the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …

the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …

estimate the market's expectations of the prices of ethanol, unfinished motor gasoline and crude oil at horizons from three …It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in …) is likely to have increased ethanol price expectations by as much $1.45 in the year before and in the year after the …

estimate the market’s expectations of the prices of ethanol, unfinished motor gasoline and crude oil at horizons from three …It is commonly believed that the response of the price of corn ethanol (and hence of the price of corn) to shifts in …) is likely to have increased ethanol price expectations by as much $1.45 in the year before and in the year after the …

We reinvestigate the "rockets and feathers" effect between retail gasoline and crude oil prices in a new framework of … complicated time series characteristics. On the dataset of seven national gasoline prices, we find no statistically significant … asymmetry. The proposed methodology is not limited to the gasoline and crude oil case but it can be utilized for any asymmetric …

debate: What are energy price shocks and where do they come from? How responsive is energy demand to changes in energy prices …? How do consumers’ expenditure patterns evolve in response to energy price shocks? How do energy price shocks affect real … energy price decreases do not seem to cause expansions? Why has there been a surge in gasoline prices in recent years? Why …

the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …

prices. The Kalman Filter methodology is applied to estimate the model for crude oil, heating oil and gasoline futures …