periods characterized by sustainable linear trends in the difference between the headline consumer price index (CPI) and the … the evolution of motor fuel price (a subcategory of the consumer price index of transportation) relative to the core CPI … as a linear function of time. Under our framework, all price deviations from this linear trend are transient and the …

We assess the fuel-food price linkage models of the structural and of the time series nature with the main attention …-correction analysis of fuel-food commodity price level co-movement towards inclusion of biodiesel and ethanol prices directly into … analysis, towards consideration of both price levels and price volatilities, and towards growing sophistication of econometric …

For the biofuel markets and related commodities, we study their price transmission, which is in fact equivalent to … studying price cross-elasticities. Importantly, we focus on the price dependence of the price transmission mechanism. Several …

crude oil prices per liter translates into a 1.2 cent increase in the retail gasoline price at peak level six months after … negative price shocks on the retail gasoline price. Finally, the paper underscores the importance of the new dataset in …This paper assesses the dynamic pass-through of crude oil price shocks to retail fuel prices using a novel database on …

assets in Europe, USA and Brazil. The analysis uses a comprehensive dataset covering price data for 38 traded titles over the … period 2003-2020. We utilize the minimum spanning tree approach to identify price connections in a complex trading system …. Our analysis of mutual price connections discovers the major defining features of world leading biofuels markets during …

We propose a new approach to analyze relationships and dependencies between price series. For the biofuels markets and … the related commodities, we study their mutual responsiveness, which can be understood as price cross … their production factors as well as their substitute fossil fuels (ethanol with corn, sugarcane and the US gasoline; and …