Atil, Ahmed; Lahiani, Amine; Nguyen, Duc Khuong - Institut de Préparation à l'Administration et à la … - 2014
affect gasoline prices and natural gas prices in an asymmetric and nonlinear manner, but the price transmission mechanism is … pass-through of crude oil prices into gasoline and natural gas prices. Our approach allows us to simultaneously test the … variables. It also offers the possibility to quantify the respective responses of gasoline and natural gas prices to positive …