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Bayesian Estimation and Selection of Nonlinear Vector Error Correction Models : The Case of the Sugar-Ethanol-Oil Nexus in Brazil

Balcombe, Kelvin G.; Rapsomanikis, George - 2015

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is … examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil … processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices …

Persistent link: https://www.econbiz.de/10014217316

The relationship between crude oil and natural gas prices : the role of the exchange rate

Hartley, Peter Reginald; Medlock, Kenneth B., III - In: The energy journal 35 (2014) 2, pp. 25-44

Persistent link: https://www.econbiz.de/10010428249

A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices

Chen, Li-Hsueh; Finney, Miles M.; Lai, Kon-sun - In: Economics letters 89 (2005) 2, pp. 233-239

Persistent link: https://www.econbiz.de/10003172212

The impact of crude oil import prices on household natural gas prices : the case of Turkey

Tatlı, Halim; Barak, Doğan - In: Journal of economic cooperation & development 41 (2020) 4, pp. 27-54

Persistent link: https://www.econbiz.de/10012594521

Price pass-through in US gasoline markets

Blair, Benjamin F.; Campbell, Randall C.; Mixon, Phillip A. - In: Energy economics 65 (2017), pp. 42-49

Persistent link: https://www.econbiz.de/10011803884

Re-Examining Crude Oil and Natural Gas Price Relationship : Evidence from Time-Varying Regime-Switching Models

Hasanov, Mübariz - 2023

In this paper, we examine the relationship between crude oil and natural gas prices. Using smooth transition regression modelling approach, we find that both the long-run and short-run relationships between oil and gas prices are more aptly modelled by simultaneous structural breaks and...

Persistent link: https://www.econbiz.de/10014260009