مرکز منطقه ای اطلاع رساني علوم و فناوري - The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model

Title of article :

The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model

Author/Authors :

Bwo-Nung Huang، نويسنده , , M.J. Hwang، نويسنده , , Hsiao-Ping Peng، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

455

To page :

476

Keywords :

Oil price shock , Stock return , Oil price volatility , Multivariate threshold models

Journal title :

Energy Economics

Serial Year :

2005

Journal title :

Energy Economics

Record number :

173927

Link To Document :