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A Review of the Evidence on the Relation Between Crude Oil Prices and Petroleum Product Prices
16 references·0 citing·39 second hop
A Review of the Evidence on the Relation Between Crude Oil Prices and Petroleum Product Prices (2018)A Review of the Evidence on the Relation …NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)NONLINEARITIES AND THE MACROE…Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (2011)Are the responses of the U.S.…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)ECONOMETRIC MODELS OF ASYMMET…New Evidence on Asymmetric Gasoline Price Responses (2003)New Evidence on Asymmetric Ga…Cointegration and Threshold Adjustment (2001)Cointegration and Threshold A…Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Do Gasoline Prices Respond As…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…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…The pricing of commodity contracts (1976)The pricing of commodity cont…Speculation and Economic Stability (1976)Speculation and Economic Stab…Speculation and Economic Stability (1939)Speculation and Economic Stab…Equilibrium Forward Curves for Commodities (2000)Review of Economic Studies (2010)Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis (2011)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Trends and random walks in macroeconmic time series (1982)Testing for Common Trends (1988)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)Asymmetric Price Transmission: A Survey (2004)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Energy prices and aggregate economic activity: an interpretative survey (2002)Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)Statistical analysis of cointegration vectors (1988)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)Oil prices and economic activity: An asymmetric cointegration approach (2006)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)The Strategic and Tactical Value of Commodity Futures (2006)Financialization of Commodity Markets (2013)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
  • 2001Cointegration and Threshold Adjustment1,149 cited
  • 1997Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?1,029 cited
  • 1939Speculation and Economic Stability913 cited
  • 1976Speculation and Economic Stability806 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
  • 2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases?576 cited
  • 2011NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES475 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates380 cited

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  • 2003New Evidence on Asymmetric Gasoline Price Responses380 cited
  • 2007ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION360 cited
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