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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| English | A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices |
scientific article; zbMATH DE number 6121817 |
Statements
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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0.7965598702430725
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0.7312504053115845
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0.7246313095092773
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0.6846558451652527
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0.6827462911605835
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