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Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2014
the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …
Persistent link: https://www.econbiz.de/10010398437
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Forecasting the oil-gasoline price relationship : do asymmetries help?
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - In: Energy economics 46 (2014), pp. 44-56
Persistent link: https://www.econbiz.de/10011299352
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Forecasting the oil-gasoline price relationship : should we care about the rockets and the feathers?
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2014
the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …
Persistent link: https://www.econbiz.de/10010251557
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Rockets and feathers revisited : an international comparison on European gasoline markets
Galeotti, Marzio; Lanza, Alessandro; Manera, Matteo - 2002
Persistent link: https://www.econbiz.de/10001658569
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Rockets and feathers revisited : an international comparison on gasoline markets
Galeotti, Marzio; Lanza, Alessandro; Manera, Matteo - 2001
Persistent link: https://www.econbiz.de/10001625192
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Rockets and feathers revisited : an international comparison on European gasoline markets
Galeotti, Marzio; Lanza, Alessandro; Manera, Matteo - In: Energy economics 25 (2003) 2, pp. 175-190
Persistent link: https://www.econbiz.de/10001756363
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Rockets and feathers revisited : an international comparison on European gasoline markets
Galeotti, Marzio; Lanza, Alessandro; Manera, Matteo - 2002
of gasoline. Relative to the previous literature, the distinguishing features of the present paper are: i) use of updated … and comparable data to carry out an international comparison of gasoline markets; ii) two-stage modeling of the … transmission of oil price shocks to gasoline prices (first refinery stage and second distribution stage), in order to assess …
Persistent link: https://www.econbiz.de/10011596079
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Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - Istituto di Economia e Politica dell'Energia e … - 2014
the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …
Persistent link: https://www.econbiz.de/10010940844
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Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - Fondazione ENI Enrico Mattei (FEEM) - 2014
the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …
Persistent link: https://www.econbiz.de/10010752411
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Forecasting the oil–gasoline price relationship: Do asymmetries help?
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - In: Energy Economics 46 (2014) S1, pp. 44-44
the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …
Persistent link: https://www.econbiz.de/10011115916