中文摘要：

石油价格与汇率是经济发展的关键变量，研究两者之间的相依性很有意义．首先用非参数方法（Chi—plot和K—plot）检验了国际油价和欧元汇率之间的相关性，然后运用copula函数刻画了两者之间的相依结构，尤其是尾部相关情况．结果表明：石油价格和欧元汇率之间存在着传导效应并存在着左右尾对称的相依结构．

英文摘要：

Oil price and exchange rate are two key factors in economic development. The dependence structures between the two variables were studied. Nonparametric （Chi-plot and K-plot） methods were used to test the relationship between oil price and euro exchange rate, and then copula functions were used to describe the dependence structures between them, especially the tail structure. The results show that there exist a conduction effect and a tail dependence structure （left and right tail symmetry structure） between oil price and euro exchange rate.