Bettendorf, Leon; Geest, Stephanie van der; Kuper, Gerard H. - 2005
in the daily retail price for gasoline (taxes excluded) for the period 1996-2004 taking care of volatility clustering by … prices. This implies timing or pattern asymmetry. This asymmetry starts three days after the change in the spot price and …This paper analyzes adjustments in the Dutch retail gasoline prices. We estimate an error correction model on changes …
