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 …

and product price dynamics using cointegration and error correction models. Subsequently we use the error correction …In this paper we investigate crude oil and products price dynamics. We present a comparison among ten price series of … crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North …

and product price dynamics using cointegration and error correction models. Subsequently we use the error correction …In this paper we investigate crude oil and products price dynamics. We present a comparison among ten price series of … crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North …

transmission of oil price shocks to gasoline prices (first refinery stage and second distribution stage), in order to assess … asymmetries that arise from short-run deviations in input prices and from the speed at which the gasoline price reverts to its …This paper re-examines the issue of asymmetries in the transmission of shocks to crude oil prices onto the retail price …

Sharp increases in the price of oil are generally seen as a major contributor to business cycle asymmetries. Moreover … price increases, other authors have argued that the economic downturns arose from the monetary policy response to the … inflation presumably caused by oil price increases. In this paper a structural cointegrated VAR model has been considered for …

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 …