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Cointegration and US regional gasoline prices : testing market efficiency from the stationarity of price proportions

Hunter, John; Tabaghdehi, Seyedeh Asieh - 2013

Persistent link: https://www.econbiz.de/10009731971

Nexus between fuel prices and energy consumption in ASEAN region : role of coal, gas and oil prices

Tarasawatpipat, Chaisri; Mekhum, Witthaya - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 553-558

Persistent link: https://www.econbiz.de/10012586032

Modeling UK natural gas prices when gas prices periodically decouple from the oil price

Asche, Frank; Oglend, Atle; Osmundsen, Petter - 2015

about cointegration relationships, price adjustments and relative values. We propose the use of regime-switching models to …, conventional linear models of price dynamics such as the Vector Error Correction Model (VECM) can lead to erroneous inferences … address these issues. Our regime switching model uses price data to infer whether pricing is oil-driven (integrated) or gas …

Persistent link: https://www.econbiz.de/10010486860

UK natural gas : gas-specific or oil driven pricing?

Asche, Frank; Oglend, Atle; Osmundsen, Petter - 2013

In this paper we investigate the time-varying relationship between oil and natural gas in the UK. We develop a model where relative prices can move between pricing-regimes; markets switch between being decoupled and integrated. Our model endogenously accounts for periods where oil and natural...

Persistent link: https://www.econbiz.de/10010212645

Interfuel competition as a factor in the evolution of natural gas pricing in Europe

Komlev, S. L.; Chapaikin, D. A. - In: Studies on Russian economic development 34 (2023) 5, pp. 609-617

Persistent link: https://www.econbiz.de/10014384212

History and prospects of natural gas pricing in Continental Europe in conditions of instability of world oil prices

Elyakov, Alexander Lvovich; Elyakova, Isabella Damdinovna; … - In: European research studies 20 (2017) 4A, pp. 323-338

Persistent link: https://www.econbiz.de/10012219437

Rising household diesel consumption in the United States : a cause for concern? ; evidence on asymmetric pricing

Fosten, Jack - In: Energy economics 34 (2012) 5, pp. 1514-1522

Persistent link: https://www.econbiz.de/10009688015

Asymmetric price adjustments in the fuel markets

Leszkiewicz-Kędzior, Katarzina; Welfe, Aleksander - In: Central European journal of economic modelling and … 6 (2014) 2, pp. 105-127

Persistent link: https://www.econbiz.de/10010503052

Who is responsible for asymmetric fuel price adjustments? : an application of the threshold cointegrated VAR model

Gosińska, Emilia; Leszkiewicz-Kędzior, Katarzyna; … - In: Baltic journal of economics 20 (2020) 1, pp. 59-73

The purpose of the paper is to test the hypothesis about asymmetric price transmission between the fuel markets. The … asymmetric price adjustments (especially in new EU member states) is the behaviour of petrol stations and not of oil companies … the CVAR equation as a result of a data generating process distortion is limited by its presence in the cointegration …

Persistent link: https://www.econbiz.de/10012257595

What matters for consumer sentiment in the euro area? : world crude oil price or retail gasoline price?

Clerides, Sofronis; Krokida, Styliani-Iris; … - In: Energy economics 105 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013201943