Narrow search
Showing 1 - 10 of 78
Cover Image
Econometric Models of Asymmetric Price Transmission
Manera, Matteo; Frey, Giliola - 2005
In this paper we review the existing empirical literature on price asymmetries in commodities, providing a way to classify and compare different studies which are highly heterogeneous in terms of econometric models, type of asymmetries and empirical findings. Relative to the previous literature,...
Persistent link: https://www.econbiz.de/10010312410
Cover Image
Econometric Models of Asymmetric Price Transmission
Manera, Matteo; Frey, Giliola - Fondazione ENI Enrico Mattei (FEEM) - 2005
In this paper we review the existing empirical literature on price asymmetries in commodities, providing a way to classify and compare different studies which are highly heterogeneous in terms of econometric models, type of asymmetries and empirical findings. Relative to the previous literature,...
Persistent link: https://www.econbiz.de/10005423246
Cover Image
Oil and product price dynamics in international petroleum markets
Lanza, Alessandro; Manera, Matteo; Giovannini, Massimo - 2003
and product price dynamics using cointegration and error correction models. Subsequently we use the error correction …
Persistent link: https://www.econbiz.de/10011592760
Cover Image
Oil and Product Price Dynamics in International Petroleum Markets
Lanza, Alessandro; Manera, Matteo; Giovannini, Massimo - 2013
and product price dynamics using cointegration and error correction models. Subsequently we use the error correction …
Persistent link: https://www.econbiz.de/10014074688
Cover Image
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
According to the Rockets and Feathers hypothesis (RFH), the transmission mechanism of positive and negative changes in the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting that downstream prices are more reactive to increases than...
Persistent link: https://www.econbiz.de/10010752411
Cover Image
Causality and predictability in distribution: The ethanol–food price relation revisited
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - In: Energy Economics 42 (2014) C, pp. 152-160
This paper examines the relationship between biofuels, field crops and cattle prices in the U.S. from a new perspective. We focus on predictability in distribution by asking whether ethanol returns can be used to forecast different parts of field crops and cattle returns distribution, or vice...
Persistent link: https://www.econbiz.de/10010752931
Cover Image
Forecasting the oil–gasoline price relationship: Do asymmetries help?
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - In: Energy Economics 46 (2014) S1, pp. 44-44
According to the Rockets and Feathers Hypothesis (RFH), the transmission mechanism of positive and negative changes in the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting that downstream prices are more reactive to increases than...
Persistent link: https://www.econbiz.de/10011115916
Cover Image
On the economic determinants of oil production
Cologni, Alessandro; Manera, Matteo - In: Energy Economics 44 (2014) C, pp. 68-79
In this paper, decisions regarding production in oil exporting countries are studied by means of theoretical analysis and empirical investigation. In particular, we aim at describing the relationship between oil production levels and changes in the world oil demand and prices.
Persistent link: https://www.econbiz.de/10011100091
Cover Image
Biofuels and Food Prices: Searching for the Causal Link
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - Dipartimento di Economia, Metodi Quantitativi e … - 2013
.S. second largest ethanol producer. The paper focuses on long-run relations and Granger causality linkages between ethanol and … to draw inferences about the existence of long-run relations and of short-run in-sample Granger causality and out … other commodities is extremely weak. It is concluded that, on the basis of a formal, comprehensive and rigorous causality …
Persistent link: https://www.econbiz.de/10010618397
Cover Image
Biofuels and Food Prices: Searching for the Causal Link
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - Fondazione ENI Enrico Mattei (FEEM) - 2013
.S. second largest ethanol producer. The paper focuses on long-run relations and Granger causality linkages between ethanol and … to draw inferences about the existence of long-run relations and of short-run in-sample Granger causality and out … other commodities is extremely weak. It is concluded that, on the basis of a formal, comprehensive and rigorous causality …
Persistent link: https://www.econbiz.de/10010633230