Study the Possibility of Address Complex Models in Linear and Non-Linear Causal Relationships between Oil Price and GDP in KSA: Using the Combination of Toda-Yamamoto, Diks-Panchenko and VAR Approach
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- Suripto & Supriyanto, 2021. "The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 155-162.
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More about this item
Keywords
Linear and Non-Linear Causal; Toda and Yamamoto; Diks-Panchenko; VAR Approach; Oil Price; Gross Domestic Product;All these keywords.
JEL classification:
- O1 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development
- Q3 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation
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