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Fuel price volatility and asymmetric transmission of crude oil price changes to fuel prices

Zlatcu, Iuliana; Kubinschi, Matei; Barnea, Dinu - In: Theoretical and applied economics : GAER review 22 (2015) 4, pp. 33-44

Persistent link: https://www.econbiz.de/10011558992

The Stable Relationship Between Crude Oil Price and Petrol Price : Evidence From Multivariate GARCH Models

Nguyen, Tuan - 2014

This study investigates the relationship between crude oil price and petrol price, as well as their behavior using daily U.S. price series in the period from January 11, 1988 to May 20, 2011. We find that uni-variate GARCH (1,1) is likely the most suitable model to measure the volatility of...

Persistent link: https://www.econbiz.de/10013063609

Another perspective on gasoline price responses to crude oil price changes

Rahman, Sajjadur - In: Energy economics 55 (2016), pp. 10-18

Persistent link: https://www.econbiz.de/10011663074

Oil, uncertainty, and gasoline prices

Chang, Dongfeng; Serletis, Apostolos - In: Macroeconomic dynamics 22 (2018) 3, pp. 546-561

Persistent link: https://www.econbiz.de/10011916647

European gasoline markets : price transmission asymmetries in mean and variance

Torrado, María; Escribano, Álvaro - 2020

Persistent link: https://www.econbiz.de/10012158754

Mitigating volatile US gasoline prices and internalizing external costs : a win-win fuel portfolio

Zhang, Zibin; Lohr, Luanne; Escalante, Cesar L.; … - In: American journal of agricultural economics 90 (2008) 5, pp. 1218-1225

Persistent link: https://www.econbiz.de/10003783037

Do daily retail gasoline prices adjust asymmetrically?

Bettendorf, Leon; Geest, Stephanie van der; Kuper, Gerard H. - 2005

This paper analyzes adjustments in the Dutch retail gasoline prices. We estimate an error correction model on changes … in the daily retail price for gasoline (taxes excluded) for the period 1996-2004 taking care of volatility clustering by …

Persistent link: https://www.econbiz.de/10011343273