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The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices
16 references·4 citing·47 second hop
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 prices into euro …Tests for cointegration with two unknown regime shifts with an application to financial market integration (2008)Tests for cointegration with …Retail gasoline pricing: What do we know? (2008)Retail gasoline pricing: What…Oil price pass-through into inflation (2008)Oil price pass-through into i…Forecasting oil price movements with crack spread futures (2008)Forecasting oil price movemen…ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)ECONOMETRIC MODELS OF ASYMMET…A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices (2005)A threshold cointegration ana…Causes for an asymmetric relation between the price of crude oil and refined petroleum products (2004)Causes for an asymmetric rela…Rockets and feathers revisited: an international comparison on European gasoline markets (2003)Rockets and feathers revisite…Multinational Companies and Productivity Spillovers: A Meta‐Analysis (2001)Multinational Companies and P…Price Adjustments by a Gasoline Retail Chain (2000)Price Adjustments by a Gasoli…Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Do Gasoline Prices Respond As…Retail price asymmetries in local gasoline markets (1996)Retail price asymmetries in l…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Efficiency and ownership in electricity distribution: A non-parametric model of the Turkish experience (1996)Efficiency and ownership in e…Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes (1991)Rockets and feathers: the asy…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Can human development and political stability improve environmental quality? New evidence from the MENA region (2020)Can human development and pol…Asymmetric pass through of oil prices to gasoline prices: Evidence from a new country sample (2018)Asymmetric pass through of oi…Short-term inflation forecasting: The M.E.T.A. approach (2017)Short-term inflation forecast…Symmetric or asymmetric oil prices? A meta-analysis approach (2013)Symmetric or asymmetric oil p…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Foundations of Economic Analysis. 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Evidence from Venezuela (1999)Perspectives on multinational enterprises in emerging economies (2004)The Puzzling Persistence of the Distance Effect on Bilateral Trade (2004)A meta-analysis of estimates of urban agglomeration economies (2008)Econometric Analysis of Panel Data (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Theory of Industrial Organization (1988)Asymmetric Price Transmission: A Survey (2004)Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models (1989)Prices Rise Faster than They Fall (2000)Asymmetric error correction models for the oil–gasoline price relationship (2005)Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases (2005)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)First evidence of asymmetric cost pass-through of EU emissions allowances: Examining wholesale electricity prices in Germany (2007)Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2013)Biofuel-related price transmission literature: A review (2013)
this work references cited by second hop

References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 2001Multinational Companies and Productivity Spillovers: A Meta‐Analysis1,039 cited
  • 1997Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?1,029 cited
  • 1991Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes577 cited
  • 2008Tests for cointegration with two unknown regime shifts with an application to financial market integration488 cited
  • 2007ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION360 cited
  • 2008Oil price pass-through into inflation307 cited
  • 2003Rockets and feathers revisited: an international comparison on European gasoline markets216 cited
  • 2005A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices182 cited
  • 2008Retail gasoline pricing: What do we know?156 cited
  • 1996Efficiency and ownership in electricity distribution: A non-parametric model of the Turkish experience153 cited
  • 2004Causes for an asymmetric relation between the price of crude oil and refined petroleum products125 cited
  • 2008Forecasting oil price movements with crack spread futures122 cited

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  • 2000Price Adjustments by a Gasoline Retail Chain106 cited
  • 1996Retail price asymmetries in local gasoline markets104 cited
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    • 2020Can human development and political stability improve environmental quality? New evidence from the MENA region91 cited
    • 2013Symmetric or asymmetric oil prices? A meta-analysis approach79 cited
    • 2018Asymmetric pass through of oil prices to gasoline prices: Evidence from a new country sample74 cited
    • 2017Short-term inflation forecasting: The M.E.T.A. approach40 cited