Rafiq, Shuddhasattwa; Salim, Ruhul A.; Bloch, Harry - 2009
This paper empirically examines the impact of oil price volatility on key macroeconomic indicators of Thailand. Following Andersen etal.[2004. Analytical evaluation of volatility forecasts. International Economic Review 45(4), 1079–1110], quarterly oil price volatility is measured by using the...