The paper presents univariate and panel unit root tests for gasoline and oil price convergence over the last decade. We … convergence ; law of one price ; gasoline ; international taxation ; European integration ; panel unit roots … test for the absolute versus relative version of the law of one price (LOOP) and estimate the speed of convergence as well …

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 … over time. Our results show that the absolute version of the LOOP cannot be supported. Constant price differences between …

-varying coefficient estimation applying the Kalman filter, to test whether price convergence between different locations is really taking …This paper provides a textbook example of integration between commodity markets, and the subsequent price convergence … or absence thereof. We analyze price relations between spot markets for natural gas in Europe. We apply time …