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 …

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 …

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 …

This paper presents evidence that the price of oil does not respond contemporaneously to shocks to the US gasoline … market. We find no support for the hypothesis of feedback from the US gasoline market to the price of oil, justifying the … implications for tests of asymmetric gasoline price responses and forecasting models of the price of crude oil. …

effects of ethanol demand and supply shocks on the real prices of crude oil and US gasoline. Ethanol demand in the US is … develop a joint structural Vector Auto Regression (VAR) model of the global crude oil, US gasoline, and US ethanol markets to … driven mainly by government support in the form of tax credits and blending mandates. Shocks to ethanol demand therefore …

variance in five energy markets – crude oil, gasoline, heating oil, propane, and natural gas – using daily data over the period …