Fedorova E.A.PhD in Economic Sciences, Associate Professor of department "Financial Management", the Correspondence Financial and Economic Institute of the Financial University under the Government of the Russian Federation ecolena@mail.ru
Ershova I.A.Student of department "Financial Management", the Correspondence Financial and Economic Institute of the Financial University under the Government of the Russian Federation irasik88@mail.ru
Shapovalova V.A.Student of department "Financial Management",, the Correspondence Financial and Economic Institute of the Financial University under the Government of the Russian Federation verok32@yandex.ru
Cherepennikova Y.G.Student of department "Financial Management",, the Correspondence Financial and Economic Institute of the Financial University under the Government of the Russian Federation yulya4y@yandex.ru
In the article crisis conditions by means of an assessment of interrelation of the price for oil and a dollar exchange rate are predicted. The analysis is carried out on the basis of economic modeling, Markov Switch GARCH is used. The similar assessment is carried out for the first time for the Russian market and is relevant as the orientation of the Russian economic market remains now raw.
Keywords: price for oil, US dollar exchange rate, Markov's model, GARCH model, crisis period