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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
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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
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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
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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
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On the Robustness of Robustness Checks of the Environmental Kuznets Curve
Galeotti, Marzio; Manera, Matteo; Lanza, Alessandro - 2006
emissions or concentrations and per capita GDP - and, in case of unit roots, on the cointegration property that must be present … long-run relationship exhibits an inverted-U pattern. On the basis of panel integration and cointegration tests for sulphur … tests of fractional panel integration and cointegration. As an example we use the controversial case of carbon dioxide …
Persistent link: https://www.econbiz.de/10010312579
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On the Robustness of Robustness Checks of the Environmental Kuznets Curve
Galeotti, Marzio; Manera, Matteo; Lanza, Alessandro - Fondazione ENI Enrico Mattei (FEEM) - 2006
emissions or concentrations and per capita GDP – and, in case of unit roots, on the cointegration property that must be present … long-run relationship exhibits an inverted-U pattern. On the basis of panel integration and cointegration tests for sulphur … tests of fractional panel integration and cointegration. As an example we use the controversial case of carbon dioxide …
Persistent link: https://www.econbiz.de/10005230865
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On the Robustness of Robustness Checks of the Environmental Kuznets Curve
Galeotti, Marzio; Manera, Matteo; Lanza, Alessandro - Dipartimento di Statistica, Università degli Studi di … - 2006
emissions or concentrations and per capita GDP – and, in case of presence of unit roots, on the cointegration property that must … whether the long-run relationship exhibits an inverted-U pattern. On the basis of panel integration and cointegration tests … out tests of fractional panel integration and cointegration. As an example we use the controversial case of carbon dioxide …
Persistent link: https://www.econbiz.de/10005260573
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On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis
Galeotti, Marzio; Manera, Matteo; Lanza, Alessandro - 2013
, in case of presence of unit roots, on the cointegration property that must be present for the EKC to be a well … basis of panel integration and cointegration tests for sulfur, Stern (2002, 2003) and Perman and Stern (1999, 2003) have … conclusions can be arrived at when carrying out tests of system fractional integration and cointegration. As an example we use the …
Persistent link: https://www.econbiz.de/10014217875
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On the Robustness of Robustness Checks of the Environmental Kuznets Curve
Galeotti, Marzio; Manera, Matteo; Lanza, Alessandro - 2013
emissions or concentrations and per capita GDP - and, in case of unit roots, on the cointegration property that must be present … long-run relationship exhibits an inverted-U pattern. On the basis of panel integration and cointegration tests for sulphur … tests of fractional panel integration and cointegration. As an example we use the controversial case of carbon dioxide …
Persistent link: https://www.econbiz.de/10014059743
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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
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