in the daily retail price for gasoline (taxes excluded) for the period 1996-2004 taking care of volatility clustering by … prices. This implies timing or pattern asymmetry. This asymmetry starts three days after the change in the spot price and …This paper analyzes adjustments in the Dutch retail gasoline prices. We estimate an error correction model on changes …

The paper presents univariate and panel unit root tests for gasoline and oil price convergence over the last decade. We … over time. Our results show that the absolute version of the LOOP cannot be supported. Constant price differences between …

The paper presents univariate and panel unit root tests for gasoline and oil price convergence over the last decade. We … test for the absolute versus relative version of the law of one price (LOOP) and estimate the speed of convergence as well … as its development over time. Our results show that the absolute version of the LOOP cannot be supported. Constant price …

specification for gasoline and diesel demand. Previous studies estimating gasoline consumption per total passenger cars ignore the … cars overestimate short-run income, price and car ownership elasticities. It appears that the results of standard pooled …

troublesome and we introduce two new tests to investigate possible asymmetry in the price adjustment to equilibrium under these … asymmetry. The proposed methodology is not limited to the gasoline and crude oil case but it can be utilized for any asymmetric …We reinvestigate the "rockets and feathers" effect between retail gasoline and crude oil prices in a new framework of …

Wholesale and retail trade affiliates owned by parent firms in manufacturing account for a considerable fraction of …