Huang, Wen-Hsiu; Chao, Ming-Che - In: Energy Policy 45 (2012) C, pp. 730-738
This study employs the multivariate threshold model developed by Tsay (1998) to examine the effects of international and domestic oil prices on the price indices in Taiwan using monthly data from January 1999 to December 2011. The results show that changes in domestic oil prices do not Granger...