Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional heterochedasticity in mean models
Year of publication: |
2020
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Authors: | Saidi, La Ode ; Aedy, Hasan ; Saranani, Fajar ; Rosnawintang, Rosnawintang ; Adam, Pasrun ; Sani, La Ode Arsad |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 1, p. 104-108
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Subject: | Crude oil prices | exchange rates | volatility | NARDL model | GARCH-M model | Volatilität | Volatility | Wechselkurs | Exchange rate | Ölpreis | Oil price | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Welt | World |
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