Asymmetric relationship between exchange rate volatility and oil price : case study of Thai-Baht
Year of publication: |
2022
|
---|---|
Authors: | Supanee Harnphattananusorn |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 1, p. 86-92
|
Subject: | Exchange rate volatility | GARCH (1,1) | Asymmetric | Non-linear Auto-Regressive Distribution Lag | Oil price | Ölpreis | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Kointegration | Cointegration |
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