This paper aims to study the recent increase in the spread of refined-crude petroleum prices in the US. We analyze the evolution of crude oil prices, refining costs, distribution costs, and taxes, comparing the pre and post covid periods. Fractional integration and cointegration methodologies...

This paper aims to study the recent increase in the spread of refined-crude petroleum prices in the US. We analyze the evolution of crude oil prices, refining costs, distribution costs, and taxes, comparing the pre and post covid periods. Fractional integration and cointegration methodologies...

This paper uses fractional integration techniques to examine the stochastic behaviour of high and low stock prices in Europe and then to test for the possible existence of long-run linkages between them by looking at the range, i.e., the difference between the two logged series. Specifically,...