Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy

Resources Policy

Volumn 34, Issue 3, 2009, Pages 121-132

  Rafiq, Shuddhasawtta ^a   Salim, Ruhul ^a   Bloch, Harry ^a  

^a CURTIN UNIVERSITY   (Australia)

Author keywords

Granger causality test; Impulse response function; Oil price volatility; Thailand; Variance decomposition

Indexed keywords

GRANGER CAUSALITY TEST; IMPULSE RESPONSE FUNCTION; OIL PRICE VOLATILITY; THAILAND; VARIANCE DECOMPOSITION;

CRUDE PETROLEUM; ECONOMICS; IMPULSE RESPONSE; STRUCTURAL ANALYSIS; TESTING; VALUE ENGINEERING;

COSTS;

COMMODITY PRICE; CRUDE OIL; ECONOMIC ACTIVITY; GRANGER CAUSALITY TEST; MACROECONOMICS; VECTOR AUTOREGRESSION;

ASIA; EURASIA; SOUTHEAST ASIA; THAILAND;

EID: 67349136737     PISSN: 03014207     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.resourpol.2008.09.001     Document Type: Article

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