Evidence about asymmetric price transmission in the main European fuel markets : from TAR-ECM to Markov-switching approach
José María Martín-Moreno, Rafaela Pérez, Jesús Ruiz
| Year of publication: |
2019
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|---|---|
| Authors: | Martín-Moreno, José María ; Pérez, Rafaela ; Ruíz, Jesús |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 56.2019, 4, p. 1383-1412
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| Subject: | "Rockets and feathers" behaviour | Crude oil prices | Markov-switching estimation | Price asymmetries | TAR-ECM | Ölpreis | Oil price | Markov-Kette | Markov chain | Schätzung | Estimation | Preis | Price | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1388-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012052197