Examining the link between world oil price volatility and sectoral stock performance in Indonesia
This study examines how world oil price volatility and exchange rate fluctuations affect sectoral stock indices in Indonesia, an oil-importing emerging market. Using daily data from 2012 to 2024 and the Threshold Generalized Autoregressive Conditional Heteroscedasticity (T-GARCH) model within the fr...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2025-12-01
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| Series: | Cogent Economics & Finance |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/23322039.2025.2535484 |
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