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Causes for an asymmetric relation between the price of crude oil and refined petroleum products
13 references·11 citing·38 second hop
Causes for an asymmetric relation between the price of crude oil and refined petroleum products (2004)Causes for an asymmetric relation between…Retail price cycles and response asymmetry (2002)Retail price cycles and respo…Prices Rise Faster than They Fall (2000)Prices Rise Faster than They …The power of tests for non-linearity: the case of Granger-Lee asymmetry (1999)The power of tests for non-li…Non-linear error correction, asymmetric adjustment and cointegration (1998)Non-linear error correction, …Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Do Gasoline Prices Respond As…Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests (1994)Approximate Asymptotic Distri…Seasonal unit roots in aggregate U.S. data (1993)Seasonal unit roots in aggreg…Search with Learning from Prices: Does Increased Inflationary Uncertainty Lead to Higher Markups (1993)Search with Learning from Pri…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes (1991)Rockets and feathers: the asy…Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models (1989)Investigation of production, …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…Optimal Gasoline Price Predictions: Leveraging the ANFIS Regression Model (2024)Optimal Gasoline Price Predic…Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures (2023)Dynamic spillovers across pre…Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID Pandemic (2021)Tail Risk Connectedness in th…Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models (2020)Forecasting crude oil and ref…Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model (2016)Asymmetric oil product pricin…Symmetric or asymmetric oil prices? A meta-analysis approach (2013)Symmetric or asymmetric oil p…Does Market Structure Influence Price Transmission in the Agro‐food Sector? A Meta‐analysis Perspective (2013)Does Market Structure Influen…Oil sensitivity and its asymmetric impact on the stock market (2010)Oil sensitivity and its asymm…The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices (2009)The pass through of oil price…Energy prices, multiple structural breaks, and efficient market hypothesis (2008)Energy prices, multiple struc…Determinants of OPEC production: Implications for OPEC behavior (2007)Determinants of OPEC producti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)International R&D spillovers (1995)Foundations of Economic Analysis. (1948)Energy prices and aggregate economic activity: an interpretative survey (2002)Oil prices and economic activity: An asymmetric cointegration approach (2006)Oil price shocks and their short- and long-term effects on the Chinese economy (2010)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Some International Evidence on Output-Inflation Tradeoffs. (1973)Good News and Bad News: Representation Theorems and Applications (1981)A Theory of Auctions and Competitive Bidding (1982)Search Costs, Lags and Prices at the Pump (2002)Inflation, Inflation Variability, and Corruption (2004)The Happiness Trade‐Off between Unemployment and Inflation (2014)Testing for a Unit Root in Time Series Regression (1988)A PANIC Attack on Unit Roots and Cointegration (2004)Influence of fake news in Twitter during the 2016 US presidential election (2018)Influence of fake news in Twitter during the 2016 US presidential election (2019)Forecasting and testing in co-integrated systems (1987)Hidden Cointegration (2002)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Theory of Industrial Organization (1988)Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Time Series Regression with a Unit Root (1987)Chapter 46 Unit roots, structural breaks and trends (1994)An analysis of the international tourism demand in Spain (1995)Forecasting city arrivals with Google Analytics (2016)New Evidence on Asymmetric Gasoline Price Responses (2003)Asymmetric Price Transmission: A Survey (2004)Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1997Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?1,029 cited
  • 2000Prices Rise Faster than They Fall962 cited
  • 1989Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models579 cited
  • 1991Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes577 cited
  • 1994Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests469 cited
  • 1993Seasonal unit roots in aggregate U.S. data422 cited
  • 1993Search with Learning from Prices: Does Increased Inflationary Uncertainty Lead to Higher Markups167 cited
  • 2002Retail price cycles and response asymmetry147 cited
  • 1998Non-linear error correction, asymmetric adjustment and cointegration93 cited
  • 1999The power of tests for non-linearity: the case of Granger-Lee asymmetry57 cited

Cited by

  • 2016Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model

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116 cited
  • 2010Oil sensitivity and its asymmetric impact on the stock market112 cited
  • 2007Determinants of OPEC production: Implications for OPEC behavior106 cited
  • 2013Does Market Structure Influence Price Transmission in the Agro‐food Sector? A Meta‐analysis Perspective106 cited
  • 2021Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID Pandemic96 cited
  • 2009The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices92 cited
  • 2008Energy prices, multiple structural breaks, and efficient market hypothesis92 cited
  • 2013Symmetric or asymmetric oil prices? A meta-analysis approach79 cited
  • 2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures77 cited
  • 2024Optimal Gasoline Price Predictions: Leveraging the ANFIS Regression Model55 cited
  • 2020Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models48 cited