Dynamic Relationship between the Return of Gold, Crude Oil, and the Stock Exchange of Thailand Based on a Vector Autoregressive Model
This research aims to investigate the dynamic relationship between the return of gold (RGOLD), crude oil (RCO), and the stock exchange of Thailand (RSET) using the Vector Autoregressive model: VAR(p) to analyze the secondary monthly data from January 2002 to October 2022. The paper reports three ke...
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| Format: | Article |
| Language: | English |
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EconJournals
2022-07-01
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| Series: | International Journal of Energy Economics and Policy |
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| Online Access: | https://econjournals.com/index.php/ijeep/article/view/13231 |