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A co-integration analysis of the interdependencies between crude oil and distillate fuel prices

Aduda, Jane; Weke, Patrick; Ngare, Philip - In: Journal of mathematical finance 8 (2018) 2, pp. 478-496

Persistent link: https://www.econbiz.de/10011875349

Are unleaded gasoline and diesel price adjustments symmetric? : a comparison of the four largest EU retail fuel markets

Karagiannis, Stelios; Panagopoulos, Yannis; Vlamis, … - In: Economic modelling 48 (2015), pp. 281-291

Persistent link: https://www.econbiz.de/10011455659

Taxation and the asymmetric adjustment of selected retail energy prices in the UK

Greenwood-Nimmo, Matthew; Shin, Yongcheol - In: Economics letters 121 (2013) 3, pp. 411-416

Persistent link: https://www.econbiz.de/10010392158

Forecasting gasoline prices with mixed random forest error correction models

Escribano, Álvaro; Wang, Dandan - 2020

Persistent link: https://www.econbiz.de/10012310571

Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market

Escribano, Álvaro; Torrado, María - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19

Persistent link: https://www.econbiz.de/10011965358

Asymmetries, outliers and structural stability in the US gasoline market

Bagnai, Alberto; Mongeau Ospina, Christian Alexander - In: Energy economics 69 (2018), pp. 250-260

Persistent link: https://www.econbiz.de/10011941284

Oil price volatility and the asymmetric response of gasoline prices to oil increases and decreases

Radchenko, Stanislav - In: Energy economics 27 (2005) 5, pp. 708-730

Persistent link: https://www.econbiz.de/10003117588

The Asymmetric Volatility of Platinum and Palladium Futures

Gregory, Richard Paul - 2010

I test for the presence of asymmetric volatility in the Platinum and Palladium futures markets. My investigation is …. Platinum futures volatility exhibits no asymmetry … based on a variant of the heterogeneous autoregressive volatility model, using daily realized variance and return series …

Persistent link: https://www.econbiz.de/10013144283

Energy price uncertainty and decreasing pass-through to core inflation

Pirzada, Ahmed Jamal - 2017

Persistent link: https://www.econbiz.de/10011656971

Nearest neighbor forecasts of precious metal rates of return

Frank, Murray Z. - In: Nonlinear dynamics in economics and social sciences : …, (pp. 238-251). 1993

Persistent link: https://www.econbiz.de/10001313784

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