Impact of crude-oil price volatility on economic activities: An empirical investigation in the Thai economy
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 rea...
| Main Authors: | , , |
|---|---|
| Format: | Journal Article |
| Published: |
Pergamon
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/14119 |