions. How the Central Bank participates in overcoming the economic crisis in Russia." Bulletin of Science and Practice, no. 6 (June 14, 2017): 239–44. https://doi.org/10.5281/zenodo.808752.

Full text

Abstract:

The article is devoted to the currency interventions that were carried out by Central Bank of Russia in order to mitigate crisis consequences. Authors made an analysis of the correlation between ruble to dollar exchange rate and Brent price, derivatives of this correlation and made a conclusion about the efficiency of the Central Bank actions. The article is relevant, all analysed actions are connected with the 2017 year and concerned interventions that will be done by Central Bank soon.

APA, Harvard, Vancouver, ISO, and other styles

2

Esina, P., and Li Jie. "THE IMPACT OF THE CORONAVIRUS PANDEMIC ON THE EXCHANGE RATE OF THE RUSSIAN NATIONAL CURRENCY." Norwegian Journal of development of the International Science, no. 91 (August 26, 2022): 15–19. https://doi.org/10.5281/zenodo.7032100.

Full text

Abstract:

Abstract This article considers the impact of the coronavirus pandemic on the ruble exchange rate. In modern realities, the exchange rate, having a strong relationship with the main macroeconomic indicators, has a tangible impact on the country's economic system.  The ruble exchange rate was analyzed using multiple linear regression (MLR) correlation analysis. The results have shown that the price of oil significantly affects the exchange rate. Moreover, other independent variables such as RTS Index and foreign investment in Federal loan bonds included in the model also have a disting

APA, Harvard, Vancouver, ISO, and other styles

3

Larionova, E. I., T. I. Chinaeva, and E. P. Shpakovskaya. "Analysis of the development of Oil and Gas Industry in present conditions." Statistics and Economics 16, no. 6 (2019): 29–36. http://dx.doi.org/10.21686/2500-3925-2019-6-29-36.

Full text

Abstract:

Purpose of the study. This study examines the state of companies of oil sector based on the analysis of dynamics and relationship between basic financial indicators, characterizing the activities of oil companies; it identifies factors affecting the companies’ efficiency, such as return on sales (ROS) and productivity. The work is based on dynamic, structural, correlation analysis of analytical and statistical information on processes occurring in this area of economic activity.Materials and methods. Statistical data and analytical information on oil sector companies serve as the information b

APA, Harvard, Vancouver, ISO, and other styles

4

Tenkovskaya, Lyudmila I. "Forecast of stock quotations of Sberbank PJSC using correlation and regression analysis." Tyumen State University Herald. Social, Economic, and Law Research 9, no. 1 (2023): 148–66. http://dx.doi.org/10.21684/2411-197x-2023-9-1-148-166.

Full text

Abstract:

The scientific research, which consists in making a forecast regarding the stock quotes of Sberbank PJSC, is relevant because it reveals the prospects of the Russian financial sector. It allows investors to form a trading strategy for buying ordinary shares of Sberbank PJSC to generate income in the future. The purpose of the scientific article is to build an economic and mathematical model for forecasting quotations of ordinary shares of Sberbank PJSC. To achieve this goal, the theoretical foundations of the formation of monetary policy in Russia, the exchange rate of the Russian ruble, oil p

APA, Harvard, Vancouver, ISO, and other styles

5

Alekhin, Boris I. "Oil and the Ruble: Collapse of Cointegration." Financial Journal 13, no. 1 (2021): 58–74. http://dx.doi.org/10.31107/2075-1990-2021-1-58-74.

Full text

Abstract:

Oil still contributes around 30 % to Russia's commodity export earnings, therefore the impact of oil prices on Ruble's exchange rate is of current interest to Russian economists. Instruments of time series analysis were used to test a proposition that the Russian ruble’s exchange rate has become less dependent on Brent crude oil price in recent years. We obtained 1,095 weekly observations for years 2000 to 2020 were obtained from FINAM company website. Our empirical model is a linear regression of the ruble’s exchange rate on Brent crude oil price. The Bai-Perron test has identified three stru

APA, Harvard, Vancouver, ISO, and other styles

6

FRUMINA, Svetlana V., and Wissam AL SAADI. "The impact of oil price changes on the RTS index." Finance and Credit 29, no. 6 (2023): 1305–21. http://dx.doi.org/10.24891/fc.29.6.1305.

Full text

Abstract:

Subject. The article explores the relationship between the price of Brent crude oil and the ruble exchange rate. The definition of existing relationships enables to make recommendations on the development of the Russian economy. Objectives. The purpose of the article is to assess the impact of changes in the price of Brent crude oil on the ruble exchange rate and the index of the Moscow Exchange and RTS index, as well as to substantiate the importance of market news monitoring. Methods. The rests on quantitative approaches of parametric testing, including the ADF test, the unit root test, the

APA, Harvard, Vancouver, ISO, and other styles

7

ГАЛЬВИК, Н. Е., та Н. И. КРАВЦОВА. "ОСОБЕННОСТИ ВЛИЯНИЯ МАКРОЭКОНОМИЧЕСКИХ ФАКТОРОВ НА ДИНАМИКУ РОССИЙСКОГО ФОНДОВОГО РЫНКА". Экономика и предпринимательство, № 10(171) (7 жовтня 2024): 153–64. http://dx.doi.org/10.34925/eip.2024.171.10.028.

Full text

Abstract:

Статья посвящена исследованию особенностей взаимосвязей динамики российского фондового рынка на основе показателя индекса МосБиржи (ММВБ) и таких макроэкономических показателей, как темп прироста ВВП РФ, размер ключевой ставки ЦБ РФ, цена нефти марки Brent, уровень инфляции, уровень безработицы, валютный курс доллар США/рубль, темп прироста денежной массы М2, цена на золото в долл. США. Взаимосвязь анализируется на протяжении длительного периода с 2002 г. по 2 квартал 2024 г. На основе анализа делаются выводы об особенностях характера взаимосвязей динамики российского фондового рынка и данных

APA, Harvard, Vancouver, ISO, and other styles

8

Aslanova, Afaq, and Simuzar Mammadova. "Econometric Analysis of the Effect of Energy Prices on Exchange Rates During War Period." International Journal of Energy Economics and Policy 13, no. 4 (2023): 496–502. http://dx.doi.org/10.32479/ijeep.14065.

Full text

Abstract:

Petroleum and natural gas, which are among the most used energy sources in the world, have a significant impact on financial markets and macroeconomic indicators as they are used as raw materials in many fields. For this reason, Russia, Turkey, Brazil, and India, as energy importers and developing countries, may be affected positively or negatively by changes in energy prices. The main purpose of this research is to investigate the relationship between the exchange rates of Brent oil, crude oil (WTI), natural gas, the US dollar index, and the Russian ruble. In the study, weekly data between Fe

APA, Harvard, Vancouver, ISO, and other styles

9

Balaban, Suzana, Vladimir Pavićević, and Milica Simić. "INTERDEPENDENCE OF OIL PRICE VOLATILITY AND RUBLE EXCHANGE RATE DURING THE CRISIS IN UKRAINE." Oditor 10, no. 1 (2024): 19–56. http://dx.doi.org/10.59864/oditor12402b.

Full text

Abstract:

The subject of research in this paper is the impact of the crisis in Ukraine on the volatility of the ruble and oil, as well as the correlation of these values with each other. In order to investigate the impact of the crisis in Ukraine as an external shock on the volatility of the ruble and crude oil, changes in the ratio of their values were analyzed on a daily basis, in the observed period during 2022 and the first four months of 2023. The analysis of time series, and then the comparative analysis of the mentioned data and the use of the GARCH model determined a certain divergence in the ve

APA, Harvard, Vancouver, ISO, and other styles

10

ЯРОМЕНКО, Н. Н., Р. В. БАГДАСАРЯН, Д. А. УЗУНЯН, Т. С. ЦАТРЯН, and В. В. ПОНАРИНА. "ANALYSIS OF THE INFLATION RATE IN THE RUSSIAN FEDERATION BY INDICATORS OF THE CONSUMER PRICE INDEX AND THE RUBLE EXCHANGE RATE." Экономика и предпринимательство, no. 8(169) (August 30, 2024): 191–96. http://dx.doi.org/10.34925/eip.2024.169.8.034.

Full text

Abstract:

Инфляция является одним из наиболее трудно прогнозируемых макроэкономических показателей. На уровень инфляции оказывают влияние как внешние, так и внутренние показатели социально-экономического развития страны. В данной статье проведен корреляционно-регрессионный анализ пяти факторов, наибольшим образом оказывающих влияние на уровень инфляции в Российской Федерации: ВВП; уровень безработицы; объем государственного внутреннего долга; объем международных резервов; курс доллара США. На начальном этапе работы проведен графический анализ уровня инфляции и факторов, затем использованы экономико-мате

APA, Harvard, Vancouver, ISO, and other styles

11

Tenkovskaya, Lyudmila I. "Forecast of the USD/RUB currency pair in the short term." Vestnik Tomskogo gosudarstvennogo universiteta. Ekonomika, no. 59 (2022): 212–30. http://dx.doi.org/10.17223/19988648/59/13.

Full text

Abstract:

The article provides a forecast of the USD/RUB currency pair based on the equation of a linear downward trend. The aim of the research is forecasting the USD/RUB currency pair to determine the effectiveness of Russia's foreign economic activity and the real incomes of the country's population in the future, which makes the research relevant. The research is carried out using the following scientific methods: analysis, synthesis, monographic (description of Russian macroeconomics), statistical (identification of trends, calculation of correlation coefficients, graphic). The research is based on

APA, Harvard, Vancouver, ISO, and other styles

12

Bagautdinova, N. G., E. I. Kadochnikova, and A. N. Bakirova. "Predictive Autoregressive Models of the Russian Stock Market Using Macroeconomic Variables." International Journal of Criminology and Sociology 9 (April 5, 2022): 2439–49. http://dx.doi.org/10.6000/1929-4409.2020.09.296.

Full text

Abstract:

This article evaluates the relationship of macroeconomic variables of the domestic market with the stock index on the example of the Moscow exchange and selects forecast specifications based on an integrated auto regression model - the moving average. The methods that have been used are included in integrated auto regression-moving average model with exogenous variables and seasonal component, Box&Jenkins approach, auto-arima in R function, Hyndman & Athanasopoulos approach, and maximum likelihood method. The results demonstrate that the inclusion of external regressors in the one-dime

APA, Harvard, Vancouver, ISO, and other styles

13

Fedorova, E. A., and A. R. Nevredinov. "Impact of Sanctions on Industry Indices." Finance: Theory and Practice 28, no. 6 (2025): 17–33. https://doi.org/10.26794/2587-5671-2024-28-6-17-33.

Full text

Abstract:

Anti-Russian sanctions have an additional impact on Russian companies. Due to the rapid change in the situation and the development of information situations, it is becoming difficult for investors to make investment decisions. This determines the relevance of the study, the purpose of which is to determine the impact of information about sanctions on stock indices of lower industries. The empirical basis for the study of indicators includes 67 thousand news items from the Interfax platform for 2014–2023. The following were used as control measures: the price of Brent oil futures, the dollar-r

APA, Harvard, Vancouver, ISO, and other styles

14

Zubko, Olga. "KRONES AND FOREIGN CURRENCY IN THE WALLETS OF UKRAINIAN EMIGRANTS IN INTERWAR CZECHOSLOVACZCZYNA (1918 – 1939)." Journal of Ukrainian History, no. 47 (2023): 42–49. http://dx.doi.org/10.17721/2522-4611.2023.47.4.

Full text

Abstract:

The aim of the study. Characteristics of the Czechoslovak and Austrian krones, the German mark, the Polish zloty, the American dollar, and the Soviet ruble (chervinets) as the main currencies in interwar Czechoslovaczczyna; their «presence» in the wallets of Ukrainian emigrants. The research methodology is based on the principles of specifically historical, problematically chronological, objectivity and integrity and on the use of methods of analysis and synthesis. The scientific novelty consists in description the official bank exchange rates of the Czechoslovak, Austrian krone, Polish zloty,

APA, Harvard, Vancouver, ISO, and other styles

15

Bagautdinova, N. G., E. I. Kadochnikova, and A. N. Bakirova. "Predictive autoregressive models using macroeconomic variables: the role of oil prices in the Russian stock market." Accounting 7, no. 7 (2021): 1547–56. http://dx.doi.org/10.5267/j.ac.2021.5.016.

Full text

Abstract:

This article evaluates the relationship of macroeconomic variables of the domestic market with the stock index on the Moscow exchange and selects forecast specifications based on an integrated autoregressive model - the moving average. The methods used are included in an integrated autoregressive-moving average model with exogenous variables and seasonal component, Box and Jenkins approach, auto.arima in R function, Hyndman and Athanasopoulos approach, and maximum likelihood method. The results demonstrate that the inclusion of external regressors in the one-dimensional ARIMAX model improves i

APA, Harvard, Vancouver, ISO, and other styles

16

Lola, I. S. "Development of a Methodology for Assessment and Analysis of the Export Conjuncture of Russian Manufacturing Enterprises." Voprosy statistiki 30, no. 3 (2023): 5–19. http://dx.doi.org/10.34023/2313-6383-2023-30-3-5-19.

Full text

Abstract:

The article explains the current methodological approaches to the analysis of the export conjuncture (on the example of Russian ma nufacturing enterprises), including a new methodology for its integral assessment. This assessment is made by modeling the global demand for domestic products and their price competitiveness in the international market.The importance of the analysis of the current phase of Russia's economic development is emphasized, when a structural transformation of industrial and export policy is taking place and a new contour of foreign economic activity is being formed. This

APA, Harvard, Vancouver, ISO, and other styles

17

Wstabdullah, Shaho Muhammad, Hozan Khalid Hamarashid, and Muhammed Ali Kamal. "An Approach To Study The Effects of GBP/USD Exchange Rate and Gold Prices on Brent Oil Prices Using Autoregressive Distributed Lag (ARDL)." Kurdistan Journal of Applied Research, January 3, 2023, 95–106. http://dx.doi.org/10.24017/science.2022.2.8.

Full text

Abstract:

Autoregressive Distributed Lag (ARDL) is possible when cointegration analysis is applied to experimentally to shape the relationship between the variables without considering the regressors are stationary at its first difference or level, there is an integration of order one or both of the variables are mixed. Being based on one equation framework is a benefit of using the ARDL model, in order to take sufficient lags’ number and directing process data generation process in a modelling framework that goes from general to specific. The aim of this study is to focus on the trend of the relation b

APA, Harvard, Vancouver, ISO, and other styles

18

Ballestra, Luca Vincenzo, Riccardo De Blasis, and Graziella Pacelli. "Multivariate GARCH models with spherical parameterizations: an oil price application." Financial Innovation 11, no. 1 (2025). https://doi.org/10.1186/s40854-024-00683-7.

Full text

Abstract:

Abstract In popular Baba-Engle-Kraft-Kroner (BEKK) and dynamic conditional correlation (DCC) multivariate generalized autoregressive conditional heteroskedasticity models, the large number of parameters and the requirement of positive definiteness of the covariance and correlation matrices pose some difficulties during the estimation process. To avoid these issues, we propose two modifications to the BEKK and DCC models that employ two spherical parameterizations applied to the Cholesky decompositions of the covariance and correlation matrices. In their full specifications, the introduced Chol

APA, Harvard, Vancouver, ISO, and other styles

19

Chaitanya Kittur, Madhavi Bolla, Masarat Jahan. "The Influence of Macroeconomic Factors on NSE Performance: A Causality Approach." Journal of Informatics Education and Research 5, no. 2 (2025). https://doi.org/10.52783/jier.v5i2.2628.

Full text

Abstract:

The present study investigates the impact of selected macroeconomic variables — namely Consumer Price Index (CPI), Repo Rate (RR), Fiscal Deficit (FD), Foreign Exchange Reserves (FER), and Brent Crude Oil Price (BCOP) — on stock price movements in the National Stock Exchange (NSE) during the period from January 1, 2020, to December 31, 2024. Employing weekly time series data, the study applies descriptive statistics, Granger causality tests to determine the relationship between macroeconomic factors and stock returns. The Correlation Analysis further highlighted the negative relationship betwe

APA, Harvard, Vancouver, ISO, and other styles

20

WOJTOWICZ, Karol, and Konrad SZYDŁOWSKI. "Impact of Oil Price Volatility on Selected Sectors of the Polish Stock Market." Communications of International Proceedings, 2024. http://dx.doi.org/10.5171/2024.4326124.

Full text

Abstract:

The commodity market has a significant impact on the global economy. Crude oil is one of the most important energy commodities, used to produce gasoline, diesel fuel, jet fuel and many other products. Changes in oil prices can have several different economic effects, by affecting inflation, trade balance, exchange rate, and many other macro- and micro-economic indicators. The main aim of the research is to identify the impact of oil prices on the Polish capital market. The co-movement of WTI Brent returns in relation to the sector indices of the Warsaw Stock Exchange was examined. The oil pric

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!