A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices
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Publication:1928702
DOI10.1016/j.econlet.2005.05.037zbMath1254.91645MaRDI QIDQ1928702
Kon S. Lai, Li-Hsueh Chen, Miles Finney
Publication date: 3 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.05.037
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
91B82: Statistical methods; economic indices and measures
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