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This study investigates causal dynamics between crude oil prices and exchange   rates in Czech Republic, Poland and Hungary by employing monthly data from   the beginning of flexible exchange regime in each country to December 2011.   The study benefits from the recent advance in the time series econometric   analysis and carries out linear causality, non-linear causality, volatility   spillover and frequency domain causality tests. The frequency domain   causality analysis results imply that oil price fluctuations affect real   exchange rates in the long run in Poland and Czech Republic. On the other   hand, frequency domain causality test results indicate that oil price   fluctuations do not affect exchange rate in any period in Hungary despite its   economy’s high imported energy dependency

Exchange rate and oil price interactions in transition economies: Czech Republic, Hungary and Poland