Asymmetric price transmission in the US and German fuel markets : a quantile autoregression approach
Karsten Schweikert
| Year of publication: |
2019
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| Authors: | Schweikert, Karsten |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 56.2019, 3, p. 1071-1095
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| Subject: | Asymmetric price transmission | Cointegration | Crude oil | Diesel | Gasoline | Quantile autoregression | Deutschland | Germany | Kointegration | Benzin | Preis | Price | Ölpreis | Oil price | USA | United States | Schätzung | Estimation | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom | Monte-Carlo-Simulation | Monte Carlo simulation | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1376-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012041695