Atil, Ahmed; Lahiani, Amine; Nguyen, Duc Khuong - In: Energy Policy 65 (2014) C, pp. 567-573
In this article, we use the recently developed nonlinear autoregressive distributed lags (NARDL) model to examine the pass-through of crude oil prices into gasoline and natural gas prices. Our approach allows us to simultaneously test the short- and long-run nonlinearities through positive and...