Asymmetric price transmission in the US and German fuel markets : a quantile autoregression approach
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 | Ölpreis | Oil price | USA | United States | Preis | Price | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom | Autokorrelation | Autocorrelation |
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