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Testing for Asymmetric Pricing Behaviour in Irish and UK Petrol and Diesel Markets
7 references·2 citing·41 second hop
Testing for Asymmetric Pricing Behaviour in Irish and UK Petrol and Diesel Markets (2011)Testing for Asymmetric Pricing Behaviour …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…ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)ECONOMETRIC MODELS OF ASYMMET…Do retail gasoline prices rise more readily than they fall? (2007)Do retail gasoline prices ris…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Testing for asymmetric pricing in the Canadian retail gasoline market (2000)Testing for asymmetric pricin…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…Volatility Spillovers Across Petroleum Markets (2014)Volatility Spillovers Across …Are unleaded gasoline and diesel price adjustments symmetric? A comparison of the four largest EU retail fuel markets (2014)Are unleaded gasoline and die…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Threshold autoregression in economics (2011)Rockets and feathers meet Joseph: Reinvestigating the oil–gasoline asymmetry on the international markets (2015)Asymmetric pass through of oil prices to gasoline prices: Evidence from a new country sample (2018)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Sample Splitting and Threshold Estimation (2000)A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices (2005)Asymmetric error correction models for the oil–gasoline price relationship (2005)EDGEWORTH PRICE CYCLES: EVIDENCE FROM THE TORONTO RETAIL GASOLINE MARKET* (2007)Critical Values for Cointegration Tests (2010)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Residual-based tests for cointegration in models with regime shifts (1996)Multinational Companies and Productivity Spillovers: A Meta‐Analysis (2001)Symmetric or asymmetric oil prices? A meta-analysis approach (2013)Can human development and political stability improve environmental quality? New evidence from the MENA region (2020)Monopolistic Price Adjustment and Aggregate Output (1982)Lectures on Macroeconomics. (1990)Investment Under Uncertainty. (1994)Microfoundations of Macroeconomic Price Adjustment: Survey Evidence from Swedish Firms (2005)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Theory of Industrial Organization (1988)Prices Rise Faster than They Fall (2000)The Economic Effects of Energy Price Shocks (2008)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)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Asymmetric Volatility Spillovers: Revisiting the Diebold-Yilmaz (2009) Spillover Index with Realized Semivariance (2013)
this work references cited by second hop

References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1997Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?1,029 cited
  • 2007ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION360 cited
  • 2000Testing for asymmetric pricing in the Canadian retail gasoline market188 cited
  • 2000Price Adjustments by a Gasoline Retail Chain106 cited
  • 2009The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices92 cited
  • 2007Do retail gasoline prices rise more readily than they fall?78 cited

Cited by

  • 2014Are unleaded gasoline and diesel price adjustments symmetric? A comparison of the four largest EU retail fuel markets50 cited
  • 2014Volatility Spillovers Across Petroleum Markets49 cited

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