{"id":"https://openalex.org/W2900480999","doi":"https://doi.org/10.1007/978-3-030-04200-4_82","title":"Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables","display_name":"Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables","publication_year":2018,"publication_date":"2018-11-23","ids":{"openalex":"https://openalex.org/W2900480999","doi":"https://doi.org/10.1007/978-3-030-04200-4_82","mag":"2900480999"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-04200-4_82","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-04200-4_82","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","raw_type":"book-chapter"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5014753958","display_name":"Worrawat Saijai","orcid":null},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Worrawat Saijai","raw_affiliation_strings":["Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020022323","display_name":"Woraphon Yamaka","orcid":"https://orcid.org/0000-0002-0787-1437"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Woraphon Yamaka","raw_affiliation_strings":["Centre of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5049362452","display_name":"Paravee Maneejuk","orcid":"https://orcid.org/0000-0002-3794-6161"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Paravee Maneejuk","raw_affiliation_strings":["Centre of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5058887761","display_name":"Songsak Sriboonchitta","orcid":"https://orcid.org/0000-0002-3511-5452"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Songsak Sriboonchitta","raw_affiliation_strings":["Centre of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5014753958"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.17982148,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1121","last_page":"1131"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12617","display_name":"Energy, Environment, and Transportation Policies","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/2105","display_name":"Renewable Energy, Sustainability and the Environment"},"field":{"id":"https://openalex.org/fields/21","display_name":"Energy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10438","display_name":"Energy, Environment, Economic Growth","score":0.9832000136375427,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.8055602312088013},{"id":"https://openalex.org/keywords/inflation","display_name":"Inflation (cosmology)","score":0.6952776312828064},{"id":"https://openalex.org/keywords/spillover-effect","display_name":"Spillover effect","score":0.6688299775123596},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.6153885722160339},{"id":"https://openalex.org/keywords/producer-price-index","display_name":"Producer price index","score":0.5247502326965332},{"id":"https://openalex.org/keywords/consumer-price-index","display_name":"Consumer price index (South Africa)","score":0.5142757296562195},{"id":"https://openalex.org/keywords/price-level","display_name":"Price level","score":0.4946546256542206},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4912840723991394},{"id":"https://openalex.org/keywords/wholesale-price-index","display_name":"Wholesale price index","score":0.48542651534080505},{"id":"https://openalex.org/keywords/oil-price","display_name":"Oil price","score":0.4843645989894867},{"id":"https://openalex.org/keywords/interest-rate","display_name":"Interest rate","score":0.4825948476791382},{"id":"https://openalex.org/keywords/price-index","display_name":"Price index","score":0.47428685426712036},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.454540491104126},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.4307987689971924},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.4161864221096039},{"id":"https://openalex.org/keywords/monetary-policy","display_name":"Monetary policy","score":0.2694048285484314},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.2615727186203003},{"id":"https://openalex.org/keywords/mid-price","display_name":"Mid price","score":0.22833406925201416},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.08688661456108093}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.8055602312088013},{"id":"https://openalex.org/C200941418","wikidata":"https://www.wikidata.org/wiki/Q273508","display_name":"Inflation (cosmology)","level":2,"score":0.6952776312828064},{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.6688299775123596},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.6153885722160339},{"id":"https://openalex.org/C111280770","wikidata":"https://www.wikidata.org/wiki/Q2414538","display_name":"Producer price index","level":4,"score":0.5247502326965332},{"id":"https://openalex.org/C109913693","wikidata":"https://www.wikidata.org/wiki/Q5164708","display_name":"Consumer price index (South Africa)","level":3,"score":0.5142757296562195},{"id":"https://openalex.org/C34881761","wikidata":"https://www.wikidata.org/wiki/Q1936341","display_name":"Price level","level":2,"score":0.4946546256542206},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4912840723991394},{"id":"https://openalex.org/C145021104","wikidata":"https://www.wikidata.org/wiki/Q3630992","display_name":"Wholesale price index","level":4,"score":0.48542651534080505},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.4843645989894867},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.4825948476791382},{"id":"https://openalex.org/C178131030","wikidata":"https://www.wikidata.org/wiki/Q631360","display_name":"Price index","level":2,"score":0.47428685426712036},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.454540491104126},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4307987689971924},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.4161864221096039},{"id":"https://openalex.org/C126285488","wikidata":"https://www.wikidata.org/wiki/Q178476","display_name":"Monetary policy","level":2,"score":0.2694048285484314},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.2615727186203003},{"id":"https://openalex.org/C162889289","wikidata":"https://www.wikidata.org/wiki/Q6841075","display_name":"Mid price","level":3,"score":0.22833406925201416},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.08688661456108093},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C33332235","wikidata":"https://www.wikidata.org/wiki/Q18362","display_name":"Theoretical physics","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-04200-4_82","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-04200-4_82","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.5299999713897705}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1480542009","https://openalex.org/W1483749231","https://openalex.org/W1610031022","https://openalex.org/W1970779382","https://openalex.org/W1979575715","https://openalex.org/W1991754041","https://openalex.org/W2037272095","https://openalex.org/W2042883439","https://openalex.org/W2044597042","https://openalex.org/W2045564168","https://openalex.org/W2111319057","https://openalex.org/W2154444290","https://openalex.org/W2156582424","https://openalex.org/W2170219361","https://openalex.org/W2329403633","https://openalex.org/W2599384686","https://openalex.org/W3121346496","https://openalex.org/W3121361634","https://openalex.org/W3124240298","https://openalex.org/W3124817356","https://openalex.org/W3125340672"],"related_works":["https://openalex.org/W878021323","https://openalex.org/W2038447293","https://openalex.org/W2077982140","https://openalex.org/W3083843112","https://openalex.org/W3123697609","https://openalex.org/W4253629178","https://openalex.org/W4379467094","https://openalex.org/W97042161","https://openalex.org/W3005204815","https://openalex.org/W3003293128"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-08-04T08:18:43.703281","created_date":"2025-10-10T00:00:00"}
