Rafiq, Shuddhasawtta; Salim, Ruhul; Bloch, Harry - In: Resources Policy 34 (2009) 3, pp. 121-132
This paper empirically examines the impact of oil price volatility on key macroeconomic indicators of Thailand. Following Andersen et al. [2004. Analytical evaluation of volatility forecasts. International Economic Review 45(4), 1079-1110], quarterly oil price volatility is measured by using the...