Search Results - subject:"Smooth transition autoregressive model with exogenous variables (STARX)"

Exploring the non-linearity of West Texas Intermediate crude oil price from exchange rate of US dollar and West Texas Intermediate crude oil production

Yang, Yu-Tai; Yang, Tzu-Yi; Chen, Ssu-Han; Tong, Cher-Vinn - In: Energy strategy reviews 41 (2022), pp. 1-10

This research estimated the smooth transition autoregressive model with exogenous variables to evaluate the non-linearity of West Texas Intermediate (WTI) crude oil price from the exchange rate of US dollar and WTI crude oil production. The sample period used in this research was the weekly data...

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