lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long …-run relationships and short-run dynamics. The paper also focuses on the asymmetric effects of covariates and a nonlinear ARDL (NARDL …) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration …

lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long …-run relationships and short-run dynamics. The paper also focuses on the asymmetric effects of covariates and a nonlinear ARDL (NARDL …) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration …

. Fractional integration and cointegration methodologies are used to analyze the degree of persistence and to understand the long …

Using multiple econometrics methods, this paper examines the cointegration and causality relationships between the … cointegration between prices in adjacent markets, crude oil spot and gasoline spot as well as gasoline spot and gasoline futures … cointegration in the chain of crude oil spot, gasoline spot, and gasoline futures markets. Among other results, we observe a bi …

shows that world oil prices play an important role in the appreciation of the exchange rates of oil-exporting developing … increasing importance of these economies in the world’s energy markets, this paper examines the role of oil prices in the …

quarterly data from 1987Q1 to 2015Q4. We employ both the Linear ARDL and Nonlinear ARDL models and we also account for multiple …