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

journal contribution

posted on 2009-09-01, 00:00 authored by Shuddha RafiqShuddha Rafiq, R Salim, H Bloch

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

History

Journal

Resources policy

Volume

34

Pagination

121 - 132

Location

Amsterdam, The Netherlands

ISSN

0301-4207

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal

Copyright notice

2009, Elsevier

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Keywords

Granger causality test impulse response function oil price volatility Thailand variance decomposition Science & Technology Life Sciences & Biomedicine Environmental Studies Environmental Sciences & Ecology REAL EXCHANGE-RATES MACROECONOMY SHOCKS INFLATION MODELS GDP

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