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Do gasoline prices converge in a unified Europe with non-harmonized tax rates?
Dreher, Axel; Krieger, Tim - 2004
The paper presents univariate and panel unit root tests for gasoline and oil price convergence over the last decade. We …
Persistent link: https://www.econbiz.de/10010297097
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Is arbitrage tying the price of ethanol to that of gasoline? Evidence from the uptake of flexible-fuel technology
Salvo, Alberto; Huse, Christian; Goldbaum, Sergio; … - 2007
developing a successful substitute for gasoline merits attention. Brazil is the only sizable economy to date to have developed a … consumers, across ethanol and gasoline at the pump. We show that the model stands up well to the empirical covariation in prices … the retail price of ethanol to that of gasoline. Of relevance to the current food-versus-fuel" debate, the outward shift …
Persistent link: https://www.econbiz.de/10010270319
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Do gasoline prices converge in a unified Europe with non-harmonized tax rates?
Dreher, Axel; Krieger, Tim - 2005
The paper presents univariate and panel unit root tests for gasoline and oil price convergence over the last decade. We …
Persistent link: https://www.econbiz.de/10010285905
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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/10011335674
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Der Zusammenhang zwischen Benzin- und Rohölpreis. Analyse mit Hilfe von Transferfunktionsmodellen bzw. Fehlerkorrekturansätzen
Wüger, Michael - 1999
Gemäß der Preisstatistik der Europäischen Kommission waren die Kraftstoffpreise in Österreich durchwegs höher als in den Nachbarländern. Die Preisdifferenz kann Standorts- aber auch wettbewerbsbedingt sein. Die Wettbewerbsintensität beeinflußt nicht nur das Preisniveau, sondern auch die...
Persistent link: https://www.econbiz.de/10011435050
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Crude oil prices and the euro-dollar exchange rate: A forecasting exercise
Crespo Cuaresma, Jesus; Breitenfellner, Andreas - 2008
If oil exporters stabilize the purchasing power of their export revenues in terms of imports, exchange rate developments (and particularly, developments in the US dollar/euro exchange rate) may contain information about oil price changes. This hypothesis depends on three conditions: (a) OPEC has...
Persistent link: https://www.econbiz.de/10010293389
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Modelling and forecasting oil prices: The role of asymmetric cycles
Crespo Cuaresma, Jesus; Jumah, Adusei; Karbuz, Sohbet - 2007
We propose a new time series model aimed at forecasting crude oil prices. The proposed specification is an unobserved components model with an asymmetric cyclical component. The asymmetric cycle is defined as a sine-cosine wave where the frequency of the cycle depends on past oil price...
Persistent link: https://www.econbiz.de/10010293428
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Does the Iranian oil supply matter for the oil prices?
Farzanegan, Mohammad Reza - 2012
There is an increasing tension between the Iranian Government and the west on an increasingly likely European oil embargo and the Iranian threat to close the Strait of Hormuz. The main question is: What will happen to the international oil prices in the case of shocks in the flow of Iranian oil...
Persistent link: https://www.econbiz.de/10010294407
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Oil price shocks: Demand vs supply in a two-country model
Campolmi, Alessia - 2008
From the last quarter of 2001 to the third quarter of 2005 the real price of oil increased by 103%. Such an increase is comparable to the one experienced during the oil shock of 1973. At the same time, the behaviour of real GDP growth, Consumer Price inflation (CPI inflation), GDP Deflator...
Persistent link: https://www.econbiz.de/10010322434
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Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - 2013
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models, including GARCH, EGARCH, and GJR models, are used to...
Persistent link: https://www.econbiz.de/10010326493