Econometric models of asymmetric price transmission

G Frey, M Manera - Journal of Economic surveys, 2007 - Wiley Online Library
In this paper, we review the existing empirical literature on price asymmetries in
commodities, providing a way to classify and compare different studies that are highly …

Asymmetric error correction models for the oil–gasoline price relationship

M Grasso, M Manera - Energy Policy, 2007 - Elsevier
The existing literature on price asymmetries does not systematically investigate the
sensitivity of the empirical results to the choice of a particular econometric specification. This …

Symmetric or asymmetric oil prices? A meta-analysis approach

J Perdiguero-García - Energy policy, 2013 - Elsevier
The analysis of price asymmetries in the gasoline market is one of the most widely studied in
energy economics. However, the great variation in the outcomes reported makes the …

Price transmission, asymmetric adjustment and threshold effects in the cotton supply chain: a case study for Vidarbha, India

A Shrinivas, MI Gómez - Agricultural Economics, 2016 - Wiley Online Library
This study examines price transmission asymmetries in Vidarbha's (India) cotton supply
chain from 2002 to 2012. The analysis takes account of thresholds in price adjustments …

The taxation effect on gasoline price asymmetry nexus: Evidence from both sides of the Atlantic

ML Polemis, PN Fotis - Energy Policy, 2014 - Elsevier
This paper explores the degree of competition in various gasoline markets and infers
possible causes of price asymmetry across the globe. For this purpose we use the Dynamic …

Did the global financial crisis alter the oil–gasoline price relationship?

JE Ogbuabor, A Orji, GC Aneke, MO Charles - Empirical economics, 2019 - Springer
This paper investigated the oil–gasoline price relationship in the UK and USA following the
2007–2008 global financial crisis. The dummy variable approach to testing for structural …

Testando a assimetria nos preços da gasolina brasileira

CFA Uchôa - Revista Brasileira de Economia, 2008 - SciELO Brasil
Este trabalho tem como objetivo desenvolver uma análise dos preços da gasolina
brasileira, evidenciando uma relação de equilíbrio não-linear com os preços do petróleo no …

Symmetric or asymmetric gasoline prices? a meta-analysis approach

J Perdiguero - IREA–Working Papers, 2010, IR10/13, 2010 - diposit.ub.edu
The analysis of price asymmetries in the gasoline market is one of the most studied in the
energy economics literature. Nevertheless, the great variability of results makes it very …

Testing for threshold cointegration and error correction: evidence in the petroleum futures market

JB Lin, CC Liang - Applied Economics, 2010 - Taylor & Francis
This article examines the existence of threshold cointegration between futures and spot
prices for the Brent petroleum market. We then estimate the asymmetric error-correction …

The economic significance of gasoline wholesale price volatility to retailers

J Brewer, DM Nelson, G Overstreet - Energy Economics, 2014 - Elsevier
We show that gasoline retailer profits heavily depend on the direction of wholesale cost
movements. Using a unique, firm-level, proprietary sample of 121 US gasoline retailers …