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Do Retail Gasoline Prices Adjust Symmetrically to Crude Oil Price Changes? The Case of the Greek Oil Market

Bragoudakis, Zacharias - 2018

The purpose of the present paper is to test for asymmetry in the Greek retail gasoline price adjustments to crude oil … price changes for the period January 2005-July 2012.The empirical analysis provides evidence that the adjustment of gasoline … gasoline prices when crude oil prices fall, but rush to increase them when crude oil prices rise, in an effort to maximise …

Persistent link: https://www.econbiz.de/10012926819

Storing Wind for a Rainy Day : What Kind of Electricity Does Denmark Export?

Green, Richard; Vasilakos, Nicholas V. - 2011

Physical laws mean that it is generally impossible to identify which power stations are exporting to another country, but economic logic offers strong clues. On windy days, Denmark tends to export electricity to its neighbours, and to import power on calm days. Storing electricity in this way...

Persistent link: https://www.econbiz.de/10014179610

How is Volatility in Commodity Markets Linked to Oil Price Shocks?

Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - 2015

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities. To achieve this goal, we decompose an oil price shock to its underlying components, including macroeconomics and oil specific shocks. The applied methodology is the structural...

Persistent link: https://www.econbiz.de/10011451175

How is volatility in commodity markets linked to oil price shocks?

Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - 2015

Persistent link: https://www.econbiz.de/10011438674

How is Volatility in Commodity Markets Linked to Oil Price Shocks?

Ahmadi, Maryam - 2016

Persistent link: https://www.econbiz.de/10013001018

Volatility in Electricity Derivative Markets : The Samuelson Effect Revisited

Jaeck, Edouard - 2017

This article proposes an empirical study of the Samuelson effect in electricity markets. Our motivations are twofold. First, although the literature largely assesses the decreasing pattern in the volatilities along the price curve in commodity markets, it has not extensively tested the presence...

Persistent link: https://www.econbiz.de/10012973295

Oil price drivers, geopolitical uncertainty and oil exporters' currencies

Akram, Qaisar Farooq - 2019

Empirical relationships between crude oil prices and exchange rates of oil exporting countries tend to vary over time. I use econometric models of the norwegian and canadian nominal exchange rates to investigate whether such time-variation could reflect shifts in the key oil price drivers over...

Persistent link: https://www.econbiz.de/10012214320

Return and volatility spillovers between Chinese and US clean energy related stocks

Janda, Karel; Kristoufek, Ladislav; Zhang, Binyi - 2022

This paper aims to empirically investigate the dynamic connectedness between oil prices and stock returns of clean energy-related and technology companies in China and U.S. financial markets. We apply three multivariate GARCH model specifications (CCC, DCC and ADCC) to investigate the return and...

Persistent link: https://www.econbiz.de/10013295975

Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach

Gupta, Rangan; Pierdzioch, Christian - In: Financial innovation : FIN 9 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014288917

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

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