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dc.contributor.authorHassani, Hossein
dc.contributor.authorGhodsi, Mansi
dc.contributor.authorHuang, Xu
dc.contributor.authorSilva, Emmanuel
dc.date.accessioned2020-01-28T09:55:21Z
dc.date.available2020-01-28T09:55:21Z
dc.date.issued2020
dc.identifier.citationHassani, H., Ghodsi, M., Huang, X. and Silva, E. (2020) Is there a causal relationship between oil price and tourist arrivals? Journal of Applied Statistics,en
dc.identifier.issn1360-0532
dc.identifier.urihttps://dora.dmu.ac.uk/handle/2086/19077
dc.descriptionThe file attached to this record is the author's final peer reviewed version.en
dc.description.abstractThis application note investigates the causal relationship between oil price and tourist arrivals to further explain the impact of oil price volatility on tourism related economic activities. The analysis itself considers the time domain, frequency domain and information theory domain perspectives. Data relating to the US and nine European countries are exploited in this paper with causality tests which include time domain, frequency domain, and Convergent Cross Mapping (CCM). The CCM approach is nonparametric and therefore not restricted by assumptions. We contribute to existing research through the successful and introductory application of an advanced method, and via the uncovering of significant causal links from oil prices to tourist arrivals. Keywords: Oil price; tourist arrivals; causality; convergent cross mapping; granger causalityen
dc.language.isoenen
dc.publisherTaylor & Francisen
dc.subjecttourist arrivalsen
dc.subjectcausalityen
dc.subjectconvergent cross mappingen
dc.subjectoil priceen
dc.titleIs there a Causal Relationship between Oil Prices and Tourist Arrivals?en
dc.typeArticleen
dc.peerreviewedYesen
dc.funderNo external funderen
dc.cclicenceCC-BY-NC-NDen
dc.date.acceptance2020-01-11
dc.researchinstituteInstitute for Applied Economics and Social Value (IAESV)en


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