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

Saidi, La Ode; Aedy, Hasan; Saranani, Fajar; Rosnawintang, Rosnawintang; Adam, Pasrun; Sani, La Ode Arsad

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/8211

Title:

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

Journal:

International Journal of Energy Economics and Policy

Authors:

Saidi, La Ode
Aedy, Hasan
Saranani, Fajar
Rosnawintang, Rosnawintang
Adam, Pasrun
Sani, La Ode Arsad

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2020

Open Content License:

Original URL:

https://www.econjournals.com/index.php/ijeep/article/download/8362/4750

Persistent Identifier of the first edition:

doi:10.32479/ijeep.8362

Language:

English (eng)

Citation:

Saidi, La Ode/Aedy, Hasan et. al. (2020). 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. In: International Journal of Energy Economics and Policy 10 (1), S. 104 - 108.
https://www.econjournals.com/index.php/ijeep/article/download/8362/4750.
doi:10.32479/ijeep.8362.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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