Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling
Yuying Sun, Xun Zhang, Yongmiao Hong, Shouyang Wang
| Year of publication: |
2019
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|---|---|
| Authors: | Sun, Yuying ; Zhang, Xun ; Hong, Yongmiao ; Wang, Shouyang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 78.2019, p. 165-173
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| Subject: | Asymmetry | Crude oil prices | Gasoline prices | Threshold autoregressive interval-valued regression | Volatility | Ölpreis | Oil price | Volatilität | Benzin | Gasoline | Zeitreihenanalyse | Time series analysis | Benzinpreis | Gasoline price | Schätzung | Estimation | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.10.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012159915