A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices

Author:

Chen Li-Hsueh,Finney Miles,Lai Kon S.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Gasoline and crude oil prices: an asymmetric relationship?;Balke;Federal Reserve Bank of Dallas Economic Review, First Quarter,1998

2. Do gasoline prices respond asymmetrically to crude oil price changes?;Borenstein;Quarterly Journal of Economics,1997

3. Lag order and critical values of a modified Dickey–Fuller test;Cheung;Oxford Bulletin of Economics and Statistics,1995

4. Retail price asymmetries in local gasoline markets;Duffy-Deno;Energy Economics,1996

5. Efficient tests for an autoregressive unit root;Elliott;Econometrica,1996

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