{"id":"https://openalex.org/W2924660468","doi":"https://doi.org/10.1016/j.resourpol.2019.03.006","title":"Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries","display_name":"Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries","publication_year":2019,"publication_date":"2019-03-26","ids":{"openalex":"https://openalex.org/W2924660468","doi":"https://doi.org/10.1016/j.resourpol.2019.03.006","mag":"2924660468"},"language":"en","primary_location":{"id":"doi:10.1016/j.resourpol.2019.03.006","doi":"https://doi.org/10.1016/j.resourpol.2019.03.006","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.resourpol.2019.03.006","pdf_url":null,"source":{"id":"https://openalex.org/S194185345","display_name":"Resources Policy","issn_l":"0301-4207","issn":["0301-4207","1873-7641"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Resources Policy","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019539580","display_name":"Afees Adebare Salisu","orcid":"https://orcid.org/0000-0003-0619-6545","observed_orcids":["https://orcid.org/0000-0003-0619-6545"]},"institutions":[{"id":"https://openalex.org/I141445968","display_name":"Ton Duc Thang University","ror":"https://ror.org/01drq0835","country_code":"VN","type":"education","lineage":["https://openalex.org/I141445968"]}],"countries":["VN"],"is_corresponding":true,"raw_author_name":"Afees A. Salisu","raw_affiliation_strings":["Department for Management of Science and Technology Development, Ton Duc Thang University, Ho Chi Minh City, Viet Nam","Faculty of Business Administration, Ton Duc Thang University, Ho Chi Minh City, Viet Nam"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department for Management of Science and Technology Development, Ton Duc Thang University, Ho Chi Minh City, Viet Nam","institution_ids":["https://openalex.org/I141445968"]},{"raw_affiliation_string":"Faculty of Business Administration, Ton Duc Thang University, Ho Chi Minh City, Viet Nam","institution_ids":["https://openalex.org/I141445968"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008205547","display_name":"Wasiu Ademola Adekunle","orcid":"https://orcid.org/0000-0003-4968-3642","observed_orcids":["https://orcid.org/0000-0003-4968-3642"]},"institutions":[{"id":"https://openalex.org/I181631907","display_name":"University of Ibadan","ror":"https://ror.org/03wx2rr30","country_code":"NG","type":"education","lineage":["https://openalex.org/I181631907"]}],"countries":["NG"],"is_corresponding":false,"raw_author_name":"Wasiu Adekunle","raw_affiliation_strings":["Centre for Econometric & Allied Research, University of Ibadan, Nigeria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Econometric & Allied Research, University of Ibadan, Nigeria","institution_ids":["https://openalex.org/I181631907"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Wasiu A. Alimi","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I181631907","display_name":"University of Ibadan","ror":"https://ror.org/03wx2rr30","country_code":"NG","type":"education","lineage":["https://openalex.org/I181631907"]}],"countries":["NG"],"is_corresponding":false,"raw_author_name":"Wasiu A. Alimi","raw_affiliation_strings":["Centre for Econometric & Allied Research, University of Ibadan, Nigeria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Econometric & Allied Research, University of Ibadan, Nigeria","institution_ids":["https://openalex.org/I181631907"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5055141136","display_name":"Zachariah Emmanuel","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I181631907","display_name":"University of Ibadan","ror":"https://ror.org/03wx2rr30","country_code":"NG","type":"education","lineage":["https://openalex.org/I181631907"]}],"countries":["NG"],"is_corresponding":false,"raw_author_name":"Zachariah Emmanuel","raw_affiliation_strings":["Centre for Econometric & Allied Research, University of Ibadan, Nigeria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre for Econometric & Allied Research, University of Ibadan, Nigeria","institution_ids":["https://openalex.org/I181631907"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5019539580"],"corresponding_institution_ids":["https://openalex.org/I141445968"],"apc_list":{"value":1300,"currency":"USD","value_usd":1300},"apc_paid":null,"fwci":11.558,"has_fulltext":false,"cited_by_count":56,"citation_normalized_percentile":{"value":0.98368332,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"62","issue":null,"first_page":"33","last_page":"56"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9223999977111816,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9223999977111816,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.051100000739097595,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.011900000274181366,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate-predictability","display_name":"exchange rate predictability","score":0.9900000095367432},{"id":"https://openalex.org/keywords/commodity-prices","display_name":"commodity prices","score":0.9850000143051147},{"id":"https://openalex.org/keywords/structural-breaks","display_name":"structural breaks","score":0.9459999799728394},{"id":"https://openalex.org/keywords/asymmetry","display_name":"asymmetry","score":0.7540000081062317},{"id":"https://openalex.org/keywords/out-of-sample-forecasting","display_name":"out-of-sample forecasting","score":0.9070000052452087},{"id":"https://openalex.org/keywords/in-sample-forecasting","display_name":"in-sample forecasting","score":0.7739999890327454},{"id":"https://openalex.org/keywords/data-frequency","display_name":"data frequency","score":0.5799999833106995},{"id":"https://openalex.org/keywords/commodity-price-indices","display_name":"commodity price indices","score":0.8009999990463257},{"id":"https://openalex.org/keywords/forecast-accuracy","display_name":"forecast accuracy","score":0.5090000033378601}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7848498225212097},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7227462530136108},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.691555917263031},{"id":"https://openalex.org/C610760","wikidata":"https://www.wikidata.org/wiki/Q1340706","display_name":"Endogeneity","level":2,"score":0.6894787549972534},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6756793260574341},{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.6496943235397339},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.6089774370193481},{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.5460820198059082},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4803275167942047},{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.4293366074562073},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.24961277842521667},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.19091710448265076},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12913072109222412},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0996585488319397},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.resourpol.2019.03.006","doi":"https://doi.org/10.1016/j.resourpol.2019.03.006","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.resourpol.2019.03.006","pdf_url":null,"source":{"id":"https://openalex.org/S194185345","display_name":"Resources Policy","issn_l":"0301-4207","issn":["0301-4207","1873-7641"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Resources Policy","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0301420719300613","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":80,"referenced_works":["https://openalex.org/W433639744","https://openalex.org/W1492887676","https://openalex.org/W1547068196","https://openalex.org/W1572930125","https://openalex.org/W1583475337","https://openalex.org/W1587980782","https://openalex.org/W1870769480","https://openalex.org/W1913814500","https://openalex.org/W1981180660","https://openalex.org/W1985753678","https://openalex.org/W1994034235","https://openalex.org/W2000490703","https://openalex.org/W2005630544","https://openalex.org/W2007682563","https://openalex.org/W2011257277","https://openalex.org/W2033343256","https://openalex.org/W2041697615","https://openalex.org/W2043109513","https://openalex.org/W2046638999","https://openalex.org/W2060682855","https://openalex.org/W2061326864","https://openalex.org/W2072040771","https://openalex.org/W2076287473","https://openalex.org/W2077566540","https://openalex.org/W2080527420","https://openalex.org/W2081221015","https://openalex.org/W2085845054","https://openalex.org/W2098039894","https://openalex.org/W2099342535","https://openalex.org/W2106019945","https://openalex.org/W2107787774","https://openalex.org/W2108370163","https://openalex.org/W2113807065","https://openalex.org/W2127659392","https://openalex.org/W2129768001","https://openalex.org/W2161496057","https://openalex.org/W2164889348","https://openalex.org/W2165098532","https://openalex.org/W2167913349","https://openalex.org/W2171826116","https://openalex.org/W2212697545","https://openalex.org/W2221976759","https://openalex.org/W2302218295","https://openalex.org/W2346449256","https://openalex.org/W2424927991","https://openalex.org/W2497736255","https://openalex.org/W2499028724","https://openalex.org/W2508317380","https://openalex.org/W2509520004","https://openalex.org/W2512453278","https://openalex.org/W2514311647","https://openalex.org/W2599086692","https://openalex.org/W2607977570","https://openalex.org/W2609723366","https://openalex.org/W2620584240","https://openalex.org/W2726467123","https://openalex.org/W2747098742","https://openalex.org/W2750418993","https://openalex.org/W2755889129","https://openalex.org/W2764432308","https://openalex.org/W2766857503","https://openalex.org/W2781827733","https://openalex.org/W2783787871","https://openalex.org/W2791844645","https://openalex.org/W2795984872","https://openalex.org/W2802231112","https://openalex.org/W2886361752","https://openalex.org/W2890840156","https://openalex.org/W2914489443","https://openalex.org/W3121542091","https://openalex.org/W3121553339","https://openalex.org/W3121616071","https://openalex.org/W3121968018","https://openalex.org/W3123290721","https://openalex.org/W3123566210","https://openalex.org/W3123711421","https://openalex.org/W3124690764","https://openalex.org/W3124992754","https://openalex.org/W3125393644","https://openalex.org/W4256232074"],"related_works":["https://openalex.org/W2800132401","https://openalex.org/W3123372493","https://openalex.org/W1733042655","https://openalex.org/W7098938517","https://openalex.org/W7095118140","https://openalex.org/W4417426456","https://openalex.org/W3042933710","https://openalex.org/W2935900035","https://openalex.org/W3008426754","https://openalex.org/W3022918331"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":10},{"year":2022,"cited_by_count":11},{"year":2021,"cited_by_count":12},{"year":2020,"cited_by_count":10},{"year":2019,"cited_by_count":4}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2019-04-01T00:00:00"}