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Price relationships in the petroleum market: an analysis of crude oil and refined product prices
16 references·10 citing·29 second hop
Price relationships in the petroleum market: an analysis of crude oil and refined product prices (2003)Price relationships in the petroleum mark…Explaining Cointegration Analysis: Part II (2001)Explaining Cointegration Anal…Explaining Cointegration Analysis: Part 1 (2000)Explaining Cointegration Anal…Customers' Choice Among Retail Energy Suppliers: The Willingness-to-Pay for Service Attributes (2000)Customers' Choice Among Retai…Product Aggregation, Market Integration, and Relationships between Prices: An Application to World Salmon Markets (1999)Product Aggregation, Market I…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Identification of the long-run and the short-run structure an application to the ISLM model (1994)Identification of the long-ru…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Long-Run Economic Relationships (1991)Long-Run Economic Relationshi…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for Common Trends (1988)Testing for Common TrendsStatistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing Market Integration (1986)Testing Market IntegrationThe Extent of the Market (1985)The Extent of the MarketThe Theory of Price. 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
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  • 2000Customers' Choice Among Retail Energy Suppliers: The Willingness-to-Pay for Service Attributes350 cited
  • 1999Product Aggregation, Market Integration, and Relationships between Prices: An Application to World Salmon Markets

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347 cited
  • 2000Explaining Cointegration Analysis: Part 1304 cited
  • Cited by

    • 2009Asymmetry in retail gasoline and crude oil price movements in the United States: An application of hidden cointegration technique114 cited
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    • 2021Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID Pandemic96 cited
    • 2013The relationship between spot and contract gas prices in Europe72 cited
    • 2008Measuring Illegal Activity and the Effects of Regulatory Innovation: Tax Evasion and the Dyeing of Untaxed Diesel68 cited
    • 2018A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price65 cited
    • 2024Optimal Gasoline Price Predictions: Leveraging the ANFIS Regression Model55 cited
    • 2010Optimal Control and Equilibrium Behavior of Production-Inventory Systems39 cited
    • 2017Inventory dynamics in process industries: An empirical investigation29 cited
    • 2008Value chain management for commodities: a case study from the chemical industry28 cited