Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand

Cilt: 5 Sayı: 2 1 Haziran 2015
  • Komain Jiranyakul
International Journal of Energy Economics and Policy Kapak
International Journal of Energy Economics and Policy
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Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand

Abstract

The main objective of this study is to directly examine the relation between real oil price and real effective exchange rate in Thailand during July 1997 to December 2013. Under the floating exchange rate regime, bilateral exchange rates are expected to fluctuate more than under the fixed exchange rate regime. The monthly data of real effective exchange rate index and real oil price are used. The results from this study reveal that there is no cointegration and causality in levels of the two series. However, an increase in oil price volatility causes real exchange rate volatility to increase. This main finding gives some policy implications to policy makers.

Keywords

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Komain Jiranyakul Bu kişi benim

Yayımlanma Tarihi

1 Haziran 2015

Gönderilme Tarihi

1 Haziran 2015

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2015 Cilt: 5 Sayı: 2

IZ

https://izlik.org/JA48EL57ZK

Kaynak Göster

RIS / Bibtex
APA
Jiranyakul, K. (2015). Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand. International Journal of Energy Economics and Policy, 5(2), 574-579. https://izlik.org/JA48EL57ZK
AMA
1.Jiranyakul K. Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand. IJEEP. 2015;5(2):574-579. https://izlik.org/JA48EL57ZK
Chicago
Jiranyakul, Komain. 2015. “Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand”. International Journal of Energy Economics and Policy 5 (2): 574-79. https://izlik.org/JA48EL57ZK.
EndNote
Jiranyakul K (01 Haziran 2015) Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand. International Journal of Energy Economics and Policy 5 2 574–579.
IEEE
[1]K. Jiranyakul, “Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand”, IJEEP, c. 5, sy 2, ss. 574–579, Haz. 2015, [çevrimiçi]. Erişim adresi: https://izlik.org/JA48EL57ZK
ISNAD
Jiranyakul, Komain. “Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand”. International Journal of Energy Economics and Policy 5/2 (01 Haziran 2015): 574-579. https://izlik.org/JA48EL57ZK.
JAMA
1.Jiranyakul K. Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand. IJEEP. 2015;5:574–579.
MLA
Jiranyakul, Komain. “Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand”. International Journal of Energy Economics and Policy, c. 5, sy 2, Haziran 2015, ss. 574-9, https://izlik.org/JA48EL57ZK.
Vancouver
1.Komain Jiranyakul. Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand. IJEEP [Internet]. 01 Haziran 2015;5(2):574-9. Erişim adresi: https://izlik.org/JA48EL57ZK