in the daily retail price for gasoline (taxes excluded) for the period 1996-2004 taking care of volatility clustering by … estimating an EGARCH model. It turns out the volatility process is asymmetrical: an unexpected increase in the producer price has … amount asymmetry. However, there is a faster reaction to upward changes in spot prices than to downward changes in spot …

in the daily retail price for gasoline (taxes excluded) for the period 1996-2004 taking care of volatility clustering by … estimating an EGARCH model. It turns out the volatility process is asymmetrical: an unexpected increase in the producer price has … amount asymmetry. However, there is a faster reaction to upward changes in spot prices than to downward changes in spot …

in the daily retail price for gasoline (taxes excluded) for the period 1996-2004 taking care of volatility clustering by … estimating an EGARCH model. It turns out the volatility process is asymmetrical: an unexpected increase in the producer price has … amount asymmetry. However, there is a faster reaction to upward changes in spot prices than to downward changes in spot …

's inventory model of commodity price dynamics. We show that asymmetry in gasoline price dynamics is caused by changes in the net … lowers gasoline prices. The former effect is stronger. This indicates asymmetric dynamics. We also analyze the asymmetry …

in the daily retail price for gasoline (taxes excluded) for the period 1996-2004, taking care of volatility clustering by … estimating an EGARCH model. It turns out that the volatility process is asymmetrical: a positive shock to the retail price has a … changes in spot prices in the short run. This asymmetry starts 3 days after the change in the spot price and lasts for 4 days. …

and negative changes of oil price, the impact of oil price increases is found to be greater. Finally, the asymmetry is …

This study was conducted to explore the varying volatility of world rice price for the period 1961 to 2008 using … volatility of world rice price. Furthermore the EGARCH model was able to describe the asymmetric volatility in the world price of …

if oil prices rise and more slowly if oil prices fall. We use the simple and dynamic asymmetry models, error correction …