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 …

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 …

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. …

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 …

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 …

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 …

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 …