Showing 1 - 3 of 3
The article studies the correlation structures of a large panel of agricultural commodities prices between January 1990 and February 2014. We use a various collection of mathematical and statistical methodologies (estimated correlation matrix and principal component analysis) to capture these...
Persistent link: https://www.econbiz.de/10010976551
When studying oligopolies, a tension exists between models supporting tacit collusion and those supporting the noncollusive behaviour of firms. Using a panel on retail fuel margins in France over more than 20years, we find mitigated evidence of collusive behaviour in the retail gasoline...
Persistent link: https://www.econbiz.de/10010953760
This article examines the response of gasoline prices in France to shocks to crude oil prices in the international market. Using the Autoregressive Distributed Lag (ARDL) bounds testing approach of cointegration, we investigate potential price asymmetries in the French diesel and premium...
Persistent link: https://www.econbiz.de/10010624321