This paper examines the long-run and short-run determinants of unleaded petrol price in Australia’s capital cities … mainly determined by Tapis crude oil and Singapore petrol prices. There is some evidence of asymmetric price adjustments in … the short-run since petrol price increases have been mostly passed on to the consumer faster than price decreases in four …

income in Turkey in terms of taxation. A comparison of the price of diesel fuel in Turkey with the price of diesel fuel in …

This study was conducted to explore the varying volatility of world rice price for the period 1961 to 2008 using … stochastic variation and asymmetries in the world rice price. The results indicate that EGARCH model gives better estimate of the … volatility of world rice price. Furthermore the EGARCH model was able to describe the asymmetric volatility in the world price of …

that some symptoms of asymmetry were found in all exchange rates except for CZK/EUR. However, the most distinct effects are …

We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific … of hedging strategies including OLS and both Symmetric and Asymmetric GARCH models. Our findings show that asymmetry …

responses to wholesale price shocks. The analysis is performed on data collected daily from individual fuel stations in the …We explore the effect of cross-sectional aggregation of data on estimation and test of asymmetric retail fuel price …

, since Central Bankers may be more sensitive to the potential inflationary threats entailed by high oil price increases than … seems to react asymmetrically: only oil price increases influence its decision setting, not oil prices decreases. Monetary … policy may thus transmit and amplify the asymmetry in the relationship between oil prices and activity in the euro area …