Are retail prices of ethanol, gasoline and natural gas in the midwest cointegrated? : an asymmetric threshold cointegration analysis
Year of publication: |
2015
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Authors: | Koto, Prosper Senyo |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 77.2015, p. 79-93
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Subject: | Ethanol prices | Natural gas | Gasoline prices | Threshold cointegration | Error correction model | Bi-directional causality | Renewable Fuels Standard (RFS) | Kointegration | Cointegration | Benzin | Gasoline | Preis | Price | Biokraftstoff | Biofuel | Erdgas | Erdgasmarkt | Natural gas market | Benzinpreis | Gasoline price | Ölpreis | Oil price |
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