A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices (Q1928702)

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scientific article; zbMATH DE number 6121817
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    A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices
    scientific article; zbMATH DE number 6121817

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      A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices (English)
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      3 January 2013
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      spot gasoline price
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      crude oil
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      threshold cointegration
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      asymmetric adjustment
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